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Series E (Total Return Bond Series)

Guggenheim Variable Funds Trust

Assets: $158M Net: $150M Series: S000010066 EDGAR ↗
+92
New
-27
Exited
462
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 US TREASURY N/B 91282CJA0 Dec 2023 11,402,600 New $11.8M — 7.83% DBT
2 US TREASURY N/B 91282CHQ7 Sep 2023 7,490,000 — $7.6M +3.3% 5.03% DBT
3 Guggenheim Partners Investment Management LLC GIBRX Sep 2023 264,233 -235,767 $6.3M +1887.9% 4.19% EC
4 STRIP PRINC 912803GS6 Sep 2023 12,650,000 -4,820,000 $4.0M -13.2% 2.67% DBT
5 Fannie Mae 31418ES43 Sep 2023 2,505,394 -32,847 $2.5M +3.5% 1.65% ABS-MBS
6 US TREASURY N/B 91282CGP0 Sep 2023 2,060,000 — $2.1M +3.0% 1.37% DBT
7 Freddie Mac 3132DWHE6 Sep 2023 1,915,445 -20,917 $1.9M +3.7% 1.26% ABS-MBS
8 Octagon Investment Partners 49 67578FAC1 Sep 2023 1,750,000 — $1.7M +0.6% 1.16% ABS-O
9 Dreyfus Treasury Obligations C N/A Sep 2023 1,693,216 New $1.7M — 1.13% STIV
10 TSY INFL IX N/B 91282CAQ4 Dec 2023 1,422,936 New $1.4M — 0.91% DBT
11 TSY INFL IX N/B 912828ZJ2 Dec 2023 1,405,557 New $1.4M — 0.90% DBT
12 STRIP PRINC 912803GM9 Sep 2023 3,400,000 — $1.1M +19.5% 0.73% DBT
13 Freddie Mac 3132DVMN2 Dec 2023 1,063,780 New $1.1M — 0.72% ABS-MBS
14 Freddie Mac 3132E0BY7 Sep 2023 1,068,501 -23,313 $1.1M +3.3% 0.72% ABS-MBS
15 Freddie Mac 3132E0SG8 Dec 2023 1,186,846 New $1.1M — 0.70% ABS-MBS
16 Freddie Mac 3132DQTS5 Dec 2023 1,159,694 New $1.0M — 0.69% ABS-MBS
17 STORE Master Funding LLC 86212VAA2 Sep 2023 1,070,972 -7,146 $1.0M +1.8% 0.67% ABS-O
18 Cerberus 15674JAA9 Sep 2023 1,000,000 — $996K -0.1% 0.66% ABS-O
19 Woodmont Trust 97988WAA9 Sep 2023 1,000,000 — $996K -0.1% 0.66% ABS-O
20 ABPCI Direct Lending Fund CLO 000823AJ3 Sep 2023 1,000,000 — $992K +0.3% 0.66% ABS-O
21 Palmer Square Loan Funding Ltd 69701CAC4 Sep 2023 1,000,000 — $988K +0.1% 0.66% ABS-O
22 Freddie Mac 3132DQM52 Sep 2023 966,064 -8,884 $971K +3.0% 0.65% ABS-MBS
23 Fannie Mae 3140QR2M4 Sep 2023 970,557 -15,213 $967K +3.5% 0.64% ABS-MBS
24 STRIP PRINC 912803ER0 Sep 2023 2,455,000 — $964K +17.2% 0.64% DBT
25 BXMT Ltd 12434LAC8 Sep 2023 1,000,000 — $918K +0.7% 0.61% ABS-O
26 TENN VALLEY AUTHORITY 880591ES7 Sep 2023 1,000,000 — $916K +14.9% 0.61% DBT
27 GMAC Commercial Mortgage Asset 36186YAF2 Sep 2023 912,388 -2,850 $909K +7.4% 0.60% ABS-MBS
28 STRIP PRINC 912803EH2 Sep 2023 2,145,000 — $905K +15.9% 0.60% DBT
29 Freddie Mac 3132DVMJ1 Sep 2023 941,659 -18,359 $900K +4.4% 0.60% ABS-MBS
30 Fannie Mae 3140XKXB1 Sep 2023 908,892 -16,090 $900K +3.0% 0.60% ABS-MBS
31 Freddie Mac 3132DQAZ9 Sep 2023 875,727 -9,242 $867K +3.8% 0.58% ABS-MBS
32 Fannie Mae 3140QSAM3 Sep 2023 866,341 -16,512 $857K +2.9% 0.57% ABS-MBS
33 Freddie Mac 3132DWG98 Sep 2023 831,493 -1,090,350 $835K -55.1% 0.56% ABS-MBS
34 TENN VALLEY AUTHORITY 880591DZ2 Sep 2023 750,000 — $831K +11.9% 0.55% DBT
35 Dreyfus Treasury Securities Ca N/A Sep 2023 811,155 New $811K — 0.54% STIV
36 PS HOLDINGS INDEPENDENT VOTING COMPANY LTD N/A Sep 2023 1,000,000 New $786K — 0.52% DBT
37 RELIANCE STAND LIFE II 75951AAP3 Sep 2023 800,000 — $769K +2.2% 0.51% DBT
38 Freddie Mac Military Housing B 35563CAD0 Sep 2023 901,678 -5,132 $736K +6.8% 0.49% ABS-MBS
39 Fannie Mae 3140XLF52 Sep 2023 728,732 -6,971 $732K +3.0% 0.49% ABS-MBS
40 Golub Capital Partners CLO Ltd 38174TAE6 Sep 2023 750,000 — $722K +0.3% 0.48% ABS-O
41 Dryden Senior Loan Fund 26249YAG6 Sep 2023 1,000,000 — $717K -2.1% 0.48% ABS-O
42 Golub Capital Partners CLO Ltd 38175BAA2 Sep 2023 715,397 -56,242 $712K -7.1% 0.47% ABS-O
43 STRIP PRINC 912803GE7 Sep 2023 2,180,000 -1,000,000 $710K -18.1% 0.47% DBT
44 Arbys Funding LLC 038779AB0 Sep 2023 774,000 -196,000 $706K -17.8% 0.47% ABS-O
45 Starwood Commercial Mortgage T 78485WAE9 Sep 2023 750,000 — $704K +1.4% 0.47% ABS-O
46 Cerberus 15674DAA2 Dec 2023 700,000 New $700K — 0.47% ABS-O
47 Preston Ridge Partners Mortgag 693582AA6 Sep 2023 684,050 -26,155 $660K -3.0% 0.44% ABS-MBS
48 Starwood Mortgage Residential 85573AAB1 Sep 2023 697,814 -16,420 $655K -0.6% 0.44% ABS-MBS
49 Anchorage Credit Funding Ltd. 03329TAG9 Sep 2023 750,000 — $654K +0.9% 0.43% ABS-O
50 Fortress Credit Opportunities 34961WAC9 Sep 2023 650,848 -31,606 $648K -4.5% 0.43% ABS-O
51 US TREASURY N/B 9128283W8 Sep 2023 650,000 — $621K +3.4% 0.41% DBT
52 JP Morgan Mortgage Acquisition 46630BAD8 Sep 2023 1,179,543 -13,320 $620K +1.0% 0.41% ABS-MBS
53 PS HOLDINGS INDEPENDENT VOTING COMPANY LTD N/A Sep 2023 750,000 New $609K — 0.40% DBT
