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Pioneer Bond Fund

Assets: $7.5B Net: $5.4B Series: S000003927 EDGAR ↗
+273
New
-135
Exited
1683
Positions
Period:
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 TREASURY BILL 912796T74 Mar 2022 360,000,000 New $360.0M — 6.61% DBT
2 Fannie Mae or Freddie Mac 01F030645 Mar 2022 320,000,000 New $313.4M — 5.76% ABS-MBS
3 TREASURY BILL 912796G45 Mar 2022 300,000,000 New $300.0M — 5.51% DBT
4 Fannie Mae or Freddie Mac 01F042640 Mar 2022 282,000,000 New $292.5M — 5.37% ABS-MBS
5 Fannie Mae or Freddie Mac 01F032641 Mar 2022 218,000,000 New $218.5M — 4.01% ABS-MBS
6 TREASURY BILL 912796T82 Mar 2022 200,000,000 New $200.0M — 3.67% DBT
7 TREASURY BILL 912796U23 Mar 2022 200,000,000 New $200.0M — 3.67% DBT
8 TREASURY BILL 912796U98 Mar 2022 200,000,000 New $199.9M — 3.67% DBT
9 Fannie Mae or Freddie Mac 01F040644 Mar 2022 126,000,000 New $128.7M — 2.36% ABS-MBS
10 Government National Mortgage A 21H030641 Mar 2022 78,000,000 New $77.2M — 1.42% ABS-MBS
11 Fannie Mae or Freddie Mac 01F040651 Mar 2022 70,000,000 New $71.2M — 1.31% ABS-MBS
12 WELLS FARGO & COMPANY WFC Dec 2021 52,347 — $69.4M -11.1% 1.27% EP
13 Fannie Mae or Freddie Mac 01F022642 Mar 2022 53,900,000 New $51.5M — 0.95% ABS-MBS
14 Government National Mortgage A 21H022648 Mar 2022 49,000,000 New $47.6M — 0.87% ABS-MBS
15 US TREASURY N/B 91282CAR2 Dec 2021 44,400,000 — $44.1M -0.4% 0.81% DBT
16 TREASURY BILL 912796P29 Mar 2022 40,000,000 New $40.0M — 0.73% DBT
17 Fannie Mae 31418D6K3 Mar 2022 42,994,774 New $39.0M — 0.72% ABS-MBS
18 Government National Mortgage A 21H032647 Mar 2022 38,000,000 New $38.2M — 0.70% ABS-MBS
19 ANHEUSER-BUSCH INBEV WOR 03523TBV9 Dec 2021 25,000,000 — $30.5M -12.2% 0.56% DBT
20 BX Trust 05608RAJ4 Dec 2021 30,345,000 — $29.7M -1.8% 0.54% ABS-MBS
21 US TREASURY N/B 91282CAE1 Dec 2021 31,428,700 — $27.3M -6.9% 0.50% DBT
22 Fannie Mae 3140XFMX6 Mar 2022 26,676,642 New $25.6M — 0.47% ABS-MBS
23 LIBERTY MUTUAL INSURANCE 53079QAD9 Dec 2021 18,482,000 — $25.0M -14.2% 0.46% DBT
24 Fannie Mae or Freddie Mac 01F032658 Mar 2022 21,000,000 New $21.0M — 0.39% ABS-MBS
25 Fannie Mae 3140XFKT7 Mar 2022 21,904,741 New $19.9M — 0.36% ABS-MBS
26 BANK OF AMERICA CORP 06051GHX0 Dec 2021 20,595,000 — $19.5M -8.2% 0.36% DBT
27 UNICREDIT SPA 904678AU3 Dec 2021 21,025,000 — $19.4M -7.3% 0.36% DBT
28 Fannie Mae 3140XCXR4 Dec 2021 20,284,941 -337,975 $19.4M -8.0% 0.36% ABS-MBS
29 BOEING CO 097023CQ6 Dec 2021 21,700,000 — $19.3M -14.7% 0.35% DBT
30 LUNDIN ENERGY FI 55037AAB4 Dec 2021 20,680,000 — $19.2M -8.1% 0.35% DBT
31 Saluda Grade Alternative Mortg 79582DAB7 Dec 2021 19,499,997 — $18.9M -2.5% 0.35% ABS-MBS
32 VISTRA OPERATIONS CO LLC 92840VAG7 Dec 2021 19,115,000 — $18.4M -7.4% 0.34% DBT
33 BX Trust 2019-OC11 05606FAA1 Dec 2021 18,960,000 — $18.3M -8.3% 0.34% ABS-MBS
34 Freddie Mac - STACR 35564KRN1 Mar 2022 18,000,000 New $17.6M — 0.32% ABS-MBS
35 US BANCORP 91159HJB7 Dec 2021 19,370,000 — $17.4M -10.1% 0.32% DBT
36 STANDARD CHARTERED PLC 853254CH1 Mar 2022 18,660,000 New $17.3M — 0.32% DBT
37 NCMF Trust 628870AC1 Mar 2022 17,365,000 New $17.2M — 0.32% ABS-MBS
38 ENERGY TRANSFER LP 29273VAM2 Dec 2021 17,361,000 -441,000 $17.0M -5.8% 0.31% DBT
39 BANCO SANTANDER SA 05971KAL3 Dec 2021 18,600,000 — $16.7M -10.4% 0.31% DBT
40 ABN AMRO BANK NV 00084DAW0 Dec 2021 17,800,000 — $16.3M -8.5% 0.30% DBT
41 CENOVUS ENERGY INC 15135UAF6 Dec 2021 13,089,000 — $16.2M -9.1% 0.30% DBT
42 AIB GROUP PLC 00135TAB0 Dec 2021 16,040,000 — $16.1M -4.8% 0.30% DBT
43 Fannie Mae 31418EBH2 Mar 2022 17,726,981 New $16.1M — 0.30% ABS-MBS
44 IMS Ecuadorian Mortagage Trust 44970EAA1 Dec 2021 15,150,000 — $15.5M -1.4% 0.28% ABS-MBS
45 NATIONWIDE MUTUAL INSURA 638671AN7 Dec 2021 15,460,000 — $15.4M -13.5% 0.28% DBT
46 MARRIOTT INTERNATIONAL 571903BF9 Dec 2021 16,130,000 — $15.4M -9.2% 0.28% DBT
47 Freddie Mac 3133KYV97 Mar 2022 16,855,998 New $15.3M — 0.28% ABS-MBS
48 SLG Office Trust 78449RAL9 Dec 2021 17,700,000 — $15.2M -9.7% 0.28% ABS-MBS
49 ENERGY TRANSFER LP 292480AL4 Dec 2021 14,441,000 — $15.0M -6.5% 0.28% DBT
50 FRESENIUS MED CARE III 35805BAB4 Dec 2021 16,810,000 — $14.6M -9.0% 0.27% DBT
51 Woodward Capital Management 74938VBR3 Mar 2022 16,117,468 New $14.5M — 0.27% ABS-MBS
52 ING GROEP NV 456837AZ6 Mar 2022 16,969,000 New $14.4M — 0.27% DBT
53 NOMURA HOLDINGS INC 65535HBA6 Mar 2022 15,610,000 New $14.4M — 0.26% DBT
54 Freddie Mac 3133KYV63 Mar 2022 15,715,889 New $14.2M — 0.26% ABS-MBS
55 CNO GLOBAL FUNDING 18977W2C3 Mar 2022 15,230,000 New $14.1M — 0.26% DBT
56 Genworth Mortgage Insurance Co 89600FAC7 Dec 2021 14,070,000 — $14.1M +0.1% 0.26% ABS-MBS
57 TELEDYNE TECHNOLOGIES IN 879360AD7 Dec 2021 15,199,000 -4,376,000 $14.1M -28.1% 0.26% DBT
58 AUTODESK INC 052769AH9 Dec 2021 15,525,000 — $14.0M -9.8% 0.26% DBT
59 INTERPUBLIC GROUP COS 460690BR0 Dec 2021 12,959,000 -7,000 $13.9M -7.7% 0.26% DBT
60 Westgate Resorts 96034JAC0 Mar 2022 13,938,113 New $13.5M — 0.25% ABS-O
61 BROADCOM INC 11135FBQ3 Dec 2021 15,388,000 — $13.5M -12.3% 0.25% DBT
62 Finance of America HECM Buyout 31735JAD7 Mar 2022 13,700,000 New $13.5M — 0.25% ABS-MBS
63 Fannie Mae 31418EAV2 Mar 2022 14,446,487 New $13.1M — 0.24% ABS-MBS
64 Hundred Acre Wood Trust 44555QAC3 Dec 2021 14,102,707 -289,480 $13.1M -9.1% 0.24% ABS-MBS
65 BOEING CO 097023CK9 Dec 2021 14,425,000 — $13.0M -14.0% 0.24% DBT
66 BINOM Securitization Trust 05552CAC8 Mar 2022 13,684,000 New $12.9M — 0.24% ABS-MBS
67 UNITED MEXICAN STATES 91087BAD2 Dec 2021 13,425,000 — $12.8M -10.4% 0.24% DBT
68 Arbor Realty Collateralized Lo 03880XAG1 Mar 2022 12,795,000 New $12.7M — 0.23% ABS-CBDO
69 MED Trust 58403YAU0 Dec 2021 12,700,000 — $12.4M -1.8% 0.23% ABS-MBS
70 Fannie Mae - CAS 20754BAB7 Mar 2022 12,580,000 New $12.3M — 0.23% ABS-MBS
71 BROADRIDGE FINANCIAL SOL 11133TAE3 Dec 2021 13,527,000 — $12.2M -9.9% 0.22% DBT
72 UBS GROUP AG 902613AK4 Mar 2022 13,435,000 New $12.2M — 0.22% DBT
73 PHILLIPS 66 PARTNERS LP 718549AF5 Dec 2021 12,125,000 — $12.2M -6.8% 0.22% DBT
74 Fannie Mae 3140XD6E1 Mar 2022 12,620,006 New $12.1M — 0.22% ABS-MBS
75 Towd Point Mortgage Trust 89179TAA2 Dec 2021 12,330,903 -159,947 $12.0M -3.7% 0.22% ABS-MBS
76 CREDIT SUISSE GROUP AG 000000000 Dec 2021 11,725,000 +6,725,000 $11.7M +6813.1% 0.22% DBT
77 MIDWEST CONNECTOR CAPIT 59833CAC6 Dec 2021 11,489,000 — $11.6M -6.2% 0.21% DBT
78 BANK OF AMERICA CORP BAC Mar 2022 8,805 New $11.6M — 0.21% EP
79 Austin Fairmont Hotel Trust 05223HAA0 Dec 2021 11,600,000 — $11.5M -1.0% 0.21% ABS-MBS
80 Radnor Re LTD 750493AC2 Dec 2021 12,000,000 — $11.4M -3.7% 0.21% ABS-MBS
81 SUMITOMO MITSUI FINL GRP 86562MBS8 Dec 2021 11,891,000 — $11.4M -8.0% 0.21% DBT
82 BPCE SA 05578QAF0 Dec 2021 12,500,000 — $11.3M -9.9% 0.21% DBT
83 ALASKA AIRLINES 2020 TR 01166VAA7 Dec 2021 11,026,690 -489,770 $11.3M -10.3% 0.21% DBT
84 Starwood Commercial Mortgage T 78485KAG0 Mar 2022 11,275,000 New $11.2M — 0.21% ABS-O
85 Mello Mortgage Capital Accepta 58549XBM4 Mar 2022 12,131,957 New $11.1M — 0.20% ABS-MBS
86 DOLLAR TREE INC 256746AJ7 Dec 2021 12,060,000 — $11.0M -8.9% 0.20% DBT
87 BANK OF AMERICA CORP 06051GKD0 Dec 2021 12,045,000 — $10.9M -9.7% 0.20% DBT
88 Freddie Mac 3133KYWD7 Mar 2022 12,066,858 New $10.9M — 0.20% ABS-MBS
89 HSBC HOLDINGS PLC 404280CY3 Dec 2021 12,000,000 — $10.9M -9.9% 0.20% DBT
90 Freddie Mac - STACR 35564ACB5 Dec 2021 11,220,000 — $10.9M -8.5% 0.20% ABS-MBS
91 New Residential Mortgage Loan 64830HAD6 Dec 2021 10,950,000 — $10.8M -7.7% 0.20% ABS-MBS
92 Fannie Mae 3140X4ZB5 Dec 2021 10,047,182 -1,131,865 $10.5M -12.7% 0.19% ABS-MBS
93 VALERO ENERGY CORP 91913YAL4 Dec 2021 8,468,000 — $10.4M -8.7% 0.19% DBT
94 Bank 06541XAJ9 Dec 2021 10,350,000 — $10.4M -6.5% 0.19% ABS-MBS
95 Wells Fargo Commercial Mortgag 95001LAU6 Dec 2021 10,050,000 — $10.4M -7.0% 0.19% ABS-MBS
96 OLIN CORP 680665AK2 Dec 2021 10,491,000 — $10.3M -6.4% 0.19% DBT
97 MPLX LP 55336VBN9 Dec 2021 9,940,000 — $10.3M -6.8% 0.19% DBT
98 MF1 Multifamily Housing Mortga 55284AAJ7 Dec 2021 10,500,000 — $10.2M -1.4% 0.19% ABS-CBDO
99 NORDEA BANK ABP 65559CAD3 Dec 2021 11,906,000 +6,426,000 $10.2M +96.7% 0.19% DBT
100 FARMERS INS EXCH 309601AE2 Dec 2021 9,710,000 — $10.2M -9.3% 0.19% DBT
101 BELLEMEADE RE LT 078777AE9 Dec 2021 10,690,000 — $10.2M -2.8% 0.19% ABS-MBS
102 GS Mortgage-Backed Securities 36263NAD7 Mar 2022 11,069,220 New $10.1M — 0.19% ABS-MBS
103 HSBC HOLDINGS PLC 404280CV9 Dec 2021 11,160,000 — $10.1M -8.1% 0.18% DBT
104 BOEING CO 097023CW3 Mar 2022 8,710,000 New $10.1M — 0.18% DBT
105 Freddie Mac - STACR 35564KPN3 Dec 2021 11,170,000 — $10.0M -10.6% 0.18% ABS-MBS
106 BANCO SANTANDER CHILE 05970FAC5 Dec 2021 10,258,000 — $10.0M -4.3% 0.18% DBT
107 NIPPON LIFE INSURANCE 654579AK7 Dec 2021 11,070,000 — $10.0M -8.5% 0.18% DBT
108 WILLIAMS COMPANIES INC 969457BB5 Dec 2021 8,020,000 — $10.0M -8.2% 0.18% DBT
109 JP Morgan Mortgage Trust 46653QCA1 Dec 2021 10,826,043 +5,534,982 $9.9M +81.6% 0.18% ABS-MBS
110 Arbor Realty Collateralized Lo 03880RAJ8 Dec 2021 10,000,000 — $9.9M -1.2% 0.18% ABS-CBDO
111 LOWE'S COS INC 548661EH6 Mar 2022 9,690,000 New $9.8M — 0.18% DBT
112 SMITH & NEPHEW PLC 83192PAA6 Dec 2021 11,088,000 -4,832,000 $9.6M -37.4% 0.18% DBT
113 Towd Point Mortgage Trust 89177LBE2 Dec 2021 10,000,000 — $9.6M -5.4% 0.18% ABS-MBS
114 JP Morgan Mortgage Trust 46654ABW8 Dec 2021 10,868,253 -64,232 $9.6M -13.1% 0.18% ABS-MBS
115 MACQUARIE GROUP LTD 55607PAG0 Dec 2021 10,745,000 — $9.5M -11.8% 0.17% DBT
116 Towd Point Mortgage Trust 89178BAW4 Dec 2021 10,300,000 — $9.5M -10.3% 0.17% ABS-MBS
117 ALLIANCE DATA SYSTEMS CO 018581AL2 Dec 2021 9,299,000 -851,000 $9.5M -11.3% 0.17% DBT
118 Freddie Mac - STACR 35565XBD1 Dec 2021 8,960,000 — $9.4M -0.2% 0.17% ABS-MBS
119 Fannie Mae 31417CSN6 Dec 2021 9,238,573 -383,783 $9.2M -9.3% 0.17% ABS-MBS
120 Commercial Mortgage Pass-throu 44965LAA2 Dec 2021 8,951,000 — $9.2M -7.0% 0.17% ABS-MBS
121 Blackbird Capital Aircraft 09229CAA7 Dec 2021 10,046,875 -179,688 $9.2M -9.0% 0.17% ABS-O
122 JP Morgan Mortgage Trust 465973BM6 Mar 2022 9,642,706 New $9.1M — 0.17% ABS-MBS
123 Tricon American Homes 89612LAA4 Dec 2021 9,378,166 — $9.1M -5.5% 0.17% ABS-O
124 Wells Fargo Commercial Mortgag 95000HBE1 Dec 2021 9,319,826 -680,174 $9.1M -11.6% 0.17% ABS-MBS
125 MOTOROLA SOLUTIONS INC 620076BT5 Dec 2021 10,275,000 — $9.0M -9.1% 0.17% DBT
126 JPMORGAN CHASE & CO 46647PCR5 Dec 2021 9,870,000 — $9.0M -9.3% 0.17% DBT
127 NRG ENERGY INC 629377CP5 Dec 2021 9,635,000 — $8.9M -6.9% 0.16% DBT
128 LLOYDS BANKING GROUP PLC 53944YAB9 Dec 2021 8,675,000 — $8.9M -7.0% 0.16% DBT
129 La Hipotecaria SA 50347JAA3 Dec 2021 8,781,685 -58,315 $8.9M -1.8% 0.16% ABS-MBS
130 Fannie Mae or Freddie Mac 01F030652 Mar 2022 9,000,000 New $8.8M — 0.16% ABS-MBS
131 MPLX LP 55336VBT6 Mar 2022 8,420,000 New $8.8M — 0.16% DBT
132 Freddie Mac - STACR 35565WBD3 Dec 2021 8,479,927 -240,073 $8.8M -2.4% 0.16% ABS-MBS
133 Dominos Pizza Master Issuer LL 25755TAL4 Dec 2021 9,114,000 -23,250 $8.8M -9.0% 0.16% ABS-O
134 GENERAL MOTORS FINL CO 37045XAS5 Dec 2021 8,597,000 — $8.7M -4.7% 0.16% DBT
135 JP Morgan Mortgage Trust 46592TBZ5 Dec 2021 10,085,593 -59,351 $8.7M -14.3% 0.16% ABS-MBS
136 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. UXYM2 Dec 2021 -2,288 New $8.7M — 0.16% DIR
137 UNICREDIT SPA 904678AQ2 Dec 2021 8,153,000 — $8.6M -11.7% 0.16% DBT
138 MIDAS OPCO HOLDINGS LLC 59565JAA9 Dec 2021 9,105,000 — $8.6M -7.4% 0.16% DBT
139 Republic Finance Issuance Trus 76042UAA1 Dec 2021 9,010,000 — $8.6M -5.0% 0.16% ABS-O
140 HEALTHCARE TRUST OF AMER 42225UAG9 Dec 2021 8,904,000 -2,727,000 $8.5M -29.6% 0.16% DBT
141 TEVA PHARMACEUTICALS NE 88167AAE1 Dec 2021 9,309,000 — $8.4M -3.6% 0.15% DBT
142 REPUBLIC OF CHILE 168863DS4 Dec 2021 9,555,000 — $8.4M -9.8% 0.15% DBT
143 SKYWORKS SOLUTIONS INC 83088MAL6 Dec 2021 9,347,000 — $8.4M -11.2% 0.15% DBT
144 Race Point CLO Ltd 74982LBC3 Dec 2021 8,500,000 — $8.3M -0.4% 0.15% ABS-CBDO
145 UNITED WHOLESALE MTGE LL 913229AA8 Dec 2021 9,329,000 — $8.3M -9.2% 0.15% DBT
146 SEMPRA ENERGY 816851BG3 Dec 2021 8,301,000 -1,419,000 $8.3M -19.9% 0.15% DBT
147 RESORTS WORLD/RWLV CAP 76120HAA5 Dec 2021 9,100,000 — $8.2M -10.2% 0.15% DBT
148 Credit Suisse Mortgage Trust 12653VAJ5 Dec 2021 8,375,000 — $8.2M -1.8% 0.15% ABS-MBS
149 FASST 22-S1 A2 000000000 Dec 2021 8,457,407 New $8.2M — 0.15% ABS-MBS
150 GENERAL MOTORS CO 37045VAK6 Dec 2021 7,044,000 — $8.2M -14.2% 0.15% DBT
151 Progress Residential Trust 74333NAJ1 Dec 2021 8,370,000 — $8.2M -2.4% 0.15% ABS-O
152 BENCHMARK Mortgage Trust 08162UAV2 Dec 2021 8,000,000 — $8.2M -6.4% 0.15% ABS-MBS
153 CCO HLDGS LLC/CAP CORP 1248EPCD3 Dec 2021 8,500,000 — $8.2M -7.7% 0.15% DBT
154 BANCO SANTANDER SA 05964HAN5 Dec 2021 9,000,000 — $8.1M -7.9% 0.15% DBT
155 Morgan Stanley Residential Mor 61772ABB0 Dec 2021 8,957,745 -56,405 $8.0M -11.8% 0.15% ABS-MBS
156 AES CORP/THE 00130HCG8 Dec 2021 8,905,000 — $8.0M -8.1% 0.15% DBT
157 JPMDB Commercial Mortgage Secu 46591ABA2 Dec 2021 7,640,000 — $8.0M -7.0% 0.15% ABS-MBS
158 Bayview Opportunity Master Fun 67647TCE2 Dec 2021 8,749,938 -49,861 $7.9M -12.6% 0.15% ABS-MBS
159 GOLDMAN SACHS GROUP INC 38141GWQ3 Dec 2021 7,891,000 — $7.9M -4.6% 0.15% DBT
160 LONGPOINT RE LTD III 542799AD3 Dec 2021 7,900,000 +1,900,000 $7.9M +31.7% 0.15% DBT
161 Freddie Mac 3132D9G99 Mar 2022 8,691,240 New $7.9M — 0.14% ABS-MBS
162 United Wholesale Mortgage LLC 918307BG3 Dec 2021 8,791,362 -44,068 $7.9M -10.9% 0.14% ABS-MBS
163 BX Trust 05605VAA7 Dec 2021 8,300,000 — $7.8M -7.9% 0.14% ABS-MBS
164 PUGET ENERGY INC 745310AK8 Dec 2021 7,830,000 — $7.8M -7.7% 0.14% DBT
165 Citigroup Commercial Mortgage 29429MAA1 Dec 2021 7,700,000 — $7.8M -3.5% 0.14% ABS-MBS
166 FASST 22-S1 A1 000000000 Dec 2021 8,127,446 New $7.8M — 0.14% ABS-MBS
167 AUTONATION INC 05329RAA1 Mar 2022 7,990,000 New $7.7M — 0.14% DBT
168 ALTICE FRANCE SA 02156LAC5 Dec 2021 8,264,000 — $7.7M -6.5% 0.14% DBT
169 LXP INDUSTRIAL TRUST 529537AA0 Dec 2021 8,575,000 — $7.6M -7.6% 0.14% DBT
170 GS Mortgage-Backed Securities 36266PAD9 Mar 2022 8,277,756 New $7.6M — 0.14% ABS-MBS
171 BELLEMEADE RE LT 07877TAC5 Dec 2021 7,640,000 — $7.6M -1.2% 0.14% ABS-MBS
172 Arbor Realty Collateralized Lo 03880KAG9 Dec 2021 7,600,000 — $7.5M -0.9% 0.14% ABS-CBDO
173 Bank 06541WBA9 Dec 2021 7,460,000 — $7.4M -6.8% 0.14% ABS-MBS
174 Wells Fargo Commercial Mortgag 94989YAY9 Dec 2021 7,443,420 -269,546 $7.4M -7.9% 0.14% ABS-MBS
175 FMG RESOURCES AUG 2006 30251GBC0 Dec 2021 7,821,000 — $7.4M -9.9% 0.14% DBT
176 Fannie Mae 3140X7KG3 Dec 2021 7,070,678 -1,172,329 $7.4M -17.0% 0.14% ABS-MBS
177 AIR LEASE CORP 00914AAQ5 Dec 2021 8,420,000 — $7.4M -9.2% 0.14% DBT
178 Mercury Financial Credit Card 58940BAA4 Dec 2021 7,550,000 — $7.3M -2.9% 0.13% ABS-O
179 CIM Trust 12558RAJ0 Dec 2021 7,514,000 — $7.3M -5.6% 0.13% ABS-MBS
180 Cascade Funding Mortgage Trust 12530BAD1 Dec 2021 7,600,000 — $7.3M -3.7% 0.13% ABS-MBS
181 CITIGROUP INC 172967NE7 Dec 2021 8,105,000 — $7.3M -10.3% 0.13% DBT
182 Mill City Mortgage Trust 59981BAJ3 Dec 2021 7,800,000 — $7.2M -10.1% 0.13% ABS-MBS
183 HIGHWOODS REALTY LP 431282AQ5 Dec 2021 7,105,000 — $7.2M -7.9% 0.13% DBT
184 Radnor Re LTD 75049SAB9 Dec 2021 7,125,977 — $7.1M +0.1% 0.13% ABS-MBS
185 NRG ENERGY INC 629377CS9 Dec 2021 8,075,000 — $7.1M -10.2% 0.13% DBT
186 FORD MOTOR CREDIT CO LLC 345397ZQ9 Dec 2021 6,885,000 — $7.1M -4.5% 0.13% DBT
187 BNP PARIBAS 09659W2R4 Dec 2021 7,930,000 — $7.1M -9.0% 0.13% DBT
188 JP Morgan Mortgage Trust 46654WCD1 Mar 2022 7,771,926 New $7.1M — 0.13% ABS-MBS
189 Morgan Stanley Capital I Trust 61691DAA5 Dec 2021 6,900,000 — $7.1M -6.9% 0.13% ABS-MBS
190 BANQUE OUEST AFRICAINE D 06675QAC7 Dec 2021 7,150,000 — $7.1M -9.4% 0.13% DBT
191 FASST 2021-S2 A1 Mtge 31740FAA4 Dec 2021 7,433,358 -143,391 $7.0M -5.2% 0.13% DBT
192 SBA TOWER TRUST 78403DAH3 Dec 2021 6,975,000 — $7.0M -2.4% 0.13% DBT
193 Multifamily Structured Credit 35563GAB5 Dec 2021 7,400,000 — $7.0M -4.9% 0.13% ABS-MBS
194 ENLINK MIDSTREAM PARTNER 29336UAG2 Dec 2021 8,316,000 — $7.0M -16.2% 0.13% DBT
195 Towd Point Mortgage Trust 89179YAE3 Dec 2021 7,500,000 — $7.0M -10.6% 0.13% ABS-MBS
196 GARDA WORLD SECURITY 36485MAK5 Dec 2021 7,255,000 — $7.0M -3.7% 0.13% DBT
197 Cascade MH Asset Trust 14732FAA0 Dec 2021 6,942,346 -259,423 $6.9M -7.2% 0.13% ABS-O
198 GOLDMAN SACHS GROUP INC 38141GYN8 Dec 2021 7,630,000 — $6.9M -9.8% 0.13% DBT
199 KEY COMMERCIAL MORTGAGE TRUST 49307XAC8 Dec 2021 7,150,000 — $6.9M -6.8% 0.13% ABS-MBS
200 JP Morgan Mortgage Trust 465976AD0 Mar 2022 7,754,000 New $6.9M — 0.13% ABS-MBS
201 JP Morgan Mortgage Trust 46654UCS2 Mar 2022 7,875,000 New $6.9M — 0.13% ABS-MBS
202 PUGET ENERGY INC 745310AM4 Dec 2021 7,485,000 — $6.9M -7.0% 0.13% DBT
203 Fannie Mae 31418D4N9 Mar 2022 6,695,709 New $6.8M — 0.13% ABS-MBS
204 ReadyCap Commercial Mortgage T 75574PAJ1 Mar 2022 6,850,000 New $6.8M — 0.13% ABS-MBS
205 ReadyCap Commercial Mortgage T 75575WAJ5 Dec 2021 6,950,000 — $6.8M -1.5% 0.13% ABS-MBS
206 JP Morgan Chase Commercial Mor 46645WAU7 Dec 2021 6,700,000 — $6.8M -2.5% 0.12% ABS-MBS
207 Freddie Mac - STACR 35564RBF0 Dec 2021 6,940,000 — $6.8M -3.5% 0.12% ABS-MBS
208 Springcastle SPV 85022WAP9 Dec 2021 6,986,078 -686,805 $6.7M -11.8% 0.12% ABS-O
