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Pioneer Strategic Income Fund

Pioneer Series Trust XIV

Assets: $5.5B Net: $4.4B Series: S000010131 EDGAR ↗
+349
New
-131
Exited
1487
Positions
Period:
vs
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← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 TREASURY BILL 912796T74 Mar 2022 350,000,000 New $350.0M — 7.97% DBT
2 Fannie Mae or Freddie Mac 01F030645 Mar 2022 190,000,000 New $186.1M — 4.24% ABS-MBS
3 Fannie Mae or Freddie Mac 01F042640 Mar 2022 148,000,000 New $153.5M — 3.50% ABS-MBS
4 Fannie Mae or Freddie Mac 01F032641 Mar 2022 140,000,000 New $140.4M — 3.20% ABS-MBS
5 TREASURY BILL 912796U23 Mar 2022 140,000,000 New $140.0M — 3.19% DBT
6 TREASURY BILL 912796P29 Mar 2022 110,000,000 New $110.0M — 2.51% DBT
7 TREASURY BILL 912796G45 Mar 2022 100,000,000 New $100.0M — 2.28% DBT
8 WELLS FARGO & COMPANY WFC Dec 2021 61,824 — $81.9M -11.1% 1.87% EP
9 Fannie Mae or Freddie Mac 01F040644 Mar 2022 48,000,000 New $49.0M — 1.12% ABS-MBS
10 Fannie Mae or Freddie Mac 01F040651 Mar 2022 43,000,000 New $43.8M — 1.00% ABS-MBS
11 ENERGY TRANSFER LP 29273VAM2 Dec 2021 40,923,000 -1,038,000 $40.1M -5.8% 0.91% DBT
12 Government National Mortgage A 21H030641 Mar 2022 38,000,000 New $37.6M — 0.86% ABS-MBS
13 STICHTING AK RABOBANK 000000000 Dec 2021 28,280,100 +28,280,099 $36.5M -146659.8% 0.83% DBT
14 MED Trust 58403YAX4 Dec 2021 34,000,000 — $33.2M -1.4% 0.76% ABS-MBS
15 Fannie Mae 31418D6K3 Mar 2022 35,177,542 New $31.9M — 0.73% ABS-MBS
16 MEX BONOS DESARR FIX RT 000000000 Dec 2021 620,140,000 New $31.4M — 0.71% DBT
17 LIBERTY MUTUAL INSURANCE 53079QAD9 Dec 2021 22,651,000 — $30.7M -14.2% 0.70% DBT
18 REPUBLIC OF SOUTH AFRICA 000000000 Dec 2021 404,250,000 New $24.7M — 0.56% DBT
19 BX Trust 05608RAL9 Dec 2021 24,700,000 — $24.0M -2.1% 0.55% ABS-MBS
20 BOEING CO 097023CQ6 Dec 2021 25,979,000 — $23.1M -14.7% 0.53% DBT
21 Fannie Mae or Freddie Mac 01F022642 Mar 2022 24,000,000 New $22.9M — 0.52% ABS-MBS
22 CENOVUS ENERGY INC 15135UAF6 Dec 2021 18,480,000 — $22.8M -9.1% 0.52% DBT
23 BOEING CO 097023CW3 Dec 2021 18,950,000 +9,250,000 $21.9M +66.0% 0.50% DBT
24 Government National Mortgage A 21H022648 Mar 2022 22,000,000 New $21.4M — 0.49% ABS-MBS
25 Freddie Mac - STACR 35564KSJ9 Mar 2022 21,610,000 New $20.2M — 0.46% ABS-MBS
26 NRG ENERGY INC 629377CL4 Dec 2021 20,059,000 — $20.1M -8.1% 0.46% DBT
27 Fannie Mae - CAS 20754BAF8 Mar 2022 21,230,000 New $20.0M — 0.46% ABS-MBS
28 STANDARD CHARTERED PLC 853254CH1 Mar 2022 21,130,000 New $19.6M — 0.45% DBT
29 ABN AMRO BANK NV 00084DAV2 Dec 2021 20,800,000 — $18.9M -9.1% 0.43% DBT
30 UNICREDIT SPA 904678AS8 Dec 2021 17,459,000 +8,959,000 $16.7M +80.0% 0.38% DBT
31 ING GROEP NV 456837AZ6 Mar 2022 19,337,000 New $16.5M — 0.37% DBT
32 Fannie Mae or Freddie Mac 01F032658 Mar 2022 16,000,000 New $16.0M — 0.36% ABS-MBS
33 EUREX CLEARING AKTIENGESELLSCHAFT RXM2 Dec 2021 -1,958 New $15.9M — 0.36% DIR
34 GLOBAL AIR LEASE CO LTD 37960JAA6 Dec 2021 17,245,453 — $15.7M -5.8% 0.36% DBT
35 INDONESIA GOVERNMENT 000000000 Dec 2021 219,632,000,000 New $15.1M — 0.34% DBT
36 TEVA PHARMACEUTICALS NE 88167AAE1 Dec 2021 16,473,000 — $14.9M -3.6% 0.34% DBT
37 FORD MOTOR CREDIT CO LLC 345397YT4 Dec 2021 15,325,000 — $14.6M -10.2% 0.33% DBT
38 AIR LEASE CORP 00914AAS1 Mar 2022 16,065,000 New $14.4M — 0.33% DBT
39 FASST 2021-S3 A2 000000000 Dec 2021 15,032,185 New $14.3M — 0.32% DBT
40 FARMERS INS EXCH 309601AE2 Dec 2021 13,080,000 — $13.7M -9.3% 0.31% DBT
41 EUROPEAN BK RECON & DEV 000000000 Dec 2021 189,000,300,000 New $13.4M — 0.31% DBT
42 Fannie Mae 3140XFMX6 Mar 2022 13,935,559 New $13.4M — 0.30% ABS-MBS
43 BPCE SA 05578QAF0 Dec 2021 14,450,000 — $13.1M -9.9% 0.30% DBT
44 PLANTRONICS INC 727493AC2 Dec 2021 12,551,000 — $12.9M +8.0% 0.29% DBT
45 New Residential Mortgage Loan 64828XAE3 Dec 2021 13,903,950 — $12.9M -8.7% 0.29% ABS-MBS
46 ENLINK MIDSTREAM PARTNER 29336UAG2 Dec 2021 15,145,000 — $12.8M -16.2% 0.29% DBT
47 SUMMIT MATERIALS LLC/FIN 86614RAN7 Dec 2021 11,730,000 +11,235,000 $11.6M +2141.6% 0.26% DBT
48 Cascade Funding Mortgage Trust 12530BAE9 Dec 2021 12,000,000 — $11.5M -3.6% 0.26% ABS-MBS
49 Genworth Mortgage Insurance Co 89600FAD5 Dec 2021 11,400,000 — $11.4M -0.2% 0.26% ABS-MBS
50 GRUPO AEROMEXICO SAB 40054JAA7 Mar 2022 11,390,000 New $11.3M — 0.26% DBT
51 Multifamily Connecticut Avenue 62547NAB5 Dec 2021 11,900,000 — $11.3M -4.2% 0.26% ABS-MBS
52 Eagle Re Ltd 269822AD4 Dec 2021 11,200,000 — $11.1M -1.7% 0.25% ABS-MBS
53 TRONOX INC 897051AC2 Dec 2021 11,740,000 +5,170,000 $11.0M +67.3% 0.25% DBT
54 WILLIAMS COS INC 969457BD1 Dec 2021 8,690,000 — $10.9M -7.5% 0.25% DBT
55 IAMGOLD CORP 450913AF5 Dec 2021 11,990,000 — $10.9M -7.6% 0.25% DBT
56 Freddie Mac - STACR 35564KTJ8 Mar 2022 10,680,000 New $10.9M — 0.25% ABS-MBS
57 MIDAS OPCO HOLDINGS LLC 59565JAA9 Dec 2021 11,354,000 — $10.8M -7.4% 0.25% DBT
58 Towd Point Mortgage Trust 89171YAG6 Dec 2021 11,300,000 — $10.7M -7.7% 0.24% ABS-O
59 ONEOK INC 682680AB9 Dec 2021 9,425,000 — $10.6M -7.4% 0.24% DBT
60 EGYPT GOVERNMENT BOND 000000000 Dec 2021 197,044,000 New $10.6M — 0.24% DBT
61 PRIME SECSRVC BRW/FINANC 74166MAE6 Dec 2021 10,716,000 — $10.5M -6.1% 0.24% DBT
62 SLG Office Trust 78449RAN5 Dec 2021 12,900,000 +2,550,000 $10.5M +12.7% 0.24% ABS-MBS
63 COEUR MINING INC 192108BC1 Dec 2021 11,678,000 — $10.1M -5.3% 0.23% DBT
64 Eagle Re Ltd 26982AAG9 Dec 2021 10,620,000 — $10.1M -5.3% 0.23% ABS-MBS
65 RESORTS WORLD/RWLV CAP 76120HAA5 Dec 2021 11,100,000 — $10.0M -10.2% 0.23% DBT
66 UNICREDIT SPA 904678AQ2 Dec 2021 9,395,000 — $10.0M -11.7% 0.23% DBT
67 MACQUARIE GROUP LTD 55608JAZ1 Dec 2021 11,185,000 — $9.9M -11.1% 0.23% DBT
68 JP Morgan Chase Commercial Mor 46651WAL8 Dec 2021 11,650,000 — $9.9M -6.4% 0.23% ABS-MBS
69 VOC ESCROW LTD 91832VAA2 Dec 2021 10,582,000 — $9.9M -5.7% 0.23% DBT
70 YPF SOCIEDAD ANONIMA 984245AQ3 Dec 2021 12,895,000 +8,875,000 $9.6M +265.0% 0.22% DBT
71 Towd Point Mortgage Trust 89179TAA2 Dec 2021 9,783,960 -126,910 $9.5M -3.7% 0.22% ABS-MBS
72 HOA Funding LLC 40390GAA6 Dec 2021 10,149,000 -25,500 $9.4M -8.3% 0.21% ABS-O
73 Fannie Mae 3140XCXR4 Dec 2021 9,659,496 -160,940 $9.2M -8.0% 0.21% ABS-MBS
74 CHC Commercial Mortgage Trust 162665AN3 Dec 2021 9,580,074 — $9.2M -0.5% 0.21% ABS-MBS
75 ALTICE FRANCE SA 02156LAC5 Dec 2021 9,874,000 — $9.2M -6.5% 0.21% DBT
76 Finance of America HECM Buyout 31735JAG0 Mar 2022 9,460,000 New $9.1M — 0.21% ABS-MBS
77 Fannie Mae 3138EPAU8 Dec 2021 8,410,727 -749,510 $9.1M -12.3% 0.21% ABS-MBS
78 Eagle Re Ltd 269820AH9 Dec 2021 8,922,000 — $9.1M -0.3% 0.21% ABS-MBS
79 Republic Finance Issuance Trus 76042UAD5 Dec 2021 9,600,000 — $9.1M -5.5% 0.21% ABS-O
80 BANK OF AMERICA CORP BAC Mar 2022 6,897 New $9.1M — 0.21% EP
81 Hertz Vehicle Financing LLC 42806MAH2 Dec 2021 10,000,000 — $9.0M -9.7% 0.21% ABS-O
82 NEPTUNE ENERGY BONDCO 64073KAA1 Dec 2021 8,985,000 — $9.0M -2.0% 0.20% DBT
83 New Residential Mortgage Loan 64830XBY4 Dec 2021 9,088,994 -166,030 $9.0M -2.4% 0.20% ABS-MBS
84 B3 SA-BRASIL BOLSA BALCA 11778EAA4 Dec 2021 9,950,000 — $8.9M -7.0% 0.20% DBT
85 BANK OF INDUSTRY LTD 000000000 Dec 2021 8,804,696 New $8.9M — 0.20% LON
86 Freddie Mac - STACR 35564KBD0 Dec 2021 9,920,000 +4,820,000 $8.8M +72.5% 0.20% ABS-MBS
87 Project Watson Bridge Loan 5% 03/25/2022 000000000 Dec 2021 8,751,600 New $8.8M — 0.20% DBT
88 ALLIANCE DATA SYSTEMS CO 018581AL2 Dec 2021 8,607,000 -788,000 $8.7M -11.3% 0.20% DBT
89 IVORY COAST 000000000 Dec 2021 8,965,000 New $8.7M — 0.20% DBT
90 DRAFTKINGS INC 26142RAB0 Mar 2022 12,093,000 New $8.7M — 0.20% DBT
91 OCCIDENTAL PETROLEUM COR 674599CJ2 Dec 2021 9,125,000 — $8.7M -7.3% 0.20% DBT
92 LIGHT SERVICOS ENERGIA 53227QAB4 Dec 2021 9,225,000 — $8.6M -6.1% 0.20% DBT
93 STANDARD INDUSTRIES INC 853496AG2 Dec 2021 9,325,000 — $8.6M -9.8% 0.20% DBT
94 VISTRA OPERATIONS CO LLC 92840VAH5 Dec 2021 9,005,000 — $8.5M -5.7% 0.19% DBT
95 MILEAGE PLUS HLDINGS LLC 599191AA1 Dec 2021 8,145,000 — $8.5M -2.3% 0.19% DBT
96 BELDEN INC 000000000 Dec 2021 7,865,000 New $8.5M — 0.19% DBT
97 NORDEA BANK ABP 65559CAD3 Mar 2022 9,814,000 New $8.4M — 0.19% DBT
98 BANQUE OUEST AFRICAINE D 06675QAC7 Dec 2021 8,430,000 — $8.3M -9.4% 0.19% DBT
99 Citigroup Mortgage Loan Trust 17329RDN5 Dec 2021 8,962,989 -53,616 $8.3M -10.2% 0.19% ABS-MBS
100 FMG RESOURCES AUG 2006 30251GBC0 Dec 2021 8,750,000 — $8.3M -9.9% 0.19% DBT
101 GOL FINANCE SA 36254VAC2 Dec 2021 9,180,000 — $8.2M -4.5% 0.19% DBT
102 BELLEMEADE RE LT 078777AE9 Dec 2021 8,610,000 — $8.2M -2.8% 0.19% ABS-MBS
103 INTER-AMERICAN DEVEL BK 000000000 Dec 2021 113,010,000,000 New $8.1M — 0.19% DBT
104 Fannie Mae 3140XFKT7 Mar 2022 8,913,889 New $8.1M — 0.18% ABS-MBS
105 PROFRAC HOLDINGS II LLC 000000000 Dec 2021 8,270,000 New $8.1M — 0.18% LON
106 Freddie Mac - STACR 35564KPN3 Dec 2021 8,890,000 — $8.0M -10.6% 0.18% ABS-MBS
107 NRG ENERGY INC 629377CS9 Dec 2021 8,980,000 — $7.9M -10.2% 0.18% DBT
108 Arbor Realty Collateralized Lo 03880RAJ8 Dec 2021 8,000,000 — $7.9M -1.2% 0.18% ABS-CBDO
109 ARTERA SERVICES LLC 73939VAA2 Dec 2021 7,985,000 — $7.9M -6.7% 0.18% DBT
110 JP Morgan Mortgage Trust 46654ABW8 Dec 2021 8,861,594 -52,373 $7.8M -13.1% 0.18% ABS-MBS
111 UNITED WHOLESALE MTGE LL 913229AA8 Dec 2021 8,705,000 -3,044,000 $7.8M -32.7% 0.18% DBT
112 VISTAJET MALTA/XO MGMT 92840JAB5 Mar 2022 8,185,000 New $7.7M — 0.18% DBT
113 OLIN CORP 680665AK2 Dec 2021 7,843,000 — $7.7M -6.4% 0.18% DBT
114 JP Morgan Mortgage Trust 465973BY0 Mar 2022 8,764,819 New $7.7M — 0.18% ABS-MBS
115 SCIENTIFIC GAMES INTERNATIO 80875AAP6 Dec 2021 7,681,564 -20,004 $7.7M -0.4% 0.17% LON
116 TENET HEALTHCARE CORP 88033GDN7 Dec 2021 7,950,000 — $7.6M -5.2% 0.17% DBT
117 DYCOM INDUSTRIES INC 267475AD3 Dec 2021 8,087,000 +1,949,000 $7.6M +21.9% 0.17% DBT
118 CITY OF BUENOS AIRES 11942GAD4 Dec 2021 8,500,000 — $7.6M +0.6% 0.17% DBT
119 BANCO SANTANDER SA 05971KAL3 Dec 2021 8,400,000 — $7.5M -10.4% 0.17% DBT
120 Mercury Financial Credit Card 58940BAB2 Dec 2021 7,750,000 — $7.5M -1.9% 0.17% ABS-O
121 FREMF Mortgage Trust 30311XAC2 Dec 2021 8,500,000 — $7.5M +0.5% 0.17% ABS-MBS
122 Freddie Mac - STACR 35564KJA8 Dec 2021 8,025,000 — $7.5M -7.2% 0.17% ABS-MBS
123 BINOM Securitization Trust 05552CAD6 Mar 2022 8,062,000 New $7.5M — 0.17% ABS-MBS
124 FASST 2021-S2 A2 Mtge 31740FAB2 Dec 2021 7,844,366 -150,992 $7.4M -5.2% 0.17% DBT
125 AERCAP IRELAND CAP/GLOBA 00774MAX3 Dec 2021 8,250,000 — $7.4M -11.7% 0.17% DBT
126 MC BRAZIL DWNSTRM 55292WAA8 Dec 2021 8,060,000 — $7.4M -7.7% 0.17% DBT
127 LORCA TELECOM BONDCO 000000000 Dec 2021 6,915,000 New $7.4M — 0.17% DBT
128 ALASKA AIRLINES 2020 TR 01166VAA7 Dec 2021 7,177,584 -318,805 $7.3M -10.3% 0.17% DBT
129 HAT HOLDINGS I LLC/HAT 418751AE3 Dec 2021 7,615,000 — $7.2M -5.9% 0.16% DBT
130 MF1 Multifamily Housing Mortga 55284AAL2 Dec 2021 7,500,000 — $7.2M -2.1% 0.16% ABS-CBDO
131 Fannie Mae 31418EBH2 Mar 2022 7,940,472 New $7.2M — 0.16% ABS-MBS
132 Freddie Mac 3133KYV97 Mar 2022 7,902,915 New $7.2M — 0.16% ABS-MBS
133 SLG Office Trust 78449RAL9 Dec 2021 8,350,000 — $7.1M -9.7% 0.16% ABS-MBS
134 ALGONQUIN PWR & UTILITY 015857AH8 Mar 2022 7,670,000 New $7.1M — 0.16% DBT
135 La Hipotecaria SA 50347JAA3 Dec 2021 7,028,329 -46,671 $7.1M -1.8% 0.16% ABS-MBS
136 JP Morgan Mortgage Trust 46592TCC5 Dec 2021 8,539,483 -50,253 $7.1M -16.1% 0.16% ABS-MBS
137 AMAGGI LUX INTL SARL 02265WAA3 Dec 2021 7,305,000 — $7.1M -4.0% 0.16% DBT
138 HARBOUR ENERGY PLC 411618AB7 Dec 2021 7,175,000 — $7.1M -0.5% 0.16% DBT
139 COMM Mortgage Trust 20049AAH1 Dec 2021 7,650,000 — $7.1M -4.3% 0.16% ABS-MBS
140 Great Wolf Trust 39152TAN0 Mar 2022 7,310,000 New $7.0M — 0.16% ABS-MBS