54 WILTON RE LTD 97263CAA9 Sep 2023 682,000 — $603K +0.7% 0.40% DBT
55 Fannie Mae 3140XLLJ5 Sep 2023 601,392 -9,588 $595K +3.2% 0.40% ABS-MBS
56 Ladder Capital Commercial Mort 50190FAA9 Sep 2023 600,000 — $591K +0.9% 0.39% ABS-O
57 Argent Securities Inc. 03076MAD6 Sep 2023 2,005,381 -27,463 $576K -3.8% 0.38% ABS-MBS
58 Fannie Mae 3140XLCD8 Sep 2023 562,023 -2,608 $556K +4.4% 0.37% ABS-MBS
59 Freddie Mac 3133KQVG8 Sep 2023 559,923 -3,161 $554K +4.3% 0.37% ABS-MBS
60 Fannie Mae 3140QSTU5 Sep 2023 553,731 -5,883 $548K +3.7% 0.36% ABS-MBS
61 Firstkey Homes Trust 33767WAC7 Sep 2023 600,000 — $542K +2.8% 0.36% ABS-O
62 BofA Securities, Inc. N/A Sep 2023 6,380,000 New $529K — 0.35% DIR
63 Freddie Mac 3133KPZC5 Sep 2023 533,258 -5,798 $528K +3.8% 0.35% ABS-MBS
64 EQUITABLE HOLDINGS INC 29452EAA9 Sep 2023 550,000 — $523K +1.1% 0.35% EP
65 BP CAPITAL MARKETS PLC 05565QDV7 Sep 2023 547,000 -213,000 $520K -23.5% 0.35% DBT
66 CITIGROUP INC 172967MS7 Sep 2023 590,000 — $504K +7.1% 0.34% DBT
67 Cerberus 15675CAA3 Sep 2023 500,000 — $500K +0.0% 0.33% ABS-O
68 Cerberus 15675AAA7 Sep 2023 500,000 — $500K +0.0% 0.33% ABS-O
69 Golub Capital Partners CLO Ltd 38178EAA3 Sep 2023 500,000 — $498K +0.3% 0.33% ABS-O
70 GCAT 36169GAA3 Sep 2023 490,608 -9,392 $498K -0.0% 0.33% ABS-MBS
71 THL Credit Lake Shore MM CLO I 510800AC9 Sep 2023 500,000 — $496K +0.6% 0.33% ABS-O
72 ABPCI Direct Lending Fund CLO 00086AAQ7 Sep 2023 500,000 — $495K -0.1% 0.33% ABS-O
73 Cerberus 15674PAA5 Sep 2023 500,000 — $495K +0.5% 0.33% ABS-O
74 Securitized Asset Backed Recei 81378PAA6 Sep 2023 597,210 -16,147 $495K -0.7% 0.33% ABS-MBS
75 TOWD POINT REVOLVING TRUST TPRT_22-A N/A Sep 2023 500,000 New $494K — 0.33% ABS-MBS
76 Stack Infrastructure Issuer LL 85236KAF9 Sep 2023 500,000 — $492K +3.4% 0.33% ABS-O
77 Cerberus 15674PAC1 Sep 2023 500,000 — $486K +0.7% 0.32% ABS-O
78 KKR CORE HOLDING COMPANY LLC N/A Sep 2023 536,679 New $483K — 0.32% ABS-O
79 HERA Commercial Mortgage Ltd 42704RAE1 Sep 2023 500,000 — $480K +0.4% 0.32% ABS-O
80 LoanCore 2021-CRE6 Issuer, Ltd 53948HAG1 Sep 2023 500,000 — $479K +0.5% 0.32% ABS-O
81 Golub Capital Partners CLO Ltd 381743AE3 Sep 2023 500,000 — $477K +0.2% 0.32% ABS-O
82 Applebees/IHOP Funding LLC 03789XAE8 Sep 2023 495,000 — $474K +3.1% 0.32% ABS-O
83 CHCP 2021-FL1 Ltd. 12546JAG9 Sep 2023 500,000 — $473K -0.7% 0.31% ABS-O
84 Freddie Mac 3133KQWZ5 Sep 2023 471,075 -12,152 $466K +2.2% 0.31% ABS-MBS
85 KREF 2021-FL2 Ltd 48275RAG2 Sep 2023 500,000 — $462K -1.4% 0.31% ABS-O
86 WELLS FARGO & COMPANY 949746TD3 Sep 2023 500,000 +50,000 $462K +17.5% 0.31% EP
87 ABPCI Direct Lending Fund CLO 000807AN7 Sep 2023 457,970 -35,462 $453K -7.0% 0.30% ABS-O
88 Home Equity Loan Trust 43710XAA6 Sep 2023 476,963 -11,353 $445K -1.4% 0.30% ABS-MBS
89 BRAVO Residential Funding Trus 10568PAA5 Sep 2023 473,277 -1,572 $442K +3.9% 0.29% ABS-MBS
90 PMH NEWCO LP N/A Sep 2023 436,920 New $437K — 0.29% ABS-O
91 FORT MOORE FAMILY LLC 346845AK6 Sep 2023 460,337 — $435K +8.1% 0.29% DBT
92 Fannie Mae 3140QPRK5 Sep 2023 457,649 -5,113 $435K +5.2% 0.29% ABS-MBS
93 AMSTED INDUSTRIES 032177AJ6 Sep 2023 470,000 — $430K +8.1% 0.29% DBT
94 New York Mortgage Trust 62956BAA7 Sep 2023 441,718 +123,851 $429K +39.8% 0.29% ABS-MBS
95 Credit Suisse Mortgage Trust 12597XAC5 Sep 2023 419,284 -13,629 $424K -0.2% 0.28% ABS-MBS
96 Servpro Master Issuer, LLC 817743AE7 Sep 2023 487,500 -1,250 $419K +3.8% 0.28% ABS-O
97 TSY INFL IX N/B 91282CGW5 Sep 2023 410,300 +2,668 $400K +3.1% 0.27% DBT
98 CROWN AMER/CAP CORP VI 228187AB6 Sep 2023 400,000 — $396K +3.1% 0.26% DBT
99 CHARLES SCHWAB CORP 808513BJ3 Sep 2023 500,000 — $395K +11.9% 0.26% EP
100 BX Trust 05610HAG8 Sep 2023 405,035 — $391K +0.8% 0.26% ABS-MBS
101 Fannie Mae 3140QPFZ5 Sep 2023 409,168 -5,521 $391K +4.9% 0.26% ABS-MBS
102 HOST HOTELS & RESORTS LP 44107TAZ9 Sep 2023 435,000 — $388K +7.6% 0.26% DBT
103 Credit Suisse Mortgage Trust 12658XAC1 Sep 2023 403,310 -9,558 $387K +2.9% 0.26% ABS-MBS
104 Ladder Capital Commercial Mort 50190FAC5 Sep 2023 400,000 — $382K +0.8% 0.25% ABS-O
105 DATIX BIDCO LIMITED N/A Sep 2023 300,000 New $381K — 0.25% LON
106 OWS Structured Asset Trust 67114HAA2 Sep 2023 390,192 -12,353 $380K +2.9% 0.25% ABS-MBS
107 METLIFE INC 59156RCA4 Sep 2023 400,000 — $379K +2.3% 0.25% EP
108 DELTA AIR LINES INC 247361ZX9 Sep 2023 367,000 — $373K +0.6% 0.25% DBT
109 Navigator Aircraft ABS LLC 63943BAA1 Sep 2023 427,083 -8,929 $372K -1.7% 0.25% ABS-O