209 Merion Re 2022-2 000000000 Dec 2021 6,551,154 New $6.6M — 0.12% DBT
210 Eagle Re Ltd 269822AB8 Dec 2021 6,677,369 — $6.6M -0.6% 0.12% ABS-MBS
211 JPMDB Commercial Mortgage Secu 46646RAJ2 Dec 2021 6,650,000 — $6.6M -5.6% 0.12% ABS-MBS
212 Angel Oak Mortgage Trust 03463WAD5 Dec 2021 6,700,000 — $6.6M -1.6% 0.12% ABS-MBS
213 AERCAP IRELAND CAP/GLOBA 00774MAX3 Dec 2021 7,310,000 — $6.6M -11.7% 0.12% DBT
214 BROWN & BROWN INC 115236AE1 Mar 2022 6,455,000 New $6.6M — 0.12% DBT
215 GOLDMAN SACHS GROUP INC 38141GWZ3 Dec 2021 6,335,000 — $6.5M -7.7% 0.12% DBT
216 Freddie Mac - STACR 35564KBE8 Dec 2021 7,470,000 — $6.5M -14.1% 0.12% ABS-MBS
217 GS Mortgage Securities Trust 36251FAW6 Dec 2021 6,500,000 — $6.5M -4.9% 0.12% ABS-MBS
218 Provident Funding Mortgage Tru 74387YAJ2 Dec 2021 7,067,454 -114,865 $6.5M -10.3% 0.12% ABS-MBS
219 PRMI Securitization Trust 69359DBV4 Dec 2021 7,419,801 -48,344 $6.4M -11.7% 0.12% ABS-MBS
220 BX Trust 05609VAQ8 Dec 2021 6,650,000 — $6.4M -2.6% 0.12% ABS-MBS
221 Home Re Ltd 437307AD3 Dec 2021 6,975,000 +1,175,000 $6.4M +13.4% 0.12% ABS-MBS
222 PLANTRONICS INC 727493AC2 Dec 2021 6,224,000 — $6.4M +8.0% 0.12% DBT
223 NGPL PIPECO LLC 62928CAA0 Dec 2021 6,860,000 — $6.4M -8.2% 0.12% DBT
224 ALGONQUIN PWR & UTILITY 015857AH8 Mar 2022 6,870,000 New $6.4M — 0.12% DBT
225 FASST 2020-JR2 31735AAA2 Dec 2021 6,201,294 -258,457 $6.4M -6.6% 0.12% DBT
226 B3 SA-BRASIL BOLSA BALCA 11778EAA4 Dec 2021 7,100,000 — $6.4M -7.0% 0.12% DBT
227 SANTANDER HOLDINGS USA 80282KBC9 Mar 2022 6,765,000 New $6.3M — 0.12% DBT
228 AIR LEASE CORP 00914AAK8 Dec 2021 6,795,000 — $6.3M -9.5% 0.12% DBT
229 BELLEMEADE RE LT 07877KAE0 Dec 2021 6,170,000 — $6.3M -0.9% 0.12% ABS-MBS
230 COMM Mortgage Trust 12591YBB0 Dec 2021 6,301,980 — $6.3M -3.5% 0.11% ABS-MBS
231 Eagle Re Ltd 269820AD8 Dec 2021 6,229,867 -1,050,133 $6.2M -14.9% 0.11% ABS-MBS
232 Gullane Re 2022 000000000 Dec 2021 6,000,000 New $6.2M — 0.11% DBT
233 COLEM 2021-HLNE Mortgage Trust 12659JAJ6 Mar 2022 7,140,000 New $6.2M — 0.11% ABS-MBS
234 Fannie Mae 3138WF3D6 Dec 2021 6,077,205 -379,119 $6.2M -11.9% 0.11% ABS-MBS
235 CIM Trust 12564ECD2 Dec 2021 6,671,614 -41,250 $6.2M -6.8% 0.11% ABS-MBS
236 COMM Mortgage Trust 12593QBD1 Dec 2021 6,206,073 — $6.2M -4.0% 0.11% ABS-MBS
237 BMW US CAPITAL LLC 05565ECB9 Mar 2022 6,060,000 New $6.1M — 0.11% DBT
238 BSST Mortgage Trust 07403PAA0 Dec 2021 6,200,000 — $6.1M -1.5% 0.11% ABS-MBS
239 FORD MOTOR CREDI 345397B69 Dec 2021 6,700,000 — $6.1M -13.6% 0.11% DBT
240 Citigroup Commercial Mortgage 29425AAG8 Dec 2021 6,052,000 — $6.0M -5.8% 0.11% ABS-MBS
241 Citigroup Commercial Mortgage 17322YAG5 Dec 2021 6,000,000 — $6.0M -4.5% 0.11% ABS-MBS
242 JP Morgan Mortgage Trust 465973BX2 Mar 2022 6,659,070 New $6.0M — 0.11% ABS-MBS
243 PRIMERICA INC 74164MAB4 Dec 2021 6,524,000 -1,316,000 $6.0M -24.0% 0.11% DBT
244 DYCOM INDUSTRIES INC 267475AD3 Dec 2021 6,385,000 +1,891,000 $6.0M +31.4% 0.11% DBT
245 LSTAR Securities Investment Lt 50220XAA4 Dec 2021 5,950,337 -361,173 $6.0M -5.0% 0.11% ABS-MBS
246 HOA Funding LLC 40390GAA6 Dec 2021 6,467,500 -16,250 $6.0M -8.3% 0.11% ABS-O
247 MACQUARIE GROUP LTD 55608JAZ1 Dec 2021 6,745,000 — $6.0M -11.1% 0.11% DBT
248 Towd Point Mortgage Trust 89173FAF7 Dec 2021 6,130,000 -5,950,000 $6.0M -52.5% 0.11% ABS-MBS
249 JP Morgan Mortgage Trust 46592PBG5 Dec 2021 6,705,621 -40,570 $6.0M -13.2% 0.11% ABS-MBS
250 Marlette Funding Trust 57109HAC6 Dec 2021 5,950,000 — $5.9M -1.1% 0.11% ABS-O
251 JP Morgan Chase Commercial Mor 46590WAG3 Dec 2021 5,925,000 — $5.9M -1.4% 0.11% ABS-MBS
252 ANGLO AMERICAN CAPITAL 034863AZ3 Dec 2021 6,420,000 — $5.9M -6.9% 0.11% DBT
253 SMITHFIELD FOODS INC 832248BC1 Dec 2021 6,465,000 — $5.9M -9.0% 0.11% DBT
254 Oakmont Re 2020, 4/30/24 000000000 Dec 2021 7,255,240 New $5.9M — 0.11% DBT
255 IRON MOUNTAIN INC 46284VAN1 Dec 2021 6,291,000 — $5.8M -8.6% 0.11% DBT
256 AXIS Equipment Finance Receiva 03237JAE7 Dec 2021 5,784,000 — $5.8M -0.7% 0.11% ABS-O
257 SMITHFIELD FOODS INC 832248BD9 Dec 2021 6,615,000 — $5.8M -9.5% 0.11% DBT
258 Aqua Finance Trust 038370AC6 Dec 2021 5,900,000 — $5.8M -4.2% 0.11% ABS-O
259 MED Trust 58403YAX4 Dec 2021 5,900,000 — $5.8M -1.4% 0.11% ABS-MBS
260 STANDARD INDUSTRIES INC 853496AG2 Dec 2021 6,255,000 — $5.8M -9.8% 0.11% DBT
261 PRIME SECSRVC BRW/FINANC 74166MAE6 Dec 2021 5,870,000 — $5.7M -6.1% 0.11% DBT
262 AFRICAN EXPORT-IMPORT BA 00831TAA9 Dec 2021 6,065,000 — $5.7M -8.2% 0.11% DBT
263 BPCE SA 05578QAH6 Mar 2022 6,130,000 New $5.7M — 0.11% DBT
264 Freddie Mac - STACR 35564KTB5 Mar 2022 5,600,000 New $5.7M — 0.11% ABS-MBS
265 HAT HOLDINGS I LLC/HAT 418751AE3 Dec 2021 6,000,000 — $5.7M -5.9% 0.10% DBT
266 RMF Proprietary Issuance Trust 74969VAA3 Dec 2021 6,144,766 — $5.7M -6.3% 0.10% ABS-MBS
267 VISTRA OPERATIONS CO LLC 92840VAH5 Dec 2021 5,950,000 — $5.6M -5.7% 0.10% DBT
268 BIO-RAD LABS 090572AQ1 Mar 2022 5,660,000 New $5.6M — 0.10% DBT
269 FASST 2021-S2 A2 Mtge 31740FAB2 Dec 2021 5,883,274 -113,244 $5.6M -5.2% 0.10% DBT
270 UDR INC 90265EAP5 Dec 2021 5,300,000 — $5.6M -6.8% 0.10% DBT
271 J.G. Wentworth XLIII LLC 46650XAA1 Dec 2021 5,418,248 -120,971 $5.5M -10.0% 0.10% ABS-O
272 DANSKE BANK A/S 23636AAT8 Dec 2021 5,337,000 — $5.5M -4.2% 0.10% DBT
273 Towd Point Mortgage Trust 89171YAG6 Dec 2021 5,810,000 — $5.5M -7.7% 0.10% ABS-O
274 GS Mortgage-Backed Securities 36261WAJ6 Dec 2021 6,071,000 — $5.5M -7.4% 0.10% ABS-MBS
275 Continental Credit Card llc 21134LAA6 Dec 2021 5,463,233 -1,304,701 $5.5M -20.3% 0.10% ABS-O
276 Perimeter Master Note Business 71384PAF8 Dec 2021 5,500,000 — $5.5M -3.0% 0.10% ABS-O
277 TEVA PHARMACEUTICALS NE 88167AAN1 Dec 2021 5,175,000 — $5.4M -1.7% 0.10% DBT
278 TRONOX INC 897051AC2 Dec 2021 5,820,000 — $5.4M -6.4% 0.10% DBT
279 BELLEMEADE RE LT 07877KAG5 Dec 2021 5,350,000 — $5.4M -2.2% 0.10% ABS-MBS
280 AIR CANADA 2017-1AA PTT 00908PAA5 Dec 2021 5,680,757 -177,178 $5.4M -8.8% 0.10% DBT
281 BAUSCH HEALTH AMERICAS 91911XAV6 Dec 2021 5,265,000 — $5.4M -2.9% 0.10% DBT
282 BSPRT Issuer, Ltd. 055983AG5 Mar 2022 5,425,000 New $5.4M — 0.10% ABS-CBDO
283 BELLEMEADE RE LT 07876UAB5 Dec 2021 5,384,753 -1,265,247 $5.4M -19.0% 0.10% ABS-MBS
284 ENERGY TRANSFER LP 86765BAQ2 Dec 2021 5,230,000 — $5.4M -10.6% 0.10% DBT
285 FREMF Mortgage Trust 302960AG4 Mar 2022 5,384,768 New $5.3M — 0.10% ABS-MBS
286 MINERVA LUXEMBOURG SA 603374AF6 Dec 2021 5,890,000 -850,000 $5.3M -16.9% 0.10% DBT
287 Fannie Mae 3140MHU31 Mar 2022 5,427,143 New $5.3M — 0.10% ABS-MBS
288 KENNEDY-WILSON INC 489399AN5 Dec 2021 5,590,000 — $5.3M -6.2% 0.10% DBT
289 UNITED MEXICAN STATES 91087BAR1 Mar 2022 5,715,000 New $5.3M — 0.10% DBT
290 Freddie Mac 3132WJUZ2 Dec 2021 5,217,058 -321,895 $5.3M -11.0% 0.10% ABS-MBS
291 Freddie Mac - STACR 35565TBE8 Dec 2021 5,000,000 — $5.3M -11.9% 0.10% ABS-MBS
292 WEIR GROUP PLC (THE) 94876QAA4 Dec 2021 5,615,000 — $5.3M -5.2% 0.10% DBT
293 Woodward Capital Management 74936RBU7 Dec 2021 6,007,275 -38,720 $5.2M -11.7% 0.10% ABS-MBS
294 MEG ENERGY CORP 552704AE8 Dec 2021 5,000,000 — $5.2M -1.7% 0.10% DBT
295 CIM Trust 12564KCD8 Dec 2021 5,826,261 -37,017 $5.2M -10.1% 0.10% ABS-MBS
296 EDEN RE II LTD 27955KAB9 Mar 2022 5,200,000 New $5.2M — 0.10% DBT
297 T-MOBILE USA INC 87264ACP8 Dec 2021 5,720,000 — $5.2M -9.9% 0.10% DBT
298 Nelnet Student Loan Trust 64035DAE6 Dec 2021 5,550,000 — $5.2M -7.6% 0.09% ABS-O
299 Fannie Mae 3140XCHD3 Mar 2022 5,046,560 New $5.2M — 0.09% ABS-MBS
300 CORPORATE OFFICE PROP LP 22003BAM8 Dec 2021 5,715,000 — $5.1M -9.8% 0.09% DBT
301 ANGLO AMERICAN CAPITAL 034863BC3 Mar 2022 4,875,000 New $5.1M — 0.09% DBT
302 Tricon American Homes 89613JAJ9 Dec 2021 5,650,000 — $5.1M -8.3% 0.09% ABS-O
303 FREMF Mortgage Trust 302971AT3 Dec 2021 5,000,000 — $5.1M -7.9% 0.09% ABS-MBS
304 United Wholesale Mortgage LLC 90355DBG7 Mar 2022 5,559,413 New $5.0M — 0.09% ABS-MBS
305 Signal Peak CLO, LLC 56844XBN8 Dec 2021 5,000,000 — $5.0M -0.8% 0.09% ABS-CBDO
306 PG Receivables Finance LP 69356JAG8 Dec 2021 5,000,000 — $4.9M -1.1% 0.09% ABS-O
307 LXP INDUSTRIAL TRUST 529043AE1 Dec 2021 5,320,000 — $4.9M -6.9% 0.09% DBT
308 Freddie Mac - STACR 35566ABD0 Dec 2021 4,835,000 — $4.9M -4.1% 0.09% ABS-MBS
309 BRITISH AIR 19-1 A PTT 11043XAB9 Dec 2021 5,150,924 -177,618 $4.9M -7.8% 0.09% DBT
310 Freddie Mac 3128M83Q5 Dec 2021 4,635,212 -271,850 $4.9M -11.0% 0.09% ABS-MBS
311 CSC HOLDINGS LLC 126307BD8 Dec 2021 5,800,000 — $4.9M -11.6% 0.09% DBT
312 Freddie Mac 3132DV5B7 Dec 2021 4,555,866 -882,985 $4.8M -18.9% 0.09% ABS-MBS
313 Madison Park Funding Ltd 55819VAG1 Dec 2021 4,850,000 — $4.8M -0.8% 0.09% ABS-CBDO
314 AIR LEASE CORP 00914AAS1 Mar 2022 5,355,000 New $4.8M — 0.09% DBT
315 SCIENTIFIC GAMES INTERNATIO 80875AAP6 Dec 2021 4,810,388 -12,527 $4.8M -0.4% 0.09% LON
316 FORTUNE BRANDS HOME & SE 34964CAG1 Mar 2022 4,890,000 New $4.8M — 0.09% DBT
317 Mello Mortgage Capital Accepta 585490BZ7 Mar 2022 5,354,364 New $4.8M — 0.09% ABS-MBS
318 AMGEN INC 031162DG2 Mar 2022 4,595,000 New $4.8M — 0.09% DBT
319 UNICREDIT SPA 904678AS8 Mar 2022 4,988,000 New $4.8M — 0.09% DBT
320 CHARTER COMM OPT LLC/CAP 161175CJ1 Mar 2022 4,770,000 New $4.8M — 0.09% DBT
321 Pangaea Re 2022-1 000000000 Dec 2021 4,727,246 New $4.7M — 0.09% DBT
322 JP Morgan Mortgage Trust 46592NBZ8 Dec 2021 5,493,438 -32,400 $4.7M -14.3% 0.09% ABS-MBS
323 CVS PASS THRU TR 2009 126659AA9 Dec 2021 3,927,784 -70,003 $4.7M -7.4% 0.09% DBT
324 Woodward Capital Management 749350BK9 Dec 2021 5,265,274 -36,558 $4.7M -11.7% 0.09% ABS-MBS
325 Home Re Ltd 43731WAC9 Dec 2021 4,640,000 — $4.7M -0.8% 0.09% ABS-MBS
326 AREIT CRE Trust 04002VAJ0 Mar 2022 4,750,000 New $4.7M — 0.09% ABS-MBS
327 JP Morgan Mortgage Trust 46654DAU7 Dec 2021 5,457,554 -30,860 $4.7M -16.3% 0.09% ABS-MBS
328 Home Re Ltd 43731WAD7 Dec 2021 4,580,000 — $4.6M -1.4% 0.08% ABS-MBS
329 SOCIETE GENERALE 83370RAA6 Dec 2021 4,960,000 — $4.6M -11.3% 0.08% DBT
330 Commerical Equipment Finance 2 20166QAC4 Dec 2021 4,800,000 — $4.6M -4.4% 0.08% ABS-O
331 Berwick Re 2022, 12/31/27 000000000 Dec 2021 4,500,000 New $4.6M — 0.08% DBT
332 Mello Mortgage Capital Accepta 585494CB1 Dec 2021 5,190,561 -31,985 $4.6M -11.8% 0.08% ABS-MBS
333 Freddie Mac 3133ARDX0 Dec 2021 4,764,624 -116,751 $4.6M -8.9% 0.08% ABS-MBS
334 JP Morgan Mortgage Trust 46654DAT0 Dec 2021 5,149,586 -29,118 $4.6M -14.5% 0.08% ABS-MBS
335 SCF Equipment Trust Llc 784034AD2 Dec 2021 4,600,000 — $4.5M -3.8% 0.08% ABS-O
336 ENERGY TRANSFER LP 29278NAE3 Dec 2021 4,085,000 — $4.5M -11.1% 0.08% DBT
337 CIM Trust 12558WAJ9 Dec 2021 5,170,000 — $4.5M -12.8% 0.08% ABS-MBS
338 JP Morgan Chase Commercial Mor 46590MAR1 Dec 2021 4,597,183 — $4.5M -5.7% 0.08% ABS-MBS
339 ENEL SPA 29265WAA6 Dec 2021 4,170,000 — $4.5M -3.5% 0.08% DBT
340 First Eagle BSL CLO LLC 32010FAC1 Dec 2021 4,500,000 — $4.5M -0.5% 0.08% ABS-CBDO
341 COMM Mortgage Trust 12629NAJ4 Dec 2021 4,500,000 — $4.5M -4.7% 0.08% ABS-MBS
342 ADANIREN KODSOPAR WARSOM 00654CAA0 Dec 2021 5,106,044 — $4.4M -13.6% 0.08% DBT
343 JETBLUE 2019-1 CLASS AA 477143AH4 Dec 2021 4,745,204 — $4.4M -7.0% 0.08% DBT
344 Santander Bank Auto Credit-Lin 80290CAE4 Dec 2021 4,521,931 -728,069 $4.4M -15.3% 0.08% ABS-O
345 Freddie Mac 3132WLGR1 Dec 2021 4,333,133 -288,343 $4.4M -11.3% 0.08% ABS-MBS
346 FREMF Mortgage Trust 30318WAN3 Dec 2021 9,000,000 — $4.4M -0.8% 0.08% ABS-MBS
347 FREMF Mortgage Trust 30311XAC2 Dec 2021 5,000,000 — $4.4M +0.5% 0.08% ABS-MBS
348 Freddie Mac - STACR 35565RBD4 Dec 2021 4,290,000 — $4.4M -1.8% 0.08% ABS-MBS
349 BRITISH AIR 19-1 AA PTT 11043XAA1 Dec 2021 4,630,560 -61,227 $4.4M -9.3% 0.08% DBT
350 Bayview Opportunity Master Fun 67647TCD4 Dec 2021 4,772,246 -27,194 $4.4M -12.3% 0.08% ABS-MBS
351 Fannie Mae 3138WFFH4 Dec 2021 4,269,596 -124,856 $4.4M -9.1% 0.08% ABS-MBS
352 Fannie Mae 31418ECF5 Mar 2022 4,805,493 New $4.4M — 0.08% ABS-MBS
353 Genworth Mortgage Insurance Co 89600MAC2 Dec 2021 4,348,359 -41,641 $4.3M -1.2% 0.08% ABS-MBS
354 FRESB Multifamily Mortgage Pas 30297CAG7 Dec 2021 4,348,922 -253,828 $4.3M -8.8% 0.08% ABS-MBS
355 New York Mortgage Trust 62955VAC0 Mar 2022 4,550,000 New $4.3M — 0.08% ABS-MBS
356 BENCHMARK Mortgage Trust 08160BAC8 Dec 2021 4,200,000 — $4.3M -6.7% 0.08% ABS-MBS
357 Home Partners of America Trust 43732TAJ0 Dec 2021 4,700,659 -11,969 $4.3M -6.6% 0.08% ABS-O
358 AUTONATION INC 05329WAQ5 Dec 2021 4,115,000 — $4.3M -8.8% 0.08% DBT
359 CORPORATE OFFICE PROP LP 22003BAP1 Dec 2021 4,850,000 — $4.3M -9.7% 0.08% DBT
360 SECTOR RE V LTD 81369ADW9 Mar 2022 4,199,987 New $4.3M — 0.08% DBT
361 Homeward Opportunities Fund I 43789XAC8 Dec 2021 4,350,000 — $4.3M -2.7% 0.08% ABS-MBS
362 Fannie Mae 3140F9VT9 Dec 2021 4,196,629 -296,163 $4.3M -11.3% 0.08% ABS-MBS
363 SCHWEITZER-MAUDUIT INTL INC 000000000 Dec 2021 4,332,262 New $4.3M — 0.08% LON
364 Bantry Re 2022 000000000 Dec 2021 4,171,573 New $4.2M — 0.08% DBT
365 BELLEMEADE RE LT 078774AC0 Mar 2022 4,410,000 New $4.2M — 0.08% ABS-MBS
366 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYM2 Dec 2021 -1,102 New $4.2M — 0.08% DIR
367 ELEMENT FLEET MANAGEMENT 286181AF9 Dec 2021 4,375,000 — $4.2M -3.6% 0.08% DBT
368 Hardee's Funding 411707AD4 Dec 2021 4,183,275 -10,838 $4.2M -4.3% 0.08% ABS-O
369 SOHO Trust 2021-SOHO 83410JAA6 Dec 2021 4,650,000 — $4.2M -7.3% 0.08% ABS-MBS
370 JP Morgan Mortgage Trust 46592WBY1 Mar 2022 4,602,610 New $4.2M — 0.08% ABS-MBS
371 Flagstar Mortgage Trust 33852CAS2 Dec 2021 4,581,449 -109,159 $4.2M -10.2% 0.08% ABS-MBS
372 T-MOBILE USA INC 87264ACB9 Dec 2021 4,600,000 — $4.2M -9.0% 0.08% DBT
373 ANGLOGOLD HOLDINGS PLC 03512TAE1 Dec 2021 4,457,000 — $4.2M -7.1% 0.08% DBT
374 Foundation Finance Trust 35041LAA8 Dec 2021 4,390,820 -495,405 $4.1M -13.7% 0.08% ABS-O
375 Fannie Mae 3140QBUV8 Dec 2021 3,791,248 -220,548 $4.1M -9.5% 0.08% ABS-MBS
376 Torricelli Re 2021, 7/31/25 000000000 Dec 2021 4,228,426 New $4.1M — 0.08% DBT
377 GS Mortgage Securities Trust 36262MAG3 Dec 2021 4,250,000 — $4.1M -2.9% 0.08% ABS-MBS
378 Fannie Mae 3138EQFY3 Dec 2021 4,024,311 -81,535 $4.1M -7.3% 0.08% ABS-MBS
379 Dryden Senior Loan Fund 26253JAA5 Dec 2021 4,200,000 — $4.1M -0.7% 0.08% ABS-CBDO
380 GRIFOLS ESCROW ISSUER 39843UAA0 Dec 2021 4,355,000 — $4.1M -7.7% 0.08% DBT
381 BANCO SANTANDER MEXICO 05969BAD5 Dec 2021 3,955,000 — $4.1M -5.0% 0.08% DBT
382 Freddie Mac - STACR 35564KND7 Dec 2021 4,320,000 — $4.1M -6.8% 0.08% ABS-MBS
383 Freddie Mac - STACR 35566AAH2 Dec 2021 4,076,512 -896,913 $4.1M -18.5% 0.08% ABS-MBS
384 Thopas Re 2022 000000000 Dec 2021 4,000,000 New $4.1M — 0.07% DBT
385 CHC Commercial Mortgage Trust 162665AL7 Dec 2021 4,194,385 — $4.1M -1.3% 0.07% ABS-MBS
386 COMM Mortgage Trust 12591QAQ5 Dec 2021 4,100,000 — $4.1M -3.7% 0.07% ABS-MBS
387 ONEMAIN FINANCE CORP 682691AB6 Dec 2021 4,380,000 — $4.1M -6.4% 0.07% DBT
388 American Credit Acceptance Rec 02530DAE6 Dec 2021 4,000,000 — $4.0M -1.9% 0.07% ABS-O
389 BELLEMEADE RE LT 07876RAC0 Dec 2021 4,060,000 — $4.0M -1.0% 0.07% ABS-MBS
390 ALLIED UNIVERSAL 019576AA5 Dec 2021 3,971,000 — $4.0M -3.5% 0.07% DBT
391 Citigroup Commercial Mortgage 17326FAD9 Dec 2021 4,000,000 — $4.0M -6.7% 0.07% ABS-MBS
392 JP Morgan Mortgage Trust 46655DCJ9 Mar 2022 4,391,993 New $4.0M — 0.07% ABS-MBS
393 JP Morgan Mortgage Trust 46592XBZ6 Mar 2022 4,391,848 New $4.0M — 0.07% ABS-MBS
394 SAN DIEGO G & E 797440CA0 Dec 2021 4,560,000 -8,120,000 $4.0M -68.3% 0.07% DBT
395 ExteNet Systems 30227XAC5 Dec 2021 4,000,000 — $4.0M -2.3% 0.07% ABS-O
396 Upstart Securitization Trust 91679UAC6 Dec 2021 4,000,000 — $4.0M -2.7% 0.07% ABS-O
397 Palmer Square Loan Funding Ltd 69701DAA6 Dec 2021 4,000,000 — $4.0M -1.1% 0.07% ABS-CBDO
398 Race Point CLO Ltd 74982LBE9 Dec 2021 4,000,000 — $4.0M -1.3% 0.07% ABS-CBDO
399 INTERNATIONAL GAME TECH 460599AC7 Dec 2021 3,751,000 — $4.0M -2.8% 0.07% DBT
400 Rate Mortgage Trust 75409XDE3 Mar 2022 4,551,325 New $4.0M — 0.07% ABS-MBS
401 Rate Mortgage Trust 75409TDD4 Dec 2021 4,489,858 -27,688 $3.9M -12.0% 0.07% ABS-MBS
402 United Wholesale Mortgage LLC 918307BF5 Dec 2021 4,370,846 -21,909 $3.9M -10.9% 0.07% ABS-MBS
403 Freddie Mac 3132XCRV9 Dec 2021 3,849,453 -239,089 $3.9M -10.8% 0.07% ABS-MBS
404 Palmer Square Loan Funding Ltd 69701EAE6 Dec 2021 4,000,000 — $3.9M -0.2% 0.07% ABS-CBDO
405 Citigroup Commercial Mortgage 17325DAL7 Dec 2021 4,621,000 — $3.9M -2.3% 0.07% ABS-MBS
406 CFCRE Commercial Mortgage Trus 12531WBA9 Dec 2021 3,894,661 — $3.9M -5.4% 0.07% ABS-MBS
407 Cold Storage Trust 193051AN9 Dec 2021 3,931,962 — $3.9M -1.0% 0.07% ABS-MBS
408 PETROLEOS MEXICANOS 71643VAB1 Mar 2022 4,090,000 New $3.9M — 0.07% DBT
409 SANDS CHINA LTD 80007RAL9 Dec 2021 4,300,000 — $3.9M -11.4% 0.07% DBT
410 CORPORATE OFFICE PROP LP 22003BAN6 Dec 2021 4,380,000 — $3.9M -8.6% 0.07% DBT
411 Wells Fargo Commercial Mortgag 94989VAD1 Dec 2021 3,810,000 — $3.8M -5.5% 0.07% ABS-MBS
412 Fannie Mae 3138EPAL8 Dec 2021 3,544,480 -376,686 $3.8M -13.7% 0.07% ABS-MBS
413 BANCO DO BRASIL (CAYMAN) 059578AF1 Dec 2021 3,980,000 — $3.8M -1.1% 0.07% DBT
414 Amur Equipment Finance Receiva 03237MAC4 Dec 2021 3,833,000 — $3.8M -1.6% 0.07% ABS-O
415 EDGEWELL PERSONAL CARE 28035QAA0 Dec 2021 3,825,000 — $3.8M -5.9% 0.07% DBT
416 Rate Mortgage Trust 75410JDJ0 Dec 2021 4,481,988 -30,090 $3.8M -11.1% 0.07% ABS-MBS