141 Freddie Mac - STACR 35565XBD1 Dec 2021 6,630,000 — $7.0M -0.2% 0.16% ABS-MBS
142 BPCE SA 05578QAH6 Mar 2022 7,445,000 New $7.0M — 0.16% DBT
143 SOCIETE GENERALE 83368RBK7 Mar 2022 8,000,000 New $7.0M — 0.16% DBT
144 Chase Mortgage Finance Corpora 46591HAJ9 Dec 2021 6,833,751 -606,498 $6.9M -9.5% 0.16% ABS-MBS
145 RBSCF Trust 74932BAN3 Mar 2022 7,050,000 New $6.9M — 0.16% ABS-MBS
146 FORD MOTOR CREDI 345397B69 Dec 2021 7,600,000 — $6.9M -13.6% 0.16% DBT
147 Credit Suisse Mortgage Trust 12653VAJ5 Dec 2021 7,000,000 — $6.9M -1.8% 0.16% ABS-MBS
148 INTESA SANPAOLO SPA 000000000 Dec 2021 5,560,000 New $6.8M — 0.16% DBT
149 WESTERN GLOBAL AIRLINES 958278AA1 Dec 2021 6,290,000 — $6.8M -3.4% 0.15% DBT
150 AIR LEASE CORP 00914AAK8 Dec 2021 7,310,000 — $6.8M -9.5% 0.15% DBT
151 REPUBLIC OF GUATEMALA 401494AT6 Dec 2021 7,305,000 — $6.8M -6.2% 0.15% DBT
152 BELLIS ACQUISITION CO PL 000000000 Dec 2021 5,520,000 New $6.7M — 0.15% DBT
153 Merion Re 2022-2 000000000 Dec 2021 6,551,154 New $6.6M — 0.15% DBT
154 Fannie Mae 3140XD6E1 Mar 2022 6,901,566 New $6.6M — 0.15% ABS-MBS
155 Freddie Mac - STACR 35565TBE8 Dec 2021 6,250,000 — $6.6M -11.9% 0.15% ABS-MBS
156 MFRA Trust 55283QAD6 Dec 2021 7,172,000 — $6.5M -7.9% 0.15% ABS-MBS
157 SHERWOOD FINANCING PLC 000000000 Dec 2021 5,170,000 New $6.4M — 0.15% DBT
158 LONGPOINT RE LTD III 542799AD3 Dec 2021 6,400,000 +1,500,000 $6.4M +30.6% 0.15% DBT
159 United Wholesale Mortgage LLC 918307BG3 Dec 2021 7,102,626 -35,603 $6.4M -10.9% 0.15% ABS-MBS
160 FASST 2020-JR2 31735AAA2 Dec 2021 6,201,294 -258,457 $6.4M -6.6% 0.14% DBT
161 BIO-RAD LABS 090572AQ1 Mar 2022 6,430,000 New $6.4M — 0.14% DBT
162 MINERVA MERGER SUB INC 60337JAA4 Mar 2022 6,525,000 New $6.3M — 0.14% DBT
163 ReadyCap Commercial Mortgage T 75574XAJ4 Dec 2021 6,450,000 — $6.3M +0.1% 0.14% ABS-MBS
164 Freddie Mac 3133KYV63 Mar 2022 6,870,347 New $6.2M — 0.14% ABS-MBS
165 Freddie Mac - STACR 35564KBE8 Dec 2021 7,075,000 — $6.2M -14.1% 0.14% ABS-MBS
166 Towd Point Mortgage Trust 89169DAG6 Dec 2021 6,374,998 — $6.2M -6.6% 0.14% ABS-MBS
167 TOTAL PLAY TELECOM 89157FAC4 Dec 2021 6,900,000 — $6.1M -5.7% 0.14% DBT
168 TULLOW OIL PLC 899415AG8 Dec 2021 6,025,000 — $6.1M +0.8% 0.14% DBT
169 FREMF Mortgage Trust 30309FAJ0 Dec 2021 6,364,000 — $6.1M -5.6% 0.14% ABS-MBS
170 CEMEX SAB DE CV 151290BV4 Dec 2021 5,970,000 — $6.0M -5.6% 0.14% DBT
171 VALERO ENERGY CORP 91913YBE9 Mar 2022 6,425,000 New $6.0M — 0.14% DBT
172 ExteNet Systems 30227XAC5 Dec 2021 6,000,000 — $6.0M -2.3% 0.14% ABS-O
173 CHARTER COMM OPT LLC/CAP 161175CJ1 Mar 2022 5,955,000 New $5.9M — 0.14% DBT
174 KENNEDY-WILSON INC 489399AN5 Dec 2021 6,210,000 — $5.9M -6.2% 0.13% DBT
175 GS Mortgage Securities Trust 36258BAS7 Dec 2021 6,000,000 — $5.9M -0.2% 0.13% ABS-MBS
176 UNITED MEXICAN STATES 91087BAR1 Mar 2022 6,315,000 New $5.9M — 0.13% DBT
177 ENERGIZER GAMMA ACQ BV 000000000 Dec 2021 6,020,000 New $5.9M — 0.13% DBT
178 CIM Trust 12558RAJ0 Dec 2021 6,000,000 — $5.8M -5.6% 0.13% ABS-MBS
179 Cold Storage Trust 193051AN9 Dec 2021 5,897,943 — $5.8M -1.0% 0.13% ABS-MBS
180 REPUBLIC OF UZBEKISTAN 91822Q2F3 Dec 2021 76,270,000,000 — $5.8M -18.1% 0.13% DBT
181 ADLER REAL ESTATE AG 000000000 Dec 2021 5,800,000 New $5.8M — 0.13% DBT
182 Cologix Data Centers Issuer LL 19521DAD3 Mar 2022 7,465,000 New $5.8M — 0.13% ABS-O
183 CCO HLDGS LLC/CAP CORP 1248EPCD3 Dec 2021 6,000,000 — $5.8M -7.7% 0.13% DBT
184 Multifamily Structured Credit 35563GAB5 Dec 2021 6,000,000 — $5.7M -4.9% 0.13% ABS-MBS
185 Freddie Mac - STACR 35564KCP2 Dec 2021 6,410,000 — $5.7M -13.1% 0.13% ABS-MBS
186 Mill City Mortgage Trust 59981BAJ3 Dec 2021 6,145,000 — $5.7M -10.1% 0.13% ABS-MBS
187 ALEN 2021-ACEN Mortgage Trust 01449NAJ5 Dec 2021 5,800,000 — $5.7M -2.0% 0.13% ABS-MBS
188 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. USM2 Dec 2021 -1,332 New $5.7M — 0.13% DIR
189 Fannie Mae 3138EQFY3 Dec 2021 5,526,231 -111,965 $5.7M -7.3% 0.13% ABS-MBS
190 RMF Buyout Issuance Trust 74969TAF7 Dec 2021 6,000,000 — $5.6M -5.3% 0.13% ABS-MBS
191 CNTL AMR BOTTLING CORP 15239XAA6 Mar 2022 5,655,000 New $5.6M — 0.13% DBT
192 REPUBLIC OF SERBIA 000000000 Dec 2021 6,600,000 New $5.6M — 0.13% DBT
193 JP Morgan Mortgage Trust 46654WCD1 Mar 2022 6,177,684 New $5.6M — 0.13% ABS-MBS
194 Morgan Stanley Residential Mor 61772LBU4 Dec 2021 6,374,959 -38,682 $5.6M -11.3% 0.13% ABS-MBS
195 Palmer Square Loan Funding Ltd 69701DAA6 Dec 2021 5,600,000 — $5.5M -1.1% 0.13% ABS-CBDO
196 INTL FINANCE CORP 000000000 Dec 2021 2,993,000,000 New $5.5M — 0.13% DBT
197 FREMF Mortgage Trust 30312FAG1 Dec 2021 6,650,687 -525,479 $5.5M -10.7% 0.13% ABS-MBS
198 JP Morgan Mortgage Trust 46592NCC8 Dec 2021 6,656,870 -39,262 $5.5M -16.0% 0.13% ABS-MBS
199 ReadyCap Commercial Mortgage T 75575WAJ5 Dec 2021 5,600,000 — $5.5M -1.5% 0.13% ABS-MBS
200 ZH Trust 98879FAB4 Dec 2021 5,770,000 — $5.5M -0.2% 0.13% ABS-MBS
201 PENSKE AUTOMOTIVE GROUP 70959WAK9 Dec 2021 6,089,000 -912,000 $5.5M -21.2% 0.12% DBT
202 EDGEWELL PERSONAL CARE 28035QAA0 Dec 2021 5,445,000 — $5.4M -5.9% 0.12% DBT
203 FORTUNE BRANDS HOME & SE 34964CAG1 Mar 2022 5,550,000 New $5.4M — 0.12% DBT
204 KEY COMMERCIAL MORTGAGE TRUST 49307XAC8 Dec 2021 5,600,000 — $5.4M -6.8% 0.12% ABS-MBS
205 Towd Point Mortgage Trust 89179YAF0 Dec 2021 5,750,000 — $5.4M -10.3% 0.12% ABS-MBS
206 AMGEN INC 031162DG2 Mar 2022 5,195,000 New $5.4M — 0.12% DBT
207 Fannie Mae 31418EAV2 Mar 2022 5,930,179 New $5.4M — 0.12% ABS-MBS
208 Freddie Mac - STACR 35564RCB8 Dec 2021 5,510,000 — $5.4M -6.1% 0.12% ABS-MBS
209 Arbor Realty Collateralized Lo 03880RAL3 Dec 2021 5,400,000 — $5.3M -1.2% 0.12% ABS-CBDO
210 JP Morgan Mortgage Trust 46593FAW2 Mar 2022 6,204,000 New $5.3M — 0.12% ABS-MBS
211 ReadyCap Commercial Mortgage T 75575MAN8 Dec 2021 5,400,000 — $5.3M -4.1% 0.12% ABS-MBS
212 ALLIED UNIVERSAL 019576AA5 Dec 2021 5,196,000 — $5.3M -3.5% 0.12% DBT
213 CDI ESCROW ISSUER INC 12511VAA6 Mar 2022 5,180,000 New $5.2M — 0.12% DBT
214 ReadyCap Commercial Mortgage T 75574PAJ1 Mar 2022 5,230,000 New $5.2M — 0.12% ABS-MBS
215 MINERVA LUXEMBOURG SA 603374AF6 Dec 2021 5,735,000 -750,000 $5.2M -15.9% 0.12% DBT
216 Gullane Re 2022 000000000 Dec 2021 5,000,000 New $5.2M — 0.12% DBT
217 CSC HOLDINGS LLC 126307BD8 Dec 2021 6,200,000 — $5.2M -11.6% 0.12% DBT
218 Home Re Ltd 437307AD3 Dec 2021 5,640,000 +955,000 $5.2M +13.5% 0.12% ABS-MBS
219 COMM Mortgage Trust 12629NAJ4 Dec 2021 5,227,225 — $5.2M -4.7% 0.12% ABS-MBS
220 XCAL 2021-CT-2 Mortgage Trust 98401WAA6 Dec 2021 5,200,000 — $5.2M -0.7% 0.12% ABS-MBS
221 BX Trust 05609VAS4 Mar 2022 5,375,000 New $5.2M — 0.12% ABS-MBS
222 ONEMAIN FINANCE CORP 682691AB6 Dec 2021 5,575,000 — $5.2M -6.4% 0.12% DBT
223 UNITED GROUP BV 000000000 Dec 2021 4,985,000 New $5.1M — 0.12% DBT
224 GARDA WORLD SECURITY 36485MAK5 Dec 2021 5,375,000 — $5.1M -3.7% 0.12% DBT
225 BELLEMEADE RE LT 078774AC0 Mar 2022 5,270,000 New $5.1M — 0.12% ABS-MBS
226 REPUBLIC OF RWANDA 78347YAL7 Dec 2021 5,525,000 — $5.0M -9.5% 0.11% DBT
227 VERINT SYSTEMS INC 92343XAB6 Dec 2021 4,819,000 — $5.0M -2.0% 0.11% DBT
228 American Homes 4 Rent 02665XAC3 Dec 2021 5,000,000 — $5.0M -3.9% 0.11% ABS-O
229 Fannie Mae 3138E1M53 Dec 2021 4,787,304 -307,437 $5.0M -10.4% 0.11% ABS-MBS
230 CORELOGIC INC 21871DAD5 Dec 2021 5,270,000 — $5.0M -5.4% 0.11% DBT
231 Freddie Mac - STACR 35564KND7 Dec 2021 5,240,000 — $5.0M -6.8% 0.11% ABS-MBS
232 Freddie Mac - STACR 35565XBE9 Dec 2021 4,120,000 — $5.0M -2.1% 0.11% ABS-MBS
233 Madison Park Funding Ltd 55819VAG1 Dec 2021 5,000,000 — $5.0M -0.8% 0.11% ABS-CBDO
234 Race Point CLO Ltd 74982LBE9 Dec 2021 5,000,000 — $4.9M -1.3% 0.11% ABS-CBDO
235 REPUBLIC OF NIGERIA 65412JAS2 Dec 2021 5,445,000 — $4.9M -4.6% 0.11% DBT
236 DIG INTL FIN/DIG INTL HL 25381XAA1 Dec 2021 4,950,371 — $4.9M -3.0% 0.11% DBT
237 Fannie Mae - CAS 20753VCZ9 Dec 2021 4,940,000 — $4.9M -4.2% 0.11% ABS-MBS
238 FREMF Mortgage Trust 30318WAN3 Dec 2021 10,000,000 — $4.9M -0.8% 0.11% ABS-MBS
239 GS Mortgage Securities Trust 36258BAW8 Dec 2021 5,200,000 — $4.9M -0.9% 0.11% ABS-MBS
240 COLEM 2021-HLNE Mortgage Trust 12659JAJ6 Mar 2022 5,615,000 New $4.9M — 0.11% ABS-MBS
241 Dryden Senior Loan Fund 26253JAA5 Dec 2021 5,000,000 — $4.9M -0.7% 0.11% ABS-CBDO
242 ARAB REPUBLIC OF EGYPT 03846JX21 Dec 2021 5,560,000 — $4.9M -4.7% 0.11% DBT
243 FOOD SERVICE PROJECT SL 000000000 Dec 2021 4,500,000 New $4.9M — 0.11% DBT
244 ACCESS BANK PLC 00434G2B5 Dec 2021 5,180,000 — $4.9M -5.5% 0.11% DBT
245 Pear LLC 70472TAC2 Mar 2022 6,400,000 New $4.9M — 0.11% ABS-O
246 Rad CLO Ltd 48661FAA3 Dec 2021 5,000,000 — $4.8M -1.5% 0.11% ABS-CBDO
247 REPUBLIC OF GABON 362420AE1 Dec 2021 5,045,000 — $4.8M -1.9% 0.11% DBT
248 DCP MIDSTREAM OPERATING 23311VAF4 Dec 2021 4,597,000 -898,000 $4.8M -29.3% 0.11% DBT
249 FREMF Mortgage Trust 30313MAC4 Dec 2021 4,736,922 -9,059 $4.8M +1.6% 0.11% ABS-MBS
250 Neuberger Berman CLO Ltd 64129VAN3 Dec 2021 5,000,000 — $4.8M -0.4% 0.11% ABS-CBDO
251 JP Morgan Chase Commercial Mor 46645WBA0 Dec 2021 4,750,000 — $4.8M -2.3% 0.11% ABS-MBS
252 Towd Point Mortgage Trust 89173FAG5 Dec 2021 5,000,000 — $4.8M -7.1% 0.11% ABS-MBS
253 Fannie Mae 31416WYP1 Dec 2021 4,563,860 -131,387 $4.8M -8.4% 0.11% ABS-MBS
254 Towd Point Asset Funding, LLC 89180DAD8 Dec 2021 5,000,000 — $4.8M -3.9% 0.11% ABS-MBS
255 BRITISH AIR 19-1 AA PTT 11043XAA1 Dec 2021 5,010,403 -66,249 $4.7M -9.3% 0.11% DBT
256 BRITISH AIR 19-1 A PTT 11043XAB9 Dec 2021 4,999,139 -172,384 $4.7M -7.8% 0.11% DBT
257 Four Seas LP 35100LAB4 Dec 2021 5,500,000 — $4.7M -2.7% 0.11% ABS-O
258 BELDEN INC 000000000 Dec 2021 4,585,000 New $4.7M — 0.11% DBT
259 Oakmont Re 2020, 4/30/24 000000000 Dec 2021 5,804,192 New $4.7M — 0.11% DBT
260 522 Funding CLO LTD 33829UAA1 Mar 2022 4,750,000 New $4.7M — 0.11% ABS-CBDO
261 TRINSEO OP / TRINSEO FIN 89668QAF5 Dec 2021 5,055,000 — $4.7M -9.5% 0.11% DBT
262 BANCO DO BRASIL (CAYMAN) 059578AF1 Dec 2021 4,845,000 — $4.7M -1.1% 0.11% DBT
263 INTERNATIONAL PETROLEUM 000000000 Dec 2021 4,737,000 New $4.7M — 0.11% DBT
264 COMMONWEALTH OF BAHAMAS 056732AL4 Dec 2021 5,815,000 — $4.6M -13.0% 0.11% DBT
265 GoldenTree Loan Management US 38136PAA9 Dec 2021 5,022,000 — $4.6M -2.1% 0.11% ABS-CBDO
266 Sound Point CLO LTD 83613HAJ6 Dec 2021 4,750,000 — $4.6M -1.1% 0.11% ABS-CBDO
267 SPIRIT AIRLINES INC 848577AB8 Dec 2021 5,156,000 — $4.6M +4.1% 0.11% DBT
268 AFRICAN EXPORT-IMPORT BA 00831TAA9 Dec 2021 4,880,000 — $4.6M -8.2% 0.11% DBT
269 BENCHMARK Mortgage Trust 08160BAC8 Dec 2021 4,500,000 — $4.6M -6.7% 0.11% ABS-MBS
270 Freddie Mac - STACR 35563XAH5 Dec 2021 4,580,000 — $4.6M -1.4% 0.10% ABS-MBS
271 Freddie Mac 3133ARDX0 Dec 2021 4,764,624 -116,751 $4.6M -8.9% 0.10% ABS-MBS
272 Government National Mortgage A 38382AFF7 Dec 2021 30,089,938 -3,072,987 $4.6M +9.1% 0.10% ABS-MBS
273 Freddie Mac - STACR 35564KTB5 Mar 2022 4,440,000 New $4.5M — 0.10% ABS-MBS
274 BANCO MERCANTIL DE NORTE 05971PAA6 Dec 2021 4,608,000 — $4.5M -5.1% 0.10% DBT
275 Angel Oak Mortgage Trust 03464MAE4 Dec 2021 4,629,000 — $4.5M -3.6% 0.10% ABS-MBS
276 Freddie Mac 3133KYWD7 Mar 2022 4,943,313 New $4.5M — 0.10% ABS-MBS
277 ANGLOGOLD HOLDINGS PLC 03512TAE1 Dec 2021 4,776,000 — $4.5M -7.1% 0.10% DBT
278 Capital Funding Mortgage Trust 14019QAB8 Dec 2021 4,500,000 — $4.5M -0.8% 0.10% ABS-MBS
279 Freddie Mac - STACR 35563WBD5 Dec 2021 4,541,885 — $4.5M -5.9% 0.10% ABS-MBS
280 Westgate Resorts 96034JAC0 Mar 2022 4,565,933 New $4.4M — 0.10% ABS-O
281 Radnor Re LTD 75049GAC3 Dec 2021 4,680,000 — $4.4M -7.7% 0.10% ABS-MBS
282 GS Mortgage-Backed Securities 36261WAJ6 Dec 2021 4,900,000 — $4.4M -7.4% 0.10% ABS-MBS
283 Freddie Mac - STACR 35564ACB5 Dec 2021 4,550,000 — $4.4M -8.5% 0.10% ABS-MBS