110 Capital Automotive Reit 12510HAN0 Sep 2023 497,604 -625 $366K +2.1% 0.24% ABS-O
111 WARNERMEDIA HOLDINGS INC 55903VBC6 Sep 2023 400,000 — $366K +7.8% 0.24% DBT
112 COSTAR GROUP INC 22160NAA7 Sep 2023 430,000 — $365K +5.5% 0.24% DBT
113 LIBERTY MUTUAL GROUP INC 53079EBL7 Sep 2023 554,000 — $363K +11.1% 0.24% DBT
114 ARES FINANCE CO II LLC 04015KAB6 Sep 2023 410,000 — $362K +9.1% 0.24% DBT
115 Fannie Mae 3140XL6R4 Sep 2023 437,927 -5,467 $361K +6.5% 0.24% ABS-MBS
116 MASTR Asset Backed Securities 57645MAE2 Sep 2023 1,098,387 -7,005 $357K +2.6% 0.24% ABS-MBS
117 MARKEL GROUP INC 570535AW4 Sep 2023 360,000 — $356K +2.4% 0.24% EP
118 Legacy Mortgage Asset Trust 52474XAA3 Sep 2023 368,531 -11,538 $354K +0.1% 0.24% ABS-MBS
119 Legacy Mortgage Asset Trust 52475XAA2 Sep 2023 365,303 -9,441 $353K +2.0% 0.23% ABS-MBS
120 LSTAR Securities Investment Lt 50221KAA1 Sep 2023 351,935 -12,513 $350K -3.8% 0.23% ABS-MBS
121 MAPLE GROVE FUNDING TR I 565130AA9 Sep 2023 500,000 — $350K +12.6% 0.23% DBT
122 Madison Avenue Secured Funding 55663DAA1 Sep 2023 350,000 — $350K +0.0% 0.23% ABS-O
123 SOLRR Aircraft 2021-1 Limited 83438LAA9 Sep 2023 405,128 -8,079 $349K -1.4% 0.23% ABS-O
124 Preston Ridge Partners Mortgag 69358DAA2 Sep 2023 358,648 -12,290 $349K +2.1% 0.23% ABS-MBS
125 Credit Suisse Mortgage Trust 12662GAC2 Sep 2023 357,256 -9,694 $347K +1.6% 0.23% ABS-MBS
126 STADCO LA LLC N/A Sep 2023 500,000 New $346K — 0.23% DBT
127 BANK OF NY MELLON CORP 064058AL4 Sep 2023 400,000 — $346K +6.6% 0.23% EP
128 First Franklin Mtg Loan Asset 320275AE0 Sep 2023 853,642 -16,516 $345K -3.5% 0.23% ABS-MBS
129 FIRST BRANDS GROUP LLC N/A Sep 2023 346,500 New $343K — 0.23% LON
130 SVC ABS LLC 78487JAA4 Sep 2023 348,542 -438 $335K +3.2% 0.22% ABS-O
131 BX Trust 05609VAN5 Sep 2023 350,000 — $335K +0.3% 0.22% ABS-MBS
132 ILLINOIS ST 452152ZB0 Sep 2023 333,333 -22,222 $334K -2.2% 0.22% DBT
133 Fannie Mae 3140QMDN1 Sep 2023 386,799 -8,230 $331K +4.9% 0.22% ABS-MBS
134 STANDARD CHARTERED PLC 853254BS8 Sep 2023 350,000 — $330K +4.7% 0.22% DBT
135 AASET 2021-1 Trust 00038PAA8 Sep 2023 363,325 -10,947 $326K -1.2% 0.22% ABS-O
136 CHILDREN'S HOSPITAL CORP 16876BAB8 Sep 2023 500,000 — $324K +13.1% 0.22% DBT
137 FIRST AMERICAN FINANCIAL 31847RAG7 Sep 2023 360,000 — $324K +6.2% 0.22% DBT
138 Taco Bell Funding, LLC 87342RAC8 Sep 2023 328,125 — $323K +2.2% 0.21% ABS-O
139 Novastar Home Equity Loan 66989EAA3 Sep 2023 334,222 -9,405 $322K -2.5% 0.21% ABS-MBS
140 CLI Funding LLC 12565KAA5 Sep 2023 353,012 -13,357 $311K -0.5% 0.21% ABS-O
141 JPMORGAN CHASE & CO 46647PDK9 Sep 2023 300,000 — $310K +7.6% 0.21% DBT
142 CHOICE HOTELS INTL INC 169905AG1 Sep 2023 360,000 — $310K +3.5% 0.21% DBT
143 ROCKETMTGE CO-ISSUER INC 74841CAB7 Sep 2023 350,000 — $308K +10.3% 0.20% DBT
144 BRITISH TELECOMMUNICATIO 11102AAG6 Sep 2023 350,000 — $299K +6.6% 0.20% DBT
145 Jol Air 46651NAA2 Sep 2023 328,736 -8,900 $299K -1.7% 0.20% ABS-O
146 NATIONWIDE MUTUAL INSURA 638671AN7 Sep 2023 370,000 — $297K +12.2% 0.20% DBT
147 Wave USA 94354KAA8 Sep 2023 354,314 -5,641 $296K -0.2% 0.20% ABS-O
148 ONEAMERICA FINL PARTNERS 682441AB6 Sep 2023 410,000 — $295K +13.4% 0.20% DBT
149 VONTIER CORP 928881AF8 Sep 2023 350,000 — $295K +9.1% 0.20% DBT
150 Fannie Mae 31418ER77 Sep 2023 296,678 -3,027 $294K +3.7% 0.20% ABS-MBS
151 CMFT Net Lease Master Issuer L 12575AAF4 Sep 2023 400,000 — $293K -0.4% 0.19% ABS-O
152 NIPPON LIFE INSURANCE 654579AH4 Sep 2023 350,000 — $290K +5.3% 0.19% DBT
153 REINSURANCE GRP OF AMER 759351AP4 Sep 2023 321,000 -35,000 $288K -2.2% 0.19% DBT
154 Fannie Mae 3140XH3K1 Sep 2023 323,421 -4,105 $287K +5.6% 0.19% ABS-MBS
155 UNITED WHOLESALE MTGE LL 913229AA8 Sep 2023 300,000 — $284K +12.0% 0.19% DBT
156 Sapphire Aviation Finance I Li 80307AAA7 Sep 2023 332,692 -8,992 $284K -1.8% 0.19% ABS-O
157 GS Mortgage Securities Trust 36258YBJ6 Sep 2023 9,855,873 -16,660 $282K -1.2% 0.19% ABS-MBS
158 HarborView Mortgage Loan Trust 41162NAC1 Sep 2023 308,488 -8,188 $274K -1.9% 0.18% ABS-MBS
159 BPCE SA 05571AAS4 Dec 2023 250,000 New $272K — 0.18% DBT
160 BROADCOM INC 11135FBV2 Sep 2023 277,000 — $268K +12.3% 0.18% DBT
161 VIRGIN MEDIA SECURED FIN 92769XAR6 Sep 2023 300,000 — $267K +7.8% 0.18% DBT
162 ABN AMRO BANK NV 00084DAW0 Sep 2023 300,000 — $264K +6.5% 0.18% DBT
163 GLP CAPITAL LP / FIN II 361841AQ2 Sep 2023 290,000 — $261K +8.2% 0.17% DBT
164 LVNV FDG LLC N/A Sep 2023 250,000 New $261K — 0.17% ABS-O