417 Alturas Re 2022-2, 12/31/2027 000000000 Dec 2021 3,752,400 New $3.8M — 0.07% DBT
418 Foundation Finance Trust 35041JAB1 Dec 2021 3,750,000 — $3.8M -4.2% 0.07% ABS-O
419 Cascade MH Asset Trust 14731QAC3 Dec 2021 4,113,000 — $3.8M -9.3% 0.07% ABS-MBS
420 Mello Mortgage Capital Accepta 585495EC4 Dec 2021 4,307,008 -26,609 $3.8M -11.8% 0.07% ABS-MBS
421 JP Morgan Mortgage Trust 46654KBY2 Dec 2021 4,198,582 -22,174 $3.8M -13.1% 0.07% ABS-MBS
422 Viribus Re 2021, 12/31/24 000000000 Dec 2021 3,717,666 New $3.8M — 0.07% DBT
423 ENLINK MIDSTREAM PARTNER 29336UAC1 Dec 2021 4,299,000 — $3.7M -14.5% 0.07% DBT
424 HGI CRE CLO Ltd 40390JAE2 Dec 2021 3,750,000 — $3.7M -0.9% 0.07% ABS-CBDO
425 Woodward Capital Management 74938DBB8 Dec 2021 4,045,748 -217,200 $3.7M -12.4% 0.07% ABS-MBS
426 Woodward Capital Management 74936RBX1 Dec 2021 4,276,865 -27,567 $3.7M -11.0% 0.07% ABS-MBS
427 Cascade Funding Mortgage Trust 12527LAC6 Dec 2021 3,900,000 +100,000 $3.7M -2.1% 0.07% ABS-MBS
428 Freddie Mac - STACR 35564KCP2 Dec 2021 4,150,000 — $3.7M -13.1% 0.07% ABS-MBS
429 Fannie Mae 3138EPWN0 Dec 2021 3,678,951 -112,492 $3.7M -9.1% 0.07% ABS-MBS
430 BELLEMEADE RE LT 07877TAB7 Dec 2021 3,667,248 — $3.7M -0.3% 0.07% ABS-MBS
431 Invitation Homes Trust 46185JAE8 Dec 2021 3,649,477 — $3.6M -0.1% 0.07% ABS-O
432 Cascade Funding Mortgage Trust 12526PAD6 Dec 2021 3,800,000 — $3.6M -3.1% 0.07% ABS-MBS
433 Tricolor Auto Securitization T 89615BAD7 Dec 2021 3,700,000 — $3.6M -1.6% 0.07% ABS-O
434 Four Seas LP 35100LAB4 Dec 2021 4,200,000 — $3.6M -2.7% 0.07% ABS-O
435 Freddie Mac 31335AWU8 Dec 2021 3,529,123 -244,629 $3.6M -11.1% 0.07% ABS-MBS
436 DCP MIDSTREAM OPERATING 23311VAG2 Dec 2021 3,450,000 — $3.6M -5.1% 0.07% DBT
437 Oaktown Re Ltd 67401JAC6 Dec 2021 3,550,000 — $3.6M -1.2% 0.07% ABS-MBS
438 Mello Mortgage Capital Accepta 585495EJ9 Dec 2021 4,118,601 -25,445 $3.6M -11.1% 0.07% ABS-MBS
439 Brean Asset Backed Securities 10638CAA0 Dec 2021 3,938,389 -161,701 $3.6M -8.5% 0.07% ABS-MBS
440 CAPE LOOKOUT RE LTD 13947LAB8 Dec 2021 3,550,000 — $3.6M -1.3% 0.07% DBT
441 DCP MIDSTREAM OPERATING 23311VAF4 Dec 2021 3,367,000 -658,000 $3.5M -29.3% 0.06% DBT
442 KENNAMETAL INC 489170AF7 Dec 2021 3,879,000 — $3.5M -8.4% 0.06% DBT
443 JP Morgan Mortgage Trust 46654TCB2 Dec 2021 3,880,040 -19,960 $3.5M -11.5% 0.06% ABS-MBS
444 INTEGRITY RE LTD 45869RAA3 Dec 2021 3,500,000 +2,250,000 $3.5M +178.1% 0.06% DBT
445 NOVA CHEMICALS CORP 66977WAR0 Dec 2021 3,493,000 — $3.5M -6.0% 0.06% DBT
446 GRINDING MEDIA INC 39854KAB6 Dec 2021 3,507,375 -8,812 $3.5M -1.0% 0.06% LON
447 Citigroup Commercial Mortgage 17322AAG7 Dec 2021 3,400,000 — $3.5M -3.5% 0.06% ABS-MBS
448 JBS USA/FOOD/FINANCE 46590XAF3 Mar 2022 3,740,000 New $3.5M — 0.06% DBT
449 Fannie Mae 31416WYP1 Dec 2021 3,291,654 -94,762 $3.4M -8.4% 0.06% ABS-MBS
450 MITSUBISHI UFJ FIN GRP 606822CB8 Dec 2021 3,805,000 — $3.4M -10.2% 0.06% DBT
451 J.G. Wentworth XLI LLC 46651TAA9 Dec 2021 3,337,834 -51,876 $3.4M -9.3% 0.06% ABS-O
452 PHILLIPS 66 718546AW4 Dec 2021 3,835,000 — $3.4M -7.8% 0.06% DBT
453 HIGHWOODS REALTY LP 431282AM4 Dec 2021 3,390,000 — $3.4M -1.3% 0.06% DBT
454 Fannie Mae 3140FRF91 Dec 2021 3,332,596 -244,177 $3.4M -11.8% 0.06% ABS-MBS
455 SUN COMMUNITIES OPER LP 866677AF4 Dec 2021 3,725,000 — $3.4M -9.2% 0.06% DBT
456 Cascade Funding Mortgage Trust 14727QAC9 Dec 2021 3,418,818 +31,476 $3.4M -1.7% 0.06% ABS-MBS
457 FARMERS EXCHANGE CAP III 30958QAA9 Dec 2021 2,960,000 — $3.4M -5.8% 0.06% DBT
458 BENCHMARK Mortgage Trust 08161YBJ1 Mar 2022 3,300,000 New $3.4M — 0.06% ABS-MBS
459 Radnor Re LTD 75049SAC7 Dec 2021 3,437,000 — $3.3M -4.0% 0.06% ABS-MBS
460 BROADCOM INC 11135FAS0 Dec 2021 3,225,000 — $3.3M -9.7% 0.06% DBT
461 JPMDB Commercial Mortgage Secu 46590LAY8 Dec 2021 3,450,000 — $3.3M -6.6% 0.06% ABS-MBS
462 Provident Funding Mortgage Tru 74388JAV7 Dec 2021 3,842,451 -26,237 $3.3M -12.5% 0.06% ABS-MBS
463 Freddie Mac 3132HPR22 Dec 2021 3,255,515 -140,370 $3.3M -9.3% 0.06% ABS-MBS
464 JP Morgan Mortgage Trust 46592PBH3 Dec 2021 3,700,397 -22,388 $3.2M -14.1% 0.06% ABS-MBS
465 Freddie Mac 3132DWCR2 Mar 2022 3,146,508 New $3.2M — 0.06% ABS-MBS
466 Accelerated Assets 00439KAC0 Dec 2021 3,393,232 -335,435 $3.2M -13.3% 0.06% ABS-O
467 MARRIOTT INTERNATIONAL 571903BE2 Dec 2021 3,100,000 — $3.2M -8.0% 0.06% DBT
468 Westlake Automobile Receivable 96042PAF9 Dec 2021 3,220,000 — $3.2M -2.5% 0.06% ABS-O
469 Westgate Resorts 96034LAE1 Dec 2021 3,133,120 -428,593 $3.2M -13.7% 0.06% ABS-O
470 ENERGY TRANSFER LP 292480AM2 Dec 2021 3,190,000 — $3.2M -6.3% 0.06% DBT
471 Bunker Hill Loan Depositary Tr 12062RAC4 Dec 2021 3,250,000 — $3.2M -2.9% 0.06% ABS-MBS
472 AES CORP/THE 00130HCC7 Dec 2021 3,220,000 — $3.2M -7.0% 0.06% DBT
473 CORELOGIC INC 21871DAD5 Dec 2021 3,355,000 — $3.2M -5.4% 0.06% DBT
474 Freddie Mac - STACR 35566CBE4 Dec 2021 3,400,000 — $3.1M -12.2% 0.06% ABS-MBS
475 Freddie Mac - STACR 35564ABF7 Dec 2021 3,135,000 — $3.1M -1.8% 0.06% ABS-MBS
476 JBS USA/FOOD/FINANCE 46590XAD8 Dec 2021 3,500,000 — $3.1M -10.7% 0.06% DBT
477 Government National Mortgage A 36176WYC9 Dec 2021 3,037,609 -175,083 $3.1M -9.3% 0.06% ABS-MBS
478 CIM Trust 12564ECG5 Dec 2021 3,396,334 -20,999 $3.1M -6.7% 0.06% ABS-MBS
479 Government National Mortgage A 21H042646 Mar 2022 3,000,000 New $3.1M — 0.06% ABS-MBS
480 Rad CLO Ltd 48661FAA3 Dec 2021 3,200,000 — $3.1M -1.5% 0.06% ABS-CBDO
481 WILLIAMS COS INC 969457BD1 Dec 2021 2,475,000 — $3.1M -7.5% 0.06% DBT
482 Provident Funding Mortgage Tru 74387YAL7 Dec 2021 3,497,787 -23,628 $3.1M -10.2% 0.06% ABS-MBS
483 Genworth Mortgage Insurance Co 89600MAD0 Dec 2021 3,080,000 — $3.1M -1.3% 0.06% ABS-MBS
484 AXA SA 054536AA5 Dec 2021 2,335,000 — $3.1M -8.5% 0.06% DBT
485 Freddie Mac 3132DV4M4 Dec 2021 2,912,073 -533,918 $3.1M -18.2% 0.06% ABS-MBS
486 Citigroup Commercial Mortgage 17327FAF3 Dec 2021 3,000,000 — $3.1M -6.2% 0.06% ABS-MBS
487 Fannie Mae 3140H6ZR3 Dec 2021 3,018,033 -237,076 $3.1M -11.5% 0.06% ABS-MBS
488 Horizon Funding Trust 44053UAA5 Dec 2021 3,052,886 -648,377 $3.1M -18.0% 0.06% ABS-O
489 Freddie Mac 31335AWT1 Dec 2021 2,983,078 -173,944 $3.0M -11.1% 0.06% ABS-MBS
490 BX Trust 05608EAA2 Dec 2021 3,200,000 — $3.0M -8.3% 0.06% ABS-MBS
491 Freddie Mac 3133B7GB8 Mar 2022 3,094,888 New $3.0M — 0.06% ABS-MBS
492 Home Partners of America Trust 43731QAG3 Dec 2021 3,247,295 -68,854 $3.0M -9.6% 0.06% ABS-O
493 Wells Fargo Commercial Mortgag 95001VAU4 Dec 2021 3,045,000 — $3.0M -7.6% 0.06% ABS-MBS
494 Fannie Mae 3138WTUN4 Dec 2021 3,020,104 -157,276 $3.0M -10.0% 0.06% ABS-MBS
495 Mill City Mortgage Trust 59980CAJ2 Dec 2021 3,196,902 -2,264 $3.0M -6.5% 0.06% ABS-MBS
496 Freddie Mac 3133D4M91 Mar 2022 3,304,741 New $3.0M — 0.06% ABS-MBS
497 TOPBUILD CORP 89055FAC7 Dec 2021 3,300,000 — $3.0M -11.7% 0.05% DBT
498 Freddie Mac 31335ACR7 Dec 2021 2,928,214 -196,512 $3.0M -11.2% 0.05% ABS-MBS
499 OWS CRE FUNDING I LLC 67114QAA2 Dec 2021 3,000,000 — $3.0M -0.9% 0.05% DBT
500 NMEF Funding LLC 65489MAC8 Dec 2021 3,000,000 — $3.0M -1.6% 0.05% ABS-O
501 Palmer Square Loan Funding Ltd 69701CAG5 Mar 2022 3,000,000 New $3.0M — 0.05% ABS-CBDO
502 NMEF Funding LLC 65489MAD6 Dec 2021 3,000,000 — $3.0M -1.8% 0.05% ABS-O
503 Eagle Re Ltd 26982AAC8 Dec 2021 3,130,000 — $3.0M -5.0% 0.05% ABS-MBS
504 GoldenTree Loan Management US 38137WAW5 Mar 2022 3,000,000 New $3.0M — 0.05% ABS-CBDO
505 BOSTON GAS COMPANY 100743AK9 Dec 2021 3,060,000 — $3.0M -6.7% 0.05% DBT
506 SOCIETE GENERALE 83368RBK7 Mar 2022 3,375,000 New $2.9M — 0.05% DBT
507 Citigroup Mortgage Loan Trust 17329PDH2 Dec 2021 3,248,775 -20,963 $2.9M -10.7% 0.05% ABS-MBS
508 Government National Mortgage A 38382BHB2 Dec 2021 18,579,657 -1,649,876 $2.9M +11.2% 0.05% ABS-MBS
509 Vermillion Re 2022 000000000 Dec 2021 3,000,000 New $2.9M — 0.05% DBT
510 COMMERCIAL METALS CO 201723AR4 Mar 2022 3,115,000 New $2.9M — 0.05% DBT
511 FREMF Mortgage Trust 35709DAG6 Dec 2021 2,902,157 -3,398 $2.9M -1.0% 0.05% ABS-MBS
512 GS Mortgage-Backed Securities 36263CBN8 Dec 2021 3,309,670 -20,226 $2.9M -13.1% 0.05% ABS-MBS
513 HIGHWOODS REALTY LP 431282AT9 Dec 2021 3,160,000 — $2.9M -8.4% 0.05% DBT
514 DANA INC 235825AH9 Dec 2021 3,130,000 — $2.9M -9.7% 0.05% DBT
515 TEVA PHARMACEUTICAL INDU 88167AAP6 Dec 2021 2,965,000 — $2.9M -2.6% 0.05% DBT
516 Provident Funding Mortgage Tru 74387MAY5 Dec 2021 3,221,562 -23,982 $2.9M -11.8% 0.05% ABS-MBS
517 TEVA PHARMACEUTICALS NE 88167AAQ4 Dec 2021 2,965,000 — $2.8M -2.0% 0.05% DBT
518 522 Funding CLO LTD 04624XAA3 Dec 2021 3,000,000 — $2.8M -0.4% 0.05% ABS-CBDO
519 Newark BSL CLO 1 Ltd. 65023TAM4 Dec 2021 2,850,000 — $2.8M -1.4% 0.05% ABS-CBDO
520 Oaktown Re Ltd 67401JAB8 Dec 2021 2,817,204 -927,663 $2.8M -24.9% 0.05% ABS-MBS
521 American Homes 4 Rent 02665XAC3 Dec 2021 2,800,000 — $2.8M -3.9% 0.05% ABS-O
522 Oceanview Mortgage Trust 67647ECE5 Dec 2021 3,150,501 -20,802 $2.8M -11.0% 0.05% ABS-MBS
523 Freddie Mac 3132WED66 Dec 2021 2,811,570 -102,173 $2.8M -9.1% 0.05% ABS-MBS
524 RMF Buyout Issuance Trust 74969TAD2 Dec 2021 3,000,000 — $2.8M -6.7% 0.05% ABS-MBS
525 Fannie Mae 3140QFUB3 Mar 2022 2,732,155 New $2.8M — 0.05% ABS-MBS
526 FREMF Mortgage Trust 302960AH2 Dec 2021 2,896,010 -303,990 $2.8M -10.7% 0.05% ABS-MBS
527 Freddie Mac - STACR 35564KQY8 Mar 2022 3,060,000 New $2.8M — 0.05% ABS-MBS
528 LEVEL 3 FINANCING INC 527298BN2 Dec 2021 2,913,000 — $2.8M -7.0% 0.05% DBT
529 SANDERS RE II LTD 80001MAA0 Dec 2021 2,750,000 +1,750,000 $2.7M +174.6% 0.05% DBT
530 DELTA AIR LINES/SKYMILES 830867AB3 Dec 2021 2,715,000 — $2.7M -7.6% 0.05% DBT
531 Sound Point CLO LTD 83615CAG1 Dec 2021 2,750,000 — $2.7M -0.8% 0.05% ABS-CBDO
532 Carlyle Global Market Strategi 14317VAY6 Mar 2022 2,750,000 New $2.7M — 0.05% ABS-CBDO
533 FREMF Mortgage Trust 30312FAG1 Dec 2021 3,258,837 -257,485 $2.7M -10.7% 0.05% ABS-MBS
534 Freddie Mac 3132WKWL8 Dec 2021 2,710,165 -77,091 $2.7M -7.7% 0.05% ABS-MBS
535 Orange Lake Timeshare Trust 68504UAD3 Dec 2021 2,792,913 -262,605 $2.7M -13.7% 0.05% ABS-O
536 HALLIBURTON CO 406216AS0 Dec 2021 2,250,000 — $2.7M -11.7% 0.05% DBT
537 Provident Funding Mortgage Tru 74387MAZ2 Dec 2021 3,046,091 -22,675 $2.7M -11.4% 0.05% ABS-MBS
538 Rate Mortgage Trust 75409XDB9 Mar 2022 3,039,177 New $2.7M — 0.05% ABS-MBS
539 BENCHMARK Mortgage Trust 08162QAN9 Dec 2021 2,850,000 — $2.7M -8.5% 0.05% ABS-MBS
540 Freddie Mac 3132QUC50 Dec 2021 2,609,206 -214,748 $2.7M -12.2% 0.05% ABS-MBS
541 INVERSIONES CMPC SA 46128MAN1 Dec 2021 2,728,000 — $2.7M -6.8% 0.05% DBT
542 FREMF Mortgage Trust 35708QAU7 Dec 2021 2,623,000 — $2.6M -7.1% 0.05% ABS-MBS
543 BANCO SANTANDER SA 05971KAG4 Dec 2021 3,000,000 — $2.6M -10.1% 0.05% DBT
544 Amur Equipment Finance Receiva 03237MAF7 Dec 2021 2,676,000 — $2.6M -1.4% 0.05% ABS-O
545 GENTING NY LLC/GENNY CAP 37255JAA0 Dec 2021 2,780,000 — $2.6M -4.4% 0.05% DBT
546 LUNDIN ENERGY FI 55037AAA6 Dec 2021 2,810,000 — $2.6M -6.2% 0.05% DBT
547 Oportun Funding LLC 68377BAC1 Dec 2021 2,700,000 — $2.6M -3.7% 0.05% ABS-O
548 Freddie Mac 31335AHP6 Dec 2021 2,562,078 -161,005 $2.6M -10.9% 0.05% ABS-MBS
549 PRMI Securitization Trust 69359DBW2 Dec 2021 3,040,213 -19,809 $2.6M -11.0% 0.05% ABS-MBS
550 IBC CAPITAL LTD 44928QAE9 Dec 2021 2,640,000 -6,875 $2.6M -1.6% 0.05% LON
551 CVS PASS-THROUGH TRUST 126650BP4 Dec 2021 2,407,235 -73,353 $2.6M -8.8% 0.05% DBT
552 UNITED AIR 2020-1 B PTT 90932VAA3 Dec 2021 2,587,680 -101,830 $2.6M -8.8% 0.05% DBT
553 ABN AMRO BANK NV 00084DAV2 Dec 2021 2,800,000 — $2.5M -9.1% 0.05% DBT
554 RESORTS WORLD/RWLV CAP 76120HAC1 Dec 2021 2,900,000 — $2.5M -11.6% 0.05% DBT
555 Morgan Stanley BAML Trust 61764XBP9 Dec 2021 2,863,500 — $2.5M -3.1% 0.05% ABS-MBS
556 Sequoia Mortgage Trust 81747KCD3 Dec 2021 2,923,741 -17,938 $2.5M -13.9% 0.05% ABS-MBS
557 BELLEMEADE RE LT 07876RAB2 Dec 2021 2,484,216 -1,110,446 $2.5M -30.9% 0.05% ABS-MBS
558 VITALITY RE X LTD 92850FAA2 Dec 2021 2,500,000 — $2.5M +1.2% 0.05% DBT
559 FREMF Mortgage Trust 30302YAN7 Dec 2021 2,500,000 — $2.5M -5.5% 0.05% ABS-MBS
560 ALBERTSONS COS/SAFEWAY 013092AE1 Dec 2021 2,525,000 — $2.5M -9.9% 0.05% DBT
561 Fannie Mae 3140QLJX5 Mar 2022 2,378,947 New $2.4M — 0.04% ABS-MBS
562 EDWARDS LIFESCIENCES COR 28176EAD0 Dec 2021 2,329,000 -4,481,000 $2.4M -68.3% 0.04% DBT
563 VALERO ENERGY CORP 91913YBE9 Mar 2022 2,580,000 New $2.4M — 0.04% DBT
564 VIRGINIA ST CMWLTH TRANSPRTN B 927793XY0 Dec 2021 2,335,000 — $2.4M -3.6% 0.04% DBT
565 Fannie Mae 3138EJ7F9 Dec 2021 2,297,052 -129,902 $2.4M -9.6% 0.04% ABS-MBS
566 Government National Mortgage A 36179QJT9 Dec 2021 2,288,313 -191,699 $2.4M -10.3% 0.04% ABS-MBS
567 COMM Mortgage Trust 12624PAE5 Dec 2021 2,360,325 -573,315 $2.4M -20.0% 0.04% ABS-MBS
568 BOARDWALK PIPELINES LP 096630AJ7 Mar 2022 2,470,000 New $2.4M — 0.04% DBT
569 CVS PASS-THROUGH TRUST 126650BV1 Dec 2021 2,148,374 -35,454 $2.4M -7.6% 0.04% DBT
570 CLEVELAND-CLIFFS INC 185899AL5 Dec 2021 2,380,000 — $2.3M -5.0% 0.04% DBT
571 Fannie Mae 31417BA31 Dec 2021 2,218,126 -194,005 $2.3M -12.3% 0.04% ABS-MBS
572 PUGET ENERGY INC 745310AN2 Mar 2022 2,310,000 New $2.3M — 0.04% DBT
573 PG Receivables Finance LP 69356JAJ2 Dec 2021 2,350,000 — $2.3M -1.1% 0.04% ABS-O
574 Homeward Opportunities Fund I 43789XAD6 Dec 2021 2,380,000 — $2.3M -4.3% 0.04% ABS-MBS
575 Freddie Mac 3133D4PF4 Mar 2022 2,548,781 New $2.3M — 0.04% ABS-MBS
576 Ballybunion Re 2021-3, 7/31/25 000000000 Dec 2021 2,250,000 New $2.3M — 0.04% DBT
577 Angel Oak Mortgage Trust 03464MAD6 Dec 2021 2,320,000 — $2.3M -2.1% 0.04% ABS-MBS
578 DataBank Issuer LLC 23802WAC5 Dec 2021 2,400,000 — $2.3M -3.8% 0.04% ABS-O
579 BANQUE OUEST AFRICAINE D 06675QAB9 Dec 2021 2,230,000 — $2.2M -8.7% 0.04% DBT
580 SOCIETE GENERALE 83368RBH4 Mar 2022 2,395,000 New $2.2M — 0.04% DBT
581 INGEVITY CORP 45688CAB3 Dec 2021 2,470,000 — $2.2M -7.2% 0.04% DBT
582 Credit Suisse Mortgage Trust 12656TAD0 Dec 2021 2,490,163 — $2.2M -15.2% 0.04% ABS-MBS
583 OWENS & MINOR DISTRIBUTION 000000000 Dec 2021 2,215,000 New $2.2M — 0.04% LON
584 Aqua Finance Trust 038413AC4 Dec 2021 2,300,000 — $2.2M -7.1% 0.04% ABS-O
585 BRITISH AIR 20-1 B PTT 11042WAA4 Dec 2021 1,977,751 -67,606 $2.2M -7.0% 0.04% DBT
586 Government National Mortgage A 36184BZL4 Dec 2021 2,122,934 -185,304 $2.2M -11.3% 0.04% ABS-MBS
587 NMEF Funding LLC 62919TAD8 Dec 2021 2,300,000 — $2.2M -5.0% 0.04% ABS-O
588 Republic Finance Issuance Trus 76042UAC7 Dec 2021 2,300,000 — $2.2M -5.5% 0.04% ABS-O
589 Oxford Finance Funding Trust 69145AAC2 Dec 2021 2,143,082 -177,650 $2.2M -8.5% 0.04% ABS-O
590 Fannie Mae 31417C3Y9 Dec 2021 2,148,297 -135,845 $2.1M -11.0% 0.04% ABS-MBS
591 ENERGIZER HOLDINGS INC 29272WAF6 Mar 2022 2,170,000 New $2.1M — 0.04% DBT
592 Freddie Mac 3132A5GX7 Dec 2021 2,073,050 -201,741 $2.1M -12.1% 0.04% ABS-MBS
593 Fannie Mae 3138YKFW8 Dec 2021 2,104,598 -141,927 $2.1M -10.8% 0.04% ABS-MBS
594 La Hipotecaria SA 50346EAA5 Dec 2021 2,069,507 -25,962 $2.1M -2.1% 0.04% ABS-MBS
595 FWD Securitization Trust 302980AA5 Dec 2021 2,145,164 -625,875 $2.1M -23.3% 0.04% ABS-MBS
596 FWD Securitization Trust 302980AD9 Dec 2021 2,150,000 — $2.1M -1.3% 0.04% ABS-MBS
597 Government National Mortgage A 36178GFP4 Dec 2021 2,070,617 -140,533 $2.1M -10.2% 0.04% ABS-MBS
598 Mosaic Solar Loans LLC 61945LAA1 Dec 2021 2,186,655 -126,262 $2.1M -10.8% 0.04% ABS-O
599 CREDIT SUISSE GROUP AG 225401AR9 Dec 2021 2,295,000 — $2.1M -10.4% 0.04% DBT
600 Credit Suisse Mortgage Trust 12656TAE8 Dec 2021 2,350,000 — $2.1M -15.3% 0.04% ABS-MBS
601 GS Mortgage-Backed Securities 36263TBF8 Dec 2021 2,324,030 -11,253 $2.1M -10.8% 0.04% ABS-MBS
602 Freddie Mac 3132WMEP5 Dec 2021 2,016,102 -145,199 $2.1M -10.2% 0.04% ABS-MBS
603 Cascade Funding Mortgage Trust 14727QAA3 Dec 2021 2,085,801 -120,251 $2.1M -7.7% 0.04% ABS-MBS
604 MODIVCARE ESCROW ISSUER 60783XAA2 Dec 2021 2,230,000 — $2.1M -8.7% 0.04% DBT
605 ING GROEP NV 456837BC6 Mar 2022 2,000,000 New $2.1M — 0.04% DBT
606 Towd Point Mortgage Trust 89177HAE2 Dec 2021 2,000,000 — $2.0M -2.0% 0.04% ABS-O
607 NAKILAT INC 62983PAB1 Dec 2021 1,673,318 — $2.0M -2.4% 0.04% DBT
608 ATLAS LUXCO 4 / ALL UNI 019579AA9 Dec 2021 2,115,000 — $2.0M -4.9% 0.04% DBT
609 Palisades Center Trust 69640GAA3 Dec 2021 2,180,000 — $2.0M -1.1% 0.04% ABS-MBS
610 ALAMO RE LTD 011395AF7 Dec 2021 2,000,000 +750,000 $2.0M +58.8% 0.04% DBT
611 BOWLINE RE 2018 10260PAA6 Dec 2021 2,000,000 — $2.0M -0.6% 0.04% DBT
612 Avid Automobile Receivables Tr 05369DAC9 Dec 2021 2,000,000 — $2.0M -1.6% 0.04% ABS-O
613 Denning Re 2021, 7/31/25 000000000 Dec 2021 2,000,000 New $2.0M — 0.04% DBT
614 MATTERHORN RE LTD 577092AP4 Mar 2022 2,000,000 New $2.0M — 0.04% DBT
615 ABPCI Direct Lending Fund CLO 000848AA9 Dec 2021 2,000,000 — $2.0M -0.3% 0.04% ABS-CBDO
616 FLOODSMART RE LTD 33975CAJ4 Mar 2022 2,000,000 New $2.0M — 0.04% DBT
617 HEALTHEQUITY INC 42226AAA5 Dec 2021 2,095,000 — $2.0M -4.3% 0.04% DBT
618 Imperial Fund LLC 452761AD1 Dec 2021 2,250,000 — $2.0M -10.6% 0.04% ABS-MBS
619 PILGRIM'S PRIDE CORP 72147KAE8 Dec 2021 1,960,000 — $2.0M -4.3% 0.04% DBT
620 Benefit Street Partners CLO Lt 08183PAA4 Dec 2021 2,000,000 — $2.0M -1.5% 0.04% ABS-CBDO
621 Fannie Mae 3140FXKD3 Dec 2021 1,917,147 -153,672 $2.0M -11.7% 0.04% ABS-MBS