284 GRINDING MEDIA INC 39854KAB6 Dec 2021 4,442,675 -11,162 $4.4M -1.0% 0.10% LON
285 EDEN RE II LTD 27955KAB9 Mar 2022 4,400,000 New $4.4M — 0.10% DBT
286 BANCO SANTANDER MEXICO 05969BAD5 Dec 2021 4,240,000 — $4.4M -5.0% 0.10% DBT
287 MF1 Multifamily Housing Mortga 55284AAJ7 Dec 2021 4,500,000 — $4.4M -1.4% 0.10% ABS-CBDO
288 CVS PASS-THROUGH TRUST 126650BV1 Dec 2021 3,993,524 -65,904 $4.4M -7.6% 0.10% DBT
289 Newark BSL CLO 1 Ltd. 65023UAE9 Dec 2021 4,500,000 — $4.4M -3.1% 0.10% ABS-CBDO
290 Fannie Mae - CAS 30711XJ62 Dec 2021 4,420,000 — $4.4M -5.0% 0.10% ABS-MBS
291 LIBERTY MUTUAL INSURANCE 53079QAB3 Dec 2021 3,800,000 — $4.4M -4.9% 0.10% DBT
292 Freddie Mac - STACR 35564KDX4 Dec 2021 4,660,000 — $4.3M -9.4% 0.10% ABS-MBS
293 FREMF Mortgage Trust 30301RAN3 Dec 2021 4,500,000 — $4.3M -6.1% 0.10% ABS-MBS
294 Angel Oak Mortgage Trust 03463WAE3 Dec 2021 4,460,000 — $4.3M -2.4% 0.10% ABS-MBS
295 NMEF Funding LLC 65489MAD6 Dec 2021 4,360,000 — $4.3M -1.8% 0.10% ABS-O
296 WINDSTREAM ESCROW LLC 97382WAA1 Dec 2021 4,270,000 — $4.3M -4.5% 0.10% DBT
297 SOCIETE GENERALE 83370RAA6 Dec 2021 4,635,000 — $4.3M -11.3% 0.10% DBT
298 TRINIDAD & TOBAGO 896292AK5 Dec 2021 4,440,000 — $4.3M -4.2% 0.10% DBT
299 Mosaic Solar Loans LLC 61947DAD1 Dec 2021 4,499,620 -205,380 $4.3M -7.8% 0.10% ABS-O
300 Citigroup Mortgage Loan Trust 17327DAF8 Dec 2021 5,264,850 — $4.3M -13.0% 0.10% ABS-MBS
301 MIDWEST CONNECTOR CAPIT 59833CAC6 Dec 2021 4,224,000 — $4.3M -6.2% 0.10% DBT
302 JP Morgan Mortgage Trust 46653QCA1 Dec 2021 4,668,110 -23,962 $4.3M -11.7% 0.10% ABS-MBS
303 JP Morgan Mortgage Trust 46654FAP3 Dec 2021 4,656,209 -177,131 $4.3M -11.4% 0.10% ABS-MBS
304 Pangaea Re 2022-1 000000000 Dec 2021 4,254,521 New $4.3M — 0.10% DBT
305 PG Receivables Finance LP 69356JAK9 Dec 2021 4,300,000 — $4.2M -1.1% 0.10% ABS-O
306 PETROLEOS MEXICANOS 71643VAB1 Mar 2022 4,435,000 New $4.2M — 0.10% DBT
307 GoldenTree Loan Management US 38137WAW5 Mar 2022 4,250,000 New $4.2M — 0.10% ABS-CBDO
308 PARK-OHIO INDUSTRIES INC 700677AR8 Dec 2021 5,023,000 — $4.2M -13.7% 0.10% DBT
309 FORD MOTOR COMPANY 345370CS7 Dec 2021 4,312,000 — $4.2M -17.4% 0.10% DBT
310 BX Trust 05609VAQ8 Dec 2021 4,325,000 — $4.2M -2.6% 0.10% ABS-MBS
311 TMS INTERNATIONAL CORP 87261QAC7 Dec 2021 4,375,000 — $4.2M -4.5% 0.09% DBT
312 Continental Credit Card llc 21134LAC2 Dec 2021 4,155,000 +1,000,000 $4.2M +28.1% 0.09% ABS-O
313 CFCRE Commercial Mortgage Trus 12531WBA9 Dec 2021 4,138,077 — $4.1M -5.4% 0.09% ABS-MBS
314 HIDROVIAS INT FIN SARL 42953LAB8 Dec 2021 4,910,000 — $4.1M -7.8% 0.09% DBT
315 American Homes 4 Rent 02665XAD1 Dec 2021 4,100,000 — $4.1M -4.1% 0.09% ABS-O
316 SOTHEBY'S 835898AH0 Dec 2021 4,035,000 — $4.1M -3.8% 0.09% DBT
317 LEVEL 3 FINANCING INC 527298BN2 Dec 2021 4,351,000 — $4.1M -7.0% 0.09% DBT
318 FREMF Mortgage Trust 302696AA7 Dec 2021 3,996,564 -242,070 $4.1M -4.0% 0.09% ABS-MBS
319 DBGS Mortgage Trust 23307DBH5 Dec 2021 4,106,000 — $4.1M -2.3% 0.09% ABS-MBS
320 GS Mortgage-Backed Securities 36263NBM6 Mar 2022 4,771,512 New $4.1M — 0.09% ABS-MBS
321 IMA INDUSTRIA MACCHINE 000000000 Dec 2021 3,950,000 New $4.1M — 0.09% DBT
322 Fannie Mae 31419AX44 Dec 2021 3,835,526 -334,727 $4.1M -11.4% 0.09% ABS-MBS
323 REPUBLIC OF COLOMBIA 195325DS1 Dec 2021 4,800,000 — $4.1M -5.7% 0.09% DBT
324 SANDS CHINA LTD 80007RAL9 Dec 2021 4,500,000 — $4.1M -11.4% 0.09% DBT
325 CAB 000000000 Dec 2021 3,860,000 New $4.1M — 0.09% DBT
326 AUNA SA 05151VAA5 Dec 2021 4,195,000 — $4.0M -6.3% 0.09% DBT
327 COMMERCIAL METALS CO 201723AR4 Mar 2022 4,350,000 New $4.0M — 0.09% DBT
328 JP Morgan Mortgage Trust 46654UCV5 Mar 2022 4,750,000 New $4.0M — 0.09% ABS-MBS
329 REPUBLIC OF NIGERIA 65412JAU7 Mar 2022 4,015,000 New $4.0M — 0.09% DBT
330 MTN MAURITIUS INVSTMENTS 55377XAB2 Dec 2021 3,825,000 -600,000 $4.0M -18.5% 0.09% DBT
331 Freddie Mac - STACR 35565TBD0 Dec 2021 4,110,000 — $4.0M -6.6% 0.09% ABS-MBS
332 COMMSCOPE TECH LLC 20338HAB9 Dec 2021 4,600,000 — $4.0M -6.9% 0.09% DBT
333 MEG ENERGY CORP 552704AE8 Dec 2021 3,815,000 — $4.0M -1.7% 0.09% DBT
334 Catskill Park CLO, LTD. 149421AA7 Dec 2021 4,250,000 — $4.0M -5.1% 0.09% ABS-CBDO
335 UKRAINE GOVERNMENT 903724BM3 Dec 2021 9,575,000 — $4.0M -53.5% 0.09% DBT
336 LOGMEIN INC 541056AA5 Dec 2021 4,235,000 — $4.0M -7.8% 0.09% DBT
337 LATAM AIRLINES GROUP SA 000000000 Dec 2021 3,935,000 New $4.0M — 0.09% LON
338 Benefit Street Partners CLO Lt 08183PAA4 Dec 2021 4,000,000 — $3.9M -1.5% 0.09% ABS-CBDO
339 VZ SECURED FINANCING BV 91845AAA3 Mar 2022 4,205,000 New $3.9M — 0.09% DBT
340 522 Funding CLO LTD 04623GAA1 Dec 2021 4,000,000 — $3.9M -0.6% 0.09% ABS-CBDO
341 Fannie Mae 3140MHU31 Mar 2022 4,000,000 New $3.9M — 0.09% ABS-MBS
342 Morgan Stanley BAML Trust 61764RBL1 Dec 2021 4,000,000 — $3.9M -4.8% 0.09% ABS-MBS
343 Rate Mortgage Trust 75409JDE4 Dec 2021 4,421,018 -30,049 $3.9M -11.2% 0.09% ABS-MBS
344 MFRA Trust 55284CBW3 Mar 2022 4,391,391 New $3.9M — 0.09% ABS-MBS
345 TOPBUILD CORP 89055FAC7 Dec 2021 4,275,000 — $3.9M -11.7% 0.09% DBT
346 PRIME SECSRVC BRW/FINANC 74166MAC0 Dec 2021 3,795,000 — $3.9M -5.0% 0.09% DBT
347 Rate Mortgage Trust 75410RDH6 Mar 2022 4,092,302 New $3.9M — 0.09% ABS-MBS
348 Arbor Realty Collateralized Lo 03880KAJ3 Dec 2021 3,975,000 — $3.9M -2.0% 0.09% ABS-CBDO
349 UBS-Barclays Commercial Mortga 90349GAN5 Dec 2021 3,912,000 — $3.9M -1.8% 0.09% ABS-MBS
350 Fannie Mae - CAS 20753VBE7 Dec 2021 3,920,000 — $3.8M -5.7% 0.09% ABS-MBS
351 Whitebox CLO I Ltd 96466EAE4 Dec 2021 4,000,000 — $3.8M -2.3% 0.09% ABS-CBDO
352 KBR INC 48242WAC0 Dec 2021 3,915,000 — $3.8M -4.5% 0.09% DBT
353 Tricon American Homes 89613JAJ9 Dec 2021 4,250,000 — $3.8M -8.3% 0.09% ABS-O
354 COMMSCOPE INC 203372AX5 Dec 2021 4,120,000 — $3.8M -7.2% 0.09% DBT
355 Imperial Fund LLC 452761AF6 Dec 2021 4,350,000 — $3.8M -10.7% 0.09% ABS-MBS
356 SCIENTIFIC GAMES INTERNA 80874YBA7 Dec 2021 3,636,000 — $3.8M -1.1% 0.09% DBT
357 FREMF Mortgage Trust 30313WAE8 Dec 2021 3,900,000 — $3.8M -7.9% 0.09% ABS-MBS
358 CLEARWAY ENERGY OP LLC 18539UAD7 Dec 2021 4,030,000 — $3.8M -6.3% 0.09% DBT
359 Viribus Re 2021, 12/31/24 000000000 Dec 2021 3,717,666 New $3.8M — 0.09% DBT
360 PATRICK INDUSTRIES INC 703343AD5 Dec 2021 4,365,000 — $3.8M -13.1% 0.09% DBT
361 JP Morgan Mortgage Trust 46654DAU7 Dec 2021 4,367,820 -24,698 $3.7M -16.3% 0.08% ABS-MBS
362 BELLEMEADE RE LT 07877KAG5 Dec 2021 3,630,000 — $3.7M -2.2% 0.08% ABS-MBS
363 CSAIL Commercial Mortgage Trus 126281BF0 Dec 2021 4,083,017 — $3.7M -4.7% 0.08% ABS-MBS
364 JP Morgan Mortgage Trust 46654DAT0 Dec 2021 4,145,727 -23,442 $3.7M -14.5% 0.08% ABS-MBS
365 LUMEN TECHNOLOGIES INC 156700BD7 Dec 2021 4,250,000 — $3.7M -11.1% 0.08% DBT
366 RED CARRETERAS OCCIDE 000000000 Dec 2021 73,500,000 New $3.6M — 0.08% DBT
367 Freddie Mac - STACR 35566ABD0 Dec 2021 3,585,000 — $3.6M -4.1% 0.08% ABS-MBS
368 BANCO MERCANTIL DE NORTE 05971PAC2 Dec 2021 3,460,000 — $3.6M -9.0% 0.08% DBT
369 JP Morgan Chase Commercial Mor 46591JAN6 Dec 2021 3,750,000 — $3.6M -0.7% 0.08% ABS-MBS
370 DANA INC 235825AH9 Dec 2021 3,940,000 — $3.6M -9.7% 0.08% DBT
371 LCM INVESTMENTS HOLDINGS 50190EAA2 Dec 2021 3,805,000 — $3.6M -8.1% 0.08% DBT
372 Mello Mortgage Capital Accepta 585494CE5 Dec 2021 4,112,461 -25,341 $3.6M -11.1% 0.08% ABS-MBS
373 Blackbird Capital Aircraft 09229CAB5 Dec 2021 4,281,138 -76,153 $3.6M -17.5% 0.08% ABS-O
374 Cascade MH Asset Trust 14731QAG4 Dec 2021 4,000,000 — $3.6M -6.4% 0.08% ABS-MBS
375 Berwick Re 2022, 12/31/27 000000000 Dec 2021 3,500,000 New $3.6M — 0.08% DBT
376 Freddie Mac - STACR 35566ABE8 Dec 2021 2,935,000 — $3.5M -8.2% 0.08% ABS-MBS
377 AREIT CRE Trust 04002VAJ0 Mar 2022 3,600,000 New $3.5M — 0.08% ABS-MBS
378 CGDB Commercial Mortgage Trust 125284AN9 Dec 2021 3,700,000 — $3.5M -0.8% 0.08% ABS-MBS
379 Citigroup Commercial Mortgage 17327FAC0 Dec 2021 3,500,000 — $3.5M -6.8% 0.08% ABS-MBS
380 COMM Mortgage Trust 20049AAJ7 Dec 2021 3,912,000 — $3.5M -4.6% 0.08% ABS-MBS
381 BELLEMEADE RE LT 07876RAC0 Dec 2021 3,550,000 — $3.5M -1.0% 0.08% ABS-MBS
382 OWENS & MINOR DISTRIBUTION 000000000 Dec 2021 3,510,000 New $3.5M — 0.08% LON
383 JP Morgan Chase Commercial Mor 46651MAL0 Dec 2021 3,590,000 — $3.5M -1.8% 0.08% ABS-MBS
384 SCIL IV LLC / SCIL USA H 78397UAA8 Dec 2021 3,800,000 — $3.5M -10.4% 0.08% DBT
385 CCO HLDGS LLC/CAP CORP 1248EPCL5 Dec 2021 3,910,000 — $3.5M -12.5% 0.08% DBT
386 Signal Peak CLO, LLC 56844XBN8 Dec 2021 3,500,000 — $3.5M -0.8% 0.08% ABS-CBDO
387 INSMED INC 457669AA7 Dec 2021 3,493,000 — $3.5M -2.8% 0.08% DBT
388 ADANIREN KODSOPAR WARSOM 00654CAA0 Dec 2021 3,967,125 — $3.5M -13.6% 0.08% DBT
389 Ballybunion Re 2021-3, 7/31/25 000000000 Dec 2021 3,406,059 New $3.5M — 0.08% DBT
390 GARDA WORLD SECURITY 36485MAL3 Dec 2021 3,830,000 — $3.5M -5.7% 0.08% DBT
391 TRICIDA INC 89610FAB7 Dec 2021 7,025,000 — $3.4M -10.9% 0.08% DBT
392 Towd Point Mortgage Trust 89178BAW4 Dec 2021 3,750,000 — $3.4M -10.3% 0.08% ABS-MBS
393 DEVELOPMENT BANK OF KAZA 000000000 Dec 2021 1,923,750,000 New $3.4M — 0.08% DBT
394 SHERWOOD FI 4.5% 11/15/26/EUR/ 000000000 Dec 2021 3,215,000 New $3.4M — 0.08% DBT
395 FREMF Mortgage Trust 30307LAA8 Dec 2021 3,534,000 — $3.4M -5.1% 0.08% ABS-MBS
396 Hardee's Funding 411707AD4 Dec 2021 3,358,200 -8,700 $3.4M -4.3% 0.08% ABS-O
397 CONTOURGLOBAL POWER HLDG 000000000 Dec 2021 3,240,000 New $3.4M — 0.08% DBT
398 Genworth Mortgage Insurance Co 89600FAC7 Dec 2021 3,370,000 — $3.4M +0.1% 0.08% ABS-MBS
399 COMM Mortgage Trust 12656KAA5 Dec 2021 3,750,000 — $3.3M -9.5% 0.08% ABS-MBS
400 IVORY COAST 000000000 Dec 2021 3,270,000 New $3.3M — 0.08% DBT
401 Genworth Mortgage Insurance Co 89600HAG4 Mar 2022 3,500,000 New $3.3M — 0.08% ABS-MBS
402 A10 Securitization 000299AE7 Dec 2021 3,500,000 — $3.3M -3.6% 0.08% ABS-CBDO
403 Bantry Re 2022 000000000 Dec 2021 3,280,525 New $3.3M — 0.08% DBT
404 Brean Asset Backed Securities 10638CAA0 Dec 2021 3,684,300 -151,269 $3.3M -8.5% 0.08% ABS-MBS
405 ENLINK MIDSTREAM PARTNER 29336UAC1 Dec 2021 3,862,000 — $3.3M -14.5% 0.08% DBT
406 REPUBLIC OF GHANA 37443GAH4 Dec 2021 4,780,000 — $3.3M -11.1% 0.08% DBT
407 New York Mortgage Trust 62955VAD8 Mar 2022 3,500,000 New $3.3M — 0.08% ABS-MBS
408 Freddie Mac - STACR 35564KQY8 Mar 2022 3,650,000 New $3.3M — 0.08% ABS-MBS
409 Freddie Mac - STACR 35565LAH9 Dec 2021 3,272,631 -605,106 $3.3M -16.2% 0.07% ABS-MBS
410 Freddie Mac - STACR 3137G0SK6 Dec 2021 3,630,000 — $3.3M -7.8% 0.07% ABS-MBS
411 Morgan Stanley Capital I Trust 61764BAG8 Dec 2021 3,350,000 — $3.3M -4.7% 0.07% ABS-MBS
412 Freddie Mac - STACR 35565RBD4 Dec 2021 3,190,000 — $3.3M -1.8% 0.07% ABS-MBS
413 US RENAL CARE INC 07335BAA4 Dec 2021 3,421,000 — $3.3M -6.2% 0.07% DBT
414 Fannie Mae 3138ANC76 Dec 2021 3,059,430 -300,534 $3.2M -12.5% 0.07% ABS-MBS
415 Government National Mortgage A 38382AFH3 Dec 2021 31,225,569 -5,075,355 $3.2M +13.5% 0.07% ABS-MBS
416 Fort Washington CLO 2019-1 34919EAE8 Dec 2021 3,300,000 — $3.2M -1.5% 0.07% ABS-CBDO
417 United Wholesale Mortgage LLC 918307BF5 Dec 2021 3,576,147 -17,926 $3.2M -10.9% 0.07% ABS-MBS
418 Fannie Mae 31418D4N9 Mar 2022 3,117,180 New $3.2M — 0.07% ABS-MBS
419 Freddie Mac - STACR 35565MBE3 Dec 2021 2,670,000 — $3.2M -1.9% 0.07% ABS-MBS
420 Battalion CLO LTD 07132GAE0 Dec 2021 3,295,000 — $3.2M -1.8% 0.07% ABS-CBDO
421 Fannie Mae 3138YKFW8 Dec 2021 3,074,572 -207,338 $3.1M -10.8% 0.07% ABS-MBS
422 PRMI Securitization Trust 69359DBX0 Dec 2021 3,726,020 -24,277 $3.1M -11.3% 0.07% ABS-MBS
423 Ballybunion Re 2021-2, 6/30/25 000000000 Dec 2021 3,000,000 New $3.1M — 0.07% DBT
424 Freddie Mac - STACR 35565RBE2 Dec 2021 2,650,000 — $3.1M -2.3% 0.07% ABS-MBS
425 Cascade Funding Mortgage Trust 147271AC4 Dec 2021 3,179,754 +31,587 $3.1M -2.6% 0.07% ABS-MBS