165 GALAXY PIPELINE ASSETS 36321PAC4 Sep 2023 328,000 — $257K +7.6% 0.17% DBT
166 BELROSE FUNDING TRUST 080807AA8 Sep 2023 320,000 — $256K +7.2% 0.17% DBT
167 MACQUARIE BANK LTD 556079AC5 Sep 2023 290,000 — $252K +6.8% 0.17% DBT
168 Cerberus 15674DAC8 Dec 2023 250,000 New $250K — 0.17% ABS-O
169 GLP CAPITAL LP / FIN II 361841AL3 Sep 2023 250,000 — $249K +7.2% 0.17% DBT
170 Fanniemae-Aces 3136B9J32 Sep 2023 2,540,419 -3,298 $249K -1.0% 0.17% ABS-MBS
171 CIFC Funding Ltd 12550YAS3 Dec 2023 250,000 New $248K — 0.16% ABS-O
172 Owl Rock CLO Ltd 691200AC3 Sep 2023 250,000 — $246K +0.0% 0.16% ABS-O
173 ALTRIA GROUP INC 02209SBN2 Sep 2023 350,000 — $246K +13.2% 0.16% DBT
174 JEFFERIES FIN GROUP INC 47233JDX3 Sep 2023 300,000 — $246K +9.7% 0.16% DBT
175 MILEAGE PLUS HLDINGS LLC 599191AA1 Sep 2023 245,000 -17,500 $246K -5.5% 0.16% DBT
176 American Home Mortgage Investm 026932AF0 Sep 2023 1,684,034 -13,228 $245K +3.3% 0.16% ABS-MBS
177 Freddie Mac 3133KRFC3 Sep 2023 242,117 -3,511 $244K +2.5% 0.16% ABS-MBS
178 CABLE ONE INC 12685JAC9 Sep 2023 300,000 — $243K +6.3% 0.16% DBT
179 UBS GROUP AG 902613AE8 Sep 2023 300,000 — $239K +7.8% 0.16% DBT
180 CF Hippolyta Issuer LLC 12530MAM7 Sep 2023 244,283 — $239K +1.2% 0.16% ABS-O
181 FLOWSERVE CORPORATION 34354PAF2 Sep 2023 270,000 — $239K +6.0% 0.16% DBT
182 Tricon Residential 895978AC8 Dec 2023 250,000 New $238K — 0.16% ABS-O
183 IRON MOUNTAIN INC 46284VAN1 Sep 2023 261,000 — $236K +10.1% 0.16% DBT
184 Life Financial Services Trust 53218CAL4 Sep 2023 245,743 — $232K -1.1% 0.15% ABS-MBS
185 OWENS CORNING 690742AK7 Sep 2023 247,000 -73,000 $232K -18.0% 0.15% DBT
186 Extended Stay America Trust 30227FAJ9 Sep 2023 233,360 -4,262 $229K -1.9% 0.15% ABS-MBS
187 JPMORGAN CHASE & CO 48128BAN1 Sep 2023 250,000 — $229K +4.8% 0.15% EP
188 FIDELITY NATL FINANCIAL 31620RAJ4 Sep 2023 255,000 — $227K +4.9% 0.15% DBT
189 Hotwire Funding LLC 44148JAA7 Sep 2023 250,000 — $225K +2.7% 0.15% ABS-O
190 VB-S1 Issuer LLC 91823AAY7 Sep 2023 250,000 — $225K +3.5% 0.15% ABS-O
191 SBA COMMUNICATIONS CORP 78410GAG9 Sep 2023 250,000 — $225K +7.7% 0.15% DBT
192 FS KKR CAPITAL CORP 302635AH0 Sep 2023 250,000 — $224K +4.8% 0.15% DBT
193 Aligned Data Centers Issuer LL 01627AAA6 Sep 2023 250,000 — $224K +2.5% 0.15% ABS-O
194 JEFFERIES FIN LLC / JFIN 47232MAF9 Sep 2023 250,000 — $224K +6.3% 0.15% DBT
195 HYATT HOTELS CORP 448579AH5 Sep 2023 220,000 — $220K +1.2% 0.15% DBT
196 ROYALTY PHARMA PLC 78081BAM5 Sep 2023 310,000 — $220K +16.2% 0.15% DBT
197 Onslow Bay Financial LLC 670855AC9 Sep 2023 220,752 -7,315 $220K -2.3% 0.15% ABS-MBS
198 FAIRFAX FINL HLDGS LTD 303901BJ0 Sep 2023 250,000 — $220K +8.1% 0.15% DBT
199 SAFEHOLD GL HOLDINGS LLC 78646UAB5 Sep 2023 271,000 — $220K +10.3% 0.15% DBT
200 ITT HOLDINGS LLC 45074JAA2 Sep 2023 248,000 — $219K +4.4% 0.15% DBT
201 BRAVO Residential Funding Trus 105933AC9 Sep 2023 230,167 -4,046 $216K +2.0% 0.14% ABS-MBS
202 VODAFONE GROUP PLC 92857WBW9 Sep 2023 250,000 — $215K +11.2% 0.14% DBT
203 Freddie Mac 3133KN4E0 Sep 2023 224,786 -2,972 $215K +5.0% 0.14% ABS-MBS
204 GLOBAL ATLANTIC 37959GAC1 Sep 2023 250,000 — $214K +18.5% 0.14% DBT
205 VENTURE GLOBAL LNG INC 92332YAC5 Dec 2023 200,000 New $212K — 0.14% DBT
206 THUNDERBIRD 2022-1 N/A Sep 2023 224,340 New $211K — 0.14% ABS-O
207 BAT CAPITAL CORP 05526DBU8 Sep 2023 300,000 — $211K +12.1% 0.14% DBT
208 LSTAR Securities Investment Lt 54912MAA3 Sep 2023 214,942 -5,201 $211K -2.5% 0.14% ABS-MBS
209 BXMT Ltd 05608XAG7 Sep 2023 250,000 — $210K -4.4% 0.14% ABS-O
210 Textainer Marine Containers Li 88315LAS7 Sep 2023 244,000 -6,000 $209K +2.2% 0.14% ABS-O
211 LEIDOS INC 52532XAH8 Sep 2023 250,000 — $209K +8.8% 0.14% DBT
212 Capital Automotive Reit 12510HAF7 Sep 2023 246,823 -312 $209K +5.8% 0.14% ABS-O
213 GREENSAIF PIPELINES BIDC 39541EAA1 Sep 2023 200,000 — $209K +6.8% 0.14% DBT
214 THUNDERBIRD 2022-1 N/A Sep 2023 220,993 New $208K — 0.14% ABS-O
215 Castlelake Aircraft Securitiza 14856GAA8 Sep 2023 224,934 -5,990 $206K -3.1% 0.14% ABS-O
216 SOCIETE GENERALE 83368RBD3 Sep 2023 250,000 — $206K +9.1% 0.14% DBT
217 CF Hippolyta Issuer LLC 12530MAC9 Sep 2023 224,863 — $206K +4.2% 0.14% ABS-O
218 MACQUARIE GROUP LTD 55608JAZ1 Sep 2023 250,000 — $206K +8.8% 0.14% DBT
219 FOUNDRY JV HOLDCO LLC 350930AA1 Sep 2023 200,000 — $205K +7.5% 0.14% DBT
220 BROOKFIELD FINANCE INC 11271LAF9 Sep 2023 280,000 — $205K +17.6% 0.14% DBT
221 ASSURANT INC 04621XAP3 Sep 2023 200,000 — $203K +2.1% 0.14% DBT