622 Merion Re 2021-2, 12/31/24 000000000 Dec 2021 9,000,000 New $2.0M — 0.04% DBT
623 Fannie Mae 31418D2H4 Mar 2022 1,906,883 New $1.9M — 0.04% ABS-MBS
624 CSC HOLDINGS LLC 126307BK2 Dec 2021 2,325,000 — $1.9M -13.1% 0.04% DBT
625 EDEN RE II LTD 27955HAB6 Dec 2021 2,250,000 -5,250,000 $1.9M -72.4% 0.04% DBT
626 Cascade MH Asset Trust 14731QAD1 Dec 2021 2,076,000 — $1.9M -9.2% 0.04% ABS-MBS
627 Home Re Ltd 43731AAA1 Dec 2021 1,942,129 — $1.9M -0.1% 0.04% ABS-MBS
628 GLP CAPITAL LP / FIN II 361841AR0 Dec 2021 2,130,000 -1,350,000 $1.9M -44.8% 0.04% DBT
629 STARWOOD PROPERTY TRUST 85571BAY1 Mar 2022 1,979,000 New $1.9M — 0.04% DBT
630 Freddie Mac 3131XWLY7 Dec 2021 1,851,151 -233,900 $1.9M -14.7% 0.04% ABS-MBS
631 ATKORE INC 047649AA6 Dec 2021 2,055,000 — $1.9M -9.3% 0.04% DBT
632 AMGEN INC 031162DF4 Mar 2022 1,835,000 New $1.9M — 0.03% DBT
633 NOVELIS CORP 670001AH9 Dec 2021 2,055,000 — $1.9M -8.0% 0.03% DBT
634 Eagle Re 2018-1 Ltd. 269826AA1 Dec 2021 1,882,384 — $1.9M -0.2% 0.03% ABS-MBS
635 Fannie Mae 3138X3XH0 Dec 2021 1,870,749 -102,544 $1.9M -10.2% 0.03% ABS-MBS
636 Flagstar Mortgage Trust 33852FBA3 Dec 2021 198,558,859 -5,138,690 $1.9M +16.6% 0.03% ABS-MBS
637 Santander Bank Auto Credit-Lin 80290CAJ3 Dec 2021 1,925,000 — $1.8M -3.7% 0.03% ABS-O
638 Freddie Mac 3133KGF45 Dec 2021 1,765,649 -361,148 $1.8M -19.7% 0.03% ABS-MBS
639 Chase Auto Credit Linked Notes 46591HCH1 Dec 2021 1,950,000 — $1.8M -4.1% 0.03% ABS-O
640 Fannie Mae 3140EVK48 Dec 2021 1,757,773 -462,655 $1.8M -24.1% 0.03% ABS-MBS
641 JETBLUE AIRWAYS CORP 477164AA5 Dec 2021 1,819,594 — $1.8M -7.3% 0.03% DBT
642 BIMBO BAKERIES USA INC 09031WAA1 Dec 2021 1,930,000 — $1.8M -13.7% 0.03% DBT
643 ADAPTHEALTH LLC 00653VAE1 Dec 2021 1,930,000 — $1.8M -8.7% 0.03% DBT
644 Fannie Mae 3138EJLC0 Dec 2021 1,679,574 -114,882 $1.8M -9.8% 0.03% ABS-MBS
645 UBS Commercial Mortgage Trust 90291JBB2 Dec 2021 1,774,000 — $1.8M -7.2% 0.03% ABS-MBS
646 Government National Mortgage A 36179SNW3 Dec 2021 1,697,218 -192,013 $1.8M -13.0% 0.03% ABS-MBS
647 Ballybunion Re 2022 000000000 Dec 2021 1,750,000 New $1.8M — 0.03% DBT
648 FWD Securitization Trust 302985AD8 Dec 2021 1,800,000 — $1.7M -2.6% 0.03% ABS-MBS
649 CSAIL Commercial Mortgage Trus 12636MAV0 Dec 2021 2,000,000 — $1.7M -0.8% 0.03% ABS-MBS
650 ALTICE FRANCE SA 02156LAF8 Dec 2021 1,945,000 — $1.7M -8.1% 0.03% DBT
651 Fannie Mae 3138WFPA8 Dec 2021 1,701,403 -183,370 $1.7M -14.0% 0.03% ABS-MBS
652 Sound Point CLO LTD 83614JAJ1 Mar 2022 1,750,000 New $1.7M — 0.03% ABS-CBDO
653 Elm Trust 289338AB1 Dec 2021 1,800,000 — $1.7M -3.2% 0.03% ABS-O
654 Whitebox CLO I Ltd 96466EAE4 Dec 2021 1,800,000 — $1.7M -2.3% 0.03% ABS-CBDO
655 JPMDB Commercial Mortgage Secu 46646RAB9 Dec 2021 2,000,000 — $1.7M -3.1% 0.03% ABS-MBS
656 Freddie Mac 3131XWP72 Dec 2021 1,638,436 -226,419 $1.7M -15.4% 0.03% ABS-MBS
657 Fannie Mae 3140H6VG1 Dec 2021 1,646,517 -293,822 $1.7M -18.4% 0.03% ABS-MBS
658 AON CORP/AON GLOBAL HOLD 03740LAC6 Dec 2021 1,833,000 -2,007,000 $1.7M -56.9% 0.03% DBT
659 AXIS Equipment Finance Receiva 03237JAD9 Dec 2021 1,675,000 — $1.7M -0.8% 0.03% ABS-O
660 CVS PASS-THROUGH TRUST 126650BY5 Dec 2021 1,513,872 -21,957 $1.7M -8.2% 0.03% DBT
661 PHILLIPS 66 718546BA1 Dec 2021 1,900,000 — $1.7M -12.3% 0.03% DBT
662 Drive Auto Receivables Trust 26208VAG1 Dec 2021 1,650,000 — $1.7M -2.4% 0.03% ABS-O
663 Fannie Mae 3140FMSE7 Dec 2021 1,626,549 -153,202 $1.6M -13.0% 0.03% ABS-MBS
664 Government National Mortgage A 3622A25J7 Dec 2021 1,557,229 -145,665 $1.6M -10.3% 0.03% ABS-MBS
665 AUTONATION INC 05329WAR3 Dec 2021 1,825,000 — $1.6M -8.4% 0.03% DBT
666 AUTONATION INC 05329WAS1 Dec 2021 1,825,000 — $1.6M -9.8% 0.03% DBT
667 Fannie Mae 3140EWBW4 Dec 2021 1,550,142 -11,455 $1.6M -6.0% 0.03% ABS-MBS
668 WF-RBS COMMERCIAL MORTGAGE TRU 92939LAU0 Dec 2021 1,750,000 — $1.6M -4.3% 0.03% ABS-MBS
669 Fannie Mae 3138ELBM4 Dec 2021 1,479,662 -94,089 $1.6M -9.4% 0.03% ABS-MBS
670 GENERAL MOTORS FINL CO 37045XDS2 Mar 2022 1,750,000 New $1.6M — 0.03% DBT
671 Imperial Fund LLC 452761AE9 Dec 2021 1,800,000 — $1.6M -11.4% 0.03% ABS-MBS
672 BRITISH AIR 20-1 A PTT 11044MAA4 Dec 2021 1,559,240 -25,521 $1.6M -7.5% 0.03% DBT
673 Freddie Mac 3128M9QP0 Dec 2021 1,476,964 -61,843 $1.5M -8.5% 0.03% ABS-MBS
674 Fannie Mae 3140X65A5 Dec 2021 1,480,344 -206,453 $1.5M -15.3% 0.03% ABS-MBS
675 Freddie Mac 3133KYWG0 Mar 2022 1,693,847 New $1.5M — 0.03% ABS-MBS
676 Fannie Mae 3138YTJ88 Dec 2021 1,515,530 -135,808 $1.5M -12.0% 0.03% ABS-MBS
677 COMM Mortgage Trust 12595VAG2 Dec 2021 1,500,000 — $1.5M -7.4% 0.03% ABS-MBS
678 Freddie Mac 3131YBED6 Mar 2022 1,467,181 New $1.5M — 0.03% ABS-MBS
679 Woodmont Trust 97988WAA9 Dec 2021 1,500,000 — $1.5M -0.7% 0.03% ABS-CBDO
680 Government National Mortgage A 3622A2Q70 Dec 2021 1,418,746 -93,582 $1.5M -9.5% 0.03% ABS-MBS
681 Government National Mortgage A 36179TSJ5 Dec 2021 1,414,418 -200,272 $1.5M -14.1% 0.03% ABS-MBS
682 BSREP Commercial Mortgage Trus 05591UAC1 Dec 2021 1,500,000 — $1.5M -1.8% 0.03% ABS-MBS
683 Sequoia Mortgage Trust 81748WAA4 Dec 2021 1,591,196 -28,547 $1.5M -9.3% 0.03% ABS-MBS
684 Fannie Mae 3140X4D60 Dec 2021 1,432,267 -47,786 $1.5M -9.3% 0.03% ABS-MBS
685 Fannie Mae 31416X4Z0 Dec 2021 1,370,638 -80,912 $1.5M -9.1% 0.03% ABS-MBS
686 Fannie Mae 31417BZ91 Dec 2021 1,386,332 -93,049 $1.5M -10.7% 0.03% ABS-MBS
687 Deephaven Residential Mortgage 24380NAD1 Dec 2021 1,450,000 — $1.5M -1.7% 0.03% ABS-MBS
688 HSBC BANK PLC 597433AC5 Dec 2021 1,305,000 — $1.4M -6.0% 0.03% DBT
689 Government National Mortgage A 3617GSGY9 Dec 2021 1,370,368 -7,470 $1.4M -4.8% 0.03% ABS-MBS
690 La Hipotecaria SA 50346VAA7 Dec 2021 1,364,750 -33,403 $1.4M -4.0% 0.03% ABS-MBS
691 UNITED AIRLINES INC 90932LAG2 Dec 2021 1,440,000 — $1.4M -5.6% 0.03% DBT
692 Fannie Mae 3140X7JF7 Dec 2021 1,347,976 -144,949 $1.4M -13.1% 0.03% ABS-MBS
693 HARBOUR ENERGY PLC 411618AB7 Dec 2021 1,425,000 — $1.4M -0.5% 0.03% DBT
694 Freddie Mac 3132WFDL0 Dec 2021 1,348,788 -226,252 $1.4M -17.4% 0.03% ABS-MBS
695 Fannie Mae 3138WAF93 Dec 2021 1,336,514 -62,629 $1.4M -9.1% 0.03% ABS-MBS
696 LSF11 A5 HOLDCO LLC 50216YAB6 Dec 2021 1,415,000 — $1.4M -1.4% 0.03% LON
697 Fannie Mae 3140GPS58 Dec 2021 1,338,261 -8,853 $1.4M -4.7% 0.03% ABS-MBS
698 Freddie Mac 3132WFWW5 Dec 2021 1,327,201 -102,823 $1.4M -10.7% 0.03% ABS-MBS
699 UNITED AIRLINES INC 90932LAH0 Dec 2021 1,440,000 — $1.4M -7.8% 0.03% DBT
700 Newtek Small Business Loan Tru 65252WAA5 Dec 2021 1,359,943 -198,748 $1.4M -12.9% 0.02% ABS-O
701 1011778 BC ULC 000000000 Dec 2021 1,383,603 New $1.4M — 0.02% LON
702 Freddie Mac 3131XXZS3 Dec 2021 1,308,595 -255,770 $1.3M -19.5% 0.02% ABS-MBS
703 Fannie Mae - CAS 20754KAJ0 Dec 2021 1,450,000 — $1.3M -10.5% 0.02% ABS-MBS
704 Freddie Mac 3137FXAJ7 Mar 2022 7,260,482 New $1.3M — 0.02% ABS-MBS
705 Fannie Mae 3138WHNU2 Dec 2021 1,292,398 -211,991 $1.3M -17.5% 0.02% ABS-MBS
706 PHOENIX ONE RE, 1/4/27 000000000 Dec 2021 1,250,000 New $1.3M — 0.02% DBT
707 Freddie Mac 3133KGJ90 Dec 2021 1,271,412 -194,648 $1.3M -15.9% 0.02% ABS-MBS
708 A10 Securitization 000299AA5 Dec 2021 1,318,473 -4,989,802 $1.3M -79.2% 0.02% ABS-CBDO
709 HILLENBRAND INC 431571AE8 Dec 2021 1,437,000 -473,000 $1.3M -31.3% 0.02% DBT
710 Freddie Mac 3132WF4J5 Dec 2021 1,259,887 -145,084 $1.3M -13.9% 0.02% ABS-MBS
711 AMER AIRLINE 21-1B PTT 02376LAA3 Dec 2021 1,440,000 — $1.3M -8.6% 0.02% DBT
712 Fannie Mae 3140XFG88 Mar 2022 1,432,087 New $1.3M — 0.02% ABS-MBS
713 American Homes 4 Rent 02666AAC2 Dec 2021 1,300,000 — $1.3M -4.1% 0.02% ABS-O
714 Freddie Mac 3133ATKQ3 Mar 2022 1,245,792 New $1.3M — 0.02% ABS-MBS
715 Government National Mortgage A 36179QT68 Dec 2021 1,192,525 -103,422 $1.3M -10.6% 0.02% ABS-MBS
716 ISTAR INC 45031UCG4 Dec 2021 1,289,000 -7,411,000 $1.3M -85.7% 0.02% DBT
717 Fannie Mae 31417FMM7 Dec 2021 1,312,426 -49,230 $1.3M -9.6% 0.02% ABS-MBS
718 Gleneagles Re 2022 000000000 Dec 2021 1,250,000 New $1.3M — 0.02% DBT
719 Fannie Mae 3140J5E70 Dec 2021 1,216,347 -136,274 $1.3M -13.4% 0.02% ABS-MBS
720 Fannie Mae 3140FVMD5 Dec 2021 1,253,407 -88,491 $1.2M -11.5% 0.02% ABS-MBS
721 Fannie Mae 31417GY91 Dec 2021 1,208,135 -236,191 $1.2M -18.9% 0.02% ABS-MBS
722 Fannie Mae 3138WHU67 Dec 2021 1,192,208 -197,215 $1.2M -17.5% 0.02% ABS-MBS
723 FLOODSMART RE LTD 33975CAG0 Dec 2021 1,250,000 — $1.2M -2.1% 0.02% DBT
724 NMEF Funding LLC 65489MAB0 Dec 2021 1,221,419 -278,581 $1.2M -19.0% 0.02% ABS-O
725 Freddie Mac 3132J9P69 Dec 2021 1,218,947 -54,051 $1.2M -9.5% 0.02% ABS-MBS
726 PATTERN ENERGY OP LP/PAT 70339PAA7 Dec 2021 1,255,000 — $1.2M -6.5% 0.02% DBT
727 MATTERHORN RE LTD 577092AD1 Dec 2021 1,250,000 — $1.2M -0.4% 0.02% DBT
728 Freddie Mac 3128M9Z54 Dec 2021 1,167,927 -106,812 $1.2M -13.4% 0.02% ABS-MBS
729 Freddie Mac 3137ATFZ0 Dec 2021 6,381,060 -410,053 $1.2M -13.3% 0.02% ABS-MBS
730 LUMEN TECHNOLOGIES INC 156700BC9 Dec 2021 1,260,000 — $1.2M -8.1% 0.02% DBT
731 Freddie Mac 31339SP82 Dec 2021 1,109,566 -337,709 $1.2M -25.8% 0.02% ABS-MBS
732 Merion Re 2018-2, 12/31/21 000000000 Dec 2021 7,000,000 New $1.2M — 0.02% DBT
733 ATLAS LUXCO 4 / ALL UNI 049362AA4 Dec 2021 1,230,000 — $1.1M -4.8% 0.02% DBT
734 Fannie Mae 3138WARA7 Dec 2021 1,076,535 -40,626 $1.1M -6.9% 0.02% ABS-MBS
735 Freddie Mac - STACR 35564KJA8 Dec 2021 1,230,000 — $1.1M -7.2% 0.02% ABS-MBS
736 Fannie Mae 3140QGCP0 Mar 2022 1,121,224 New $1.1M — 0.02% ABS-MBS
737 Multifamily Connecticut Avenue 62547NAA7 Dec 2021 1,163,024 -852,922 $1.1M -43.2% 0.02% ABS-MBS
738 Fannie Mae 3138WHU59 Dec 2021 1,094,199 -109,767 $1.1M -12.4% 0.02% ABS-MBS
739 Welk Resorts LLC 94946DAC5 Dec 2021 1,141,987 -131,094 $1.1M -12.5% 0.02% ABS-O
740 Woburn Re 2019, 12/31/22 000000000 Dec 2021 4,979,452 New $1.1M — 0.02% DBT
741 Freddie Mac 3132J7B76 Dec 2021 1,107,648 -16,572 $1.1M -7.2% 0.02% ABS-MBS
742 PECF USS INTERMEDIATE HO 000000000 Dec 2021 1,117,200 New $1.1M — 0.02% LON
743 Government National Mortgage A 36183XRD4 Dec 2021 1,055,933 -6,531 $1.1M -4.8% 0.02% ABS-MBS
744 Fannie Mae 3138M0AH3 Dec 2021 1,066,508 -40,852 $1.1M -8.5% 0.02% ABS-MBS
745 Government National Mortgage A 36178GJ70 Dec 2021 1,027,771 -46,073 $1.1M -8.2% 0.02% ABS-MBS
746 Government National Mortgage A 3617AVXD5 Dec 2021 1,022,709 -39,597 $1.1M -7.8% 0.02% ABS-MBS
747 Santander Bank Auto Credit-Lin 80290CAG9 Dec 2021 1,076,650 -173,350 $1.1M -15.2% 0.02% ABS-O
748 CCO HLDGS LLC/CAP CORP 1248EPCL5 Dec 2021 1,185,000 — $1.1M -12.5% 0.02% DBT
749 KUEHG CORP 000000000 Dec 2021 1,066,530 New $1.1M — 0.02% LON
750 Fannie Mae 31417CJP1 Dec 2021 1,022,067 -118,681 $1.0M -15.3% 0.02% ABS-MBS
751 Carnoustie Re 2022 000000000 Dec 2021 1,000,000 New $1.0M — 0.02% DBT
752 Fannie Mae 3138AFC24 Dec 2021 959,132 -118,149 $1.0M -14.5% 0.02% ABS-MBS
753 Adare Re 2022 12/31/27 000000000 Dec 2021 1,006,000 New $1.0M — 0.02% DBT
754 Freddie Mac 3131YA7G9 Mar 2022 983,039 New $1.0M — 0.02% ABS-MBS
755 Fannie Mae 3140GSJR4 Dec 2021 968,324 -108,172 $1.0M -13.3% 0.02% ABS-MBS
756 MATTERHORN RE LTD 577092AQ2 Mar 2022 1,000,000 New $1000K — 0.02% DBT
757 ENERGY ACQUISITION LP 29279EAB8 Dec 2021 1,016,954 -2,675 $996K -1.7% 0.02% LON
758 Multifamily Structured Credit 35563FAA9 Dec 2021 1,030,479 -178,711 $996K -17.2% 0.02% ABS-MBS
759 PHOENICIAN RE LIMITED 71880VAC1 Dec 2021 1,000,000 — $994K -0.5% 0.02% DBT
760 Fannie Mae 3140HJJS1 Mar 2022 969,130 New $993K — 0.02% ABS-MBS
761 Fannie Mae 3138A8PV2 Dec 2021 915,805 -56,968 $987K -9.4% 0.02% ABS-MBS
762 Freddie Mac 3132WMG57 Dec 2021 953,333 -127,808 $986K -15.5% 0.02% ABS-MBS
763 Fannie Mae 3140GVE92 Dec 2021 950,999 -94,538 $984K -13.0% 0.02% ABS-MBS
764 Fannie Mae 3140QKHA9 Mar 2022 962,049 New $983K — 0.02% ABS-MBS
765 AVOLON HOLDINGS FNDG LTD 05401AAF8 Dec 2021 985,000 — $983K -4.8% 0.02% DBT
766 VITALITY RE XI LTD 92851AAB0 Dec 2021 1,000,000 — $980K +0.1% 0.02% DBT
767 Freddie Mac 312943UP6 Dec 2021 920,767 -58,620 $979K -9.6% 0.02% ABS-MBS
768 Verus Securitization Trust 92537TAF2 Dec 2021 970,000 — $978K -3.3% 0.02% ABS-MBS
769 Fort Washington CLO 2019-1 34919EAE8 Dec 2021 1,000,000 — $977K -1.5% 0.02% ABS-CBDO
770 Fannie Mae 3138AWNR0 Dec 2021 925,344 -79,619 $969K -12.2% 0.02% ABS-MBS
771 First Eagle BSL CLO LLC 32010GAA3 Dec 2021 1,000,000 — $967K -2.0% 0.02% ABS-CBDO
772 Fannie Mae 3140X4D52 Dec 2021 941,895 -44,789 $960K -10.1% 0.02% ABS-MBS
773 JP Morgan Mortgage Trust 46654FAP3 Dec 2021 1,047,647 -4,873,194 $959K -83.7% 0.02% ABS-MBS
774 CLEARWAY ENERGY OP LLC 18539UAE5 Dec 2021 1,040,000 — $957K -7.3% 0.02% DBT
775 Freddie Mac - STACR 35564KBD0 Dec 2021 1,070,000 — $947K -11.3% 0.02% ABS-MBS
776 BROADCOM INC 11135FBP5 Dec 2021 1,068,000 — $941K -12.5% 0.02% DBT
777 Government National Mortgage A 36184LS63 Dec 2021 885,069 -5,943 $925K -5.2% 0.02% ABS-MBS
778 Pine Valley Re 2022 000000000 Dec 2021 1,000,000 New $923K — 0.02% DBT
779 OLIN CORP 680665AL0 Dec 2021 900,000 — $917K -5.9% 0.02% DBT
780 Fannie Mae 3138EDE72 Dec 2021 873,727 -84,004 $915K -13.0% 0.02% ABS-MBS
781 FORD MOTOR CREDIT CO LLC 345397C27 Mar 2022 890,000 New $906K — 0.02% DBT
782 Mosaic Solar Loans LLC 61946NAA6 Dec 2021 956,956 -62,432 $905K -11.5% 0.02% ABS-O
783 TEACHERS INSUR & ANNUITY 878091BC0 Dec 2021 690,000 — $904K -12.4% 0.02% DBT
784 Ballybunion Re 2020, 2/28/22 000000000 Dec 2021 8,000,000 New $904K — 0.02% DBT
785 TEAM HEALTH HOLDINGS INC 87817JAG3 Mar 2022 934,019 New $892K — 0.02% LON
786 Fannie Mae 31416M3A0 Dec 2021 849,389 -53,605 $885K -9.1% 0.02% ABS-MBS
787 Government National Mortgage A 36184QTQ7 Dec 2021 828,445 -60,542 $874K -9.7% 0.02% ABS-MBS
788 Fannie Mae 3138WFAC0 Dec 2021 879,764 -62,051 $872K -11.1% 0.02% ABS-MBS
789 Fannie Mae 3140QBUP1 Dec 2021 807,305 -99,833 $871K -14.9% 0.02% ABS-MBS
790 Berwick Re 2019-1, 12/31/22 000000000 Dec 2021 7,281,734 New $870K — 0.02% DBT
791 Government National Mortgage A 38382CAZ4 Dec 2021 15,582,154 -1,805,628 $859K -29.2% 0.02% ABS-MBS
792 Freddie Mac 3128MMSR5 Dec 2021 847,022 -77,818 $857K -11.8% 0.02% ABS-MBS
793 Freddie Mac 3132WJ6G1 Dec 2021 850,730 -96,240 $847K -14.9% 0.02% ABS-MBS
794 Freddie Mac 3133ATPH8 Mar 2022 804,863 New $827K — 0.02% ABS-MBS
795 USI INC/NY 90351NAE5 Dec 2021 811,750 -2,125 $808K -0.1% 0.01% LON
796 Government National Mortgage A 38379U5F9 Dec 2021 18,935,216 -183,283 $799K -7.3% 0.01% ABS-MBS
797 INTESA SANPAOLO SPA 46115HBQ9 Dec 2021 900,000 — $797K -12.3% 0.01% DBT
798 LEVEL 3 FINANCING INC 52729KAP1 Dec 2021 809,587 — $796K -0.5% 0.01% LON
799 Government National Mortgage A 36194REE6 Dec 2021 783,634 -67,356 $793K -11.8% 0.01% ABS-MBS
800 M360 2019-CRE2, LLC 55379VAA6 Dec 2021 802,455 -1,888,241 $789K -70.5% 0.01% ABS-CBDO
801 Berwick Re 2018-1, 12/31/21 000000000 Dec 2021 10,192,268 New $788K — 0.01% DBT
802 Government National Mortgage A 36192S4A5 Dec 2021 751,109 -31,403 $766K -8.8% 0.01% ABS-MBS
803 Freddie Mac 3132WMM50 Dec 2021 737,665 -5,043 $765K -4.4% 0.01% ABS-MBS
804 AIR CANADA 008911BK4 Dec 2021 810,000 — $764K -7.5% 0.01% DBT
805 SMITHFIELD FOODS INC 832248BB3 Dec 2021 728,000 — $763K -8.3% 0.01% DBT
806 Freddie Mac 3137F8M83 Mar 2022 3,950,816 New $762K — 0.01% ABS-MBS
807 Fannie Mae 3140QHLM5 Mar 2022 742,932 New $759K — 0.01% ABS-MBS
808 Bantry Re 2021, 12/31/24 000000000 Dec 2021 5,000,000 New $757K — 0.01% DBT
809 Freddie Mac 3132WJM24 Dec 2021 759,837 -19,487 $757K -8.2% 0.01% ABS-MBS
810 FREMF Mortgage Trust 30318WAJ2 Dec 2021 110,999,571 — $746K -5.7% 0.01% ABS-MBS
811 Fannie Mae 3138E4ZL8 Dec 2021 713,692 -40,066 $745K -9.7% 0.01% ABS-MBS
812 Government National Mortgage A 36198VMG9 Dec 2021 704,686 -5,011 $744K -4.7% 0.01% ABS-MBS
813 FLOODSMART RE LTD 33975CAF2 Dec 2021 750,000 — $730K -2.5% 0.01% DBT
814 Government National Mortgage A 36181CGT9 Dec 2021 694,081 -106,188 $725K -17.5% 0.01% ABS-MBS
815 Fannie Mae 3140GRPD0 Dec 2021 690,374 -59,285 $718K -11.2% 0.01% ABS-MBS
816 Sequoia Mortgage Trust 81744NAJ9 Dec 2021 710,042 -82,456 $708K -11.1% 0.01% ABS-MBS
817 American Homes 4 Rent 02665XAD1 Dec 2021 700,000 — $706K -4.1% 0.01% ABS-O
818 Fannie Mae 3138YGW81 Dec 2021 727,749 -18,165 $701K -8.5% 0.01% ABS-MBS
819 Freddie Mac 3137FV4S8 Mar 2022 3,803,970 New $698K — 0.01% ABS-MBS
820 Fannie Mae 3138XZSU6 Dec 2021 723,968 -6,662 $697K -7.1% 0.01% ABS-MBS
821 JP Morgan Mortgage Trust 46654ABS7 Dec 2021 131,605,791 -3,949,067 $694K -2.6% 0.01% ABS-MBS
822 BEACON ROOFING SUPPLY IN 073685AH2 Dec 2021 750,000 -1,670,000 $693K -71.4% 0.01% DBT
823 Tidewater Auto Receivables Tru 88642MAE0 Dec 2021 688,831 -323,317 $689K -32.0% 0.01% ABS-O
824 JP Morgan Mortgage Trust 46592TBW2 Dec 2021 771,581 -4,541 $685K -13.0% 0.01% ABS-MBS
825 Fannie Mae 3140FM7M2 Dec 2021 652,150 -5,527 $676K -5.0% 0.01% ABS-MBS
826 Home Re 2018-1 Ltd. 43730MAA6 Dec 2021 671,773 — $671K -0.2% 0.01% ABS-MBS
827 Fannie Mae 3138AMFJ9 Dec 2021 616,958 -22,715 $657K -7.1% 0.01% ABS-MBS
828 Welk Resorts LLC 94945PAB1 Dec 2021 662,941 -74,764 $650K -11.8% 0.01% ABS-O
829 HIN Timeshare Trust 2020-A 40439HAD1 Dec 2021 646,800 -44,409 $636K -10.9% 0.01% ABS-O
830 Hundred Acre Wood Trust 44590HBJ4 Dec 2021 71,098,701 -2,656,834 $635K +6.2% 0.01% ABS-MBS
831 MIWD HLDCO II/MIWD FIN 55337PAA0 Mar 2022 680,000 New $633K — 0.01% DBT
832 Government National Mortgage A 36184NEC1 Dec 2021 622,690 -4,888 $631K -5.3% 0.01% ABS-MBS