426 Mosaic Solar Loans LLC 61945LAD5 Dec 2021 3,183,372 -372,877 $3.1M -11.5% 0.07% ABS-O
427 Thopas Re 2022 000000000 Dec 2021 3,000,000 New $3.1M — 0.07% DBT
428 Freddie Mac - STACR 35563MBD7 Dec 2021 3,000,000 — $3.0M -1.5% 0.07% ABS-MBS
429 Provident Funding Mortgage Tru 74387MBA6 Dec 2021 3,541,944 -26,367 $3.0M -11.9% 0.07% ABS-MBS
430 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. UXYM2 Dec 2021 -907 New $3.0M — 0.07% DIR
431 Fannie Mae 3138EJ7F9 Dec 2021 2,871,315 -162,378 $3.0M -9.6% 0.07% ABS-MBS
432 KNDL Mortgage Trust 482598AQ2 Dec 2021 3,100,000 — $3.0M -1.8% 0.07% ABS-MBS
433 Rate Mortgage Trust 75409XDE3 Mar 2022 3,472,779 New $3.0M — 0.07% ABS-MBS
434 Fannie Mae 3138W9T91 Dec 2021 2,783,099 -239,018 $3.0M -11.0% 0.07% ABS-MBS
435 INTEGRITY RE LTD 45869RAA3 Dec 2021 3,000,000 +2,250,000 $3.0M +297.2% 0.07% DBT
436 ICG US CLO Ltd 44931KAJ6 Dec 2021 3,175,000 — $3.0M -3.5% 0.07% ABS-CBDO
437 FREEDOM MORTGAGE CORP 35640YAB3 Dec 2021 3,005,000 — $3.0M -2.6% 0.07% DBT
438 HILTON GRAND VAC BOR ESC 43284MAA6 Dec 2021 3,125,000 — $3.0M -6.5% 0.07% DBT
439 URSA RE II LTD 91734PAA4 Dec 2021 3,000,000 — $3.0M -2.5% 0.07% DBT
440 Carlyle Global Market Strategi 14317VAY6 Mar 2022 3,000,000 New $3.0M — 0.07% ABS-CBDO
441 RESORTS WORLD/RWLV CAP 76120HAC1 Dec 2021 3,400,000 — $3.0M -11.6% 0.07% DBT
442 SEASPAN CORP 81254UAK2 Dec 2021 3,172,000 -1,338,000 $3.0M -34.9% 0.07% DBT
443 Sound Point CLO LTD 83615FAA7 Dec 2021 3,000,000 — $3.0M -0.9% 0.07% ABS-CBDO
444 Amur Equipment Finance Receiva 03237MAF7 Dec 2021 3,000,000 — $3.0M -1.4% 0.07% ABS-O
445 GENTING NY LLC/GENNY CAP 37255JAA0 Dec 2021 3,115,000 — $2.9M -4.4% 0.07% DBT
446 Freddie Mac - STACR 35565WBD3 Dec 2021 2,849,333 -80,667 $2.9M -2.4% 0.07% ABS-MBS
447 Freddie Mac 3133B7GB8 Mar 2022 3,000,000 New $2.9M — 0.07% ABS-MBS
448 JPMorgan Chase Bank, NA - CACL 48128U2R9 Dec 2021 3,070,000 — $2.9M -3.8% 0.07% ABS-O
449 Palisades Center Trust 69640GAA3 Dec 2021 3,190,000 — $2.9M -1.1% 0.07% ABS-MBS
450 American Homes 4 Rent 02666AAC2 Dec 2021 2,950,000 — $2.9M -4.1% 0.07% ABS-O
451 Fannie Mae or Freddie Mac 01F030652 Mar 2022 3,000,000 New $2.9M — 0.07% ABS-MBS
452 FREMF Mortgage Trust 302971AT3 Dec 2021 2,900,000 — $2.9M -7.9% 0.07% ABS-MBS
453 INVERSIONES CMPC SA 46128MAN1 Dec 2021 3,004,000 — $2.9M -6.8% 0.07% DBT
454 CIM Trust 12564ECH3 Dec 2021 3,176,680 -19,641 $2.9M -5.0% 0.07% ABS-MBS
455 First Eagle BSL CLO LLC 32010GAA3 Dec 2021 3,000,000 — $2.9M -2.0% 0.07% ABS-CBDO
456 Home Re Ltd 43731WAD7 Dec 2021 2,870,000 — $2.9M -1.4% 0.07% ABS-MBS
457 LIBERTY MUTUAL GROUP INC 000000000 Dec 2021 2,650,000 New $2.9M — 0.07% DBT
458 BANQUE OUEST AFRICAINE D 06675QAB9 Dec 2021 2,860,000 — $2.9M -8.7% 0.07% DBT
459 SC GAMES HOLDIN/US FINCO 80874DAA4 Mar 2022 2,910,000 New $2.9M — 0.07% DBT
460 CLEVELAND-CLIFFS INC 185899AL5 Dec 2021 2,889,000 — $2.9M -5.0% 0.06% DBT
461 Revolving Single Family Home N 98879EAC5 Dec 2021 2,965,000 — $2.8M +0.2% 0.06% ABS-MBS
462 RMF Buyout Issuance Trust 74969TAE0 Dec 2021 3,000,000 — $2.8M -5.4% 0.06% ABS-MBS
463 Bayview Opportunity Master Fun 67647TCF9 Dec 2021 3,182,153 -18,133 $2.8M -13.4% 0.06% ABS-MBS
464 JP Morgan Mortgage Trust 46654TCB2 Dec 2021 3,084,134 -15,866 $2.8M -11.5% 0.06% ABS-MBS
465 LUMEN TECHNOLOGIES INC 156700BC9 Dec 2021 3,010,000 — $2.8M -8.1% 0.06% DBT
466 SECTOR RE V LTD 81369ADW9 Mar 2022 2,753,972 New $2.8M — 0.06% DBT
467 TEVA PHARM FNC NL II 000000000 Dec 2021 2,725,000 New $2.8M — 0.06% DBT
468 Mill City Mortgage Trust 59980CAJ2 Dec 2021 2,964,669 -2,100 $2.8M -6.5% 0.06% ABS-MBS
469 UNITI GROUP/CSL CAPITAL 91327BAA8 Dec 2021 2,975,000 — $2.8M -6.2% 0.06% DBT
470 Small Business Lending Trust 831645AC0 Dec 2021 2,765,015 -2,234,985 $2.8M -44.9% 0.06% ABS-O
471 CAPE LOOKOUT RE LTD 13947LAB8 Dec 2021 2,750,000 — $2.8M -1.3% 0.06% DBT
472 GRIFOLS ESCROW ISSUER 000000000 Dec 2021 2,625,000 New $2.8M — 0.06% DBT
473 Westgate Resorts 96034JAD8 Mar 2022 2,883,747 New $2.8M — 0.06% ABS-O
474 Torricelli Re 2021, 7/31/25 000000000 Dec 2021 2,818,951 New $2.8M — 0.06% DBT
475 Mello Mortgage Capital Accepta 585495EJ9 Dec 2021 3,172,660 -19,601 $2.8M -11.1% 0.06% ABS-MBS
476 FREMF Mortgage Trust 30302YAN7 Dec 2021 2,800,000 — $2.8M -5.5% 0.06% ABS-MBS
477 Carvana Auto Receivables Trust 14686YAH0 Dec 2021 2,750,000 — $2.7M -3.3% 0.06% ABS-O
478 Freddie Mac - STACR 35566CBD6 Dec 2021 2,910,000 — $2.7M -7.1% 0.06% ABS-MBS
479 Fannie Mae 31418ECF5 Mar 2022 2,989,710 New $2.7M — 0.06% ABS-MBS
480 SOHO Trust 2021-SOHO 83410JAA6 Dec 2021 3,000,000 — $2.7M -7.3% 0.06% ABS-MBS
481 Freddie Mac 3132D9G99 Mar 2022 2,971,580 New $2.7M — 0.06% ABS-MBS
482 HEALTHEQUITY INC 42226AAA5 Dec 2021 2,835,000 — $2.7M -4.3% 0.06% DBT
483 Morgan Stanley Capital I Trust 61766CAV1 Dec 2021 3,040,000 +900,000 $2.7M +33.5% 0.06% ABS-MBS
484 REPUBLIC OF UZBEKISTAN 91822Q2D8 Dec 2021 33,340,000,000 — $2.7M -14.8% 0.06% DBT
485 Government National Mortgage A 36179SNW3 Dec 2021 2,554,793 -289,034 $2.7M -13.0% 0.06% ABS-MBS
486 Oaktown Re Ltd 67401JAC6 Dec 2021 2,630,000 — $2.6M -1.2% 0.06% ABS-MBS
487 BRASKEM IDESA SAPI 10554NAB4 Dec 2021 2,700,000 — $2.6M -2.4% 0.06% DBT
488 BRITISH AIR 20-1 B PTT 11042WAA4 Dec 2021 2,382,801 -81,452 $2.6M -7.0% 0.06% DBT
489 Tricolor Auto Securitization T 89615BAF2 Dec 2021 2,750,000 — $2.6M -3.0% 0.06% ABS-O
490 ReadyCap Commercial Mortgage T 75575MAJ7 Dec 2021 2,659,000 — $2.6M -4.3% 0.06% ABS-MBS
491 Sequoia Mortgage Trust 81747KCE1 Dec 2021 3,159,589 -19,385 $2.6M -15.4% 0.06% ABS-MBS
492 Multifamily Structured Credit 35563FAB7 Dec 2021 2,750,000 — $2.6M -7.5% 0.06% ABS-MBS
493 Denning Re 2021, 7/31/25 000000000 Dec 2021 2,600,000 New $2.6M — 0.06% DBT
494 Orange Lake Timeshare Trust 68504UAD3 Dec 2021 2,696,605 -253,550 $2.6M -13.7% 0.06% ABS-O
495 Provident Funding Mortgage Tru 74387YAL7 Dec 2021 2,922,128 -19,739 $2.6M -10.2% 0.06% ABS-MBS
496 GS Mortgage-Backed Securities 36266PBL0 Mar 2022 2,993,555 New $2.6M — 0.06% ABS-MBS
497 NOVA CHEMICALS CORP 66977WAR0 Dec 2021 2,566,000 — $2.6M -6.0% 0.06% DBT
498 FREMF Mortgage Trust 30320UAS2 Dec 2021 5,000,000 — $2.5M -0.9% 0.06% ABS-MBS
499 American Homes 4 Rent 02665UAD7 Dec 2021 2,500,000 — $2.5M -3.9% 0.06% ABS-O
500 J.P. Morgan Wealth Management 46591HBM1 Dec 2021 2,597,390 -174,171 $2.5M -9.1% 0.06% ABS-MBS
501 JBS USA/FOOD/FINANCE 46590XAD8 Dec 2021 2,830,000 — $2.5M -10.7% 0.06% DBT
502 Alturas Re 2022-2, 12/31/2027 000000000 Dec 2021 2,501,600 New $2.5M — 0.06% DBT
503 FITNESS & SPORTS CLUBS LLC 33818XAH3 Dec 2021 2,711,800 — $2.5M -1.0% 0.06% LON
504 CFCRE Commercial Mortgage Trus 12528DAJ8 Dec 2021 2,500,000 — $2.5M -1.9% 0.06% ABS-MBS
505 ReadyCap Commercial Mortgage T 75574PAL6 Mar 2022 2,500,000 New $2.5M — 0.06% ABS-MBS
506 Provident Funding Mortgage Tru 74387VBA6 Dec 2021 2,900,963 -19,941 $2.5M -12.1% 0.06% ABS-MBS
507 SIMPAR EUROPE SA 82883PAA2 Mar 2022 2,785,000 New $2.5M — 0.06% DBT
508 ATLAS LUXCO 4 / ALL UNI 000000000 Dec 2021 2,470,000 New $2.5M — 0.06% DBT
509 CSAIL Commercial Mortgage Trus 12635RBE7 Dec 2021 2,680,000 — $2.5M -6.0% 0.06% ABS-MBS
510 OWS CRE FUNDING I LLC 67114QAA2 Dec 2021 2,500,000 — $2.5M -0.9% 0.06% DBT
511 CIDRON AIDA FINCO SARL 000000000 Dec 2021 2,405,000 New $2.5M — 0.06% DBT
512 SECTOR RE V LTD 81369ADS8 Dec 2021 2,253,960 — $2.5M +1.2% 0.06% DBT
513 MODIVCARE ESCROW ISSUER 60783XAA2 Dec 2021 2,655,000 — $2.5M -8.7% 0.06% DBT
514 Oceanview Mortgage Trust 67647LCE9 Dec 2021 2,802,042 -19,599 $2.5M -10.6% 0.06% ABS-MBS
515 CIM Trust 12564ECG5 Dec 2021 2,684,656 -16,599 $2.5M -6.7% 0.06% ABS-MBS
516 GS Mortgage-Backed Securities 36257QAT3 Dec 2021 2,509,833 — $2.5M -5.9% 0.06% ABS-MBS
517 Freddie Mac - STACR 35566CBE4 Dec 2021 2,630,000 — $2.4M -12.2% 0.06% ABS-MBS
518 ATKORE INC 047649AA6 Dec 2021 2,600,000 — $2.4M -9.3% 0.06% DBT
519 IVORY COAST 000000000 Dec 2021 2,500,000 New $2.4M — 0.06% DBT
520 Provident Funding Mortgage Tru 74388JAW5 Dec 2021 2,837,096 -19,372 $2.4M -10.9% 0.05% ABS-MBS
521 COLONY MORTGAGE CAPITAL LTD 12564NAN2 Dec 2021 2,470,000 — $2.4M -1.5% 0.05% ABS-MBS
522 Fannie Mae 3140XCHD3 Mar 2022 2,349,366 New $2.4M — 0.05% ABS-MBS
523 x-caliber funding llc 98401JAA5 Dec 2021 2,400,000 — $2.4M -0.6% 0.05% ABS-MBS
524 ADAPTHEALTH LLC 00653VAE1 Dec 2021 2,570,000 — $2.4M -8.7% 0.05% DBT
525 Commerical Equipment Finance 2 20166QAD2 Dec 2021 2,500,000 — $2.4M -4.2% 0.05% ABS-O
526 IQVIA INC 000000000 Dec 2021 2,272,000 New $2.4M — 0.05% DBT
527 NOVELIS CORP 670001AH9 Dec 2021 2,590,000 — $2.4M -8.0% 0.05% DBT
528 FREMF Mortgage Trust 35708QAU7 Dec 2021 2,340,000 — $2.4M -7.1% 0.05% ABS-MBS
529 NEXTERA ENERGY OPERATING 65342QAB8 Dec 2021 2,336,000 — $2.3M -7.3% 0.05% DBT
530 NCR CORP 62886EAY4 Dec 2021 2,415,000 — $2.3M -7.0% 0.05% DBT
531 Genworth Mortgage Insurance Co 89600MAD0 Dec 2021 2,290,000 — $2.3M -1.3% 0.05% ABS-MBS
532 ReadyCap Commercial Mortgage T 75575QAJ8 Dec 2021 2,403,000 — $2.3M -7.2% 0.05% ABS-MBS
533 Freddie Mac 3128M9QP0 Dec 2021 2,177,840 -91,189 $2.3M -8.5% 0.05% ABS-MBS
534 GS Mortgage-Backed Securities 36263CBN8 Dec 2021 2,618,098 -16,000 $2.3M -13.1% 0.05% ABS-MBS
535 COMM Mortgage Trust 12593YBF9 Dec 2021 2,272,912 -12,278 $2.3M -4.7% 0.05% ABS-MBS
536 FREMF Mortgage Trust 302960AH2 Dec 2021 2,353,008 -246,992 $2.3M -10.7% 0.05% ABS-MBS
537 PAR PHARMACEUTICAL INC 69888XAA7 Dec 2021 2,424,000 — $2.3M -8.7% 0.05% DBT
538 SHELF DRILL HOLD LTD 822538AG9 Dec 2021 2,217,000 — $2.3M -0.5% 0.05% DBT
539 La Hipotecaria SA 50346XAA3 Dec 2021 2,217,407 -40,937 $2.2M -2.8% 0.05% ABS-MBS
540 SANDERS RE II LTD 80001MAA0 Mar 2022 2,250,000 New $2.2M — 0.05% DBT
541 COMM Mortgage Trust 12593JBL9 Dec 2021 2,484,000 — $2.2M -2.5% 0.05% ABS-MBS
542 First Eagle BSL CLO LLC 32010FAC1 Dec 2021 2,250,000 — $2.2M -0.5% 0.05% ABS-CBDO
543 FREMF Mortgage Trust 302968AE2 Dec 2021 2,300,000 — $2.2M -8.4% 0.05% ABS-MBS
544 CREDIT SUISSE GROUP AG 225401AR9 Dec 2021 2,405,000 — $2.2M -10.4% 0.05% DBT
545 J.P. Morgan Wealth Management 46591HBN9 Dec 2021 2,304,726 -154,546 $2.2M -9.6% 0.05% ABS-MBS
546 Flagstar Mortgage Trust 33852FBA3 Dec 2021 236,701,484 -6,125,819 $2.2M +16.6% 0.05% ABS-MBS
547 Credit Suisse Mortgage Trust 12656TAF5 Dec 2021 2,638,958 — $2.2M -18.7% 0.05% ABS-MBS
548 Grupo Aeromexico SAB de CV AEROMEX* Dec 2021 128,171 New $2.2M — 0.05% EC
549 MGP INGREDIENTS INC 55303JAA4 Dec 2021 1,935,000 — $2.2M -1.4% 0.05% DBT
550 Sierra Receivables Funding Co 82652QAD3 Dec 2021 2,258,533 -302,167 $2.2M -14.9% 0.05% ABS-O
551 AMGEN INC 031162DF4 Mar 2022 2,100,000 New $2.2M — 0.05% DBT
552 Brean Asset Backed Securities 10638MAB6 Dec 2021 2,521,465 +10,999 $2.2M -4.8% 0.05% ABS-MBS
553 STARWOOD PROPERTY TRUST 85571BAY1 Mar 2022 2,213,000 New $2.1M — 0.05% DBT
554 GLP CAPITAL LP / FIN II 361841AR0 Dec 2021 2,359,000 -1,496,000 $2.1M -44.8% 0.05% DBT
555 GS Mortgage Securities Trust 36262MAJ7 Dec 2021 2,200,000 — $2.1M -2.6% 0.05% ABS-MBS
556 Government National Mortgage A 38382BHB2 Dec 2021 13,592,536 -1,207,019 $2.1M +11.2% 0.05% ABS-MBS
557 Westgate Resorts 96034LAE1 Dec 2021 2,088,747 -285,728 $2.1M -13.7% 0.05% ABS-O
558 Fannie Mae 31416X4Z0 Dec 2021 2,003,396 -118,265 $2.1M -9.1% 0.05% ABS-MBS
559 Oceanview Mortgage Trust 67647VCF4 Dec 2021 2,588,588 -17,894 $2.1M -11.2% 0.05% ABS-MBS
560 Fannie Mae 3140FXKE1 Dec 2021 2,151,251 -140,060 $2.1M -12.2% 0.05% ABS-MBS
561 CLEARWATER PAPER CORP 18538RAJ2 Dec 2021 2,288,000 — $2.1M -8.7% 0.05% DBT
562 Provident Funding Mortgage Tru 74387MAZ2 Dec 2021 2,415,186 -17,979 $2.1M -11.4% 0.05% ABS-MBS
563 GOL EQUITY FINANCE SA 36256KAA8 Dec 2021 2,595,000 — $2.1M -3.4% 0.05% DBT