222 AES CORP/THE 00130HCC7 Sep 2023 220,000 — $203K +7.1% 0.14% DBT
223 ANGLO AMERICAN CAPITAL 034863AW0 Sep 2023 200,000 — $203K +5.1% 0.14% DBT
224 STRIP PRINC 912803EK5 Sep 2023 490,000 — $202K +16.4% 0.13% DBT
225 ASSURANT INC 04621XAN8 Sep 2023 250,000 — $202K +10.4% 0.13% DBT
226 Fannie Mae 3140QQB95 Sep 2023 203,257 -2,665 $201K +3.5% 0.13% ABS-MBS
227 DELTA AIR LINES/SKYMILES 830867AA5 Sep 2023 200,000 -24,000 $197K -9.5% 0.13% DBT
228 HYATT HOTELS CORP 448579AJ1 Sep 2023 190,000 — $196K +6.6% 0.13% DBT
229 RASPRO TRUST N/A Sep 2023 196,989 New $196K — 0.13% ABS-O
230 ENEL FINANCE INTL NV 29278GAX6 Sep 2023 200,000 — $195K +7.8% 0.13% DBT
231 ALCOA NEDERLAND HOLDING 013822AE1 Sep 2023 200,000 — $195K +2.6% 0.13% DBT
232 STEWART INFORMATION SERV 86038AAA0 Sep 2023 250,000 — $195K +6.0% 0.13% DBT
233 ServiceMaster Brands 81761TAC9 Sep 2023 236,976 -625 $193K +3.7% 0.13% ABS-O
234 SMITHFIELD FOODS INC 832248BD9 Sep 2023 250,000 — $193K +7.9% 0.13% DBT
235 HIGGINBOTHAM INSURANCE AGENCY INC N/A Sep 2023 195,147 New $193K — 0.13% LON
236 FERGUSON FINANCE PLC 314890AD6 Sep 2023 200,000 — $193K +7.6% 0.13% DBT
237 MORGAN STANLEY 6174468L6 Dec 2023 220,000 New $192K — 0.13% DBT
238 TSY INFL IX N/B 91282CHP9 Sep 2023 192,481 +1,252 $187K +5.5% 0.12% DBT
239 WEIR GROUP PLC (THE) 94876QAA4 Sep 2023 200,000 — $186K +3.5% 0.12% DBT
240 Golub Capital Partners CLO Ltd 38175JAA5 Sep 2023 185,173 -16,233 $185K -7.7% 0.12% ABS-O
241 GLOBAL PAYMENTS INC 37940XAD4 Sep 2023 210,000 — $185K +7.3% 0.12% DBT
242 MB2 DENTAL SOLUTIONS LLC N/A Sep 2023 186,661 New $185K — 0.12% LON
243 CITIGROUP INC 172967MU2 Sep 2023 200,000 — $184K +5.2% 0.12% EP
244 Fannie Mae 3140QSFR7 Sep 2023 185,248 -1,808 $183K +3.8% 0.12% ABS-MBS
245 MINERALS TECHNOLOGIES IN 603158AA4 Sep 2023 190,000 — $183K +4.9% 0.12% DBT
246 FS KKR CAPITAL CORP 302635AL1 Sep 2023 200,000 — $182K +5.6% 0.12% DBT
247 BLUE OWL GP STAKES V ISSUER N/A Sep 2023 175,350 New $181K — 0.12% DBT
248 UNITED AIRLINES HOLDINGS INC N/A Sep 2023 175,000 New $181K — 0.12% LON
249 NRG ENERGY INC 629377CP5 Sep 2023 200,000 — $180K +6.4% 0.12% DBT
250 BLUE OWL GP STAKES V ISSUER N/A Sep 2023 174,650 New $180K — 0.12% DBT
251 Angel Oak Mortgage Trust 03465WAC5 Sep 2023 186,586 -4,175 $180K +1.4% 0.12% ABS-MBS
252 HUNT COS INC 445587AE8 Sep 2023 200,000 — $178K +13.6% 0.12% DBT
253 BofA Securities, Inc. N/A Sep 2023 5,000,000 New $178K — 0.12% DIR
254 CITIGROUP INC 172967MV0 Sep 2023 200,000 — $177K +3.7% 0.12% EP
255 ROGERS COMMUNICATIONS IN 775109CK5 Sep 2023 200,000 — $174K +19.6% 0.12% DBT
256 TRUSTAGE FINANCIAL GROUP 89787EAA9 Sep 2023 200,000 — $174K +5.5% 0.12% DBT
257 Sprite Limited 85208UAA2 Sep 2023 189,051 -5,331 $173K -0.6% 0.12% ABS-O
258 KIMBERLY-CLARK DE MEXICO 494386AD7 Sep 2023 200,000 — $172K +5.2% 0.11% DBT
259 ANGLO AMERICAN CAPITAL 034863AX8 Sep 2023 200,000 — $170K +6.5% 0.11% DBT
260 ORACLE CORP 68389XCA1 Sep 2023 217,000 — $170K +14.2% 0.11% DBT
261 TD SYNNEX CORP 87162WAK6 Sep 2023 210,000 — $170K +8.6% 0.11% DBT
262 LUMEN TECHNOLOGIES INC N/A Sep 2023 330,000 New $168K — 0.11% DBT
263 NIPPON LIFE INSURANCE 654579AK7 Sep 2023 200,000 — $165K +5.0% 0.11% DBT
264 BofA Securities, Inc. N/A Sep 2023 3,852,000 New $164K — 0.11% DIR
265 MACQUARIE GROUP LTD 55607PAG0 Sep 2023 200,000 — $164K +7.1% 0.11% DBT
266 BANK OF AMERICA CORP 06051GJB6 Sep 2023 190,000 — $164K +7.2% 0.11% DBT
267 JBS USA/FOOD/FINANCE 46590XAP1 Sep 2023 200,000 — $163K +7.9% 0.11% DBT
268 LPL HOLDINGS INC 50212YAD6 Sep 2023 174,000 — $161K +6.1% 0.11% DBT
269 SIRIUS XM RADIO INC 82967NBG2 Sep 2023 180,000 — $160K +11.3% 0.11% DBT
270 CALIFORNIA INSTITUTE OF 13034VAD6 Sep 2023 225,000 — $160K +16.3% 0.11% DBT
271 GLOBAL ATLANTIC FIN CO 37959GAB3 Sep 2023 195,000 — $160K +14.9% 0.11% DBT
272 TRITON CONTAINER 89680YAC9 Sep 2023 200,000 — $159K +5.5% 0.11% DBT
273 Imperial Fund LLC 45276PAC0 Sep 2023 174,985 -2,710 $157K +2.3% 0.10% ABS-MBS
274 INTL FLAVOR & FRAGRANCES 459506AN1 Sep 2023 170,000 — $157K +3.3% 0.10% DBT
275 AMERICO LIFE INC 03060NAD2 Sep 2023 200,000 — $157K +8.5% 0.10% DBT
276 ALTICE FRANCE SA 02156LAF8 Sep 2023 200,000 — $156K +9.4% 0.10% DBT
277 ALTRIA GROUP INC 02209SBJ1 Sep 2023 170,000 — $155K +6.7% 0.10% DBT
278 TVA PRIN STRIP 88059EN59 Sep 2023 500,000 — $154K +20.3% 0.10% DBT
279 CAPITAL ONE FINANCIAL CO 14040HDA0 Sep 2023 150,000 — $154K +9.1% 0.10% DBT
280 AMFAM HOLDINGS INC 03115AAA1 Sep 2023 200,000 — $153K +5.8% 0.10% DBT