833 Fannie Mae 3138WEHE2 Dec 2021 613,906 -54,067 $626K -12.6% 0.01% ABS-MBS
834 Government National Mortgage A 36179QR29 Dec 2021 585,173 -48,204 $623K -10.6% 0.01% ABS-MBS
835 Freddie Mac 31335A5W4 Dec 2021 610,156 -32,678 $622K -9.9% 0.01% ABS-MBS
836 Fannie Mae 31418DXE7 Mar 2022 603,947 New $617K — 0.01% ABS-MBS
837 Fannie Mae 3138W9LM0 Dec 2021 610,045 -30,513 $608K -9.8% 0.01% ABS-MBS
838 AVOLON TLB BORROWER 1 US 05400KAF7 Dec 2021 619,232 -1,580 $606K -1.7% 0.01% LON
839 Government National Mortgage A 3620A8D59 Dec 2021 580,465 -4,456 $606K -7.0% 0.01% ABS-MBS
840 Freddie Mac 3131XXBD2 Dec 2021 579,942 -3,958 $602K -4.4% 0.01% ABS-MBS
841 Fannie Mae 3136BCLK4 Mar 2022 3,169,275 New $600K — 0.01% ABS-MBS
842 Fannie Mae 31419AVT1 Dec 2021 570,992 -25,617 $598K -9.8% 0.01% ABS-MBS
843 Government National Mortgage A 36183HNN1 Dec 2021 566,792 -3,719 $592K -4.1% 0.01% ABS-MBS
844 Freddie Mac 3132HMRK9 Dec 2021 587,699 -78,121 $588K -16.5% 0.01% ABS-MBS
845 SECTOR RE V LTD 81369ADB5 Dec 2021 200,000 — $580K -1.4% 0.01% DBT
846 Government National Mortgage A 36179QRZ6 Dec 2021 551,510 -48,324 $580K -10.8% 0.01% ABS-MBS
847 Fannie Mae 31419JSV1 Dec 2021 545,857 -47,532 $579K -11.4% 0.01% ABS-MBS
848 Diamond Resorts Owner Trust 252722AB9 Dec 2021 584,286 -88,681 $579K -15.3% 0.01% ABS-O
849 JP Morgan Mortgage Trust 46592TBS1 Dec 2021 114,489,184 -4,104,045 $569K -7.0% 0.01% ABS-MBS
850 Freddie Mac 3128M9XD9 Dec 2021 533,154 -43,557 $568K -10.9% 0.01% ABS-MBS
851 MVW 2020-1 LLC 55400EAC3 Dec 2021 572,813 -72,098 $563K -14.8% 0.01% ABS-O
852 Freddie Mac 3132WLK62 Dec 2021 568,720 -3,697 $563K -5.9% 0.01% ABS-MBS
853 Fannie Mae 31418B3E4 Dec 2021 555,662 -39,289 $562K -10.3% 0.01% ABS-MBS
854 Fannie Mae 3138WE3H0 Dec 2021 564,110 -34,515 $559K -10.2% 0.01% ABS-MBS
855 Fannie Mae 3138EGCB8 Dec 2021 519,032 -42,302 $552K -10.8% 0.01% ABS-MBS
856 321 Henderson Receivables LLC 88576RAB5 Dec 2021 500,000 — $551K -5.8% 0.01% ABS-O
857 Fannie Mae 3138MBH74 Dec 2021 522,805 -64,573 $546K -15.3% 0.01% ABS-MBS
858 Welk Resorts LLC 94946DAD3 Dec 2021 548,079 -62,932 $545K -12.5% 0.01% ABS-O
859 Fannie Mae 3138YWH42 Dec 2021 526,242 -34,451 $536K -10.8% 0.01% ABS-MBS
860 Freddie Mac 3132DWCY7 Mar 2022 514,970 New $528K — 0.01% ABS-MBS
861 Fannie Mae - CAS 20753MAF5 Dec 2021 524,789 -225,696 $525K -30.3% 0.01% ABS-MBS
862 EASTERN POWER LLC 87264NAB3 Dec 2021 729,422 — $524K -8.2% 0.01% LON
863 Mosaic Solar Loans LLC 61945LAC7 Dec 2021 523,204 -273,796 $522K -34.5% 0.01% ABS-O
864 La Hipotecaria SA 50346RAA6 Dec 2021 508,766 -19,410 $518K -4.4% 0.01% ABS-MBS
865 Government National Mortgage A 36183XNE6 Dec 2021 497,846 -3,855 $515K -4.4% 0.01% ABS-MBS
866 Fannie Mae 3138WE3F4 Dec 2021 518,086 -34,292 $513K -10.8% 0.01% ABS-MBS
867 HERBIE RE LTD 42703VAC7 Dec 2021 500,000 — $511K -2.6% 0.01% DBT
868 Fannie Mae 3140F5TU7 Dec 2021 492,852 -68,468 $510K -15.5% 0.01% ABS-MBS
869 ENLINK MIDSTREAM LLC 29336TAA8 Dec 2021 510,000 — $510K -2.2% 0.01% DBT
870 SECTOR RE V LTD 81369ADV1 Dec 2021 500,000 — $509K +1.9% 0.01% DBT
871 STAPLES INC 855031AR1 Dec 2021 520,288 -1,338 $508K -0.8% 0.01% LON
872 Fannie Mae 3138ABKD0 Dec 2021 483,991 -34,350 $507K -11.0% 0.01% ABS-MBS
873 AKIBARE RE LTD 00973XAB6 Mar 2022 500,000 New $498K — 0.01% DBT
874 FOUR LAKES RE LTD 35087TAC2 Dec 2021 500,000 — $496K -0.8% 0.01% DBT
875 Government National Mortgage A 36202FXC5 Dec 2021 434,395 -26,231 $463K -9.2% 0.01% ABS-MBS
876 Freddie Mac 3133AJK85 Mar 2022 449,273 New $461K — 0.01% ABS-MBS
877 SECTOR RE V LTD 81369ACT7 Dec 2021 600,000 — $455K -1.9% 0.01% DBT
878 Freddie Mac 3132J6WD2 Dec 2021 454,208 -26,032 $454K -11.0% 0.01% ABS-MBS
879 Freddie Mac 3133A6DW8 Mar 2022 434,355 New $446K — 0.01% ABS-MBS
880 Freddie Mac 31292LF91 Dec 2021 432,485 -14,449 $441K -8.2% 0.01% ABS-MBS
881 Freddie Mac 31335ABN7 Dec 2021 399,724 -32,596 $440K -11.0% 0.01% ABS-MBS
882 Fannie Mae 3138AVQD0 Dec 2021 416,189 -33,394 $435K -12.0% 0.01% ABS-MBS
883 Freddie Mac - STACR 35565XAH3 Dec 2021 427,720 -387,170 $428K -47.7% 0.01% ABS-MBS
884 Government National Mortgage A 38378YHH5 Dec 2021 427,955 -19,507 $428K -8.3% 0.01% ABS-MBS
885 Government National Mortgage A 3620ABQR0 Dec 2021 397,154 -3,471 $425K -4.7% 0.01% ABS-MBS
886 Freddie Mac 3132WLZQ2 Dec 2021 401,314 -2,473 $415K -4.0% 0.01% ABS-MBS
887 Fannie Mae 31419FB70 Dec 2021 394,660 -4,055 $413K -5.6% 0.01% ABS-MBS
888 Government National Mortgage A 36183XL57 Dec 2021 399,809 -3,050 $413K -3.8% 0.01% ABS-MBS
889 Freddie Mac 3131Y7QA8 Dec 2021 392,862 -43,672 $410K -12.8% 0.01% ABS-MBS
890 Freddie Mac 31339UKF6 Dec 2021 384,871 -241,258 $405K -40.7% 0.01% ABS-MBS
891 COMMONBOND STUDENT LOAN TRUST 20268KAB6 Dec 2021 406,143 -26,563 $403K -6.3% 0.01% ABS-O
892 Government National Mortgage A 36183XDR8 Dec 2021 387,073 -2,416 $399K -3.6% 0.01% ABS-MBS
893 SUMMIT MATERIALS LLC/FIN 86614RAN7 Dec 2021 400,000 — $396K -5.4% 0.01% DBT
894 Fannie Mae 3140KKZC1 Mar 2022 384,956 New $395K — 0.01% ABS-MBS
895 Freddie Mac 3131XWYN7 Dec 2021 378,420 -2,238 $391K -4.4% 0.01% ABS-MBS
896 321 Henderson Receivables LLC 88576PAE3 Dec 2021 382,564 -29,584 $377K -7.3% 0.01% ABS-O
897 Fannie Mae 3140LSWZ5 Mar 2022 352,667 New $360K — 0.01% ABS-MBS
898 Fannie Mae 3138YDZ93 Dec 2021 360,967 -4,468 $359K -7.0% 0.01% ABS-MBS
899 Fannie Mae 31419JSC3 Dec 2021 351,916 -31,399 $359K -13.4% 0.01% ABS-MBS
900 Fannie Mae 31418QBH5 Dec 2021 331,216 -3,951 $358K -5.3% 0.01% ABS-MBS
901 Fannie Mae 3140GSJV5 Dec 2021 341,039 -70,778 $351K -20.3% 0.01% ABS-MBS
902 Government National Mortgage A 36177Q7M9 Dec 2021 340,410 -2,712 $351K -3.7% 0.01% ABS-MBS
903 ReadyCap Commercial Mortgage T 75575QAA7 Dec 2021 358,289 -65,144 $350K -18.0% 0.01% ABS-MBS
904 Lorenz Re 2019, 6/30/22 000000000 Dec 2021 2,993,180 New $347K — 0.01% DBT
905 Freddie Mac 3132VQH66 Dec 2021 332,973 -1,518 $341K -4.1% 0.01% ABS-MBS
906 EDEN RE II LTD 27954QAH4 Dec 2021 640,000 — $340K +0.0% 0.01% DBT
907 Government National Mortgage A 36176EBG5 Dec 2021 314,673 -31,493 $339K -12.8% 0.01% ABS-MBS
908 Freddie Mac 3133AKL99 Mar 2022 323,960 New $331K — 0.01% ABS-MBS
909 JPMDB Commercial Mortgage Secu 46591ABD6 Dec 2021 45,714,000 — $331K -9.4% 0.01% ABS-MBS
910 Government National Mortgage A 36292DB50 Dec 2021 297,574 -5,171 $329K -4.9% 0.01% ABS-MBS
911 CVS PASS-THROUGH TRUST 126650AW0 Dec 2021 308,499 -14,862 $321K -7.7% 0.01% DBT
912 BXG Receivables Note Trust 05606XAA2 Dec 2021 320,544 -40,094 $321K -11.5% 0.01% ABS-O
913 Lion Rock Re 2021, 12/31/24 000000000 Dec 2021 500,000 New $320K — 0.01% DBT
914 Government National Mortgage A 36184JAM2 Dec 2021 313,031 -18,378 $319K -9.6% 0.01% ABS-MBS
915 Fannie Mae 3138E2SV8 Dec 2021 305,621 -3,275 $317K -5.4% 0.01% ABS-MBS
916 Bantry Re 2020, 12/31/23 000000000 Dec 2021 4,776,758 New $311K — 0.01% DBT
917 Fannie Mae 3140J7UG8 Dec 2021 303,326 -12,900 $310K -10.0% 0.01% ABS-MBS
918 Fannie Mae 31410LK50 Dec 2021 287,501 -17,109 $308K -10.0% 0.01% ABS-MBS
919 ALTA WIND HOLDINGS LLC 021345AA1 Dec 2021 282,762 -4,525 $308K -6.8% 0.01% DBT
920 Fannie Mae 3140QFRH4 Mar 2022 299,135 New $306K — 0.01% ABS-MBS
921 Freddie Mac 3132WNN99 Dec 2021 300,679 -42,450 $305K -17.0% 0.01% ABS-MBS
922 Gleneagles Re 2021, 12/31/24 000000000 Dec 2021 1,250,000 New $299K — 0.01% DBT
923 Fannie Mae 3140FTZ53 Dec 2021 285,845 -2,102 $299K -3.7% 0.01% ABS-MBS
924 Walton Health Re 2019, 6/30/22 000000000 Dec 2021 350,000 New $292K — 0.01% DBT
925 Government National Mortgage A 36181LT57 Dec 2021 278,702 -64,809 $292K -22.8% 0.01% ABS-MBS
926 SECTOR RE V LTD 81369ADL3 Dec 2021 5,986 -2,694,001 $290K -90.2% 0.01% DBT
927 SECTOR RE V LTD 81369ADC3 Dec 2021 99,999 — $290K -1.4% 0.01% DBT
928 Fannie Mae 31417ACQ0 Dec 2021 282,855 -18,646 $289K -11.6% 0.01% ABS-MBS
929 Fannie Mae 31417YRW9 Dec 2021 265,691 -42,381 $286K -18.0% 0.01% ABS-MBS
930 Fannie Mae 3138MF4D6 Dec 2021 280,118 -7,609 $286K -8.0% 0.01% ABS-MBS
931 Fannie Mae 3140QG7J0 Mar 2022 273,103 New $280K — 0.01% ABS-MBS
932 Freddie Mac 3133A83E5 Mar 2022 268,309 New $274K — 0.01% ABS-MBS
933 Fannie Mae 3138WXW37 Dec 2021 271,631 -23,327 $271K -12.8% 0.00% ABS-MBS
934 Carnoustie Re 2020, 12/31/23 000000000 Dec 2021 2,000,000 New $271K — 0.00% DBT
935 Fannie Mae 3140JUL36 Dec 2021 258,728 -12,185 $269K -8.8% 0.00% ABS-MBS
936 Fannie Mae 3138YPZM7 Dec 2021 257,134 -1,924 $269K -5.6% 0.00% ABS-MBS
937 Fannie Mae 3138YPWD0 Dec 2021 278,036 -2,545 $268K -7.1% 0.00% ABS-MBS
938 FCI Funding, LLC 30259MAB2 Dec 2021 263,635 -144,205 $264K -35.5% 0.00% ABS-O
939 Sequoia Mortgage Trust 81746WAA6 Dec 2021 261,657 -147,976 $263K -36.4% 0.00% ABS-MBS
940 Fannie Mae 3140EU4L0 Dec 2021 252,573 -37,384 $262K -16.4% 0.00% ABS-MBS
941 Government National Mortgage A 38374LR94 Dec 2021 254,492 -37,340 $259K -13.4% 0.00% ABS-MBS
942 Alturas Re 2020-2, 3/10/23 000000000 Dec 2021 540,698 New $256K — 0.00% DBT
943 GS Mortgage-Backed Securities 36259WAC5 Dec 2021 259,270 -57,590 $255K -19.5% 0.00% ABS-MBS
944 Icon Brand Holdings LLC 45112AAA5 Dec 2021 666,243 — $255K -3.2% 0.00% ABS-O
945 INTL BK RECON & DEVELOP 000000000 Dec 2021 250,000 New $253K — 0.00% DBT
946 Fannie Mae 3140HEJ37 Dec 2021 238,906 -1,041 $252K -3.8% 0.00% ABS-MBS
947 Government National Mortgage A 36178GJ62 Dec 2021 237,524 -1,930 $251K -4.9% 0.00% ABS-MBS
948 BONANZA RE LTD 09785EAJ0 Mar 2022 250,000 New $250K — 0.00% DBT
949 Government National Mortgage A 3620ARMD0 Dec 2021 231,649 -4,045 $249K -5.5% 0.00% ABS-MBS
950 MATTERHORN RE LTD 577092AN9 Dec 2021 250,000 — $248K -0.6% 0.00% DBT
951 FannieMae Grantor Trust 31393X7K7 Dec 2021 240,147 -17,433 $248K -7.7% 0.00% ABS-MBS
952 Fannie Mae 3140GRN34 Dec 2021 237,538 -1,284 $245K -5.2% 0.00% ABS-MBS
953 Freddie Mac 3133KLGE1 Mar 2022 237,085 New $243K — 0.00% ABS-MBS
954 Government National Mortgage A 36184XM22 Dec 2021 237,284 -27,912 $242K -14.5% 0.00% ABS-MBS
955 Government National Mortgage A 3617A4H92 Dec 2021 230,648 -23,206 $241K -12.8% 0.00% ABS-MBS
956 Fannie Mae 31416WH39 Dec 2021 222,419 -11,665 $241K -9.3% 0.00% ABS-MBS
957 Freddie Mac 3133A47F7 Mar 2022 234,509 New $240K — 0.00% ABS-MBS
958 Freddie Mac 3132WDPA6 Dec 2021 230,964 -68,751 $239K -25.9% 0.00% ABS-MBS
959 Fannie Mae 31402DDB3 Dec 2021 213,097 -12,757 $233K -8.9% 0.00% ABS-MBS
960 Fannie Mae 3138YBWS8 Dec 2021 241,503 -1,713 $231K -6.9% 0.00% ABS-MBS
961 Fannie Mae 31413C3X5 Dec 2021 209,678 -2,255 $226K -5.3% 0.00% ABS-MBS
962 Fannie Mae 31417CAY1 Dec 2021 219,415 -10,554 $224K -9.8% 0.00% ABS-MBS
963 Freddie Mac 3133KGF52 Dec 2021 215,392 -63,200 $224K -25.0% 0.00% ABS-MBS
964 Government National Mortgage A 36213FPJ6 Dec 2021 204,069 -11,602 $224K -10.1% 0.00% ABS-MBS
965 Merion Re 2022-1 000000000 Dec 2021 250,000 New $223K — 0.00% DBT
966 Fannie Mae 3140LUHN4 Mar 2022 214,751 New $220K — 0.00% ABS-MBS
967 Freddie Mac 31329Q5T4 Dec 2021 210,799 -82,631 $220K -30.2% 0.00% ABS-MBS
968 Government National Mortgage A 36183E3W0 Dec 2021 207,583 -12,645 $220K -9.2% 0.00% ABS-MBS
969 Government National Mortgage A 36291R3A8 Dec 2021 195,101 -3,224 $215K -6.6% 0.00% ABS-MBS
970 FCI Funding, LLC 30259MAA4 Dec 2021 214,203 -117,167 $215K -35.5% 0.00% ABS-O
971 Fannie Mae 3138MRBR1 Dec 2021 209,733 -11,741 $214K -10.5% 0.00% ABS-MBS
972 Radnor Re LTD 750496AA9 Dec 2021 213,139 — $213K -0.0% 0.00% ABS-MBS
973 Freddie Mac 3132M9GP3 Dec 2021 208,477 -10,524 $213K -9.9% 0.00% ABS-MBS
974 Fannie Mae 3140X64P3 Dec 2021 210,593 -11,864 $209K -10.1% 0.00% ABS-MBS
975 Fannie Mae 31417DEE9 Dec 2021 197,616 -20,977 $207K -13.9% 0.00% ABS-MBS
976 MFRA Trust 552754AC7 Dec 2021 210,048 -40,673 $207K -17.7% 0.00% ABS-MBS
977 Freddie Mac 3133ASLK7 Mar 2022 201,994 New $206K — 0.00% ABS-MBS
978 Old Head Re 2022, 12/31/2027 000000000 Dec 2021 250,000 New $204K — 0.00% DBT
979 Fannie Mae 31418D4V1 Mar 2022 196,635 New $201K — 0.00% ABS-MBS
980 Government National Mortgage A 36186PNV2 Dec 2021 189,392 -15,912 $201K -10.3% 0.00% ABS-MBS
981 Fannie Mae 3138YMN21 Dec 2021 207,270 -1,867 $200K -7.0% 0.00% ABS-MBS
982 Alturas Re 2021-3, 7/31/25 000000000 Dec 2021 213,682 New $198K — 0.00% DBT
983 Government National Mortgage A 3620C6PG4 Dec 2021 183,605 -1,641 $197K -5.6% 0.00% ABS-MBS
984 Fannie Mae 3138EE4A4 Dec 2021 190,594 -54,664 $197K -25.8% 0.00% ABS-MBS
985 Sussex Re 2021-1, 12/31/24 000000000 Dec 2021 1,250,000 New $192K — 0.00% DBT
986 321 Henderson Receivables LLC 46616MAA8 Dec 2021 190,398 -12,308 $192K -8.4% 0.00% ABS-O
987 Formby Re 2018, 2/28/22 000000000 Dec 2021 1,500,000 New $184K — 0.00% DBT
988 Viribus Re 2020, 12/31/23 000000000 Dec 2021 4,139,570 New $182K — 0.00% DBT
989 Fannie Mae 3140HERF1 Mar 2022 176,503 New $181K — 0.00% ABS-MBS
990 Government National Mortgage A 36200A3A5 Dec 2021 161,535 -15,786 $180K -12.1% 0.00% ABS-MBS
991 Fannie Mae 3140KDUZ1 Mar 2022 175,191 New $179K — 0.00% ABS-MBS
992 Fannie Mae 3140FRQB4 Dec 2021 171,226 -1,276 $178K -3.8% 0.00% ABS-MBS
993 FITNESS & SPORTS CLUBS LLC 33818XAH3 Dec 2021 190,787 — $177K -1.0% 0.00% LON
994 Fannie Mae 31419CNW9 Dec 2021 167,032 -2,319 $177K -4.8% 0.00% ABS-MBS
995 Freddie Mac 31292JBJ8 Dec 2021 157,428 -3,556 $175K -5.8% 0.00% ABS-MBS
996 Fannie Mae 31418VWV0 Dec 2021 159,661 -7,575 $173K -8.0% 0.00% ABS-MBS
997 Fannie Mae 3140FHLH8 Dec 2021 170,170 -1,109 $173K -5.2% 0.00% ABS-MBS
998 Pangaea Re 2019-3, 7/1/23 000000000 Dec 2021 4,779,537 New $172K — 0.00% DBT
999 Lorenz Re 2020, 6/30/23 000000000 Dec 2021 2,480,490 New $170K — 0.00% DBT
1000 Bantry RE 2019, 12/31/22 000000000 Dec 2021 5,000,000 New $170K — 0.00% DBT
1001 Fannie Mae 3140HBSJ8 Dec 2021 160,068 -621 $168K -3.7% 0.00% ABS-MBS
1002 Government National Mortgage A 36291QBM5 Dec 2021 148,935 -2,933 $165K -3.7% 0.00% ABS-MBS
1003 Government National Mortgage A 36184CDG7 Dec 2021 162,988 -43,675 $165K -24.1% 0.00% ABS-MBS
1004 Government National Mortgage A 36183HVJ1 Dec 2021 156,628 -7,057 $163K -8.6% 0.00% ABS-MBS
1005 Government National Mortgage A 3620A93H2 Dec 2021 149,871 -8,338 $162K -10.1% 0.00% ABS-MBS
1006 SECTOR RE V LTD 81369ADK5 Dec 2021 3,326 -1,496,674 $161K -90.2% 0.00% DBT
1007 Fannie Mae 31418U4W1 Dec 2021 149,625 -12,972 $161K -11.5% 0.00% ABS-MBS
1008 Fannie Mae 31417DJQ7 Dec 2021 157,606 -13,805 $157K -12.7% 0.00% ABS-MBS
1009 Government National Mortgage A 36225BXX1 Dec 2021 140,470 -6,010 $156K -8.4% 0.00% ABS-MBS
1010 Fannie Mae 3138WMHQ7 Dec 2021 159,043 -6,518 $154K -9.9% 0.00% ABS-MBS
1011 SECTOR RE V LTD 81369ACR1 Dec 2021 1,260,000 — $153K -17.4% 0.00% DBT
1012 Fannie Mae 3138A1L90 Dec 2021 145,468 -51,734 $153K -28.9% 0.00% ABS-MBS
1013 MARRIOTT INTERNATIONAL 571903BD4 Dec 2021 140,000 — $149K -5.6% 0.00% DBT
1014 Fannie Mae 3140KPG72 Mar 2022 144,412 New $148K — 0.00% ABS-MBS
1015 Government National Mortgage A 36183XDS6 Dec 2021 141,364 -1,527 $146K -4.0% 0.00% ABS-MBS
1016 Fannie Mae 3140XCFG8 Mar 2022 141,187 New $145K — 0.00% ABS-MBS
1017 Pangaea Re 2021-1, 12/31/24 000000000 Dec 2021 5,000,000 New $144K — 0.00% DBT
1018 Government National Mortgage A 3620AYQJ8 Dec 2021 136,868 -1,192 $142K -3.9% 0.00% ABS-MBS
1019 Government National Mortgage A 36225BVX3 Dec 2021 126,609 -6,934 $139K -9.3% 0.00% ABS-MBS
1020 Lorenz Re 2020, 6/30/23 000000000 Dec 2021 2,019,510 New $139K — 0.00% DBT
1021 Fannie Mae 3138YD4G1 Dec 2021 142,415 -11,985 $137K -13.5% 0.00% ABS-MBS
1022 Harambee Re 2020, 12/31/23 000000000 Dec 2021 4,000,000 New $136K — 0.00% DBT
1023 Government National Mortgage A 36176MW74 Dec 2021 125,934 -14,875 $136K -14.1% 0.00% ABS-MBS
1024 Fannie Mae 3138X3EE8 Dec 2021 139,666 -3,968 $135K -8.8% 0.00% ABS-MBS
1025 Pangaea Re 2018-3, 7/1/22 000000000 Dec 2021 6,500,000 New $135K — 0.00% DBT
1026 Fannie Mae 31418DXQ0 Mar 2022 146,463 New $133K — 0.00% ABS-MBS
1027 Fannie Mae 3140GR5B6 Dec 2021 130,840 -26,510 $132K -21.4% 0.00% ABS-MBS
1028 Gullane Re 2018, 12/31/21 000000000 Dec 2021 2,118,314 New $131K — 0.00% DBT
1029 Freddie Mac 31329KX25 Dec 2021 131,492 -11,064 $131K -12.1% 0.00% ABS-MBS
1030 Fannie Mae 31406H7C5 Dec 2021 120,077 -2,017 $130K -4.9% 0.00% ABS-MBS
1031 Fannie Mae 3138E5FZ6 Dec 2021 121,799 -11,372 $128K -12.8% 0.00% ABS-MBS
1032 Government National Mortgage A 36200DBK8 Dec 2021 119,207 -1,948 $127K -4.6% 0.00% ABS-MBS
1033 Freddie Mac 3128M6VG0 Dec 2021 116,892 -7,877 $127K -10.5% 0.00% ABS-MBS
1034 Gleneagles Re 2020, 12/31/23 000000000 Dec 2021 1,250,000 New $125K — 0.00% DBT
1035 Government National Mortgage A 36200NYP0 Dec 2021 111,933 -3,874 $124K -6.4% 0.00% ABS-MBS
1036 Freddie Mac 3128M6VZ8 Dec 2021 112,945 -7,363 $122K -10.3% 0.00% ABS-MBS
1037 Bantry RE 2016, 3/31/22 000000000 Dec 2021 2,000,000 New $121K — 0.00% DBT
1038 Gleneagles Re 2018, 12/31/21 000000000 Dec 2021 1,000,000 New $118K — 0.00% DBT
1039 Government National Mortgage A 36176MYW7 Dec 2021 108,339 -1,280 $116K -4.9% 0.00% ABS-MBS
1040 EDEN RE II LTD 27954TAB1 Dec 2021 59,061 — $116K -48.8% 0.00% DBT
1041 Fannie Mae 3138ECMS9 Dec 2021 111,114 -1,211 $116K -5.9% 0.00% ABS-MBS
1042 Fannie Mae 3138MJUD9 Dec 2021 111,933 -16,061 $114K -17.6% 0.00% ABS-MBS
1043 Small Business Administration 83162CRS4 Dec 2021 109,295 — $113K -4.3% 0.00% ABS-MBS