564 ICG US CLO Ltd 449289AA5 Dec 2021 2,250,000 — $2.1M -1.5% 0.05% ABS-CBDO
565 ARAB REPUBLIC OF EGYPT 03846JAB6 Dec 2021 2,520,000 — $2.1M -5.3% 0.05% DBT
566 BELLEMEADE RE LT 07876RAD8 Dec 2021 2,120,000 — $2.1M -1.4% 0.05% ABS-MBS
567 KREF 2021-FL2 Ltd 48275RAG2 Dec 2021 2,150,000 — $2.1M -2.2% 0.05% ABS-CBDO
568 Freddie Mac 3132DMA70 Dec 2021 2,099,832 -101,031 $2.1M -10.2% 0.05% ABS-MBS
569 DataBank Issuer LLC 23802WAE1 Dec 2021 2,300,000 — $2.1M -6.1% 0.05% ABS-O
570 HILLENBRAND INC 431571AE8 Dec 2021 2,287,000 -753,000 $2.1M -31.3% 0.05% DBT
571 CLEVELAND-CLIFFS INC 185899AG6 Dec 2021 1,985,000 — $2.1M -0.8% 0.05% DBT
572 Towd Point Mortgage Trust 89173FAF7 Dec 2021 2,122,000 -1,980,000 $2.1M -51.6% 0.05% ABS-MBS
573 UKRAINE GOVERNMENT 000000000 Dec 2021 4,490,000 New $2.1M — 0.05% DBT
574 Morgan Stanley Capital I Trust 61691DAA5 Dec 2021 2,000,000 — $2.0M -6.9% 0.05% ABS-MBS
575 Cascade MH Asset Trust 14731QAE9 Dec 2021 2,150,000 — $2.0M -8.5% 0.05% ABS-MBS
576 US FOODS INC 90290MAE1 Dec 2021 2,170,000 — $2.0M -8.2% 0.05% DBT
577 Freddie Mac 3129362R7 Dec 2021 1,875,361 -228,526 $2.0M -15.6% 0.05% ABS-MBS
578 NRG ENERGY INC 629377CR1 Dec 2021 2,285,000 — $2.0M -9.8% 0.05% DBT
579 AHLSTROM-MUNKSJO HLDG 3 000000000 Dec 2021 1,950,000 New $2.0M — 0.05% DBT
580 PROMIGAS/GASES PACIFICO 74348DAA5 Dec 2021 2,195,000 — $2.0M -7.7% 0.05% DBT
581 MATTERHORN RE LTD 577092AM1 Dec 2021 2,000,000 — $2.0M -1.3% 0.05% DBT
582 Rate Mortgage Trust 75409TDG7 Dec 2021 2,319,513 -14,304 $2.0M -13.1% 0.05% ABS-MBS
583 Sound Point CLO LTD 83614JAJ1 Mar 2022 2,000,000 New $2.0M — 0.04% ABS-CBDO
584 Apidos CLO 03768QAQ1 Dec 2021 2,000,000 — $2.0M -0.9% 0.04% ABS-CBDO
585 Banc of America Merrill Lynch 05493LAN6 Dec 2021 2,000,000 — $2.0M -1.6% 0.04% ABS-MBS
586 Octagon Investment Partners XX 67590UAQ1 Dec 2021 2,000,000 — $2.0M -0.7% 0.04% ABS-CBDO
587 Merion Re 2021-2, 12/31/24 000000000 Dec 2021 9,000,000 New $2.0M — 0.04% DBT
588 BENTLEY SYSTEMS 08265TAC3 Dec 2021 2,231,000 — $1.9M -5.7% 0.04% DBT
589 CSC HOLDINGS LLC 126307BK2 Dec 2021 2,305,000 — $1.9M -13.1% 0.04% DBT
590 Sierra Receivables Funding Co 82653EAD9 Dec 2021 1,955,819 -238,847 $1.9M -13.4% 0.04% ABS-O
591 BSREP Commercial Mortgage Trus 05591UAN7 Dec 2021 2,000,000 — $1.9M -2.2% 0.04% ABS-MBS
592 AON CORP/AON GLOBAL HOLD 03740LAC6 Dec 2021 2,094,000 -2,291,000 $1.9M -56.8% 0.04% DBT
593 Government National Mortgage A 3622A25J7 Dec 2021 1,822,773 -170,504 $1.9M -10.3% 0.04% ABS-MBS
594 PPM Clo, Ltd. 69356VAA4 Dec 2021 2,000,000 — $1.9M -3.0% 0.04% ABS-CBDO
595 Fannie Mae 31419AVT1 Dec 2021 1,830,534 -82,126 $1.9M -9.8% 0.04% ABS-MBS
596 State Street Bank and Trust Company N/A Dec 2021 1 New $1.9M — 0.04% DFE
597 LSF11 A5 HOLDCO LLC 50216YAB6 Dec 2021 1,920,000 — $1.9M -1.4% 0.04% LON
598 BENCHMARK Mortgage Trust 08162QAN9 Dec 2021 2,025,000 — $1.9M -8.5% 0.04% ABS-MBS
599 Palmer Square Loan Funding Ltd 69701CAG5 Mar 2022 1,900,000 New $1.9M — 0.04% ABS-CBDO
600 Fannie Mae 3140GPS58 Dec 2021 1,803,412 -11,930 $1.9M -4.7% 0.04% ABS-MBS
601 ISTAR INC 45031UCG4 Dec 2021 1,890,000 -10,860,000 $1.9M -85.7% 0.04% DBT
602 Sequoia Mortgage Trust 81749CCK3 Mar 2022 2,743,712 New $1.9M — 0.04% ABS-MBS
603 FREMF Mortgage Trust 30297EAQ1 Dec 2021 1,875,000 — $1.9M -8.6% 0.04% ABS-MBS
604 Adare Re 2021, 9/30/27 000000000 Dec 2021 1,800,000 New $1.8M — 0.04% DBT
605 VISTRA CORP 92840VAE2 Dec 2021 1,913,000 — $1.8M -9.8% 0.04% DBT
606 State Street Bank and Trust Company N/A Dec 2021 1 New $1.8M — 0.04% DFE
607 DIG INTL FIN/DIG INTL HL 25381XAC7 Dec 2021 1,976,217 — $1.8M -4.9% 0.04% DBT
608 ARCOSA INC 039653AA8 Dec 2021 1,930,000 — $1.8M -6.4% 0.04% DBT
609 JBS USA/FOOD/FINANCE 46590XAB2 Dec 2021 1,791,000 -1,792,000 $1.8M -53.0% 0.04% DBT
610 Genworth Mortgage Insurance Co 89600FAE3 Dec 2021 1,830,000 — $1.8M +0.1% 0.04% ABS-MBS
611 SCIENTIFIC GAMES INTERNA 80874YBE9 Dec 2021 1,735,000 — $1.8M -5.9% 0.04% DBT
612 AIR CANADA 008911BK4 Dec 2021 1,920,000 — $1.8M -7.5% 0.04% DBT
613 Diamond Resorts Owner Trust 252722AC7 Dec 2021 1,845,114 -280,045 $1.8M -16.1% 0.04% ABS-O
614 REPUBLIC OF ARGENTINA 040114HT0 Dec 2021 5,955,800 — $1.8M -5.1% 0.04% DBT
615 SINCLAIR TELEVISION GROU 829259BA7 Dec 2021 2,025,000 — $1.8M -5.9% 0.04% DBT
616 SCIENTIFIC GAMES INTERNA 80874YBC3 Dec 2021 1,735,000 — $1.8M -2.7% 0.04% DBT
617 IMAX CORP 45245EAH2 Dec 2021 1,892,000 — $1.8M -1.2% 0.04% DBT
618 GS Mortgage-Backed Securities 36263TBF8 Dec 2021 1,987,199 -9,622 $1.8M -10.8% 0.04% ABS-MBS
619 Citigroup Mortgage Loan Trust 17326QAF0 Dec 2021 2,029,190 — $1.8M -10.0% 0.04% ABS-MBS
620 Freddie Mac 3137AS5J9 Dec 2021 10,853,304 -557,138 $1.8M -16.0% 0.04% ABS-MBS
621 Fannie Mae 3138EDE72 Dec 2021 1,704,548 -163,884 $1.8M -13.0% 0.04% ABS-MBS
622 PECF USS INTERMEDIATE HO 000000000 Dec 2021 1,782,532 New $1.8M — 0.04% LON
623 Fannie Mae 31417BZ91 Dec 2021 1,685,383 -113,121 $1.8M -10.7% 0.04% ABS-MBS
624 Government National Mortgage A 36179QT68 Dec 2021 1,637,018 -141,971 $1.7M -10.6% 0.04% ABS-MBS
625 MATTERHORN RE LTD 577092AP4 Mar 2022 1,750,000 New $1.7M — 0.04% DBT
626 Fannie Mae 3138AWNR0 Dec 2021 1,660,704 -142,891 $1.7M -12.2% 0.04% ABS-MBS
627 Woodward Capital Management 74936RBY9 Dec 2021 2,052,895 -13,232 $1.7M -11.3% 0.04% ABS-MBS
628 Sierra Receivables Funding Co 826525AD9 Dec 2021 1,727,223 -216,892 $1.7M -14.5% 0.04% ABS-O
629 Morgan Stanley BAML Trust 61767CAC2 Dec 2021 2,000,000 — $1.7M -7.1% 0.04% ABS-MBS
630 ARAB REPUBLIC OF EGYPT 03846JX62 Dec 2021 2,000,000 — $1.7M -4.7% 0.04% DBT
631 JP Morgan Mortgage Trust 46592PBJ9 Dec 2021 2,055,122 -12,434 $1.7M -15.8% 0.04% ABS-MBS
632 Slide 2018-Fun 831350AN3 Dec 2021 1,755,427 -7,881 $1.7M -0.5% 0.04% ABS-MBS
633 Fannie Mae 3140J5E70 Dec 2021 1,639,628 -183,696 $1.7M -13.4% 0.04% ABS-MBS
634 TEVA PHARM FNC NL II 000000000 Dec 2021 1,625,000 New $1.7M — 0.04% DBT
635 Vermillion Re 2022 000000000 Dec 2021 1,750,000 New $1.7M — 0.04% DBT
636 NIELSEN FINANCE LLC/CO 65409QBK7 Dec 2021 1,690,000 — $1.7M +1.2% 0.04% DBT
637 CAESARS ENTERTAIN INC 12769GAA8 Dec 2021 1,795,000 — $1.7M -6.2% 0.04% DBT
638 PRMI Securitization Trust 69359DBW2 Dec 2021 1,953,865 -12,730 $1.7M -11.0% 0.04% ABS-MBS
639 CONTOURGLOBAL POWER HLDG 000000000 Dec 2021 1,635,000 New $1.7M — 0.04% DBT
640 BRITISH AIR 20-1 A PTT 11044MAA4 Dec 2021 1,672,228 -27,370 $1.7M -7.5% 0.04% DBT
641 Fannie Mae 31417CJP1 Dec 2021 1,624,981 -188,690 $1.7M -15.3% 0.04% ABS-MBS
642 NIELSEN FINANCE LLC/CO 65409QBH4 Dec 2021 1,655,000 — $1.7M +1.4% 0.04% DBT
643 ING GROEP NV 456837BC6 Mar 2022 1,600,000 New $1.6M — 0.04% DBT
644 ALTICE FRANCE SA 02156LAF8 Dec 2021 1,835,000 — $1.6M -8.1% 0.04% DBT
645 BANK OF AMERICA, NATIONAL ASSOCIATION 000000000 Dec 2021 42,000,000 New $1.6M — 0.04% DFE
646 Government National Mortgage A 36198XBF9 Dec 2021 1,558,881 -10,154 $1.6M -3.9% 0.04% ABS-MBS
647 EDEN RE II LTD 27955HAB6 Dec 2021 1,890,000 -4,410,000 $1.6M -72.4% 0.04% DBT
648 Sequoia Mortgage Trust 81748WCG9 Dec 2021 2,479,045 -15,762 $1.6M -18.7% 0.04% ABS-MBS
649 Government National Mortgage A 3617GSGY9 Dec 2021 1,542,839 -8,411 $1.6M -4.8% 0.04% ABS-MBS
650 Rate Mortgage Trust 75409XDH6 Mar 2022 1,899,114 New $1.6M — 0.04% ABS-MBS
651 Benefit Street Partners CLO Lt 08182RAG8 Dec 2021 1,600,000 — $1.6M -0.7% 0.04% ABS-CBDO
652 ATLAS LUXCO 4 / ALL UNI 019579AA9 Dec 2021 1,670,000 — $1.6M -4.9% 0.04% DBT
653 Freddie Mac - STACR 35564MAH8 Dec 2021 1,561,603 — $1.6M -0.5% 0.04% ABS-MBS
654 Multifamily Structured Credit 35563FAC5 Mar 2022 1,455,000 New $1.6M — 0.04% ABS-MBS
655 IHS HOLDING LTD 44963HAA3 Dec 2021 1,615,000 — $1.5M -6.1% 0.03% DBT
656 Ballylifin Re 2021, 9/15/25 000000000 Dec 2021 2,000,000 New $1.5M — 0.03% DBT
657 Ballybunion Re 2022 000000000 Dec 2021 1,506,560 New $1.5M — 0.03% DBT
658 RESIDENTIAL RE 2020 LTD 76120AAC6 Dec 2021 1,500,000 — $1.5M -1.1% 0.03% DBT
659 ENERGY TRANSFER LP 29273VAJ9 Dec 2021 1,694,000 — $1.5M -5.5% 0.03% DBT
660 AXIS Equipment Finance Receiva 03237JAF4 Dec 2021 1,513,000 — $1.5M -0.4% 0.03% ABS-O
661 ALAMO RE LTD 011395AF7 Dec 2021 1,500,000 +500,000 $1.5M +48.8% 0.03% DBT
662 FOUR LAKES RE LTD 35087TAA6 Dec 2021 1,500,000 — $1.5M -0.3% 0.03% DBT
663 ISOSCELES INS LTD 000000000 Dec 2021 1,500,000 New $1.5M — 0.03% DBT
664 Rosy Blue Carat S.A. 77862UAA6 Dec 2021 1,500,000 — $1.5M +5.3% 0.03% ABS-O
665 FOUR LAKES RE LTD 35087TAB4 Dec 2021 1,500,000 — $1.5M -0.8% 0.03% DBT
666 Freddie Mac 3132DWCR2 Mar 2022 1,464,324 New $1.5M — 0.03% ABS-MBS
667 MATTERHORN RE LTD 577092AL3 Dec 2021 1,500,000 — $1.5M -1.0% 0.03% DBT
668 FLOODSMART RE LTD 33975CAJ4 Mar 2022 1,500,000 New $1.5M — 0.03% DBT
669 VITALITY RE X LTD 92850FAA2 Dec 2021 1,500,000 — $1.5M +1.2% 0.03% DBT
670 BDS Ltd 05492QAG1 Dec 2021 1,500,000 — $1.5M -1.1% 0.03% ABS-CBDO
671 CALPINE CORP 131347CP9 Dec 2021 1,605,000 — $1.5M -6.7% 0.03% DBT
672 AMER AIRLINE 21-1B PTT 02376LAA3 Dec 2021 1,630,000 — $1.5M -8.6% 0.03% DBT
673 Government National Mortgage A 38376CAG4 Dec 2021 1,390,859 -98,399 $1.5M -10.7% 0.03% ABS-MBS
674 NRG ENERGY INC 629377CQ3 Dec 2021 1,645,000 — $1.5M -9.3% 0.03% DBT
675 CALPINE CORP 131347CQ7 Dec 2021 1,605,000 — $1.5M -9.0% 0.03% DBT
676 JP Morgan Chase Commercial Mor 46651MAN6 Dec 2021 1,500,000 — $1.5M -0.9% 0.03% ABS-MBS
677 FRESB Multifamily Mortgage Pas 30316VAF4 Dec 2021 23,937,230 -408,888 $1.5M -8.6% 0.03% ABS-MBS
678 Rate Mortgage Trust 75409JDH7 Dec 2021 1,807,618 -12,286 $1.4M -14.7% 0.03% ABS-MBS
679 GS Mortgage-Backed Securities 36257QAU0 Dec 2021 1,490,000 — $1.4M -6.2% 0.03% ABS-MBS
680 CGDB Commercial Mortgage Trust 125284AL3 Dec 2021 1,500,000 — $1.4M -0.9% 0.03% ABS-MBS
681 BELLEMEADE RE LT 07876UAC3 Dec 2021 1,450,000 — $1.4M -1.1% 0.03% ABS-MBS
682 MILLICOM INTL CELLULAR 600814AQ0 Dec 2021 1,346,400 — $1.4M -2.4% 0.03% DBT
683 TEVA PHARMACEUTICAL INDU 88167AAP6 Dec 2021 1,478,000 — $1.4M -2.6% 0.03% DBT
684 Fannie Mae 31419JSV1 Dec 2021 1,340,118 -116,695 $1.4M -11.4% 0.03% ABS-MBS
685 BAUSCH HEALTH COS INC 071734AH0 Dec 2021 1,720,000 — $1.4M -10.5% 0.03% DBT
686 BIMBO BAKERIES USA INC 09031WAA1 Dec 2021 1,510,000 — $1.4M -13.7% 0.03% DBT
687 FREEDOM MORTGAGE CORP 35640YAG2 Dec 2021 1,520,000 — $1.4M -5.1% 0.03% DBT
688 Merion Re 2018-2, 12/31/21 000000000 Dec 2021 8,500,000 New $1.4M — 0.03% DBT
689 Icon Brand Holdings LLC 45112AAA5 Dec 2021 3,680,285 — $1.4M -3.2% 0.03% ABS-O
690 Portrush Re 2017, 6/15/22 000000000 Dec 2021 2,200,000 New $1.4M — 0.03% DBT
691 Government National Mortgage A 36178GJ70 Dec 2021 1,326,894 -59,482 $1.4M -8.2% 0.03% ABS-MBS
692 ENERGY TRANSFER LP 29273RBJ7 Dec 2021 1,262,000 — $1.4M -11.6% 0.03% DBT
693 UBS Commercial Mortgage Trust 90291JAY3 Dec 2021 67,584,000 — $1.4M -6.8% 0.03% ABS-MBS
694 Government National Mortgage A 36202FXC5 Dec 2021 1,293,075 -78,083 $1.4M -9.2% 0.03% ABS-MBS
695 ENERGY ACQUISITION LP 29279EAB8 Dec 2021 1,366,358 -3,595 $1.3M -1.7% 0.03% LON
696 IHS HOLDING LTD 44963HAB1 Dec 2021 1,425,000 — $1.3M -7.4% 0.03% DBT
697 Government National Mortgage A 38381YWF7 Dec 2021 12,987,855 -1,988,562 $1.3M +14.6% 0.03% ABS-MBS
698 Freddie Mac 3132WMG57 Dec 2021 1,290,396 -172,996 $1.3M -15.5% 0.03% ABS-MBS
699 CSC HOLDINGS LLC 126307AQ0 Dec 2021 1,345,000 — $1.3M -4.1% 0.03% DBT
700 STAPLES INC 855031AR1 Dec 2021 1,361,500 -3,500 $1.3M -0.8% 0.03% LON
701 Government National Mortgage A 36192S4A5 Dec 2021 1,299,673 -54,337 $1.3M -8.8% 0.03% ABS-MBS
702 Government National Mortgage A 38382AAB1 Dec 2021 20,190,312 -2,225,780 $1.3M -23.9% 0.03% ABS-MBS
703 CSAIL Commercial Mortgage Trus 12636MAV0 Dec 2021 1,500,000 — $1.3M -0.8% 0.03% ABS-MBS