281 Saluda Grade Alternative Mortg 79581UAA2 Dec 2023 150,000 New $152K — 0.10% ABS-MBS
282 CSC HOLDINGS LLC 126307BB2 Sep 2023 200,000 — $152K +7.5% 0.10% DBT
283 Washington Mutual Mortgage Pas 939346AB8 Sep 2023 188,116 -5,596 $151K -2.2% 0.10% ABS-MBS
284 KINDER MORGAN INC 49456BAX9 Sep 2023 150,000 — $149K +7.5% 0.10% DBT
285 WARNERMEDIA HOLDINGS INC 55903VBE2 Sep 2023 173,000 -27,000 $148K -0.1% 0.10% DBT
286 SAFEHOLD GL HOLDINGS LLC 78646UAA7 Sep 2023 180,000 — $148K +9.9% 0.10% DBT
287 Textainer Marine Containers Li 88315LAE8 Sep 2023 157,080 -7,506 $147K -2.0% 0.10% ABS-O
288 QUIRCH FOODS HOLDINGS LLC N/A Sep 2023 146,487 New $146K — 0.10% LON
289 UNITED AIRLINES INC 90932LAG2 Sep 2023 150,000 — $146K +5.4% 0.10% DBT
290 MIDWEST VETERINARY PARTNERS LLC N/A Sep 2023 146,643 New $145K — 0.10% LON
291 PMH SPV - C LLC N/A Sep 2023 141,311 New $141K — 0.09% ABS-O
292 Preston Ridge Partners Mortgag 69379TAA2 Sep 2023 139,843 -915 $141K +0.6% 0.09% ABS-MBS
293 Firstkey Homes Trust 33767JBE1 Sep 2023 150,000 — $140K +1.1% 0.09% ABS-O
294 Firstkey Homes Trust 33767JBC5 Sep 2023 150,000 — $140K +1.3% 0.09% ABS-O
295 KREF 2021-FL2 Ltd 48275RAC1 Dec 2023 150,000 New $138K — 0.09% ABS-O
296 KKR GROUP FINAN CO VIII 48252MAA3 Sep 2023 190,000 — $135K +14.0% 0.09% DBT
297 GOLDMAN SACHS GROUP INC 38144GAE1 Sep 2023 150,000 — $134K +9.2% 0.09% EP
298 MSCI INC 55354GAM2 Sep 2023 150,000 — $132K +7.6% 0.09% DBT
299 TD SYNNEX CORP 87162WAH3 Sep 2023 150,000 — $129K +5.0% 0.09% DBT
300 DATIX BIDCO LIMITED N/A Sep 2023 129,574 New $129K — 0.09% LON
301 UNIVERSAL HEALTH SVCS 913903AW0 Sep 2023 150,000 — $127K +8.8% 0.08% DBT
302 YAMANA GOLD INC 98462YAF7 Sep 2023 150,000 — $126K +9.9% 0.08% DBT
303 JANE STREET GROUP LLC N/A Sep 2023 124,889 New $125K — 0.08% LON
304 CDW LLC/CDW FINANCE 12513GBJ7 Sep 2023 141,000 -109,000 $125K -39.3% 0.08% DBT
305 TRANSURBAN FINANCE CO 89400PAK9 Sep 2023 150,000 — $125K +5.3% 0.08% DBT
306 FIDELITY NATL FINANCIAL 31620RAK1 Sep 2023 150,000 — $124K +7.4% 0.08% DBT
307 BRITISH TELECOMMUNICATIO 111021AE1 Sep 2023 100,000 — $124K +5.1% 0.08% DBT
308 BofA Securities, Inc. N/A Sep 2023 9,089,000 New $122K — 0.08% DIR
309 WESTPAC BANKING CORP 961214EX7 Sep 2023 150,000 — $122K +9.9% 0.08% DBT
310 Nassau 2019 CFO LLC 63172DAA9 Sep 2023 126,687 -4,252 $121K -1.9% 0.08% ABS-O
311 GLOBAL PAYMENTS INC 37940XAH5 Sep 2023 140,000 — $120K +9.0% 0.08% DBT
312 MB2 DENTAL SOLUTIONS LLC N/A Sep 2023 120,381 New $119K — 0.08% LON
313 JPMORGAN CHASE & CO 46647PBP0 Sep 2023 135,000 — $119K +7.0% 0.08% DBT
314 IRON MOUNTAIN INC 46284VAL5 Sep 2023 125,000 — $118K +9.7% 0.08% DBT
315 MB2 DENTAL SOLUTIONS LLC N/A Sep 2023 115,136 New $114K — 0.08% LON
316 QORVO INC 74736KAH4 Sep 2023 119,000 — $113K +7.9% 0.08% DBT
317 PRUDENTIAL FINANCIAL INC 744320BH4 Sep 2023 130,000 — $113K +6.6% 0.07% DBT
318 Chicago Mercantile Exchange SFRH5 Sep 2023 60 New $110K — 0.07% DIR
319 TARGA RESOURCES CORP 87612GAF8 Dec 2023 100,000 New $108K — 0.07% DBT
320 ARETEC GROUP INC 04020JAA4 Dec 2023 100,000 New $106K — 0.07% DBT
321 MIDWEST CONNECTOR CAPIT 59833CAC6 Sep 2023 110,000 — $106K +5.3% 0.07% DBT
322 BOOZ ALLEN HAMILTON INC 09951LAC7 Sep 2023 100,000 — $106K +8.3% 0.07% DBT
323 SOUTHERN VETERINARY COMPANY LLC N/A Sep 2023 105,449 New $105K — 0.07% LON
324 CNO FINANCIAL GROUP INC 12621E301 Sep 2023 6,000 — $105K +12.2% 0.07% EP
325 ARSENAL AIC PARENT LLC 04288BAB6 Sep 2023 100,000 — $104K +4.9% 0.07% DBT
326 VENTURE GLOBAL LNG INC 92332YAD3 Dec 2023 100,000 New $104K — 0.07% DBT
327 PARAMOUNT GLOBAL 124857AK9 Dec 2023 132,000 New $104K — 0.07% DBT
328 VIPER ENERGY INC 92763MAB1 Dec 2023 100,000 New $104K — 0.07% DBT
329 CITIGROUP INC 172967PE5 Dec 2023 100,000 New $102K — 0.07% EP
330 KUVARE US HOLDINGS INC 50149XAA2 Sep 2023 100,000 — $101K -4.3% 0.07% EP
331 BANK OF AMERICA CORP 06055HAB9 Sep 2023 100,000 — $100K +4.6% 0.07% EP
332 TRANSCANADA PIPELINES 89352HBE8 Sep 2023 100,000 — $100K +0.2% 0.07% DBT
333 FAIRFAX FINL HLDGS LTD 303901BL5 Sep 2023 100,000 — $100K +7.0% 0.07% DBT
334 CITADEL SECURITIES LP N/A Sep 2023 99,750 New $100K — 0.07% LON
335 COREBRIDGE FINANCIAL INC 21871XAP4 Sep 2023 100,000 — $100K +4.0% 0.07% DBT
336 NUSTAR LOGISTICS LP 67059TAE5 Sep 2023 100,000 — $100K +4.5% 0.07% DBT
337 JBS USA/FOOD/FINANCE 46590XAL0 Dec 2023 100,000 New $98K — 0.07% DBT
338 Oxford Finance Funding Trust 69144AAA7 Sep 2023 99,690 -32,552 $97K -24.1% 0.06% ABS-O