1044 Freddie Mac 3132QQY63 Dec 2021 111,020 -1,040 $113K -6.3% 0.00% ABS-MBS
1045 Government National Mortgage A 36202EB81 Dec 2021 105,833 -2,269 $113K -4.8% 0.00% ABS-MBS
1046 Fannie Mae 31417EF97 Dec 2021 115,522 -2,138 $112K -8.0% 0.00% ABS-MBS
1047 Fannie Mae 3140HJXW6 Mar 2022 108,036 New $111K — 0.00% ABS-MBS
1048 Government National Mortgage A 3620C6N27 Dec 2021 103,433 -807 $110K -4.5% 0.00% ABS-MBS
1049 Government National Mortgage A 3620ASVB2 Dec 2021 104,346 -4,282 $110K -6.9% 0.00% ABS-MBS
1050 Fannie Mae 3140JUWR1 Dec 2021 106,761 -603 $110K -4.8% 0.00% ABS-MBS
1051 Fannie Mae 3140HPHT7 Mar 2022 105,943 New $109K — 0.00% ABS-MBS
1052 EDEN RE II LTD 27954QAG6 Dec 2021 210,000 — $106K +0.0% 0.00% DBT
1053 Fannie Mae 3138MPDW2 Dec 2021 110,107 -6,704 $106K -11.6% 0.00% ABS-MBS
1054 Fannie Mae 3138NWT66 Dec 2021 110,407 -1,796 $106K -7.8% 0.00% ABS-MBS
1055 Fannie Mae 3140QGTB3 Mar 2022 100,667 New $103K — 0.00% ABS-MBS
1056 Government National Mortgage A 36201H5Z2 Dec 2021 95,498 -3,177 $102K -6.0% 0.00% ABS-MBS
1057 Government National Mortgage A 36182UNQ6 Dec 2021 96,391 -19,615 $101K -19.8% 0.00% ABS-MBS
1058 Fannie Mae 3140F0T20 Dec 2021 104,565 -7,796 $100K -12.7% 0.00% ABS-MBS
1059 Government National Mortgage A 36225BYC6 Dec 2021 88,602 -5,416 $99K -9.0% 0.00% ABS-MBS
1060 Fannie Mae 3138YPCB6 Dec 2021 103,167 -735 $99K -6.9% 0.00% ABS-MBS
1061 Fannie Mae 31418D6T4 Mar 2022 96,095 New $98K — 0.00% ABS-MBS
1062 Government National Mortgage A 36291LDU6 Dec 2021 90,458 -1,213 $97K -5.4% 0.00% ABS-MBS
1063 Fannie Mae 31418CRQ9 Dec 2021 94,443 -7,597 $96K -11.9% 0.00% ABS-MBS
1064 Fannie Mae 3138WFHG4 Dec 2021 99,472 -807 $96K -7.0% 0.00% ABS-MBS
1065 Viribus Re 2019, 12/31/22 000000000 Dec 2021 3,650,000 New $96K — 0.00% DBT
1066 Fannie Mae 31418BJZ0 Dec 2021 90,111 -9,019 $94K -12.9% 0.00% ABS-MBS
1067 Small Business Administration 83162CRY1 Dec 2021 87,500 -24,628 $91K -25.1% 0.00% ABS-MBS
1068 Government National Mortgage A 36200NHX2 Dec 2021 82,889 -1,551 $90K -6.2% 0.00% ABS-MBS
1069 Woburn Re 2018, 12/31/21 000000000 Dec 2021 1,623,326 New $90K — 0.00% DBT
1070 Fannie Mae 3138LUJZ9 Dec 2021 86,772 -7,724 $90K -12.0% 0.00% ABS-MBS
1071 Government National Mortgage A 36241KKY3 Dec 2021 79,350 -5,214 $89K -8.9% 0.00% ABS-MBS
1072 Government National Mortgage A 36290V4D3 Dec 2021 82,793 -1,176 $89K -4.3% 0.00% ABS-MBS
1073 Carnoustie Re 2021, 12/31/24 000000000 Dec 2021 1,853,719 New $88K — 0.00% DBT
1074 Government National Mortgage A 36179QPH8 Dec 2021 82,529 -7,085 $87K -10.6% 0.00% ABS-MBS
1075 Government National Mortgage A 38378GJK5 Dec 2021 85,007 -22,146 $86K -21.3% 0.00% ABS-MBS
1076 Fannie Mae 31412TMK6 Dec 2021 77,500 -1,164 $85K -4.9% 0.00% ABS-MBS
1077 Fannie Mae 3140QBCV8 Dec 2021 81,712 -27,056 $85K -27.2% 0.00% ABS-MBS
1078 Pangaea Re 2020-1, 2/1/24 000000000 Dec 2021 3,974,837 New $84K — 0.00% DBT
1079 Fannie Mae 31409UCC7 Dec 2021 77,906 -1,287 $84K -5.5% 0.00% ABS-MBS
1080 Pangaea Re 2019-1, 2/1/23 000000000 Dec 2021 4,017,011 New $84K — 0.00% DBT
1081 Government National Mortgage A 36213FH22 Dec 2021 78,037 -4,023 $83K -7.7% 0.00% ABS-MBS
1082 Government National Mortgage A 36202D4P3 Dec 2021 74,223 -3,435 $82K -7.9% 0.00% ABS-MBS
1083 Fannie Mae 31397NR31 Dec 2021 80,023 -9,627 $82K -12.6% 0.00% ABS-MBS
1084 Freddie Mac 31292HYU2 Dec 2021 73,968 -5,160 $81K -9.4% 0.00% ABS-MBS
1085 Pangaea Re 2018-1, 12/31/21 000000000 Dec 2021 3,800,000 New $80K — 0.00% DBT
1086 Government National Mortgage A 36201RX71 Dec 2021 73,817 -2,029 $79K -6.9% 0.00% ABS-MBS
1087 Government National Mortgage A 36290YUW6 Dec 2021 72,283 -1,326 $78K -5.9% 0.00% ABS-MBS
1088 Fannie Mae 31407QPU4 Dec 2021 72,386 -831 $77K -4.0% 0.00% ABS-MBS
1089 Sussex Re 2020-1, 12/31/22 000000000 Dec 2021 3,609,700 New $77K — 0.00% DBT
1090 Fannie Mae 3138WP6E9 Dec 2021 79,944 -3,464 $77K -10.2% 0.00% ABS-MBS
1091 Small Business Administration 83162CSB0 Dec 2021 73,138 — $76K -4.5% 0.00% ABS-MBS
1092 CAELUS RE V LTD 12765KAB1 Dec 2021 100,000 — $75K +7.1% 0.00% DBT
1093 Government National Mortgage A 36201VGB2 Dec 2021 69,977 -1,370 $75K -4.8% 0.00% ABS-MBS
1094 Dingle Re 2020, 1/31/22 000000000 Dec 2021 750,000 New $72K — 0.00% DBT
1095 Fannie Mae 31402RDG1 Dec 2021 66,258 -3,722 $72K -9.4% 0.00% ABS-MBS
1096 Fannie Mae 3140KC6S6 Mar 2022 69,899 New $71K — 0.00% ABS-MBS
1097 Government National Mortgage A 36210AN86 Dec 2021 66,176 -2,471 $71K -7.0% 0.00% ABS-MBS
1098 Government National Mortgage A 36225BWG9 Dec 2021 62,893 -3,774 $71K -8.9% 0.00% ABS-MBS
1099 Government National Mortgage A 36210ARN9 Dec 2021 64,400 -1,259 $71K -5.0% 0.00% ABS-MBS
1100 Icon Brand Holdings LLC 45112AAC1 Dec 2021 183,300 — $70K -3.2% 0.00% ABS-O
1101 Pangaea Re 2020-3, 7/1/24 000000000 Dec 2021 5,000,000 New $70K — 0.00% DBT
1102 Government National Mortgage A 36213QZ51 Dec 2021 63,317 -7,514 $70K -14.6% 0.00% ABS-MBS
1103 Freddie Mac 31302PAE4 Dec 2021 70,146 -249 $70K -2.6% 0.00% ABS-MBS
1104 Fannie Mae 31418BQ66 Dec 2021 72,665 -733 $70K -7.0% 0.00% ABS-MBS
1105 Government National Mortgage A 36200FTM0 Dec 2021 64,156 -1,517 $70K -5.4% 0.00% ABS-MBS
1106 Fannie Mae 3138WDAJ0 Dec 2021 72,544 -691 $70K -7.1% 0.00% ABS-MBS
1107 Government National Mortgage A 36291BXZ5 Dec 2021 65,222 -3,489 $69K -8.7% 0.00% ABS-MBS
1108 Government National Mortgage A 3620A5BB4 Dec 2021 62,066 -2,257 $68K -7.9% 0.00% ABS-MBS
1109 Freddie Mac 3132GT5R4 Dec 2021 65,032 -518 $68K -4.7% 0.00% ABS-MBS
1110 Fannie Mae 31403DJ75 Dec 2021 61,941 -2,324 $68K -7.4% 0.00% ABS-MBS
1111 Government National Mortgage A 3620AMK27 Dec 2021 62,766 -1,558 $68K -6.7% 0.00% ABS-MBS
1112 Small Business Administration 83162CSE4 Dec 2021 64,395 — $68K -4.7% 0.00% ABS-MBS
1113 Fannie Mae 3138YUSH5 Dec 2021 65,417 -864 $67K -5.3% 0.00% ABS-MBS
1114 Government National Mortgage A 36202D5D9 Dec 2021 60,382 -3,914 $67K -9.5% 0.00% ABS-MBS
1115 Government National Mortgage A 36290YUV8 Dec 2021 59,309 -12,955 $64K -21.5% 0.00% ABS-MBS
1116 Fannie Mae 31389AW90 Dec 2021 58,888 -1,137 $63K -4.5% 0.00% ABS-MBS
1117 Government National Mortgage A 36290TA66 Dec 2021 56,456 -3,686 $62K -9.9% 0.00% ABS-MBS
1118 Small Business Administration 83162CSU8 Dec 2021 61,492 -9,070 $62K -16.7% 0.00% ABS-MBS
1119 Government National Mortgage A 36200RG48 Dec 2021 56,266 -6,313 $62K -14.4% 0.00% ABS-MBS
1120 Government National Mortgage A 36202UYC1 Dec 2021 57,983 -2,466 $61K -6.4% 0.00% ABS-MBS
1121 Government National Mortgage A 36213FBX0 Dec 2021 57,188 -1,381 $61K -5.2% 0.00% ABS-MBS
1122 LIMESTONE RE LTD 000000000 Dec 2021 1,420,000 New $60K — 0.00% DBT
1123 Small Business Administration 83162CPN7 Dec 2021 58,283 — $59K -2.7% 0.00% ABS-MBS
1124 Government National Mortgage A 36202UZC0 Dec 2021 55,203 -1,013 $59K -4.3% 0.00% ABS-MBS
1125 Freddie Mac 31292HVC5 Dec 2021 52,667 -2,862 $58K -8.6% 0.00% ABS-MBS
1126 Freddie Mac 31292SBU3 Dec 2021 54,571 -6,543 $58K -14.4% 0.00% ABS-MBS
1127 Government National Mortgage A 36183B7G7 Dec 2021 55,727 -487 $58K -3.9% 0.00% ABS-MBS
1128 Government National Mortgage A 36292FSB4 Dec 2021 53,765 -612 $57K -3.7% 0.00% ABS-MBS
1129 Fannie Mae 31409X4Y2 Dec 2021 53,418 -11,348 $57K -21.1% 0.00% ABS-MBS
1130 Fannie Mae 31405SFS8 Dec 2021 53,039 -1,952 $56K -6.8% 0.00% ABS-MBS
1131 Small Business Administration 83162CPH0 Dec 2021 54,743 -14,608 $55K -22.9% 0.00% ABS-MBS
1132 Freddie Mac 3132WDSH8 Dec 2021 53,292 -305 $55K -4.4% 0.00% ABS-MBS
1133 FREMF Mortgage Trust 30318WAL7 Dec 2021 9,000,000 — $54K -5.1% 0.00% ABS-MBS
1134 Government National Mortgage A 36291RNU2 Dec 2021 49,424 -698 $54K -4.4% 0.00% ABS-MBS
1135 Freddie Mac 3132WHUT0 Dec 2021 52,384 -290 $54K -4.4% 0.00% ABS-MBS
1136 Fannie Mae 3138WFBK1 Dec 2021 55,119 -2,751 $53K -10.7% 0.00% ABS-MBS
1137 Government National Mortgage A 36200JAM2 Dec 2021 47,189 -885 $53K -5.1% 0.00% ABS-MBS
1138 Government National Mortgage A 36202SGX0 Dec 2021 48,097 -8,763 $53K -19.3% 0.00% ABS-MBS
1139 Freddie Mac 31297S6G5 Dec 2021 48,634 -597 $52K -4.3% 0.00% ABS-MBS
1140 SECTOR RE V LTD 81369ADF6 Dec 2021 959 — $52K -0.2% 0.00% DBT
1141 Government National Mortgage A 36201EJS0 Dec 2021 48,074 -1,200 $52K -6.3% 0.00% ABS-MBS
1142 Government National Mortgage A 36292DDD1 Dec 2021 46,638 -7,016 $51K -16.0% 0.00% ABS-MBS
1143 Government National Mortgage A 36225BY85 Dec 2021 45,263 -2,485 $51K -8.5% 0.00% ABS-MBS
1144 Government National Mortgage A 36201TQW0 Dec 2021 47,364 -786 $51K -4.7% 0.00% ABS-MBS
1145 Freddie Mac 31297QUH0 Dec 2021 48,069 -620 $51K -4.6% 0.00% ABS-MBS
1146 Fannie Mae 31402DGM6 Dec 2021 45,858 -2,930 $50K -8.6% 0.00% ABS-MBS
1147 Freddie Mac 3131YATM2 Mar 2022 49,166 New $50K — 0.00% ABS-MBS
1148 Freddie Mac 3132ADPG7 Dec 2021 50,060 -7,254 $49K -17.3% 0.00% ABS-MBS
1149 Fannie Mae 31410GPR8 Dec 2021 43,494 -2,968 $49K -10.7% 0.00% ABS-MBS
1150 Fannie Mae 31401NN54 Dec 2021 46,083 -914 $49K -4.9% 0.00% ABS-MBS
1151 Government National Mortgage A 3620ASPX1 Dec 2021 44,586 -3,588 $47K -11.2% 0.00% ABS-MBS
1152 SECTOR RE V LTD 81369ADH2 Dec 2021 3,490 — $47K -7.1% 0.00% DBT
1153 Government National Mortgage A 36201LUD4 Dec 2021 41,620 -794 $47K -6.5% 0.00% ABS-MBS
1154 Government National Mortgage A 36201TF77 Dec 2021 42,596 -1,858 $46K -7.7% 0.00% ABS-MBS
1155 Freddie Mac 31292HZK3 Dec 2021 41,360 -1,035 $46K -6.0% 0.00% ABS-MBS
1156 Freddie Mac 3128K4WZ4 Dec 2021 42,342 -485 $45K -4.1% 0.00% ABS-MBS
1157 SECTOR RE V LTD 81369ACW0 Dec 2021 1,914 — $45K +21.6% 0.00% DBT
1158 Government National Mortgage A 36200FVR6 Dec 2021 41,644 -843 $45K -4.9% 0.00% ABS-MBS
1159 Fannie Mae 3138W12A4 Dec 2021 46,202 -760 $44K -7.9% 0.00% ABS-MBS
1160 Government National Mortgage A 36295YY64 Dec 2021 41,374 -424 $44K -4.8% 0.00% ABS-MBS
1161 Walton Health Re 2018, 6/15/22 000000000 Dec 2021 553,333 New $44K — 0.00% DBT
1162 Government National Mortgage A 36202DZZ7 Dec 2021 39,638 -1,505 $44K -7.2% 0.00% ABS-MBS
1163 Freddie Mac 3128M6ZF8 Dec 2021 39,784 -422 $43K -4.4% 0.00% ABS-MBS
1164 Fannie Mae 31417FMN5 Dec 2021 44,805 -3,254 $43K -12.6% 0.00% ABS-MBS
1165 Government National Mortgage A 36290VYQ1 Dec 2021 39,992 -518 $43K -4.2% 0.00% ABS-MBS
1166 Freddie Mac 31297RD61 Dec 2021 39,436 -475 $42K -4.1% 0.00% ABS-MBS
1167 Fannie Mae 31390NN99 Dec 2021 38,743 -844 $42K -4.7% 0.00% ABS-MBS
1168 Government National Mortgage A 36201L2D5 Dec 2021 38,700 -1,422 $41K -6.4% 0.00% ABS-MBS
1169 Fannie Mae 31405JVD3 Dec 2021 38,677 -517 $41K -4.2% 0.00% ABS-MBS
1170 Government National Mortgage A 36291AWU9 Dec 2021 38,436 -689 $41K -4.7% 0.00% ABS-MBS
1171 Government National Mortgage A 3620AR2D2 Dec 2021 38,525 -754 $41K -4.2% 0.00% ABS-MBS
1172 Government National Mortgage A 36202TFH4 Dec 2021 37,450 -487 $40K -4.2% 0.00% ABS-MBS
1173 Freddie Mac 3128MJAX8 Dec 2021 36,355 -2,121 $40K -9.0% 0.00% ABS-MBS
1174 Government National Mortgage A 36290VYP3 Dec 2021 36,540 -649 $39K -4.7% 0.00% ABS-MBS
1175 Government National Mortgage A 36202DV32 Dec 2021 35,223 -2,302 $39K -9.6% 0.00% ABS-MBS
1176 Government National Mortgage A 36202W3G2 Dec 2021 36,244 -577 $39K -4.3% 0.00% ABS-MBS
1177 Government National Mortgage A 3620AKPX8 Dec 2021 38,533 -3,085 $39K -10.1% 0.00% ABS-MBS
1178 Fannie Mae 31401XH83 Dec 2021 35,568 -728 $39K -5.1% 0.00% ABS-MBS
1179 Fannie Mae 3138YVEW5 Dec 2021 40,651 -278 $39K -6.9% 0.00% ABS-MBS
1180 Government National Mortgage A 36290TWK1 Dec 2021 35,690 -410 $39K -3.8% 0.00% ABS-MBS
1181 Government National Mortgage A 36183B6T0 Dec 2021 37,278 -238 $38K -3.5% 0.00% ABS-MBS
1182 Fannie Mae 31408GMR5 Dec 2021 35,545 -39,278 $38K -54.1% 0.00% ABS-MBS
1183 Fannie Mae 3140HB6J2 Mar 2022 36,466 New $37K — 0.00% ABS-MBS
1184 Freddie Mac 31288D7K9 Dec 2021 34,608 -615 $37K -4.8% 0.00% ABS-MBS
1185 Government National Mortgage A 36213CXM7 Dec 2021 34,216 -497 $37K -6.0% 0.00% ABS-MBS
1186 Fannie Mae 31405QSE9 Dec 2021 33,890 -429 $36K -4.2% 0.00% ABS-MBS
1187 Government National Mortgage A 36212XBL8 Dec 2021 33,526 -605 $36K -3.4% 0.00% ABS-MBS
1188 SECTOR RE V LTD 81369ACS9 Dec 2021 240,014 — $36K -14.7% 0.00% DBT
1189 Government National Mortgage A 36201C5U4 Dec 2021 33,082 -812 $35K -5.9% 0.00% ABS-MBS
1190 Fannie Mae 31418CG32 Dec 2021 34,719 -4,125 $35K -15.1% 0.00% ABS-MBS
1191 Freddie Mac 31296RUW6 Dec 2021 32,978 -479 $35K -4.3% 0.00% ABS-MBS
1192 Fannie Mae 3140JUYX6 Dec 2021 34,044 -179 $35K -6.4% 0.00% ABS-MBS
1193 Government National Mortgage A 36210NUQ0 Dec 2021 32,198 -1,077 $34K -6.0% 0.00% ABS-MBS
1194 Government National Mortgage A 36291UEC5 Dec 2021 31,462 -442 $34K -4.2% 0.00% ABS-MBS
1195 Government National Mortgage A 36201GWG6 Dec 2021 31,304 -411 $33K -4.2% 0.00% ABS-MBS
1196 Government National Mortgage A 36211SC47 Dec 2021 31,066 -905 $33K -5.4% 0.00% ABS-MBS
1197 Fannie Mae 3138LVQW6 Dec 2021 32,228 -440 $33K -5.3% 0.00% ABS-MBS
1198 Government National Mortgage A 36209GSA6 Dec 2021 30,767 -892 $33K -5.3% 0.00% ABS-MBS
1199 Government National Mortgage A 36200NRJ2 Dec 2021 29,847 -709 $33K -7.0% 0.00% ABS-MBS
1200 Fannie Mae 3140JSVC0 Dec 2021 33,698 -163 $33K -5.1% 0.00% ABS-MBS
1201 Government National Mortgage A 36212CRN3 Dec 2021 32,414 -642 $33K -2.1% 0.00% ABS-MBS
1202 Government National Mortgage A 36211ELM8 Dec 2021 29,540 -960 $31K -6.1% 0.00% ABS-MBS
1203 Government National Mortgage A 36201TFG7 Dec 2021 29,134 -466 $31K -4.5% 0.00% ABS-MBS
1204 Government National Mortgage A 36213JS97 Dec 2021 29,013 -570 $31K -4.8% 0.00% ABS-MBS
1205 Freddie Mac 31296R6G8 Dec 2021 28,744 -412 $31K -4.4% 0.00% ABS-MBS
1206 Government National Mortgage A 36213XZG2 Dec 2021 28,649 -471 $31K -4.2% 0.00% ABS-MBS
1207 Fannie Mae 31406AHJ4 Dec 2021 29,112 -538 $30K -5.2% 0.00% ABS-MBS
1208 Fannie Mae 31371K2H3 Dec 2021 26,838 -2,385 $30K -11.6% 0.00% ABS-MBS
1209 Government National Mortgage A 36290R2Q5 Dec 2021 26,925 -1,928 $30K -11.2% 0.00% ABS-MBS
1210 Oakmont Re 2017, 4/30/23 000000000 Dec 2021 1,000,000 New $29K — 0.00% DBT
1211 Freddie Mac 3128KCHU4 Dec 2021 27,433 -443 $29K -4.5% 0.00% ABS-MBS
1212 Freddie Mac 31296YJZ7 Dec 2021 27,444 -459 $29K -4.5% 0.00% ABS-MBS
1213 Government National Mortgage A 36202C6L2 Dec 2021 27,357 -1,077 $29K -7.2% 0.00% ABS-MBS
1214 Government National Mortgage A 36209PLN5 Dec 2021 27,820 -1,007 $29K -6.1% 0.00% ABS-MBS
1215 Government National Mortgage A 36200E3X7 Dec 2021 26,888 -576 $29K -6.8% 0.00% ABS-MBS
1216 Freddie Mac 3132GVB76 Dec 2021 28,022 -275 $29K -5.2% 0.00% ABS-MBS
1217 Government National Mortgage A 36201MTW2 Dec 2021 27,107 -696 $29K -5.3% 0.00% ABS-MBS
1218 Fannie Mae 31379HKG4 Dec 2021 28,824 -1,127 $29K -3.8% 0.00% ABS-MBS
1219 Government National Mortgage A 36202DAB7 Dec 2021 26,684 -1,223 $29K -6.8% 0.00% ABS-MBS
1220 Fannie Mae 3140JNUZ1 Dec 2021 29,278 -131 $29K -6.3% 0.00% ABS-MBS
1221 Government National Mortgage A 36212Q4S6 Dec 2021 28,553 -608 $29K -2.3% 0.00% ABS-MBS
1222 Government National Mortgage A 36209YWT1 Dec 2021 27,011 -645 $29K -4.9% 0.00% ABS-MBS
1223 SECTOR RE V LTD 81369ADE9 Dec 2021 533 — $29K -0.2% 0.00% DBT
1224 Government National Mortgage A 36213R6S1 Dec 2021 26,875 -638 $29K -5.9% 0.00% ABS-MBS
1225 Fannie Mae 3138YHU32 Dec 2021 29,705 -296 $29K -7.2% 0.00% ABS-MBS
1226 Fannie Mae 3138WASW8 Dec 2021 27,379 -2,214 $29K -11.9% 0.00% ABS-MBS
1227 Government National Mortgage A 36290XZF0 Dec 2021 26,210 -564 $28K -4.9% 0.00% ABS-MBS
1228 Government National Mortgage A 36213FAD5 Dec 2021 26,026 -452 $28K -5.1% 0.00% ABS-MBS
1229 Government National Mortgage A 36202XTP2 Dec 2021 25,755 -316 $28K -4.0% 0.00% ABS-MBS
1230 Fannie Mae 31391HZF4 Dec 2021 25,615 -394 $27K -4.5% 0.00% ABS-MBS
1231 Fannie Mae 3140QGS81 Mar 2022 26,363 New $27K — 0.00% ABS-MBS
1232 Government National Mortgage A 36183B7C6 Dec 2021 25,883 -180 $27K -3.6% 0.00% ABS-MBS
1233 Government National Mortgage A 36291BKB2 Dec 2021 25,927 -4,070 $27K -14.5% 0.00% ABS-MBS
1234 Freddie Mac 3128MJHU7 Dec 2021 23,576 -484 $26K -5.6% 0.00% ABS-MBS
1235 Small Business Administration 83162CSG9 Dec 2021 25,203 -3,719 $26K -16.5% 0.00% ABS-MBS
1236 Government National Mortgage A 36200MXB4 Dec 2021 24,159 -417 $26K -4.5% 0.00% ABS-MBS
1237 Fannie Mae 31382D3B8 Dec 2021 25,696 -1,677 $26K -6.3% 0.00% ABS-MBS
1238 Government National Mortgage A 36200MWG4 Dec 2021 23,193 -657 $26K -6.7% 0.00% ABS-MBS
1239 Government National Mortgage A 36176KBA4 Dec 2021 24,425 -230 $25K -4.1% 0.00% ABS-MBS
1240 Government National Mortgage A 36202D6F3 Dec 2021 22,829 -1,157 $25K -8.3% 0.00% ABS-MBS
1241 Government National Mortgage A 36200MYV9 Dec 2021 22,784 -2,084 $25K -11.4% 0.00% ABS-MBS
1242 Government National Mortgage A 36200MQY2 Dec 2021 22,718 -795 $25K -6.5% 0.00% ABS-MBS
1243 Government National Mortgage A 36201F4Z7 Dec 2021 23,361 -1,415 $25K -9.2% 0.00% ABS-MBS
1244 Government National Mortgage A 36202D4R9 Dec 2021 22,270 -2,316 $25K -13.6% 0.00% ABS-MBS
1245 Government National Mortgage A 36209KU97 Dec 2021 22,862 -833 $24K -6.0% 0.00% ABS-MBS
1246 Fannie Mae 3138AFXA3 Dec 2021 22,576 -1,277 $24K -8.8% 0.00% ABS-MBS
1247 Government National Mortgage A 36225BWW4 Dec 2021 21,725 -1,086 $24K -8.9% 0.00% ABS-MBS