704 Fannie Mae 3138X5JS7 Dec 2021 1,224,403 -18,480 $1.3M -5.1% 0.03% ABS-MBS
705 Fannie Mae 3140QFUB3 Mar 2022 1,271,627 New $1.3M — 0.03% ABS-MBS
706 TEVA PHARMACEUTICALS NE 88167AAQ4 Dec 2021 1,328,000 — $1.3M -2.0% 0.03% DBT
707 VFI ABS LLC 91824CAD8 Mar 2022 1,294,000 New $1.3M — 0.03% ABS-O
708 Gleneagles Re 2022 000000000 Dec 2021 1,250,000 New $1.3M — 0.03% DBT
709 La Hipotecaria SA 50346VAA7 Dec 2021 1,213,111 -29,692 $1.3M -4.0% 0.03% ABS-MBS
710 Accelerated Assets LLC 00436MAC9 Dec 2021 1,246,542 -97,086 $1.3M -10.0% 0.03% ABS-O
711 Home Re Ltd 43731WAE5 Dec 2021 1,220,000 — $1.2M -0.5% 0.03% ABS-MBS
712 RESIDENTIAL RE 2020 LTD 76120AAB8 Dec 2021 1,250,000 — $1.2M -0.8% 0.03% DBT
713 CLEARWAY ENERGY OP LLC 18539UAE5 Dec 2021 1,340,000 — $1.2M -7.3% 0.03% DBT
714 Gulf Stream Meridian 1 Ltd. 40256XAA2 Dec 2021 1,250,000 — $1.2M +0.7% 0.03% ABS-CBDO
715 JP Morgan Mortgage Trust 46592PBK6 Dec 2021 1,748,227 -10,577 $1.2M -16.7% 0.03% ABS-MBS
716 Morgan Stanley BAML Trust 61765LAY6 Dec 2021 1,250,000 — $1.2M -5.4% 0.03% ABS-MBS
717 BROWN BROTHERS HARRIMAN & CO. N/A Dec 2021 1 New $1.2M — 0.03% DFE
718 Fannie Mae 3140GVE92 Dec 2021 1,176,236 -116,929 $1.2M -13.0% 0.03% ABS-MBS
719 Cascade Funding Mortgage Trust 12526PAE4 Dec 2021 1,250,000 +250,000 $1.2M +23.6% 0.03% ABS-MBS
720 Government National Mortgage A 36198VMG9 Dec 2021 1,147,518 -8,160 $1.2M -4.7% 0.03% ABS-MBS
721 Government National Mortgage A 3617AVXD5 Dec 2021 1,152,107 -44,607 $1.2M -7.8% 0.03% ABS-MBS
722 Government National Mortgage A 36184NEC1 Dec 2021 1,176,193 -9,232 $1.2M -5.3% 0.03% ABS-MBS
723 Morgan Stanley Residential Mor 61772ABD6 Dec 2021 1,377,814 -8,676 $1.2M -11.3% 0.03% ABS-MBS
724 Berwick Re 2019-1, 12/31/22 000000000 Dec 2021 9,947,951 New $1.2M — 0.03% DBT
725 Fannie Mae 31402RFT1 Dec 2021 1,091,076 -80,426 $1.2M -10.8% 0.03% ABS-MBS
726 Verus Securitization Trust 92537UAE2 Dec 2021 1,200,000 — $1.2M -3.9% 0.03% ABS-MBS
727 METINVEST BV 591555AG2 Dec 2021 2,675,000 — $1.2M -55.7% 0.03% DBT
728 Freddie Mac - STACR 35565KBD9 Dec 2021 1,240,000 — $1.2M -6.0% 0.03% ABS-MBS
729 Government National Mortgage A 38381YRH9 Dec 2021 20,294,267 -2,207,614 $1.2M -25.7% 0.03% ABS-MBS
730 NCR CORP 62886EAZ1 Dec 2021 1,215,000 — $1.1M -8.3% 0.03% DBT
731 Fannie Mae 3140QLJX5 Mar 2022 1,107,415 New $1.1M — 0.03% ABS-MBS
732 Fannie Mae 3138E4ZL8 Dec 2021 1,071,741 -60,167 $1.1M -9.7% 0.03% ABS-MBS
733 WIRECO WORLDGROUP INC 000000000 Dec 2021 1,124,491 New $1.1M — 0.03% LON
734 Octane Receivables Trust 67592LAD8 Dec 2021 1,119,000 — $1.1M -1.9% 0.03% ABS-O
735 INTESA SANPAOLO SPA 46115HBQ9 Dec 2021 1,245,000 — $1.1M -12.3% 0.03% DBT
736 LEVEL 3 FINANCING INC 527298BT9 Dec 2021 1,240,000 — $1.1M -6.7% 0.03% DBT
737 Fannie Mae - CAS 20754KAJ0 Dec 2021 1,170,000 — $1.1M -10.5% 0.02% ABS-MBS
738 Fannie Mae 3140E0QV0 Dec 2021 1,061,910 -186,877 $1.1M -20.2% 0.02% ABS-MBS
739 NMEF Funding LLC 62919TAE6 Dec 2021 1,100,000 — $1.1M -3.7% 0.02% ABS-O
740 Berwick Re 2018-1, 12/31/21 000000000 Dec 2021 13,924,181 New $1.1M — 0.02% DBT
741 Sequoia Mortgage Trust 81748XCG7 Dec 2021 1,551,029 -9,104 $1.1M -18.7% 0.02% ABS-MBS
742 PHOENIX ONE RE, 1/4/27 000000000 Dec 2021 1,000,000 New $1.1M — 0.02% DBT
743 Freddie Mac 3137ATFZ0 Dec 2021 5,689,723 -365,627 $1.1M -13.3% 0.02% ABS-MBS
744 Sequoia Mortgage Trust 81748CCG3 Dec 2021 1,783,000 — $1.1M -25.5% 0.02% ABS-MBS
745 Freddie Mac 3137FXAJ7 Mar 2022 5,692,626 New $1.1M — 0.02% ABS-MBS
746 NCL FINANCE LTD 62888HAA7 Dec 2021 1,130,000 — $1.0M -5.9% 0.02% DBT
747 HYPATIA LTD 44914CAB2 Dec 2021 1,000,000 — $1.0M -1.9% 0.02% DBT
748 Freddie Mac 31335ABN7 Dec 2021 942,007 -76,816 $1.0M -11.0% 0.02% ABS-MBS
749 Freddie Mac 3132WMM50 Dec 2021 999,018 -6,830 $1.0M -4.4% 0.02% ABS-MBS
750 B2R Mortgage Trust 05607YAN1 Dec 2021 1,054,000 — $1.0M -4.7% 0.02% ABS-O
751 Carnoustie Re 2022 000000000 Dec 2021 1,000,000 New $1.0M — 0.02% DBT
752 ENERGIZER HOLDINGS INC 29272WAF6 Mar 2022 1,025,000 New $1.0M — 0.02% DBT
753 UNITED AIRLINES INC 90932LAG2 Dec 2021 1,020,000 — $1.0M -5.6% 0.02% DBT
754 FLOODSMART RE LTD 33975CAG0 Dec 2021 1,000,000 — $982K -2.1% 0.02% DBT
755 Fannie Mae 3138X1N93 Dec 2021 938,416 -96,472 $980K -13.8% 0.02% ABS-MBS
756 Government National Mortgage A 38382DAG4 Dec 2021 5,632,843 -575,885 $979K +21.4% 0.02% ABS-MBS
757 CA MAGNUM HOLDINGS 12674CAA1 Dec 2021 990,000 — $975K -4.7% 0.02% DBT
758 UNITED AIRLINES INC 90932LAH0 Dec 2021 1,020,000 — $970K -7.8% 0.02% DBT
759 AXIS Equipment Finance Receiva 03236VAF8 Mar 2022 1,000,000 New $965K — 0.02% ABS-O
760 ATLAS LUXCO 4 / ALL UNI 049362AA4 Dec 2021 1,025,000 — $958K -4.8% 0.02% DBT
761 Crossroads Asset Trust 22767CAF7 Dec 2021 1,000,000 — $957K -2.9% 0.02% ABS-O
762 ASCENT CLASS A COMMON STO 000000000 Dec 2021 9,565,478 New $957K — 0.02% EC
763 FREMF Mortgage Trust 30297NAE8 Dec 2021 975,000 — $956K -7.0% 0.02% ABS-MBS
764 CVS PASS THRU TR 2009 126659AA9 Dec 2021 793,171 -14,136 $952K -7.4% 0.02% DBT
765 Rate Mortgage Trust 75410JDK7 Dec 2021 1,723,000 — $952K -22.8% 0.02% ABS-MBS
766 Upstart Securitization Trust 91681NAC8 Dec 2021 1,000,000 — $948K -5.9% 0.02% ABS-O
767 Fannie Mae 3138E2SV8 Dec 2021 913,782 -9,792 $947K -5.4% 0.02% ABS-MBS
768 Natixis Commercial Mortgage Se 63873VAL7 Dec 2021 1,030,000 — $943K +0.6% 0.02% ABS-MBS
769 Government National Mortgage A 38382CAZ4 Dec 2021 16,980,553 -1,967,672 $936K -29.2% 0.02% ABS-MBS
770 MEG ENERGY CORP 552704AF5 Dec 2021 905,000 — $915K -3.6% 0.02% DBT
771 Fannie Mae 31418D2H4 Mar 2022 888,055 New $908K — 0.02% ABS-MBS
772 BEACON ROOFING SUPPLY IN 073685AH2 Dec 2021 978,000 -2,177,000 $903K -71.3% 0.02% DBT
773 Freddie Mac 3133KYWG0 Mar 2022 994,330 New $902K — 0.02% ABS-MBS
774 Freddie Mac 3133D4PF4 Mar 2022 992,964 New $900K — 0.02% ABS-MBS
775 Freddie Mac 3133D4M91 Mar 2022 992,908 New $900K — 0.02% ABS-MBS
776 EASTON RE PTE LTD 27777RAA2 Dec 2021 900,000 — $898K -1.0% 0.02% DBT
777 MIWD HLDCO II/MIWD FIN 55337PAA0 Mar 2022 960,000 New $893K — 0.02% DBT
778 Radnor Re LTD 75049UAE8 Dec 2021 870,000 — $880K +0.0% 0.02% ABS-MBS
779 Fannie Mae 3138EGWV2 Dec 2021 824,294 -76,603 $878K -11.9% 0.02% ABS-MBS
780 Accelerated Assets LLC 00436MAB1 Dec 2021 881,799 -68,678 $873K -9.9% 0.02% ABS-O
781 JP Morgan Mortgage Trust 46650AAP8 Dec 2021 931,000 — $871K -1.0% 0.02% ABS-MBS
782 Fannie Mae 31407FF54 Dec 2021 793,257 -13,939 $858K -6.0% 0.02% ABS-MBS
783 Government National Mortgage A 36179QR29 Dec 2021 803,093 -66,156 $855K -10.6% 0.02% ABS-MBS
784 BELLEMEADE RE LT 07877KAJ9 Dec 2021 840,000 — $854K -2.7% 0.02% ABS-MBS
785 Genworth Mortgage Insurance Co 89600MAE8 Dec 2021 830,000 — $843K -1.3% 0.02% ABS-MBS
786 FREMF Mortgage Trust 30318WAJ2 Dec 2021 123,332,856 — $829K -5.7% 0.02% ABS-MBS
787 Fannie Mae 3138EE4A4 Dec 2021 797,030 -228,596 $823K -25.8% 0.02% ABS-MBS
788 Government National Mortgage A 36178GJ62 Dec 2021 776,667 -6,312 $820K -4.9% 0.02% ABS-MBS
789 Government National Mortgage A 36176UTU9 Dec 2021 783,291 -6,196 $818K -5.3% 0.02% ABS-MBS
790 Fannie Mae 3140KABX3 Dec 2021 800,071 -3,876 $804K -5.1% 0.02% ABS-MBS
791 JP Morgan Mortgage Trust 46654ABS7 Dec 2021 152,563,780 -4,577,949 $804K -2.6% 0.02% ABS-MBS
792 M/I HOMES INC 55305BAV3 Dec 2021 913,000 — $803K -10.7% 0.02% DBT
793 Woburn Re 2019, 12/31/22 000000000 Dec 2021 3,539,362 New $799K — 0.02% DBT
794 Sequoia Mortgage Trust 81748VCG1 Dec 2021 1,219,376 -7,797 $798K -18.8% 0.02% ABS-MBS
795 ENLINK MIDSTREAM LLC 29336TAA8 Dec 2021 796,000 — $796K -2.2% 0.02% DBT
796 A10 Securitization 000299AA5 Dec 2021 791,084 -2,993,881 $791K -79.2% 0.02% ABS-CBDO
797 Visio 2019-2 Trust 92837DAE7 Dec 2021 800,000 — $768K -6.3% 0.02% ABS-MBS
798 Sequoia Mortgage Trust 81747YCF8 Dec 2021 1,188,986 -7,634 $767K -18.7% 0.02% ABS-MBS
799 CREDITO REAL SAB DE CV 22547AAD3 Dec 2021 6,660,000 — $766K -80.8% 0.02% DBT
800 Adare Re 2022 12/31/27 000000000 Dec 2021 754,500 New $764K — 0.02% DBT
801 Fannie Mae 3138XHQH7 Dec 2021 728,014 -76,202 $761K -13.8% 0.02% ABS-MBS
802 SUSSEX CAP UK PCC LTD 869255AA7 Dec 2021 750,000 — $760K -1.5% 0.02% DBT
803 Fannie Mae 3140EVL88 Dec 2021 743,909 -56,647 $757K -12.0% 0.02% ABS-MBS
804 Citigroup Commercial Mortgage 17328RAZ2 Dec 2021 795,000 — $757K -8.4% 0.02% ABS-MBS
805 Hundred Acre Wood Trust 44590HBJ4 Dec 2021 84,394,760 -3,153,684 $754K +6.2% 0.02% ABS-MBS
806 Bank of America, National Association N/A Dec 2021 1 New $752K — 0.02% DFE
807 MATTERHORN RE LTD 577092AQ2 Mar 2022 750,000 New $750K — 0.02% DBT
808 BONANZA RE LTD 09785EAD3 Dec 2021 750,000 — $750K -1.3% 0.02% DBT
809 CARNIVAL CORP 000000000 Dec 2021 660,000 New $747K — 0.02% DBT
810 PHOENICIAN RE LIMITED 71880VAC1 Dec 2021 750,000 — $745K -0.5% 0.02% DBT
811 SECTOR RE V LTD 81369ADU3 Dec 2021 692,491 — $737K +1.7% 0.02% DBT
812 FLOODSMART RE LTD 33975CAF2 Dec 2021 750,000 — $730K -2.5% 0.02% DBT
813 Encina Equipment Finance 29253EAF9 Dec 2021 745,000 — $727K -3.0% 0.02% ABS-O
814 OLIN CORP 680665AL0 Dec 2021 710,000 — $723K -5.9% 0.02% DBT
815 Fannie Mae 31416WH39 Dec 2021 659,292 -34,577 $714K -9.3% 0.02% ABS-MBS
816 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $711K — 0.02% DFE
817 KREF 2021-FL2 Ltd 48275RAL1 Dec 2021 725,000 — $707K -2.4% 0.02% ABS-CBDO
818 ALTA WIND HOLDINGS LLC 021345AA1 Dec 2021 646,312 -10,342 $704K -6.8% 0.02% DBT
819 Freddie Mac 3131YBED6 Mar 2022 683,119 New $699K — 0.02% ABS-MBS
820 Fannie Mae 3140FM7M2 Dec 2021 673,494 -5,708 $698K -5.0% 0.02% ABS-MBS
821 Government National Mortgage A 36184JAM2 Dec 2021 670,878 -39,387 $684K -9.6% 0.02% ABS-MBS
822 Ballybunion Re 2020, 2/28/22 000000000 Dec 2021 6,000,000 New $678K — 0.02% DBT
823 Fannie Mae 3140F4BF2 Dec 2021 665,839 -76,045 $677K -15.7% 0.02% ABS-MBS
824 Government National Mortgage A 36176MWE9 Dec 2021 645,062 -16,722 $674K -6.1% 0.02% ABS-MBS
825 JP Morgan Mortgage Trust 46592TBS1 Dec 2021 135,194,665 -4,846,265 $672K -7.0% 0.02% ABS-MBS
826 Freddie Mac 3137F8M83 Mar 2022 3,404,344 New $657K — 0.01% ABS-MBS
827 Government National Mortgage A 36176MDZ3 Dec 2021 606,583 -139,469 $653K -22.0% 0.01% ABS-MBS
828 Government National Mortgage A 36198RLP9 Dec 2021 619,921 -4,945 $650K -4.2% 0.01% ABS-MBS
829 Fannie Mae 3138XBJM7 Dec 2021 607,906 -37,126 $636K -10.4% 0.01% ABS-MBS
830 CVS PASS-THROUGH TRUST 126650BP4 Dec 2021 584,498 -17,811 $627K -8.8% 0.01% DBT
831 Fannie Mae 31417BA31 Dec 2021 595,184 -52,057 $623K -12.3% 0.01% ABS-MBS
832 Home Partners of America Trust 43731QAL2 Dec 2021 649,460 -13,771 $608K -9.9% 0.01% ABS-O
833 Fannie Mae 3138AUM87 Dec 2021 573,288 -96,958 $598K -18.7% 0.01% ABS-MBS
834 FREMF Mortgage Trust 30320UAN3 Dec 2021 81,584,964 -20,095 $597K -5.8% 0.01% ABS-MBS
835 Freddie Mac 3133ATKQ3 Mar 2022 579,460 New $596K — 0.01% ABS-MBS
836 Bantry Re 2021, 12/31/24 000000000 Dec 2021 3,932,000 New $595K — 0.01% DBT
837 Government National Mortgage A 36241KRN0 Dec 2021 550,656 -18,173 $593K -6.8% 0.01% ABS-MBS
838 Government National Mortgage A 36241LQ74 Dec 2021 538,820 -19,443 $581K -7.0% 0.01% ABS-MBS
839 Freddie Mac 31335BC38 Dec 2021 573,786 -21,769 $571K -9.6% 0.01% ABS-MBS
840 321 Henderson Receivables LLC 88576RAD1 Dec 2021 500,000 — $568K -5.9% 0.01% ABS-O
841 321 Henderson Receivables LLC 46616MAA8 Dec 2021 562,540 -36,364 $567K -8.4% 0.01% ABS-O
842 CARNIVAL CORP 143658BL5 Dec 2021 560,000 — $564K -3.9% 0.01% DBT
843 Fannie Mae 3138E5FZ6 Dec 2021 537,594 -50,195 $563K -12.8% 0.01% ABS-MBS
844 321 Henderson Receivables LLC 88576RAC3 Dec 2021 500,000 — $549K -5.8% 0.01% ABS-O
845 Government National Mortgage A 36182YTM1 Dec 2021 523,841 -3,812 $543K -4.3% 0.01% ABS-MBS
846 Freddie Mac 31292SBU3 Dec 2021 507,802 -60,882 $539K -14.4% 0.01% ABS-MBS