339 PARTNERRE FINANCE B LLC 70213BAC5 Sep 2023 110,000 — $94K +0.4% 0.06% DBT
340 Firstkey Homes Trust 33767JBA9 Sep 2023 100,000 — $93K +1.4% 0.06% ABS-O
341 HIGGINBOTHAM INSURANCE AGENCY INC N/A Sep 2023 92,887 New $92K — 0.06% LON
342 PARKLAND CORP 70137WAL2 Sep 2023 100,000 — $92K +7.9% 0.06% DBT
343 KENNEDY-WILSON INC 489399AL9 Sep 2023 109,000 — $91K +8.8% 0.06% DBT
344 SMITHFIELD FOODS INC 832248BC1 Sep 2023 110,000 — $90K +7.4% 0.06% DBT
345 ORANGEWOOD PARTNERS LLC N/A Sep 2023 90,034 New $89K — 0.06% LON
346 Onslow Bay Financial LLC 67118LAA9 Sep 2023 88,330 -3,214 $89K -1.9% 0.06% ABS-MBS
347 BANK OF AMERICA CORP 060505GB4 Sep 2023 100,000 — $89K +6.3% 0.06% EP
348 QORVO INC 74736KAJ0 Sep 2023 100,000 — $86K +8.0% 0.06% DBT
349 HIGGINBOTHAM INSURANCE AGENCY INC N/A Sep 2023 85,186 New $84K — 0.06% LON
350 JEFFERIES FIN GROUP INC 47233JGT9 Sep 2023 100,000 — $83K +9.0% 0.06% DBT
351 FLOWSERVE CORPORATION 34355JAB4 Sep 2023 100,000 — $83K +8.0% 0.05% DBT
352 CFCRE Commercial Mortgage Trus 12531WBC5 Sep 2023 5,263,069 -25,820 $81K -13.1% 0.05% ABS-MBS
353 TRITON CONTAINER/TAL INT 89681LAA0 Sep 2023 100,000 — $80K +7.1% 0.05% DBT
354 BRITISH AIR 21-1 A PPT 11042CAA8 Sep 2023 92,486 -1,503 $79K +1.6% 0.05% DBT
355 APOLLO MANAGEMENT HOLDIN 03765HAF8 Sep 2023 90,000 — $78K +7.5% 0.05% DBT
356 PARAMOUNT GLOBAL 124857AF0 Dec 2023 86,000 New $78K — 0.05% DBT
357 Citigroup Commercial Mortgage 17290XAY6 Sep 2023 2,796,942 -15,815 $75K -12.0% 0.05% ABS-MBS
358 JBS USA/FOOD/FINANCE 46590XAQ9 Sep 2023 100,000 — $74K +12.0% 0.05% DBT
359 Wells Fargo Commercial Mortgag 95000CBE2 Sep 2023 3,228,480 -22,565 $74K -12.1% 0.05% ABS-MBS
360 BROWN & BROWN INC 115236AC5 Sep 2023 90,000 — $74K +6.1% 0.05% DBT
361 ASSURANT INC 04621X306 Sep 2023 3,625 -375 $72K -7.3% 0.05% EP
362 TENET HEALTHCARE CORP 88033GDH0 Sep 2023 75,000 — $72K +6.0% 0.05% DBT
363 ASSURED GUARANTY US HLDG 04621WAE0 Sep 2023 100,000 — $71K +16.5% 0.05% DBT
364 WALGREENS BOOTS ALLIANCE 931427AT5 Sep 2023 98,000 — $71K +16.8% 0.05% DBT
365 WESTERN & SOUTHERN LIFE 95765PAE9 Sep 2023 100,000 — $70K +15.3% 0.05% DBT
366 SELECTIVE INSURANCE GROU 816300503 Sep 2023 4,000 — $69K +5.3% 0.05% EP
367 PENN MUTUAL LIFE INS CO 707567AE3 Sep 2023 100,000 — $67K +12.4% 0.04% DBT
368 AMERICAN EQUITY INVESTME 025676AM9 Sep 2023 69,000 — $66K +2.2% 0.04% DBT
369 Falcon Aerospace Ltd 30605YAB7 Sep 2023 67,608 -4,084 $63K -5.7% 0.04% ABS-O
370 EQUITABLE HOLDINGS INC 29452E408 Sep 2023 3,725 -3,100 $62K -40.2% 0.04% EP
371 COMM Mortgage Trust 12593QBF6 Sep 2023 5,584,245 -35,500 $61K -17.0% 0.04% ABS-MBS
372 KEMPER CORP 488401AC4 Sep 2023 76,000 — $59K +4.8% 0.04% DBT
373 HIGHTOWER HOLDING LLC N/A Sep 2023 55,198 New $55K — 0.04% LON
374 Cerberus 15674UAA4 Sep 2023 53,233 -11,336 $53K -17.3% 0.04% ABS-O
375 NFP CORP 65342RAD2 Sep 2023 52,000 — $53K +18.7% 0.04% DBT
376 LINCOLN NATIONAL CORP 534187BL2 Sep 2023 67,000 -83,000 $53K -48.7% 0.04% DBT
377 WESTPAC BANKING CORP 961214EQ2 Sep 2023 73,000 — $51K +13.8% 0.03% DBT
378 LUMEN TECHNOLOGIES INC N/A Sep 2023 100,000 New $50K — 0.03% DBT
379 GO DADDY OPCO/FINCO 38016LAC9 Sep 2023 55,000 — $50K +7.6% 0.03% DBT
380 UNITED WHOLESALE MTGE LL 91153LAA5 Sep 2023 50,000 — $50K +4.5% 0.03% DBT
381 VALVOLINE INC 92047WAD3 Sep 2023 50,000 — $50K +1.0% 0.03% DBT
382 AIR CANADA N/A Sep 2023 49,418 New $49K — 0.03% LON
383 CNO FINANCIAL GROUP INC 12621EAL7 Sep 2023 50,000 — $49K +4.8% 0.03% DBT
384 NATIONSTAR MTG HLD INC 43734LAA4 Sep 2023 50,000 — $49K +4.7% 0.03% DBT
385 BERRY GLOBAL INC 08576PAH4 Sep 2023 50,000 — $46K +2.8% 0.03% DBT
386 BROOKFIELD FINANCE INC 11271LAB8 Sep 2023 50,000 — $43K +11.6% 0.03% DBT
387 RADIATE HOLDCO / FINANCE 75026JAC4 Sep 2023 56,000 — $43K +0.4% 0.03% DBT
388 HOST HOTELS & RESORTS LP 44107TBA3 Sep 2023 50,000 — $42K +9.2% 0.03% DBT
389 ALTRIA GROUP INC 02209SBK8 Sep 2023 50,000 — $40K +11.9% 0.03% DBT
390 NORFOLK SOUTHERN CORP 655844CJ5 Sep 2023 50,000 — $38K +15.9% 0.03% DBT
391 CATALENT PHARMA SOLUTION 14879EAH1 Sep 2023 43,000 — $38K +6.7% 0.03% DBT
392 CENTRAL GARDEN & PET CO 153527AP1 Sep 2023 42,000 — $37K +8.4% 0.02% DBT
393 PARAMOUNT GLOBAL 92553PAW2 Dec 2023 46,000 New $37K — 0.02% DBT
394 CUSHMAN & WAKEFIELD US 23166MAA1 Sep 2023 35,000 — $35K +7.8% 0.02% DBT
395 BROOKFLD FIN LLC/FIN INC 11271RAB5 Sep 2023 50,000 — $35K +14.6% 0.02% DBT
396 TWILIO INC 90138FAC6 Sep 2023 38,000 — $35K +9.0% 0.02% DBT
397 CHARTER COMM OPT LLC/CAP 161175CA0 Sep 2023 50,000 — $34K +12.5% 0.02% DBT