1248 Government National Mortgage A 36290N6N7 Dec 2021 21,922 -393 $23K -4.5% 0.00% ABS-MBS
1249 Government National Mortgage A 36200FWD6 Dec 2021 21,324 -345 $23K -4.7% 0.00% ABS-MBS
1250 Government National Mortgage A 36181CEE4 Dec 2021 22,133 -148 $23K -3.6% 0.00% ABS-MBS
1251 Government National Mortgage A 36210UXJ7 Dec 2021 21,314 -892 $23K -7.0% 0.00% ABS-MBS
1252 Government National Mortgage A 36230UEZ8 Dec 2021 21,243 -208 $23K -3.4% 0.00% ABS-MBS
1253 Government National Mortgage A 36225BEG9 Dec 2021 20,503 -1,231 $22K -9.3% 0.00% ABS-MBS
1254 Government National Mortgage A 36213DYB8 Dec 2021 20,174 -567 $22K -6.0% 0.00% ABS-MBS
1255 Government National Mortgage A 36212S5S1 Dec 2021 20,129 -1,024 $22K -8.2% 0.00% ABS-MBS
1256 Government National Mortgage A 36202EBT5 Dec 2021 19,991 -4,811 $21K -21.8% 0.00% ABS-MBS
1257 Government National Mortgage A 36202SVV7 Dec 2021 19,725 -4,107 $21K -20.7% 0.00% ABS-MBS
1258 Government National Mortgage A 36213TB44 Dec 2021 19,030 -579 $21K -7.5% 0.00% ABS-MBS
1259 Freddie Mac 31296Q4E7 Dec 2021 19,165 -458 $21K -5.4% 0.00% ABS-MBS
1260 Government National Mortgage A 36210A4T1 Dec 2021 19,032 -3,409 $21K -18.3% 0.00% ABS-MBS
1261 Government National Mortgage A 36206JBC7 Dec 2021 19,223 -3,158 $20K -16.4% 0.00% ABS-MBS
1262 LIMESTONE RE LTD 000000000 Dec 2021 480,000 New $20K — 0.00% DBT
1263 Government National Mortgage A 36202X4K0 Dec 2021 18,393 -2,784 $20K -15.4% 0.00% ABS-MBS
1264 Gleneagles Re 2019, 12/31/22 000000000 Dec 2021 886,832 New $20K — 0.00% DBT
1265 Fannie Mae 31415CNA1 Dec 2021 19,353 -9,250 $20K -33.0% 0.00% ABS-MBS
1266 Government National Mortgage A 36200NMR9 Dec 2021 17,544 -3,859 $19K -22.1% 0.00% ABS-MBS
1267 Government National Mortgage A 36230M3Y1 Dec 2021 17,917 -216 $19K -3.7% 0.00% ABS-MBS
1268 Freddie Mac 31283HVL6 Dec 2021 17,100 -1,095 $19K -9.5% 0.00% ABS-MBS
1269 Government National Mortgage A 36292CFL3 Dec 2021 17,184 -586 $19K -6.0% 0.00% ABS-MBS
1270 Government National Mortgage A 36202EC23 Dec 2021 17,329 -810 $18K -7.2% 0.00% ABS-MBS
1271 Fannie Mae 31385JP51 Dec 2021 16,550 -1,008 $18K -9.2% 0.00% ABS-MBS
1272 Government National Mortgage A 36225BHE1 Dec 2021 16,798 -912 $18K -8.7% 0.00% ABS-MBS
1273 Government National Mortgage A 36201Q7B3 Dec 2021 16,739 -490 $18K -5.7% 0.00% ABS-MBS
1274 Government National Mortgage A 36202DUW9 Dec 2021 16,075 -1,042 $18K -10.5% 0.00% ABS-MBS
1275 Freddie Mac 3132HPET7 Dec 2021 16,952 -144 $18K -5.3% 0.00% ABS-MBS
1276 Government National Mortgage A 36201VYZ9 Dec 2021 15,993 -349 $17K -6.3% 0.00% ABS-MBS
1277 Government National Mortgage A 36290TC72 Dec 2021 15,961 -2,483 $17K -16.1% 0.00% ABS-MBS
1278 Government National Mortgage A 36295PUZ3 Dec 2021 15,407 -985 $17K -9.9% 0.00% ABS-MBS
1279 Government National Mortgage A 36200KTF4 Dec 2021 15,988 -6,214 $17K -30.2% 0.00% ABS-MBS
1280 Government National Mortgage A 36209DLL6 Dec 2021 16,096 -606 $17K -6.2% 0.00% ABS-MBS
1281 Fannie Mae 31403FS21 Dec 2021 15,382 -346 $17K -5.8% 0.00% ABS-MBS
1282 Government National Mortgage A 36210VVK4 Dec 2021 15,805 -457 $17K -5.3% 0.00% ABS-MBS
1283 Government National Mortgage A 36201TN94 Dec 2021 15,678 -273 $17K -4.3% 0.00% ABS-MBS
1284 Freddie Mac 31292H3K8 Dec 2021 15,135 -243 $17K -5.8% 0.00% ABS-MBS
1285 Fannie Mae 31382D3E2 Dec 2021 16,634 -677 $17K -4.0% 0.00% ABS-MBS
1286 Government National Mortgage A 36182WBS1 Dec 2021 16,096 -15,033 $17K -49.9% 0.00% ABS-MBS
1287 Government National Mortgage A 36213ACG7 Dec 2021 15,411 -282 $16K -4.3% 0.00% ABS-MBS
1288 Government National Mortgage A 36209FPE3 Dec 2021 16,044 -428 $16K -2.8% 0.00% ABS-MBS
1289 Government National Mortgage A 36201AY77 Dec 2021 14,892 -287 $16K -4.9% 0.00% ABS-MBS
1290 Government National Mortgage A 36213CS27 Dec 2021 14,894 -202 $16K -2.7% 0.00% ABS-MBS
1291 Government National Mortgage A 36200KKJ5 Dec 2021 15,020 -339 $16K -5.2% 0.00% ABS-MBS
1292 Government National Mortgage A 36241KLT3 Dec 2021 14,383 -603 $16K -7.4% 0.00% ABS-MBS
1293 Government National Mortgage A 36213FEL3 Dec 2021 15,006 -385 $16K -5.0% 0.00% ABS-MBS
1294 Government National Mortgage A 36202C4P5 Dec 2021 14,812 -1,014 $16K -9.8% 0.00% ABS-MBS
1295 Government National Mortgage A 36210P5E0 Dec 2021 15,320 -440 $16K -3.4% 0.00% ABS-MBS
1296 Fannie Mae 3140JN2Q2 Mar 2022 15,226 New $16K — 0.00% ABS-MBS
1297 Freddie Mac 31297VYN2 Dec 2021 13,818 -197 $15K -5.3% 0.00% ABS-MBS
1298 Fannie Mae 31389FZ62 Dec 2021 14,046 -557 $15K -6.4% 0.00% ABS-MBS
1299 Government National Mortgage A 36202DNZ0 Dec 2021 13,310 -371 $15K -7.7% 0.00% ABS-MBS
1300 Government National Mortgage A 36209CH41 Dec 2021 13,962 -628 $15K -6.8% 0.00% ABS-MBS
1301 Government National Mortgage A 36210VNN7 Dec 2021 14,164 -642 $15K -6.6% 0.00% ABS-MBS
1302 Fannie Mae 3140JNVE7 Mar 2022 14,333 New $15K — 0.00% ABS-MBS
1303 Government National Mortgage A 36225BLL0 Dec 2021 13,191 -791 $14K -9.3% 0.00% ABS-MBS
1304 Fannie Mae 3140H7PW1 Mar 2022 14,093 New $14K — 0.00% ABS-MBS
1305 Government National Mortgage A 36200NZT1 Dec 2021 12,845 -749 $14K -9.5% 0.00% ABS-MBS
1306 Fannie Mae 31371NPP4 Dec 2021 13,772 -50 $14K -3.3% 0.00% ABS-MBS
1307 Government National Mortgage A 36200Q3L6 Dec 2021 12,938 -319 $14K -6.7% 0.00% ABS-MBS
1308 Government National Mortgage A 36201EAG5 Dec 2021 12,535 -240 $14K -5.4% 0.00% ABS-MBS
1309 Fannie Mae 3140X4X43 Mar 2022 13,521 New $14K — 0.00% ABS-MBS
1310 Freddie Mac 31297NDR4 Dec 2021 12,936 -188 $14K -4.3% 0.00% ABS-MBS
1311 Government National Mortgage A 36225A2B5 Dec 2021 12,392 -787 $14K -8.5% 0.00% ABS-MBS
1312 Freddie Mac 31288FET7 Dec 2021 12,634 -295 $13K -5.2% 0.00% ABS-MBS
1313 Government National Mortgage A 36200WA35 Dec 2021 12,983 -3,373 $13K -21.3% 0.00% ABS-MBS
1314 Government National Mortgage A 36177JNB1 Dec 2021 12,676 -105 $13K -5.2% 0.00% ABS-MBS
1315 Fannie Mae 31404SBE4 Dec 2021 11,879 -724 $13K -9.3% 0.00% ABS-MBS
1316 Fannie Mae 31405JKS2 Dec 2021 12,229 -181 $13K -4.5% 0.00% ABS-MBS
1317 Government National Mortgage A 36296HAL3 Dec 2021 12,247 -105 $13K -3.9% 0.00% ABS-MBS
1318 Freddie Mac 31292H5Q3 Dec 2021 11,735 -509 $13K -7.7% 0.00% ABS-MBS
1319 Government National Mortgage A 36290SGF2 Dec 2021 11,750 -1,566 $13K -14.5% 0.00% ABS-MBS
1320 Fannie Mae 3140QK6R4 Mar 2022 12,389 New $13K — 0.00% ABS-MBS
1321 Government National Mortgage A 36213DZU5 Dec 2021 11,899 -318 $13K -5.7% 0.00% ABS-MBS
1322 Government National Mortgage A 36290R6G3 Dec 2021 11,712 -406 $13K -6.2% 0.00% ABS-MBS
1323 ALTURAS RE LTD 000000000 Dec 2021 363,577 New $13K — 0.00% DBT
1324 Government National Mortgage A 36212YMU4 Dec 2021 12,103 -231 $12K -2.4% 0.00% ABS-MBS
1325 Government National Mortgage A 36225ASV3 Dec 2021 11,434 -594 $12K -7.4% 0.00% ABS-MBS
1326 Fannie Mae 31405HR75 Dec 2021 11,222 -162 $12K -2.5% 0.00% ABS-MBS
1327 EDEN RE II LTD 27954TAA3 Dec 2021 6,000 — $12K -45.9% 0.00% DBT
1328 Fannie Mae 31388UGC8 Dec 2021 11,800 -247 $12K -2.7% 0.00% ABS-MBS
1329 Government National Mortgage A 36201TLS4 Dec 2021 11,285 -504 $12K -7.1% 0.00% ABS-MBS
1330 Government National Mortgage A 36201LL85 Dec 2021 11,106 -168 $12K -4.3% 0.00% ABS-MBS
1331 Alturas Re 2019-2, 3/10/22 000000000 Dec 2021 34,018 New $12K — 0.00% DBT
1332 Government National Mortgage A 36225BNR5 Dec 2021 10,540 -662 $12K -10.0% 0.00% ABS-MBS
1333 Government National Mortgage A 36213FB93 Dec 2021 10,647 -181 $12K -5.9% 0.00% ABS-MBS
1334 Government National Mortgage A 36213JJR7 Dec 2021 10,507 -480 $11K -6.9% 0.00% ABS-MBS
1335 Government National Mortgage A 36216UV87 Dec 2021 10,319 -520 $11K -7.3% 0.00% ABS-MBS
1336 Government National Mortgage A 36213BC67 Dec 2021 10,926 -211 $11K -2.2% 0.00% ABS-MBS
1337 Government National Mortgage A 36213DWF1 Dec 2021 9,871 -190 $11K -4.4% 0.00% ABS-MBS
1338 Government National Mortgage A 36211ETQ1 Dec 2021 9,818 -377 $10K -6.6% 0.00% ABS-MBS
1339 Government National Mortgage A 36225AZF0 Dec 2021 10,053 -1,767 $10K -16.1% 0.00% ABS-MBS
1340 ALTURAS RE 2019-1, 3/10/23 (144A) 000000000 Dec 2021 2,200 New $10K — 0.00% DBT
1341 ALTURAS RE LTD 000000000 Dec 2021 285,668 New $10K — 0.00% DBT
1342 Freddie Mac 3128KH6Q4 Dec 2021 8,949 -144 $10K -4.3% 0.00% ABS-MBS
1343 Fannie Mae 31413YL82 Dec 2021 8,659 -478 $10K -8.7% 0.00% ABS-MBS
1344 Fannie Mae 31406VEJ1 Dec 2021 8,922 -173 $10K -4.9% 0.00% ABS-MBS
1345 Government National Mortgage A 36202DBJ9 Dec 2021 8,917 -596 $9K -9.7% 0.00% ABS-MBS
1346 Fannie Mae 31371KHZ7 Dec 2021 8,510 -191 $9K -6.8% 0.00% ABS-MBS
1347 Government National Mortgage A 36213UQT0 Dec 2021 8,464 -175 $9K -4.6% 0.00% ABS-MBS
1348 Freddie Mac 31288GCW0 Dec 2021 8,341 -199 $9K -5.2% 0.00% ABS-MBS
1349 Government National Mortgage A 36200Q2S2 Dec 2021 8,138 -209 $9K -6.8% 0.00% ABS-MBS
1350 Government National Mortgage A 36225BQF8 Dec 2021 7,957 -826 $9K -13.0% 0.00% ABS-MBS
1351 Fannie Mae 31402RRS0 Dec 2021 7,865 -519 $9K -9.9% 0.00% ABS-MBS
1352 Government National Mortgage A 36202XEG8 Dec 2021 7,695 -427 $9K -7.9% 0.00% ABS-MBS
1353 Government National Mortgage A 36210UQ89 Dec 2021 8,399 -625 $8K -6.9% 0.00% ABS-MBS
1354 Government National Mortgage A 36182AWB3 Dec 2021 8,119 -58 $8K -3.7% 0.00% ABS-MBS
1355 Government National Mortgage A 36200NEU1 Dec 2021 7,816 -136 $8K -5.5% 0.00% ABS-MBS
1356 Government National Mortgage A 36205VU97 Dec 2021 7,659 -140 $8K -5.0% 0.00% ABS-MBS
1357 Government National Mortgage A 36200KSS7 Dec 2021 7,610 -552 $8K -9.5% 0.00% ABS-MBS
1358 Government National Mortgage A 36202DQA2 Dec 2021 7,409 -350 $8K -7.1% 0.00% ABS-MBS
1359 Government National Mortgage A 36211RHK8 Dec 2021 7,529 -683 $8K -11.8% 0.00% ABS-MBS
1360 Government National Mortgage A 36201CZC1 Dec 2021 7,497 -177 $8K -4.8% 0.00% ABS-MBS
1361 Government National Mortgage A 36200TEX2 Dec 2021 7,669 -211 $8K -3.3% 0.00% ABS-MBS
1362 Government National Mortgage A 36200NQU8 Dec 2021 7,269 -101 $8K -4.6% 0.00% ABS-MBS
1363 Government National Mortgage A 3620C2KQ6 Dec 2021 7,483 -2,042 $8K -24.4% 0.00% ABS-MBS
1364 Freddie Mac 31296RZ76 Dec 2021 7,192 -103 $8K -4.3% 0.00% ABS-MBS
1365 Shadow Creek Re 2021, 7/31/25 000000000 Dec 2021 500,000 New $8K — 0.00% DBT
1366 Government National Mortgage A 36201QYY3 Dec 2021 6,864 -117 $8K -1.9% 0.00% ABS-MBS
1367 Government National Mortgage A 36201DJE3 Dec 2021 7,024 -137 $8K -5.3% 0.00% ABS-MBS
1368 Government National Mortgage A 36202CW82 Dec 2021 6,986 -307 $7K -7.3% 0.00% ABS-MBS
1369 Fannie Mae 31374Q4B8 Dec 2021 7,450 -1,143 $7K -13.3% 0.00% ABS-MBS
1370 Fannie Mae 31415BE54 Dec 2021 6,944 -13,845 $7K -67.9% 0.00% ABS-MBS
1371 Government National Mortgage A 36202C3M3 Dec 2021 6,623 -664 $7K -12.2% 0.00% ABS-MBS
1372 Government National Mortgage A 36208WEG4 Dec 2021 6,650 -246 $7K -6.3% 0.00% ABS-MBS
1373 Government National Mortgage A 36201GTL9 Dec 2021 6,511 -145 $7K -4.8% 0.00% ABS-MBS
1374 Government National Mortgage A 3620A3DS0 Dec 2021 6,538 -72 $7K -4.0% 0.00% ABS-MBS
1375 Government National Mortgage A 36225BND6 Dec 2021 5,911 -393 $6K -10.3% 0.00% ABS-MBS
1376 Fannie Mae 31414CP44 Dec 2021 6,324 -3,768 $6K -38.0% 0.00% ABS-MBS
1377 Government National Mortgage A 36213GTY7 Dec 2021 6,250 -117 $6K -2.8% 0.00% ABS-MBS
1378 Government National Mortgage A 3620AVYP1 Dec 2021 6,027 -960 $6K -17.2% 0.00% ABS-MBS
1379 Government National Mortgage A 36182LCZ8 Dec 2021 5,974 -1,300 $6K -21.8% 0.00% ABS-MBS
1380 Government National Mortgage A 36225A7H7 Dec 2021 5,659 -635 $6K -13.6% 0.00% ABS-MBS
1381 Government National Mortgage A 36201MGY2 Dec 2021 5,704 -1,734 $6K -26.1% 0.00% ABS-MBS
1382 Government National Mortgage A 36225BNA2 Dec 2021 5,500 -362 $6K -9.9% 0.00% ABS-MBS
1383 Government National Mortgage A 36201NLT5 Dec 2021 5,567 -742 $6K -15.0% 0.00% ABS-MBS
1384 Alturas Re 2019-3, 9/12/23 000000000 Dec 2021 24,550 New $6K — 0.00% DBT
1385 Government National Mortgage A 36200AZ36 Dec 2021 5,281 -68 $6K -2.4% 0.00% ABS-MBS
1386 Government National Mortgage A 36203N6C7 Dec 2021 5,570 -1,269 $6K -19.4% 0.00% ABS-MBS
1387 Government National Mortgage A 36201JEQ8 Dec 2021 5,145 -160 $5K -6.4% 0.00% ABS-MBS
1388 Freddie Mac 31296QCV0 Dec 2021 5,034 -300 $5K -8.6% 0.00% ABS-MBS
1389 Government National Mortgage A 36210A4U8 Dec 2021 5,087 -185 $5K -6.0% 0.00% ABS-MBS
1390 Fannie Mae 31389GP79 Dec 2021 4,888 -650 $5K -15.1% 0.00% ABS-MBS
1391 Pangaea Re 2016-2, 11/30/21 000000000 Dec 2021 3,000,000 New $5K — 0.00% DBT
1392 Government National Mortgage A 36201AY51 Dec 2021 4,927 -96 $5K -4.8% 0.00% ABS-MBS
1393 Fannie Mae 31401HES7 Dec 2021 4,893 -1,397 $5K -25.6% 0.00% ABS-MBS
1394 Government National Mortgage A 36202DMR9 Dec 2021 4,781 -292 $5K -9.8% 0.00% ABS-MBS
1395 Government National Mortgage A 36202DG62 Dec 2021 4,684 -274 $5K -9.5% 0.00% ABS-MBS
1396 Government National Mortgage A 36202DJA0 Dec 2021 4,625 -117 $5K -6.8% 0.00% ABS-MBS
1397 Government National Mortgage A 36212YJX2 Dec 2021 4,944 -253 $5K -5.4% 0.00% ABS-MBS
1398 Government National Mortgage A 36202DQP9 Dec 2021 4,579 -229 $5K -8.9% 0.00% ABS-MBS
1399 Government National Mortgage A 36176UA88 Dec 2021 4,895 -39 $5K -3.7% 0.00% ABS-MBS
1400 Fannie Mae 31402QS51 Dec 2021 4,526 -120 $5K -6.2% 0.00% ABS-MBS
1401 Fannie Mae 31383LNP6 Dec 2021 4,614 -132 $5K -4.1% 0.00% ABS-MBS
1402 Government National Mortgage A 36210PXH2 Dec 2021 4,694 -132 $5K -5.3% 0.00% ABS-MBS
1403 Government National Mortgage A 36207JTX1 Dec 2021 4,731 -2,125 $5K -33.1% 0.00% ABS-MBS
1404 Government National Mortgage A 36210XDQ7 Dec 2021 4,959 -421 $5K -7.8% 0.00% ABS-MBS
1405 Government National Mortgage A 36201KHW9 Dec 2021 4,637 -163 $5K -6.2% 0.00% ABS-MBS
1406 Government National Mortgage A 36200DHP1 Dec 2021 4,613 -174 $5K -6.5% 0.00% ABS-MBS
1407 Fannie Mae 31371LVD8 Dec 2021 4,398 -367 $5K -11.1% 0.00% ABS-MBS
1408 Government National Mortgage A 36212HFP0 Dec 2021 4,482 -107 $5K -6.8% 0.00% ABS-MBS
1409 Government National Mortgage A 36225AUH1 Dec 2021 4,571 -575 $5K -13.4% 0.00% ABS-MBS
1410 Freddie Mac 31292HQ49 Dec 2021 4,386 -648 $5K -17.1% 0.00% ABS-MBS
1411 Fannie Mae 31400ELK4 Dec 2021 4,458 -139 $5K -5.9% 0.00% ABS-MBS
1412 Government National Mortgage A 36176NYN5 Dec 2021 4,284 -411 $4K -11.8% 0.00% ABS-MBS
1413 Government National Mortgage A 36202DLF6 Dec 2021 4,017 -287 $4K -10.6% 0.00% ABS-MBS
1414 Freddie Mac 3128MJEN6 Dec 2021 3,910 -424 $4K -13.1% 0.00% ABS-MBS
1415 Government National Mortgage A 36213FVM2 Dec 2021 3,961 -75 $4K -4.9% 0.00% ABS-MBS
1416 Government National Mortgage A 36202UA52 Dec 2021 4,059 -83 $4K -5.3% 0.00% ABS-MBS
1417 Freddie Mac 3128MJAW0 Dec 2021 3,960 -371 $4K -12.4% 0.00% ABS-MBS
1418 Freddie Mac 31298M7E1 Dec 2021 3,894 -79 $4K -4.6% 0.00% ABS-MBS
1419 Government National Mortgage A 36206DXF9 Dec 2021 4,112 -366 $4K -8.2% 0.00% ABS-MBS
1420 Government National Mortgage A 36210F7C4 Dec 2021 3,895 -184 $4K -7.1% 0.00% ABS-MBS
1421 Freddie Mac 31297ACB8 Dec 2021 3,848 -179 $4K -7.3% 0.00% ABS-MBS
1422 Government National Mortgage A 36213UH29 Dec 2021 3,828 -78 $4K -4.9% 0.00% ABS-MBS
1423 Government National Mortgage A 36181VR81 Dec 2021 3,860 -26 $4K -4.4% 0.00% ABS-MBS
1424 Fannie Mae 31371KBT7 Dec 2021 3,686 -99 $4K -6.8% 0.00% ABS-MBS
1425 Government National Mortgage A 36209G2W6 Dec 2021 3,780 -355 $4K -11.0% 0.00% ABS-MBS
1426 Harambee Re 2019, 12/31/22 000000000 Dec 2021 5,000,000 New $4K — 0.00% DBT
1427 Fannie Mae 31389KKP5 Dec 2021 3,568 -65 $4K -4.4% 0.00% ABS-MBS
1428 Government National Mortgage A 36202DNL1 Dec 2021 3,460 -130 $4K -7.8% 0.00% ABS-MBS
1429 Freddie Mac 31296SQT6 Dec 2021 3,459 -731 $4K -20.9% 0.00% ABS-MBS
1430 Government National Mortgage A 3620AMVK5 Dec 2021 3,498 -45 $4K -4.4% 0.00% ABS-MBS
1431 Government National Mortgage A 36207MRT5 Dec 2021 3,575 -1,827 $4K -35.2% 0.00% ABS-MBS
1432 Government National Mortgage A 36208LXN2 Dec 2021 3,245 -112 $3K -5.8% 0.00% ABS-MBS
1433 Government National Mortgage A 36209YWS3 Dec 2021 3,241 -101 $3K -5.5% 0.00% ABS-MBS
1434 Government National Mortgage A 36201P4W2 Dec 2021 3,220 -81 $3K -5.3% 0.00% ABS-MBS
1435 Fannie Mae 31417YSZ1 Dec 2021 3,335 -497 $3K -14.7% 0.00% ABS-MBS
1436 Alturas Re 2020-3, 9/30/24 000000000 Dec 2021 225,450 New $3K — 0.00% DBT
1437 Fannie Mae 31386FL60 Dec 2021 3,265 -134 $3K -7.2% 0.00% ABS-MBS
1438 Government National Mortgage A 36213USQ4 Dec 2021 3,163 -113 $3K -6.0% 0.00% ABS-MBS
1439 Fannie Mae 31402Q2A8 Dec 2021 3,017 -82 $3K -6.2% 0.00% ABS-MBS
1440 Government National Mortgage A 36212UKQ3 Dec 2021 3,261 -93 $3K -3.2% 0.00% ABS-MBS
1441 Government National Mortgage A 36225A3W8 Dec 2021 3,036 -249 $3K -10.6% 0.00% ABS-MBS
1442 Government National Mortgage A 36207ULV8 Dec 2021 3,169 -116 $3K -3.5% 0.00% ABS-MBS
1443 Government National Mortgage A 36213M3E6 Dec 2021 2,974 -49 $3K -5.7% 0.00% ABS-MBS
1444 Freddie Mac 31298S2H6 Dec 2021 2,957 -63 $3K -4.7% 0.00% ABS-MBS
1445 Fannie Mae 31384WGV6 Dec 2021 2,913 -178 $3K -9.2% 0.00% ABS-MBS
1446 Government National Mortgage A 36208PYY8 Dec 2021 2,934 -101 $3K -5.8% 0.00% ABS-MBS
1447 Government National Mortgage A 36207NE26 Dec 2021 3,081 -175 $3K -5.6% 0.00% ABS-MBS
1448 Government National Mortgage A 36182GUG1 Dec 2021 3,032 -25 $3K -3.8% 0.00% ABS-MBS