847 Newtek Small Business Loan Tru 65252WAB3 Dec 2021 534,200 -56,034 $535K -9.6% 0.01% ABS-O
848 Fannie Mae 3140QGCP0 Mar 2022 521,990 New $534K — 0.01% ABS-MBS
849 Government National Mortgage A 36184XM22 Dec 2021 517,056 -60,822 $527K -14.5% 0.01% ABS-MBS
850 Freddie Mac 3137FV4S8 Mar 2022 2,800,145 New $514K — 0.01% ABS-MBS
851 HERBIE RE LTD 42703VAC7 Dec 2021 500,000 — $511K -2.6% 0.01% DBT
852 Port Royal Re 2021, 5/31/25 000000000 Dec 2021 500,000 New $507K — 0.01% DBT
853 NORTHSHORE RE II LTD 666842AD1 Dec 2021 500,000 — $506K -1.3% 0.01% DBT
854 Government National Mortgage A 36177QXK4 Dec 2021 474,546 -24,974 $503K -8.5% 0.01% ABS-MBS
855 MONA LISA RE LTD 608800AD0 Dec 2021 500,000 — $501K -0.7% 0.01% DBT
856 AKIBARE RE LTD 00973XAB6 Mar 2022 500,000 New $498K — 0.01% DBT
857 FOUR LAKES RE LTD 35087TAC2 Dec 2021 500,000 — $496K -0.8% 0.01% DBT
858 VITALITY RE XI LTD 92851AAB0 Dec 2021 500,000 — $490K +0.1% 0.01% DBT
859 Government National Mortgage A 3620AR2W0 Dec 2021 461,078 -4,865 $487K -4.6% 0.01% ABS-MBS
860 Fannie Mae 31418U4W1 Dec 2021 449,872 -39,003 $484K -11.5% 0.01% ABS-MBS
861 Freddie Mac 3132J8WM8 Dec 2021 482,506 -28,635 $483K -10.8% 0.01% ABS-MBS
862 Government National Mortgage A 36177Q7M9 Dec 2021 464,443 -3,700 $478K -3.7% 0.01% ABS-MBS
863 Fannie Mae 3136BCLK4 Mar 2022 2,484,816 New $470K — 0.01% ABS-MBS
864 Freddie Mac 3131YA7G9 Mar 2022 457,642 New $469K — 0.01% ABS-MBS
865 Fannie Mae 3140HJJS1 Mar 2022 451,199 New $463K — 0.01% ABS-MBS
866 Pine Valley Re 2022 000000000 Dec 2021 500,000 New $462K — 0.01% DBT
867 Fannie Mae 3140QKHA9 Mar 2022 447,681 New $458K — 0.01% ABS-MBS
868 SECTOR RE V LTD 81369ADC3 Dec 2021 155,997 — $452K -1.4% 0.01% DBT
869 GOLDMAN SACHS & CO. LLC N/A Dec 2021 1 New $451K — 0.01% DFE
870 GARDA WORLD SECURITY COR 36257BAA7 Dec 2021 437,000 — $448K -4.9% 0.01% DBT
871 ASBURY AUTOMOTIVE GROUP 043436AU8 Dec 2021 465,000 — $447K -5.8% 0.01% DBT
872 Fannie Mae 3140Q7E52 Dec 2021 445,647 -2,813 $439K -6.0% 0.01% ABS-MBS
873 Government National Mortgage A 38381XEA0 Dec 2021 8,821,616 -1,106,886 $437K -39.5% 0.01% ABS-MBS
874 KUEHG CORP 000000000 Dec 2021 441,117 New $436K — 0.01% LON
875 SECTOR RE V LTD 81369ADB5 Dec 2021 150,000 — $435K -1.4% 0.01% DBT
876 Government National Mortgage A 36181CGT9 Dec 2021 413,098 -63,200 $432K -17.5% 0.01% ABS-MBS
877 Citibank, National Association N/A Dec 2021 1 New $427K — 0.01% DFE
878 Government National Mortgage A 36179BNU4 Dec 2021 402,850 -29,105 $426K -9.2% 0.01% ABS-MBS
879 DIAMOND SPORTS GR/DIAMON 25277LAC0 Dec 2021 2,034,000 — $422K -25.9% 0.01% DBT
880 ALTICE FRANCE SA 02156LAE1 Dec 2021 475,000 — $422K -8.9% 0.01% DBT
881 Fannie Mae 3136A4WQ8 Dec 2021 3,509,726 -479,140 $414K -15.1% 0.01% ABS-MBS
882 Fannie Mae 31416BTA6 Dec 2021 387,930 -28,927 $414K -11.1% 0.01% ABS-MBS
883 ASBURY AUTOMOTIVE GROUP 043436AV6 Dec 2021 435,000 — $411K -7.1% 0.01% DBT
884 La Hipotecaria SA 50346RAA6 Dec 2021 397,763 -15,175 $405K -4.4% 0.01% ABS-MBS
885 Fannie Mae 3138MBXZ4 Dec 2021 381,572 -4,162 $397K -5.5% 0.01% ABS-MBS
886 Fannie Mae 31407CNE3 Dec 2021 363,087 -5,779 $393K -5.8% 0.01% ABS-MBS
887 Fannie Mae 3136B5SU0 Dec 2021 2,461,011 -438,068 $387K -20.0% 0.01% ABS-MBS
888 Freddie Mac 3133ATPH8 Mar 2022 375,140 New $386K — 0.01% ABS-MBS
889 Government National Mortgage A 38378GJK5 Dec 2021 374,029 -97,441 $377K -21.3% 0.01% ABS-MBS
890 Government National Mortgage A 36182Q3H7 Dec 2021 360,432 -104,514 $374K -26.2% 0.01% ABS-MBS
891 EDEN RE II LTD 27954QAH4 Dec 2021 700,000 — $372K +0.0% 0.01% DBT
892 Freddie Mac 31292K2T3 Dec 2021 334,710 -30,464 $357K -11.7% 0.01% ABS-MBS
893 Government National Mortgage A 36182WCZ4 Dec 2021 340,112 -58,860 $356K -17.9% 0.01% ABS-MBS
894 Government National Mortgage A 36183UC95 Dec 2021 342,286 -207,932 $355K -40.9% 0.01% ABS-MBS
895 Government National Mortgage A 36184AXK0 Dec 2021 342,882 -2,296 $354K -3.7% 0.01% ABS-MBS
896 Fannie Mae 3140QHLM5 Mar 2022 346,029 New $354K — 0.01% ABS-MBS
897 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $353K — 0.01% DFE
898 Government National Mortgage A 36176MYW7 Dec 2021 322,539 -3,810 $346K -4.9% 0.01% ABS-MBS
899 Government National Mortgage A 38382CRQ6 Dec 2021 2,300,767 -250,610 $343K +20.7% 0.01% ABS-MBS
900 Fannie Mae 3136B5TL9 Dec 2021 2,283,134 -315,569 $342K -21.6% 0.01% ABS-MBS
901 Verus Securitization Trust 92537TAH8 Dec 2021 340,000 — $337K -3.0% 0.01% ABS-MBS
902 Government National Mortgage A 36230UG45 Dec 2021 317,554 -3,213 $332K -4.7% 0.01% ABS-MBS
903 Fannie Mae 31397NR31 Dec 2021 322,526 -38,802 $329K -12.6% 0.01% ABS-MBS
904 Fannie Mae 31376KR99 Dec 2021 296,150 -38,546 $320K -15.3% 0.01% ABS-MBS
905 Lion Rock Re 2021, 12/31/24 000000000 Dec 2021 500,000 New $320K — 0.01% DBT
906 Fannie Mae 3136B1Z98 Dec 2021 2,354,957 -298,824 $317K -40.3% 0.01% ABS-MBS
907 MEG ENERGY CORP 552704AD0 Dec 2021 309,000 -406,000 $314K -56.9% 0.01% DBT
908 Government National Mortgage A 38381XW51 Dec 2021 2,454,392 -242,223 $312K -23.7% 0.01% ABS-MBS
909 Fannie Mae 3138AP5D6 Dec 2021 292,885 -3,180 $311K -4.9% 0.01% ABS-MBS
910 Government National Mortgage A 36296QKJ7 Dec 2021 284,565 -10,252 $307K -7.2% 0.01% ABS-MBS
911 Government National Mortgage A 36183E3J9 Dec 2021 289,288 -2,023 $307K -3.2% 0.01% ABS-MBS
912 Government National Mortgage A 36184A5F2 Dec 2021 296,735 -2,463 $306K -3.9% 0.01% ABS-MBS
913 Gleneagles Re 2021, 12/31/24 000000000 Dec 2021 1,250,000 New $299K — 0.01% DBT
914 SECTOR RE V LTD 81369ADL3 Dec 2021 6,106 -2,747,866 $296K -90.2% 0.01% DBT
915 Lorenz Re 2019, 6/30/22 000000000 Dec 2021 2,545,246 New $295K — 0.01% DBT
916 Fannie Mae 3136B47J1 Dec 2021 3,234,197 -569,491 $293K -24.7% 0.01% ABS-MBS
917 Fannie Mae 31418DXE7 Mar 2022 281,087 New $287K — 0.01% ABS-MBS
918 Freddie Mac 31329KXP4 Dec 2021 286,895 -30,048 $286K -13.9% 0.01% ABS-MBS
919 VIKING OCEAN CRUISES SHI 92682RAA0 Dec 2021 300,000 — $274K -8.6% 0.01% DBT
920 SECTOR RE V LTD 81369ACT7 Dec 2021 360,000 — $273K -1.9% 0.01% DBT
921 Fannie Mae 31416CJF4 Dec 2021 245,002 -14,182 $265K -9.7% 0.01% ABS-MBS
922 Fannie Mae 3138EGCG7 Dec 2021 244,716 -17,073 $265K -10.7% 0.01% ABS-MBS
923 Fannie Mae 3140FHLH8 Dec 2021 259,617 -1,691 $264K -5.2% 0.01% ABS-MBS
924 Government National Mortgage A 36198KGR6 Dec 2021 251,014 -1,662 $263K -4.3% 0.01% ABS-MBS
925 Government National Mortgage A 36182LCS4 Dec 2021 243,094 -11,852 $254K -9.3% 0.01% ABS-MBS
926 SANDERS RE II LTD 80000WAA9 Dec 2021 250,000 — $253K -1.2% 0.01% DBT
927 INTL BK RECON & DEVELOP 000000000 Dec 2021 250,000 New $253K — 0.01% DBT
928 Fannie Mae 3140GRN34 Dec 2021 243,057 -1,314 $251K -5.2% 0.01% ABS-MBS
929 SOVCOMBANK (SOVCOM CAPT) 84605LAD8 Dec 2021 5,010,000 — $250K -94.8% 0.01% DBT
930 Walton Health Re 2019, 6/30/22 000000000 Dec 2021 300,000 New $250K — 0.01% DBT
931 Verus Securitization Trust 92537TAG0 Dec 2021 250,000 — $250K -3.1% 0.01% ABS-MBS
932 BONANZA RE LTD 09785EAJ0 Mar 2022 250,000 New $250K — 0.01% DBT
933 Bantry Re 2020, 12/31/23 000000000 Dec 2021 3,821,406 New $249K — 0.01% DBT
934 MATTERHORN RE LTD 577092AN9 Dec 2021 250,000 — $248K -0.6% 0.01% DBT
935 Government National Mortgage A 3620A93H2 Dec 2021 228,508 -12,713 $246K -10.1% 0.01% ABS-MBS
936 Fannie Mae 3140FRQB4 Dec 2021 236,427 -1,762 $246K -3.8% 0.01% ABS-MBS
937 Freddie Mac 3132DWCY7 Mar 2022 239,639 New $246K — 0.01% ABS-MBS
938 Bantry RE 2016, 3/31/22 000000000 Dec 2021 4,000,000 New $242K — 0.01% DBT
939 Carnoustie Re 2020, 12/31/23 000000000 Dec 2021 1,750,000 New $237K — 0.01% DBT
940 Freddie Mac 312943UP6 Dec 2021 222,180 -14,145 $236K -9.6% 0.01% ABS-MBS
941 Fannie Mae 31419HEL2 Dec 2021 213,757 -2,034 $231K -5.4% 0.01% ABS-MBS
942 Fannie Mae 3140QBGP7 Dec 2021 232,130 -37,106 $229K -19.5% 0.01% ABS-MBS
943 Fannie Mae 3138Y7J78 Dec 2021 223,593 -1,389 $229K -4.6% 0.01% ABS-MBS
944 Government National Mortgage A 36182R5U4 Dec 2021 219,954 -2,275 $227K -4.0% 0.01% ABS-MBS
945 Government National Mortgage A 3620ASVB2 Dec 2021 211,920 -8,697 $224K -6.9% 0.01% ABS-MBS
946 Merion Re 2022-1 000000000 Dec 2021 250,000 New $223K — 0.01% DBT
947 Alturas Re 2021-3, 7/31/25 000000000 Dec 2021 236,951 New $219K — 0.00% DBT
948 SECTOR RE V LTD 81369ACR1 Dec 2021 1,800,000 — $219K -17.4% 0.00% DBT
949 Fannie Mae 3140FG5Y1 Dec 2021 217,684 -8,978 $217K -9.3% 0.00% ABS-MBS
950 Freddie Mac 3133AJK85 Mar 2022 209,558 New $215K — 0.00% ABS-MBS
951 Formby Re 2018, 2/28/22 000000000 Dec 2021 1,750,000 New $215K — 0.00% DBT
952 Freddie Mac 3133A6DW8 Mar 2022 202,034 New $207K — 0.00% ABS-MBS
953 Government National Mortgage A 36176MW74 Dec 2021 191,870 -22,664 $206K -14.1% 0.00% ABS-MBS
954 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $204K — 0.00% DCR
955 Old Head Re 2022, 12/31/2027 000000000 Dec 2021 250,000 New $204K — 0.00% DBT
956 Fannie Mae 3138A74H8 Dec 2021 188,880 -3,072 $201K -5.2% 0.00% ABS-MBS
957 Government National Mortgage A 36182BA66 Dec 2021 193,596 -46,000 $201K -22.8% 0.00% ABS-MBS
958 Pangaea Re 2019-3, 7/1/23 000000000 Dec 2021 5,220,725 New $188K — 0.00% DBT
959 Government National Mortgage A 36200TUN6 Dec 2021 170,236 -13,878 $188K -11.5% 0.00% ABS-MBS
960 Fannie Mae 3140KKZC1 Mar 2022 179,361 New $184K — 0.00% ABS-MBS
961 Viribus Re 2020, 12/31/23 000000000 Dec 2021 4,139,570 New $182K — 0.00% DBT
962 Government National Mortgage A 36202EB81 Dec 2021 169,332 -3,631 $180K -4.8% 0.00% ABS-MBS
963 Gleneagles Re 2018, 12/31/21 000000000 Dec 2021 1,500,000 New $177K — 0.00% DBT
964 Government National Mortgage A 36296DA40 Dec 2021 156,613 -9,335 $176K -8.9% 0.00% ABS-MBS
965 Fannie Mae 3140GR5B6 Dec 2021 170,364 -34,519 $172K -21.4% 0.00% ABS-MBS
966 Government National Mortgage A 36202EBT5 Dec 2021 161,770 -38,928 $172K -21.8% 0.00% ABS-MBS
967 TARGUS INC 000000000 Dec 2021 111,548 New $171K — 0.00% EC
968 Freddie Mac 3132VQH66 Dec 2021 166,486 -759 $170K -4.1% 0.00% ABS-MBS
969 Alturas Re 2020-2, 3/10/23 000000000 Dec 2021 360,465 New $170K — 0.00% DBT
970 Gullane Re 2018, 12/31/21 000000000 Dec 2021 2,737,878 New $169K — 0.00% DBT
971 Fannie Mae 3140LSWZ5 Mar 2022 164,044 New $168K — 0.00% ABS-MBS
972 Government National Mortgage A 36202EC23 Dec 2021 147,295 -6,886 $157K -7.2% 0.00% ABS-MBS
973 Government National Mortgage A 36181LT57 Dec 2021 149,010 -34,650 $156K -22.8% 0.00% ABS-MBS
974 Freddie Mac 3133AKL99 Mar 2022 150,732 New $154K — 0.00% ABS-MBS
975 Sussex Re 2021-1, 12/31/24 000000000 Dec 2021 1,000,000 New $154K — 0.00% DBT
976 Government National Mortgage A 36295ADG7 Dec 2021 134,004 -1,602 $149K -5.2% 0.00% ABS-MBS
977 Pangaea Re 2018-3, 7/1/22 000000000 Dec 2021 7,100,000 New $147K — 0.00% DBT
978 EDEN RE II LTD 27954TAB1 Dec 2021 73,625 — $145K -48.8% 0.00% DBT
979 Freddie Mac 3128M9U91 Dec 2021 134,744 -6,022 $144K -7.7% 0.00% ABS-MBS
980 Freddie Mac 3128M6VG0 Dec 2021 132,709 -8,943 $144K -10.5% 0.00% ABS-MBS
981 Fannie Mae 3140QFRH4 Mar 2022 139,563 New $143K — 0.00% ABS-MBS
982 Government National Mortgage A 36184DPN7 Dec 2021 136,349 -846 $141K -3.6% 0.00% ABS-MBS
983 Government National Mortgage A 36296VJ66 Dec 2021 130,673 -1,121 $140K -3.7% 0.00% ABS-MBS
984 Bantry RE 2019, 12/31/22 000000000 Dec 2021 4,000,000 New $136K — 0.00% DBT
985 Fannie Mae 31418ACS5 Dec 2021 127,546 -920 $135K -4.0% 0.00% ABS-MBS
986 Fannie Mae 3138YPZM7 Dec 2021 128,567 -962 $134K -5.6% 0.00% ABS-MBS
987 Government National Mortgage A 3620AY6G6 Dec 2021 127,455 -8,507 $134K -8.8% 0.00% ABS-MBS
988 Fannie Mae 3140QG7J0 Mar 2022 127,448 New $130K — 0.00% ABS-MBS
989 Pangaea Re 2021-1, 12/31/24 000000000 Dec 2021 4,500,000 New $130K — 0.00% DBT