398 HAH GROUP HOLDING CO LLC N/A Sep 2023 30,179 New $30K — 0.02% LON
399 Morgan Stanley ReRemic Trust 61759HBA4 Sep 2023 32,576 -1,286 $29K -6.1% 0.02% ABS-MBS
400 PARAMOUNT GLOBAL 124857AJ2 Dec 2023 35,000 New $28K — 0.02% DBT
401 BofA Securities, Inc. N/A Sep 2023 462,000 New $28K — 0.02% DIR
402 NEW TROJAN PARENT INC N/A Sep 2023 97,500 New $25K — 0.02% LON
403 ELANCO ANIMAL HEALTH INC N/A Sep 2023 24,306 New $24K — 0.02% LON
404 DISCOVERY COMMUNICATIONS 25470DAT6 Dec 2023 26,000 New $22K — 0.01% DBT
405 WESTPAC BANKING CORP 961214EP4 Sep 2023 27,000 — $22K +8.6% 0.01% DBT
406 BROADCOM INC 11135FBQ3 Sep 2023 26,000 — $21K +12.9% 0.01% DBT
407 UCFC Manufactured Housing Cont 90263AAV2 Sep 2023 16,731 -4,031 $17K -19.2% 0.01% ABS-MBS
408 MCGRAW-HILL EDUCATION 57767XAA8 Sep 2023 16,000 — $15K +11.8% 0.01% DBT
409 PARAMOUNT GLOBAL 124857AN3 Dec 2023 20,000 New $15K — 0.01% DBT
410 JPMorgan Chase Bank, N.A. N/A Sep 2023 2,427 New $6K — 0.00% DE
411 Morgan Stanley Capital Services LLC N/A Sep 2023 3,900,000 New $6K — 0.00% DIR
412 BARCLAYS BANK PLC N/A Sep 2023 3,850,000 New $6K — 0.00% DIR
413 HAH GROUP HOLDING CO LLC N/A Sep 2023 3,819 New $4K — 0.00% LON
414 Bank of America, N.A. N/A Sep 2023 1,950,000 New $3K — 0.00% DIR
415 Bank of America, N.A. N/A Sep 2023 2,427 New $2K — 0.00% DE
416 Goldman Sachs International N/A Sep 2023 1,600,000 New $2K — 0.00% DIR
417 FIRST REPUBLIC BANK 33616C746 Sep 2023 16,525 — $1K +90036.4% 0.00% EP
418 Vacasa Inc 91854V206 Dec 2023 167 New $1K — 0.00% EC
419 Treman Park CLO Ltd 89473MAD4 Sep 2023 162,950 — $640 -60.9% 0.00% ABS-O
420 GINKGO BIOWORKS HOLDINGS INC 37611X118 Sep 2023 684 — $72 -53.2% 0.00% DE
421 FIRST REPUBLIC BANK 33616C696 Sep 2023 675 — $61 +30275.0% 0.00% EP
422 Copper River CLO Ltd 217563AC9 Sep 2023 600,000 — $60 +0.0% 0.00% ABS-O
423 PERSHING SQUARE TONTINE HOLDINGS LTD PSTH Sep 2023 76,590 New $8 — 0.00% EC
424 Pershing Square Tontine Holdings, Ltd. PSTH/WS Sep 2023 8,510 New $1 — 0.00% DE
425 LUMEN TECHNOLOGIES INC N/A Sep 2023 63,977 New $0 — 0.00% DBT
426 THUNDERBIRD 2022-1 N/A Sep 2023 175,660 New $0 — 0.00% ABS-O
427 THUNDERBIRD 2022-1 N/A Sep 2023 179,007 New $0 — 0.00% ABS-O
428 HIGGINBOTHAM INSURANCE AGENCY INC N/A Sep 2023 -42,828 New $-399 — -0.00% LON
429 Barclays Bank plc N/A Sep 2023 -303,000 New $-5580 — -0.00% DFE
430 JPMorgan Chase Bank, N.A. N/A Sep 2023 -1,965 New $-7821 — -0.01% DCR
431 BofA Securities, Inc. N/A Sep 2023 5,000,000 New $-33360 — -0.02% DIR
432 BofA Securities, Inc. N/A Sep 2023 -1,600,000 New $-36307 — -0.02% DCR
433 BofA Securities, Inc. N/A Sep 2023 -990,000 New $-57750 — -0.04% DCR
434 BofA Securities, Inc. N/A Sep 2023 5,000,000 New $-143014 — -0.10% DIR
435 J.P. MORGAN SECURITIES LLC N/A Sep 2023 -4,549,375 New $-4549375 — -3.03% RA
✕ US TREASURY N/B 91282CHC8 — 7,590,000 Exited $6.9M — — —
✕ US TREASURY N/B 91282CHT1 — 1,200,000 Exited $1.1M — — —
✕ Fannie Mae 3140LEN60 — 1,000,000 Exited $0.6M — — —
✕ Fannie Mae 3140HTYD5 — 700,000 Exited $0.6M — — —
✕ US TREASURY N/B 91282CHJ3 — 520,000 Exited $0.5M — — —
✕ LoanCore 2019-CRE2 Issuer, Ltd 53946JAC8 — 299,608 Exited $0.3M — — —
✕ MIZUHO FINANCIAL GROUP 60687YCP2 — 250,000 Exited $0.2M — — —
✕ Fannie Mae 3140HTYC7 — 300,000 Exited $0.2M — — —
✕ BROADCOM INC 11135FBH3 — 300,000 Exited $0.2M — — —
✕ Wingstop Funding LLC 974153AD0 — 248,125 Exited $0.2M — — —
✕ PARAMOUNT GLOBAL 92556HAC1 — 320,000 Exited $0.2M — — —
✕ WESTCHESTER CNTY NY LOCAL DEV 95737TEK8 — 300,000 Exited $0.2M — — —
✕ MITSUBISHI UFJ FIN GRP 606822CX0 — 200,000 Exited $0.2M — — —
✕ LEVEL 3 FINANCING INC 527298BS1 — 330,000 Exited $0.2M — — —
✕ JPMORGAN CHASE & CO 46647PBJ4 — 200,000 Exited $0.2M — — —
✕ BROADCOM INC 11135FAQ4 — 206,000 Exited $0.2M — — —
✕ NEWCREST FINANCE PTY LTD 65120FAD6 — 211,000 Exited $0.2M — — —
✕ VIRGIN MEDIA VEND FIN IV 92770QAA5 — 200,000 Exited $0.2M — — —
✕ ORACLE CORP 68389XCQ6 — 180,000 Exited $0.2M — — —
✕ INEOS QUATTRO FINANCE 2 45674GAA2 — 150,000 Exited $0.1M — — —
✕ QUANTA SERVICES INC 74762EAF9 — 163,000 Exited $0.1M — — —
✕ JBS USA LUX SA/FOOD/LUX 47214BAA6 — 100,000 Exited $0.1M — — —
✕ Five Guys Funding, LLC 33830JAA3 — 98,500 Exited $0.1M — — —
✕ LEVEL 3 FINANCING INC 527298BT9 — 100,000 Exited $0.1M — — —
✕ GATX CORP 361448BA0 — 50,000 Exited $0.0M — — —
✕ Vacasa Inc 91854V107 — 3,356 Exited $0.0M — — —
✕ ACROPOLIS INFRASTRUCTURE - A 005029111 — 900 Exited $0.0M — — —