1449 Government National Mortgage A 36201BAJ5 Dec 2021 2,915 -5,171 $3K -64.9% 0.00% ABS-MBS
1450 Government National Mortgage A 36225A6X3 Dec 2021 2,982 -597 $3K -17.7% 0.00% ABS-MBS
1451 Government National Mortgage A 36225AF62 Dec 2021 2,947 -591 $3K -17.6% 0.00% ABS-MBS
1452 Government National Mortgage A 36209JS51 Dec 2021 2,644 -104 $3K -6.6% 0.00% ABS-MBS
1453 Freddie Mac 31292HJR6 Dec 2021 2,584 -335 $3K -15.2% 0.00% ABS-MBS
1454 Government National Mortgage A 36202DKY6 Dec 2021 2,467 -66 $3K -6.9% 0.00% ABS-MBS
1455 Government National Mortgage A 36202DAR2 Dec 2021 2,500 -117 $3K -7.5% 0.00% ABS-MBS
1456 Government National Mortgage A 36210AMT1 Dec 2021 2,460 -90 $3K -6.0% 0.00% ABS-MBS
1457 Government National Mortgage A 36200Q3R3 Dec 2021 2,436 -49 $3K -4.5% 0.00% ABS-MBS
1458 Government National Mortgage A 36203EC30 Dec 2021 2,493 -952 $3K -28.3% 0.00% ABS-MBS
1459 Freddie Mac 312938NF6 Dec 2021 2,340 -227 $3K -13.0% 0.00% ABS-MBS
1460 Fannie Mae 31388FFT5 Dec 2021 2,273 -79 $2K -6.0% 0.00% ABS-MBS
1461 Government National Mortgage A 36201JF61 Dec 2021 2,267 -53 $2K -4.8% 0.00% ABS-MBS
1462 Versutus Re 2018, 12/31/21 000000000 Dec 2021 2,000,000 New $2K — 0.00% DBT
1463 Government National Mortgage A 36225BUJ5 Dec 2021 2,186 -197 $2K -11.5% 0.00% ABS-MBS
1464 Fannie Mae 31388FFW8 Dec 2021 2,217 -52 $2K -4.9% 0.00% ABS-MBS
1465 Fannie Mae 31371KLT6 Dec 2021 2,135 -152 $2K -10.1% 0.00% ABS-MBS
1466 Government National Mortgage A 36200R6G2 Dec 2021 2,172 -52 $2K -4.9% 0.00% ABS-MBS
1467 Government National Mortgage A 36202DHW4 Dec 2021 2,146 -109 $2K -8.8% 0.00% ABS-MBS
1468 Government National Mortgage A 36202DMB4 Dec 2021 2,098 -125 $2K -9.6% 0.00% ABS-MBS
1469 Government National Mortgage A 36202BV85 Dec 2021 2,215 -371 $2K -15.2% 0.00% ABS-MBS
1470 Government National Mortgage A 36290N6R8 Dec 2021 2,077 -44 $2K -5.0% 0.00% ABS-MBS
1471 Government National Mortgage A 36241LPN0 Dec 2021 2,090 -191 $2K -11.4% 0.00% ABS-MBS
1472 Government National Mortgage A 36225AQL7 Dec 2021 2,010 -262 $2K -13.7% 0.00% ABS-MBS
1473 Government National Mortgage A 36202CPA5 Dec 2021 2,016 -145 $2K -8.6% 0.00% ABS-MBS
1474 Freddie Mac 3128PHBV2 Dec 2021 2,092 -1,603 $2K -43.5% 0.00% ABS-MBS
1475 Government National Mortgage A 3620AVUV2 Dec 2021 1,993 -195 $2K -12.5% 0.00% ABS-MBS
1476 Government National Mortgage A 36203KKR4 Dec 2021 1,888 -332 $2K -17.5% 0.00% ABS-MBS
1477 Government National Mortgage A 36201JGG8 Dec 2021 1,841 -36 $2K -4.5% 0.00% ABS-MBS
1478 Government National Mortgage A 36213EZ66 Dec 2021 1,756 -625 $2K -28.2% 0.00% ABS-MBS
1479 Government National Mortgage A 3620AQ2S1 Dec 2021 1,719 -33 $2K -5.5% 0.00% ABS-MBS
1480 Government National Mortgage A 36202DHK0 Dec 2021 1,619 -42 $2K -6.7% 0.00% ABS-MBS
1481 Fannie Mae 31387DM71 Dec 2021 1,623 -47 $2K -5.4% 0.00% ABS-MBS
1482 Government National Mortgage A 36176N2L4 Dec 2021 1,622 -79 $2K -7.6% 0.00% ABS-MBS
1483 Government National Mortgage A 36176W3A7 Dec 2021 1,600 -227 $2K -15.7% 0.00% ABS-MBS
1484 Government National Mortgage A 36209PNZ6 Dec 2021 1,553 -66 $2K -6.6% 0.00% ABS-MBS
1485 Government National Mortgage A 36211YQX5 Dec 2021 1,629 -36 $2K -2.3% 0.00% ABS-MBS
1486 Fannie Mae 31371L2N8 Dec 2021 1,457 -82 $2K -8.8% 0.00% ABS-MBS
1487 Harambee Re 2018, 12/31/21 000000000 Dec 2021 2,000,000 New $2K — 0.00% DBT
1488 Fannie Mae 31388JS97 Dec 2021 1,416 -30 $2K -4.7% 0.00% ABS-MBS
1489 Freddie Mac 31288E6E2 Dec 2021 1,407 -22 $2K -4.6% 0.00% ABS-MBS
1490 Government National Mortgage A 36225BXY9 Dec 2021 1,351 -60 $1K -8.0% 0.00% ABS-MBS
1491 Government National Mortgage A 36225BPH5 Dec 2021 1,290 -64 $1K -8.8% 0.00% ABS-MBS
1492 Fannie Mae 31371KR29 Dec 2021 1,284 -78 $1K -9.2% 0.00% ABS-MBS
1493 Fannie Mae 31405NMQ5 Dec 2021 1,299 -47 $1K -6.1% 0.00% ABS-MBS
1494 Government National Mortgage A 36176UCZ6 Dec 2021 1,343 -63 $1K -7.3% 0.00% ABS-MBS
1495 Government National Mortgage A 36209SAN1 Dec 2021 1,361 -38 $1K -2.9% 0.00% ABS-MBS
1496 Freddie Mac 31292HGC2 Dec 2021 1,223 -37 $1K -6.5% 0.00% ABS-MBS
1497 Government National Mortgage A 3620A2XH4 Dec 2021 1,197 -92 $1K -9.8% 0.00% ABS-MBS
1498 Government National Mortgage A 36207KLU2 Dec 2021 1,181 -116 $1K -11.3% 0.00% ABS-MBS
1499 Government National Mortgage A 36207KK82 Dec 2021 1,098 -31 $1K -5.2% 0.00% ABS-MBS
1500 Freddie Mac 312932ZG4 Dec 2021 1,041 -12 $1K -5.6% 0.00% ABS-MBS
1501 Freddie Mac 31298SJ47 Dec 2021 970 -19 $1K -2.0% 0.00% ABS-MBS
1502 Versutus Re 2019-A, 12/31/21 000000000 Dec 2021 1,765,095 New $1K — 0.00% DBT
1503 Government National Mortgage A 36204RN87 Dec 2021 975 -342 $1K -27.3% 0.00% ABS-MBS
1504 Fannie Mae 31391SRV4 Dec 2021 903 -19 $968 -4.9% 0.00% ABS-MBS
1505 Government National Mortgage A 36202CDH3 Dec 2021 823 -96 $826 -10.4% 0.00% ABS-MBS
1506 Government National Mortgage A 36202DKX8 Dec 2021 734 -32 $798 -7.9% 0.00% ABS-MBS
1507 Government National Mortgage A 36202DAP6 Dec 2021 710 -36 $765 -8.1% 0.00% ABS-MBS
1508 Government National Mortgage A 36209BFM5 Dec 2021 715 -37 $764 -7.4% 0.00% ABS-MBS
1509 Government National Mortgage A 36290R6J7 Dec 2021 713 -271 $762 -29.6% 0.00% ABS-MBS
1510 Government National Mortgage A 36210BG82 Dec 2021 658 -53 $703 -9.8% 0.00% ABS-MBS
1511 Government National Mortgage A 36200QJB1 Dec 2021 503 -13 $546 -5.8% 0.00% ABS-MBS
1512 Government National Mortgage A 36210PUD4 Dec 2021 506 -15 $541 -5.4% 0.00% ABS-MBS
1513 Government National Mortgage A 36290XPM6 Dec 2021 498 -149 $530 -25.3% 0.00% ABS-MBS
1514 Fannie Mae 31413H6V5 Dec 2021 502 -303 $512 -38.3% 0.00% ABS-MBS
1515 Government National Mortgage A 36205UNR7 Dec 2021 505 -60 $511 -10.7% 0.00% ABS-MBS
1516 Government National Mortgage A 36210AMQ7 Dec 2021 422 -20 $451 -6.9% 0.00% ABS-MBS
1517 Fannie Mae 31374TYD5 Dec 2021 310 -22 $337 -9.4% 0.00% ABS-MBS
1518 Fannie Mae 31387CE72 Dec 2021 309 -7 $332 -4.8% 0.00% ABS-MBS
1519 Government National Mortgage A 36207VKC9 Dec 2021 326 -81 $327 -19.9% 0.00% ABS-MBS
1520 Berwick Re 2020-1, 12/31/23 000000000 Dec 2021 3,000,000 New $300 — 0.00% DBT
1521 Government National Mortgage A 36202DA68 Dec 2021 271 -18 $289 -9.6% 0.00% ABS-MBS
1522 Freddie Mac 31292HKX1 Dec 2021 256 -12 $279 -8.6% 0.00% ABS-MBS
1523 Fannie Mae 31386NP44 Dec 2021 259 -87 $278 -27.2% 0.00% ABS-MBS
1524 Fannie Mae 31390YPN2 Dec 2021 212 -4 $234 -5.5% 0.00% ABS-MBS
1525 Freddie Mac 31292HG40 Dec 2021 173 -6 $185 -6.1% 0.00% ABS-MBS
1526 Government National Mortgage A 36224YQD4 Dec 2021 160 -187 $161 -53.8% 0.00% ABS-MBS
1527 Freddie Mac 31298HRL4 Dec 2021 139 -3 $149 -4.5% 0.00% ABS-MBS
1528 Fannie Mae 31386DTM2 Dec 2021 100 -20 $100 -16.9% 0.00% ABS-MBS
1529 Freddie Mac 31283HWM3 Dec 2021 47 -5 $50 -12.6% 0.00% ABS-MBS
1530 Government National Mortgage A 36223RCG8 Dec 2021 38 -113 $38 -75.1% 0.00% ABS-MBS
1531 Government National Mortgage A 36202CGN7 Dec 2021 5 — $5 -7.6% 0.00% ABS-MBS
1532 Bayview Commercial Asset Trust 07325XAN0 Dec 2021 2,670,456 -201,823 $0 -6.9% 0.00% ABS-MBS
1533 Viribus Re 2018, 12/31/21 000000000 Dec 2021 1,000,000 New $0 — 0.00% DBT
1534 Versutus Re 2019-B, 12/31/21 000000000 Dec 2021 1,734,905 New $0 — 0.00% DBT
1535 Lion Rock Re 2020, 1/31/22 000000000 Dec 2021 500,000 New $0 — 0.00% DBT
1536 Lorenz Re 2018, 7/1/22 000000000 Dec 2021 5,000,000 New $0 — 0.00% DBT
1537 Alturas Re 2021-2, 12/31/24 000000000 Dec 2021 3,959,302 New $0 — 0.00% DBT
1538 Thopas Re 2020, 12/31/23 000000000 Dec 2021 6,000,000 New $0 — 0.00% DBT
1539 Lion Rock Re 2019, 1/31/22 000000000 Dec 2021 500,000 New $0 — 0.00% DBT
1540 LIMESTONE RE LTD 000000000 Dec 2021 20,000 New $0 — 0.00% DBT
1541 LIMESTONE RE LTD 000000000 Dec 2021 167,000 New $0 — 0.00% DBT
1542 Thopas Re 2019, 12/31/22 000000000 Dec 2021 3,000,000 New $0 — 0.00% DBT
1543 Thopas Re 2021, 12/31/24 000000000 Dec 2021 7,000,000 New $0 — 0.00% DBT
1544 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. USM2 Dec 2021 9 New $-38349 — -0.00% DIR
1545 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TUM2 Dec 2021 1,071 New $-2956154 — -0.05% DIR
1546 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. WNM2 Dec 2021 2,189 New $-14415210 — -0.26% DIR
1547 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. FVM2 Dec 2021 6,827 New $-16103929 — -0.30% DIR
1548 INTERCONTINENTAL EXCHANGE, INC. 000000000 Dec 2021 1 New $-32385008 — -0.59% DCR
✕ Fannie Mae or Freddie Mac 01F022618 — 395,000,000 Exited $403.2M — — —
✕ WI TREASURY BILL 912796Q93 — 300,000,000 Exited $300.0M — — —
✕ Fannie Mae or Freddie Mac 01F042616 — 255,000,000 Exited $273.2M — — —
✕ TREASURY BILL 912796K65 — 200,000,000 Exited $200.0M — — —
✕ TREASURY BILL 912796C31 — 200,000,000 Exited $200.0M — — —
✕ TREASURY BILL 912796Q69 — 167,571,000 Exited $167.6M — — —
✕ Fannie Mae or Freddie Mac 01F040610 — 141,000,000 Exited $150.0M — — —
✕ TREASURY BILL 912796Q51 — 150,000,000 Exited $150.0M — — —
✕ TREASURY BILL 912796K81 — 150,000,000 Exited $150.0M — — —
✕ TREASURY BILL 912796R76 — 150,000,000 Exited $150.0M — — —
✕ Fannie Mae or Freddie Mac 01F030611 — 128,000,000 Exited $132.7M — — —
✕ Fannie Mae or Freddie Mac 01F032617 — 94,000,000 Exited $99.0M — — —
✕ US TREASURY N/B 912810SF6 — 76,175,000 Exited $94.0M — — —
✕ Government National Mortgage A 21H030617 — 82,000,000 Exited $84.9M — — —
✕ Dreyfus Government Cash Management 262006208 — 82,806,286 Exited $82.8M — — —
✕ Government National Mortgage A 21H022614 — 73,000,000 Exited $74.8M — — —
✕ US TREASURY N/B 912810SA7 — 51,500,000 Exited $63.1M — — —
✕ TSY INFL IX N/B 91282CBF7 — 54,826,047 Exited $61.4M — — —
✕ Government National Mortgage A 21H032613 — 55,000,000 Exited $57.3M — — —
✕ Fannie Mae or Freddie Mac 01F032625 — 40,000,000 Exited $42.1M — — —
✕ JP Morgan Mortgage Trust 46653QBP9 — 14,843,431 Exited $14.7M — — —
✕ United Wholesale Mortgage LLC 90354XAC4 — 14,088,311 Exited $14.1M — — —
✕ US TREASURY N/B 912810SL3 — 13,750,000 Exited $14.0M — — —
✕ Towd Point Mortgage Trust 89173HAF3 — 12,925,000 Exited $13.4M — — —
✕ United Wholesale Mortgage LLC 90354TAC3 — 12,948,926 Exited $13.0M — — —
✕ BOSTON SCIENTIFIC CORP 101137BA4 — 12,725,000 Exited $13.0M — — —
✕ SOUTHWESTERN ENERGY CO 845467AS8 — 11,865,000 Exited $12.7M — — —
✕ SABINE PASS LIQUEFACTION 785592AS5 — 10,675,000 Exited $12.0M — — —
✕ Freddie Mac - STACR 3137G0NX3 — 11,465,925 Exited $11.8M — — —
✕ FASST 2019-JR4 31740BAA3 — 10,657,046 Exited $11.1M — — —
✕ MOODY'S CORPORATION 615369AV7 — 10,655,000 Exited $10.4M — — —
✕ FASST 2021-JR1 31739MAB0 — 9,812,479 Exited $9.7M — — —
✕ FASST 2019-JR3 31739LAA4 — 8,719,438 Exited $9.4M — — —
✕ 7-ELEVEN INC 817826AE0 — 9,870,000 Exited $9.4M — — —
✕ New Residential Mortgage Loan 64828XAD5 — 8,500,000 Exited $8.9M — — —
✕ Battalion CLO LTD 07131AAG9 — 8,750,000 Exited $8.8M — — —
✕ Symphony CLO Ltd 87167GBC3 — 8,750,000 Exited $8.7M — — —
✕ Fannie Mae or Freddie Mac 01F012411 — 8,000,000 Exited $8.0M — — —
✕ Wells Fargo Mortgage Backed Se 95003FBR3 — 8,011,255 Exited $8.0M — — —
✕ LABORATORY CORP OF AMER 50540RAY8 — 7,485,000 Exited $7.6M — — —
✕ PENSKE TRUCK LEASING/PTL 709599BM5 — 7,615,000 Exited $7.5M — — —
✕ UNITI GRP/UNITI HLD/CSL 91327AAA0 — 7,124,000 Exited $7.4M — — —
✕ HOWMET AEROSPACE INC 443201AB4 — 7,420,000 Exited $7.4M — — —
✕ DAIMLER TRUCKS FINAN NA 233853AH3 — 7,175,000 Exited $7.2M — — —
✕ Arivo Acceptance Auto Loan Rec 04046LAB7 — 7,000,000 Exited $7.1M — — —
✕ CIGNA CORP 125523AH3 — 6,225,000 Exited $7.1M — — —
✕ Generate CLO Ltd. 986252AW4 — 6,400,000 Exited $6.4M — — —
✕ Fannie Mae or Freddie Mac 01F030629 — 6,000,000 Exited $6.2M — — —
✕ LAMB WESTON HLD 513272AE4 — 5,890,000 Exited $6.1M — — —
✕ LAMB WESTON HLD 513272AD6 — 5,890,000 Exited $6.0M — — —
✕ Fair Square Issuance Trust 303394AC4 — 6,000,000 Exited $6.0M — — —
✕ CARRIER GLOBAL CORP 14448CAQ7 — 5,728,000 Exited $5.9M — — —
✕ BX Trust 05607QAR9 — 5,678,279 Exited $5.7M — — —
✕ ALEXANDRIA REAL ESTATE E 015271AV1 — 5,995,000 Exited $5.6M — — —
✕ Towd Point Mortgage Trust 89176EAE0 — 5,161,000 Exited $5.4M — — —
✕ DAIMLER TRUCKS FINAN NA 233853AG5 — 5,360,000 Exited $5.4M — — —
✕ Fannie Mae or Freddie Mac 01F020414 — 5,000,000 Exited $5.1M — — —
✕ PENSKE TRUCK LEASING/PTL 709599AX2 — 4,615,000 Exited $5.1M — — —
✕ HEALTHCARE TRUST OF AMER 42225UAF1 — 4,675,000 Exited $5.1M — — —
✕ Harriman Park CLO 413717AY5 — 5,000,000 Exited $5.0M — — —
✕ HEALTHCARE REALTY TRUST 421946AM6 — 5,105,000 Exited $4.9M — — —
✕ BUILDERS FIRSTSOURCE INC 12008RAP2 — 4,655,000 Exited $4.8M — — —
✕ CDW LLC/CDW FINANCE 12513GBJ7 — 4,415,000 Exited $4.6M — — —
✕ HEALTHCARE REALTY TRUST 421946AL8 — 4,461,000 Exited $4.4M — — —
✕ KKR GROUP FIN CO X LLC 48255BAA4 — 4,440,000 Exited $4.4M — — —
✕ PENSKE TRUCK LEASING/PTL 709599BH6 — 4,183,000 Exited $4.4M — — —
✕ GoldenTree Loan Management US 38137WAL9 — 4,390,000 Exited $4.4M — — —
✕ Madison Park Funding Ltd 55819NAA2 — 4,400,000 Exited $4.4M — — —
✕ TEVA PHARMACEUTICALS NE 88167AAK7 — 4,000,000 Exited $4.3M — — —
✕ BPCE SA 05578QAE3 — 3,860,000 Exited $4.3M — — —
✕ JP Morgan Mortgage Trust 46654DAE3 — 4,193,913 Exited $4.2M — — —
✕ PETROLEOS MEXICANOS 71643VAA3 — 4,090,000 Exited $4.1M — — —
✕ Sound Point CLO LTD 83614JAA0 — 4,100,000 Exited $4.1M — — —
✕ BROADCOM INC 11135FAL5 — 3,680,000 Exited $4.0M — — —
✕ Sound Point CLO LTD 83614DAN5 — 4,000,000 Exited $4.0M — — —
✕ CDW LLC/CDW FINANCE 12513GBH1 — 3,840,000 Exited $3.9M — — —
✕ SOUTHWESTERN ENERGY CO 845467AT6 — 3,690,000 Exited $3.9M — — —
✕ LEAR CORP 521865BB0 — 3,615,000 Exited $3.9M — — —
✕ ORGANON & CO/ORG 68622TAA9 — 3,710,000 Exited $3.8M — — —
✕ CAPE LOOKOUT RE LTD 13947LAA0 — 3,750,000 Exited $3.8M — — —
✕ Madison Park Funding Ltd 55819PAJ8 — 3,750,000 Exited $3.7M — — —
✕ JAZZ SECURITIES DAC 47216FAA5 — 3,600,000 Exited $3.7M — — —
✕ ESSENTIAL UTILITIES INC 03836WAB9 — 3,340,000 Exited $3.6M — — —
✕ ISTAR INC 45031UCF6 — 3,475,000 Exited $3.6M — — —
✕ MARSH & MCLENNAN COS INC 571748BP6 — 3,545,000 Exited $3.6M — — —
✕ SUNOCO LP/FINANCE CORP 86765LAU1 — 3,440,000 Exited $3.5M — — —
✕ Mill City Mortgage Trust 599809CS7 — 3,332,000 Exited $3.5M — — —
✕ BENCHMARK Mortgage Trust 08163HAE8 — 3,300,000 Exited $3.3M — — —
✕ Government National Mortgage A 21H042612 — 3,000,000 Exited $3.2M — — —
✕ Colony American Finance Ltd 21871VAJ2 — 3,000,000 Exited $3.0M — — —
✕ WOLVERINE WORLD WIDE 978097AG8 — 3,020,000 Exited $2.9M — — —
✕ Carlyle Global Market Strategi 14317VAL4 — 2,750,000 Exited $2.8M — — —
✕ Finance of America HECM Buyout 31735RAC1 — 2,650,000 Exited $2.6M — — —
✕ ASBURY AUTOMOTIVE GROUP 043436AW4 — 2,560,000 Exited $2.6M — — —
✕ ALCOA NEDERLAND HOLDING 013822AG6 — 2,400,000 Exited $2.5M — — —
✕ Oaktown Re Ltd 67400CAB4 — 2,457,000 Exited $2.5M — — —
✕ COVANTA HOLDING CORP 22282EAH5 — 2,320,000 Exited $2.4M — — —
✕ HILTON DOMESTIC OPERATIN 432833AJ0 — 2,344,000 Exited $2.4M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAB9 — 1,970,000 Exited $2.1M — — —
✕ ADANI ELECTRICITY MUMBAI 00654GAA1 — 1,909,000 Exited $1.9M — — —
✕ EQT CORP 26884LAN9 — 1,775,000 Exited $1.8M — — —
✕ NATIONSTAR MTG HLD INC 63861CAD1 — 1,810,000 Exited $1.8M — — —
✕ AMERICAN AIRLINES/AADVAN 00253XAA9 — 1,685,000 Exited $1.8M — — —
✕ Eagle Re Ltd 269820AC0 — 1,663,161 Exited $1.7M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAC7 — 1,585,000 Exited $1.7M — — —
✕ Westgate Resorts 96033WAC2 — 1,609,125 Exited $1.6M — — —
✕ ESSEX PORTFOLIO LP 29717PAR8 — 1,480,000 Exited $1.6M — — —
✕ Towd Point Mortgage Trust 89176BAK2 — 1,592,596 Exited $1.6M — — —
✕ UDR INC 90265EAL4 — 1,520,000 Exited $1.6M — — —
✕ AMERICAN AIRLINES/AADVAN 00253XAB7 — 1,410,000 Exited $1.5M — — —
✕ STARWOOD PROPERTY TRUST 85571BAW5 — 1,360,000 Exited $1.4M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAA1 — 1,290,000 Exited $1.3M — — —
✕ Towd Point Mortgage Trust 89178BAC8 — 1,250,000 Exited $1.3M — — —
✕ BCC Funding CORP 05493CAD8 — 1,300,000 Exited $1.3M — — —
✕ 522 Funding CLO LTD 33830PAL5 — 1,250,000 Exited $1.2M — — —
✕ Trinitas CLO Ltd 89640YBL7 — 1,050,000 Exited $1.0M — — —
✕ TEAM HEALTH HOLDINGS INC 87817JAE8 — 1,047,750 Exited $1.0M — — —
✕ ATLANTICA SUSTAIN INFRA 04916WAA2 — 975,000 Exited $1.0M — — —
✕ HILCORP ENERGY I/HILCORP 431318AV6 — 795,000 Exited $0.8M — — —
✕ BELLEMEADE RE LT 078768AD0 — 662,521 Exited $0.7M — — —
✕ ISTAR INC 45031UCJ8 — 515,000 Exited $0.5M — — —
✕ LL ABS Trust 2019-1 50202AAB4 — 531,279 Exited $0.5M — — —
✕ FLOODSMART RE LTD 33975CAC9 — 250,000 Exited $0.3M — — —
✕ ROLLER BEARING CO OF AME 775631AD6 — 240,000 Exited $0.2M — — —
✕ SAN DIEGO G & E 797440BT0 — 239,307 Exited $0.2M — — —
✕ Lear Corp 521865204 — 593 Exited $0.1M — — —
✕ USASF Receivables LLC 90352VAB2 — 94,609 Exited $0.1M — — —
✕ EDEN RE II LTD 27954GAB9 — 185,850 Exited $0.1M — — —
✕ Small Business Lending Trust 831645AB2 — 42,144 Exited $0.0M — — —
✕ EDEN RE II LTD 27954GAA1 — 125,000 Exited $0.0M — — —
✕ Small Business Administration 83162CLZ4 — 3,517 Exited $0.0M — — —
✕ Government National Mortgage A 36211HF71 — 1,980 Exited $0.0M — — —
✕ Fannie Mae 31411NZU4 — 516 Exited $0.0M — — —
✕ Government National Mortgage A 36202B7F6 — 74 Exited $0.0M — — —
✕ Fannie Mae 31410VZH6 — 41 Exited $0.0M — — —