990 Fannie Mae 31418CEZ3 Dec 2021 130,875 -15,980 $129K -15.7% 0.00% ABS-MBS
991 Freddie Mac 3133A83E5 Mar 2022 124,831 New $128K — 0.00% ABS-MBS
992 Government National Mortgage A 36182UWX1 Dec 2021 122,437 -827 $127K -3.8% 0.00% ABS-MBS
993 Gleneagles Re 2020, 12/31/23 000000000 Dec 2021 1,270,798 New $127K — 0.00% DBT
994 Government National Mortgage A 36182XN72 Dec 2021 120,481 -1,117 $126K -4.1% 0.00% ABS-MBS
995 Government National Mortgage A 36183VZ98 Dec 2021 121,245 -884 $125K -3.8% 0.00% ABS-MBS
996 Fannie Mae 3138EKZS7 Dec 2021 115,539 -11,290 $125K -12.9% 0.00% ABS-MBS
997 Fannie Mae 31414SYM9 Dec 2021 115,183 -11,122 $125K -12.9% 0.00% ABS-MBS
998 State Street Bank and Trust Company N/A Dec 2021 1 New $124K — 0.00% DFE
999 FREMF Mortgage Trust 30320UAQ6 Dec 2021 18,374,996 — $123K -5.3% 0.00% ABS-MBS
1000 Fannie Mae 3138ACBG1 Dec 2021 114,143 -13,824 $123K -15.5% 0.00% ABS-MBS
1001 Government National Mortgage A 36180BJR3 Dec 2021 117,489 -964 $122K -4.0% 0.00% ABS-MBS
1002 Freddie Mac 3132XUZP3 Dec 2021 122,509 -11,592 $122K -14.4% 0.00% ABS-MBS
1003 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $122K — 0.00% DFE
1004 Government National Mortgage A 3620C04P0 Dec 2021 115,057 -8,616 $120K -10.7% 0.00% ABS-MBS
1005 Government National Mortgage A 36183PA64 Dec 2021 115,846 -717 $120K -3.6% 0.00% ABS-MBS
1006 REPUBLIC OF ARGENTINA 040114HX1 Dec 2021 351,880 — $119K -6.5% 0.00% DBT
1007 Freddie Mac 3128LXC32 Dec 2021 111,037 -7,406 $118K -9.4% 0.00% ABS-MBS
1008 Government National Mortgage A 36202UAJ2 Dec 2021 110,197 -2,954 $118K -5.5% 0.00% ABS-MBS
1009 Lorenz Re 2020, 6/30/23 000000000 Dec 2021 1,717,287 New $118K — 0.00% DBT
1010 Government National Mortgage A 3620ASLE7 Dec 2021 110,092 -857 $117K -4.6% 0.00% ABS-MBS
1011 Fannie Mae 31410WMT2 Dec 2021 105,773 -1,212 $116K -4.7% 0.00% ABS-MBS
1012 Freddie Mac 3133KLGE1 Mar 2022 110,373 New $113K — 0.00% ABS-MBS
1013 Freddie Mac 3133A47F7 Mar 2022 109,484 New $112K — 0.00% ABS-MBS
1014 Government National Mortgage A 36176PPS9 Dec 2021 104,528 -875 $111K -4.4% 0.00% ABS-MBS
1015 Government National Mortgage A 36211EPU6 Dec 2021 97,555 -13,837 $108K -15.3% 0.00% ABS-MBS
1016 YPF SOCIEDAD ANONIMA 984245AP5 Dec 2021 22,175,000 — $107K +3.6% 0.00% DBT
1017 Government National Mortgage A 36182WBS1 Dec 2021 103,552 -96,712 $107K -49.9% 0.00% ABS-MBS
1018 PT Bakrie & Brothers TBK 000000000 Dec 2021 15,039,758,000 New $105K — 0.00% DBT
1019 BANCO DE LA CIUDAD BA 000000000 Dec 2021 58,500,000 New $104K — 0.00% DBT
1020 Fannie Mae 31417DEE9 Dec 2021 98,808 -10,489 $103K -13.9% 0.00% ABS-MBS
1021 Government National Mortgage A 3620AMK27 Dec 2021 95,614 -2,374 $103K -6.7% 0.00% ABS-MBS
1022 Fannie Mae 3140LUHN4 Mar 2022 99,902 New $102K — 0.00% ABS-MBS
1023 Harambee Re 2020, 12/31/23 000000000 Dec 2021 3,000,000 New $102K — 0.00% DBT
1024 Government National Mortgage A 36198W6X8 Dec 2021 97,083 -692 $101K -4.8% 0.00% ABS-MBS
1025 Woburn Re 2018, 12/31/21 000000000 Dec 2021 1,826,168 New $101K — 0.00% DBT
1026 Pangaea Re 2018-1, 12/31/21 000000000 Dec 2021 4,750,000 New $100K — 0.00% DBT
1027 Government National Mortgage A 36183E3Y6 Dec 2021 94,277 -646 $99K -5.3% 0.00% ABS-MBS
1028 Freddie Mac 3128M6VJ4 Dec 2021 90,837 -5,924 $98K -10.3% 0.00% ABS-MBS
1029 Government National Mortgage A 3620C33H3 Dec 2021 93,585 -7,171 $97K -11.1% 0.00% ABS-MBS
1030 Government National Mortgage A 3620AXTN8 Dec 2021 91,910 -9,621 $96K -13.7% 0.00% ABS-MBS
1031 Freddie Mac 3133ASLK7 Mar 2022 93,607 New $96K — 0.00% ABS-MBS
1032 Viribus Re 2019, 12/31/22 000000000 Dec 2021 3,650,000 New $96K — 0.00% DBT
1033 Fannie Mae 31418D4V1 Mar 2022 91,522 New $94K — 0.00% ABS-MBS
1034 Government National Mortgage A 36184BL47 Dec 2021 88,344 -550 $94K -4.0% 0.00% ABS-MBS
1035 Fannie Mae 3138EBLT0 Dec 2021 87,820 -5,203 $92K -9.4% 0.00% ABS-MBS
1036 Government National Mortgage A 36180STE4 Dec 2021 87,034 -762 $90K -4.1% 0.00% ABS-MBS
1037 SECTOR RE V LTD 81369ADH2 Dec 2021 6,578 — $88K -7.1% 0.00% DBT
1038 Government National Mortgage A 3620A7ZK4 Dec 2021 85,480 -5,539 $88K -11.9% 0.00% ABS-MBS
1039 Government National Mortgage A 36177JNB1 Dec 2021 84,387 -699 $88K -5.2% 0.00% ABS-MBS
1040 Lorenz Re 2020, 6/30/23 000000000 Dec 2021 1,282,713 New $88K — 0.00% DBT
1041 Government National Mortgage A 3617A4JQ2 Dec 2021 83,131 -3,618 $87K -7.8% 0.00% ABS-MBS
1042 Gold Key Resorts LLC 38061LAC3 Dec 2021 86,334 -18,729 $86K -18.7% 0.00% ABS-O
1043 Government National Mortgage A 36290TC72 Dec 2021 79,807 -12,416 $86K -16.1% 0.00% ABS-MBS
1044 SECTOR RE V LTD 81369ACW0 Dec 2021 3,608 — $86K +21.6% 0.00% DBT
1045 Government National Mortgage A 36200NYP0 Dec 2021 77,231 -2,673 $85K -6.4% 0.00% ABS-MBS
1046 COMMONBOND STUDENT LOAN TRUST 20268KAD2 Dec 2021 83,852 -6,798 $84K -9.9% 0.00% ABS-O
1047 Fannie Mae 3140HERF1 Mar 2022 82,201 New $84K — 0.00% ABS-MBS
1048 Government National Mortgage A 36291UEC5 Dec 2021 78,655 -1,104 $84K -4.2% 0.00% ABS-MBS
1049 Fannie Mae 3140KDUZ1 Mar 2022 81,159 New $83K — 0.00% ABS-MBS
1050 Fannie Mae 3138LVQW6 Dec 2021 80,260 -1,096 $82K -5.3% 0.00% ABS-MBS
1051 Pangaea Re 2020-1, 2/1/24 000000000 Dec 2021 3,850,570 New $82K — 0.00% DBT
1052 Pangaea Re 2019-1, 2/1/23 000000000 Dec 2021 3,891,425 New $81K — 0.00% DBT
1053 Fannie Mae 31410KDK7 Dec 2021 72,483 -4,692 $81K -9.5% 0.00% ABS-MBS
1054 SECTOR RE V LTD 81369ACS9 Dec 2021 540,031 — $80K -14.7% 0.00% DBT
1055 Fannie Mae 3138WHG97 Dec 2021 80,711 -3,848 $80K -10.2% 0.00% ABS-MBS
1056 Fannie Mae 3138ECMS9 Dec 2021 75,557 -823 $79K -5.9% 0.00% ABS-MBS
1057 Government National Mortgage A 36184QL28 Dec 2021 73,105 -468 $77K -4.2% 0.00% ABS-MBS
1058 Sussex Re 2020-1, 12/31/22 000000000 Dec 2021 3,609,700 New $77K — 0.00% DBT
1059 Government National Mortgage A 36290RP49 Dec 2021 68,952 -2,516 $76K -7.1% 0.00% ABS-MBS
1060 Government National Mortgage A 36182Q2N5 Dec 2021 73,247 -892 $76K -4.4% 0.00% ABS-MBS
1061 Government National Mortgage A 36202DZZ7 Dec 2021 67,541 -2,564 $75K -7.2% 0.00% ABS-MBS
1062 Fannie Mae 31418CDA9 Dec 2021 75,053 -4,966 $75K -11.8% 0.00% ABS-MBS
1063 Government National Mortgage A 36181KAH3 Dec 2021 72,064 -452 $75K -3.6% 0.00% ABS-MBS
1064 Fannie Mae 31418VL67 Dec 2021 67,875 -1,223 $73K -5.8% 0.00% ABS-MBS
1065 Government National Mortgage A 36182NCD3 Dec 2021 69,964 -18,249 $72K -23.8% 0.00% ABS-MBS
1066 Government National Mortgage A 36200MQ55 Dec 2021 65,159 -1,464 $71K -5.8% 0.00% ABS-MBS
1067 Government National Mortgage A 3620AQ6X6 Dec 2021 65,448 -7,895 $69K -13.9% 0.00% ABS-MBS
1068 Fannie Mae 3140KPG72 Mar 2022 67,269 New $69K — 0.00% ABS-MBS
1069 Government National Mortgage A 36181BUN8 Dec 2021 65,910 -923 $68K -4.7% 0.00% ABS-MBS
1070 Government National Mortgage A 36201YHV1 Dec 2021 63,633 -1,020 $68K -4.5% 0.00% ABS-MBS
1071 Fannie Mae 3140XCFG8 Mar 2022 65,887 New $68K — 0.00% ABS-MBS
1072 Government National Mortgage A 36200NBP5 Dec 2021 59,594 -2,997 $66K -7.9% 0.00% ABS-MBS
1073 Carnoustie Re 2021, 12/31/24 000000000 Dec 2021 1,390,289 New $66K — 0.00% DBT
1074 Government National Mortgage A 36204DXR5 Dec 2021 61,701 -2,859 $64K -8.0% 0.00% ABS-MBS
1075 Government National Mortgage A 36210ARN9 Dec 2021 58,777 -1,149 $64K -5.0% 0.00% ABS-MBS
1076 Government National Mortgage A 36290YUV8 Dec 2021 59,309 -12,955 $64K -21.5% 0.00% ABS-MBS
1077 Citibank, National Association N/A Dec 2021 1 New $63K — 0.00% DFE
1078 Government National Mortgage A 36183B6T0 Dec 2021 60,433 -386 $62K -3.5% 0.00% ABS-MBS
1079 Government National Mortgage A 36290YUW6 Dec 2021 57,884 -1,062 $62K -5.9% 0.00% ABS-MBS
1080 Government National Mortgage A 36183YDG0 Dec 2021 59,790 -373 $62K -3.6% 0.00% ABS-MBS
1081 Fannie Mae 3140HB3D8 Dec 2021 61,757 -844 $61K -6.2% 0.00% ABS-MBS
1082 FREMF Mortgage Trust 30318WAL7 Dec 2021 10,000,000 — $60K -5.1% 0.00% ABS-MBS
1083 Government National Mortgage A 36183E6M9 Dec 2021 57,580 -372 $59K -3.6% 0.00% ABS-MBS
1084 Government National Mortgage A 36184DV75 Dec 2021 56,821 -353 $59K -3.6% 0.00% ABS-MBS
1085 Freddie Mac 3128M5VP2 Dec 2021 52,333 -2,336 $59K -7.8% 0.00% ABS-MBS
1086 Government National Mortgage A 36213FM67 Dec 2021 52,178 -1,077 $58K -5.8% 0.00% ABS-MBS
1087 Government National Mortgage A 36297BL90 Dec 2021 51,562 -475 $56K -4.9% 0.00% ABS-MBS
1088 Fannie Mae 31408BRF7 Dec 2021 50,647 -4,907 $55K -13.2% 0.00% ABS-MBS
1089 Fannie Mae 3140JUWR1 Dec 2021 53,381 -301 $55K -4.8% 0.00% ABS-MBS
1090 Dingle Re 2020, 1/31/22 000000000 Dec 2021 550,000 New $53K — 0.00% DBT
1091 Fannie Mae 3138XDMH0 Dec 2021 51,555 -368 $53K -4.6% 0.00% ABS-MBS
1092 Freddie Mac 31297RD61 Dec 2021 49,296 -594 $53K -4.1% 0.00% ABS-MBS
1093 Government National Mortgage A 36183B7C6 Dec 2021 50,591 -351 $52K -3.6% 0.00% ABS-MBS
1094 Freddie Mac 31297KGQ9 Dec 2021 48,128 -1,104 $52K -6.0% 0.00% ABS-MBS
1095 Fannie Mae 3140HJXW6 Mar 2022 50,352 New $52K — 0.00% ABS-MBS
1096 Fannie Mae 31414AQQ8 Dec 2021 45,775 -567 $51K -4.8% 0.00% ABS-MBS
1097 Government National Mortgage A 36201TQW0 Dec 2021 47,364 -786 $51K -4.7% 0.00% ABS-MBS
1098 Fannie Mae 3140HPHT7 Mar 2022 49,340 New $51K — 0.00% ABS-MBS
1099 Government National Mortgage A 36202D4P3 Dec 2021 44,534 -2,061 $49K -7.9% 0.00% ABS-MBS
1100 Pangaea Re 2020-3, 7/1/24 000000000 Dec 2021 3,500,000 New $49K — 0.00% DBT
1101 Government National Mortgage A 36225BUJ5 Dec 2021 45,188 -4,067 $49K -11.5% 0.00% ABS-MBS
1102 Government National Mortgage A 36295C7F2 Dec 2021 45,835 -795 $49K -4.5% 0.00% ABS-MBS
1103 Walton Health Re 2018, 6/15/22 000000000 Dec 2021 608,616 New $48K — 0.00% DBT
1104 Fannie Mae 3140QGTB3 Mar 2022 46,761 New $48K — 0.00% ABS-MBS
1105 Bank of America, National Association N/A Dec 2021 1 New $48K — 0.00% DFE
1106 Government National Mortgage A 36181VR81 Dec 2021 44,856 -307 $48K -4.4% 0.00% ABS-MBS
1107 Government National Mortgage A 36182J2E1 Dec 2021 45,818 -589 $47K -4.2% 0.00% ABS-MBS
1108 Government National Mortgage A 36183HN35 Dec 2021 44,538 -6,978 $47K -17.4% 0.00% ABS-MBS
1109 Fannie Mae 31418D6T4 Mar 2022 44,746 New $46K — 0.00% ABS-MBS
1110 Government National Mortgage A 36184CAQ8 Dec 2021 43,844 -296 $45K -3.6% 0.00% ABS-MBS
1111 Government National Mortgage A 36201RX71 Dec 2021 41,922 -1,153 $45K -6.9% 0.00% ABS-MBS
1112 Fannie Mae 3138WJ4U9 Dec 2021 45,028 -1,992 $45K -10.3% 0.00% ABS-MBS
1113 Government National Mortgage A 36213FPJ6 Dec 2021 40,814 -2,320 $45K -10.1% 0.00% ABS-MBS
1114 Freddie Mac 31297Q5Y1 Dec 2021 40,273 -1,360 $44K -7.4% 0.00% ABS-MBS
1115 Government National Mortgage A 36200WJL6 Dec 2021 39,523 -3,894 $43K -11.5% 0.00% ABS-MBS
1116 LIMESTONE RE LTD 000000000 Dec 2021 1,020,000 New $43K — 0.00% DBT
1117 Fannie Mae 31416TX79 Dec 2021 39,882 -50,079 $42K -57.7% 0.00% ABS-MBS
1118 Government National Mortgage A 36176JEY2 Dec 2021 39,827 -353 $42K -5.5% 0.00% ABS-MBS
1119 Fannie Mae 31418CHJ6 Dec 2021 41,122 -335 $41K -6.0% 0.00% ABS-MBS
1120 SECTOR RE V LTD 81369ADE9 Dec 2021 756 — $41K -0.2% 0.00% DBT
1121 Government National Mortgage A 3620ALT46 Dec 2021 38,838 -450 $41K -4.9% 0.00% ABS-MBS
1122 Government National Mortgage A 36201U5M2 Dec 2021 36,122 -830 $40K -4.9% 0.00% ABS-MBS
1123 Government National Mortgage A 36176UVU6 Dec 2021 38,164 -301 $39K -3.7% 0.00% ABS-MBS
1124 Government National Mortgage A 36200K2A4 Dec 2021 34,234 -701 $38K -5.9% 0.00% ABS-MBS
1125 Government National Mortgage A 36200AZZ5 Dec 2021 34,173 -3,483 $38K -11.9% 0.00% ABS-MBS
1126 Government National Mortgage A 36198K6A4 Dec 2021 36,504 -241 $38K -3.6% 0.00% ABS-MBS
1127 ALPHA METALLURGICAL RESOURCE CNTWW Dec 2021 365 — $37K +316.8% 0.00% DE
1128 Government National Mortgage A 36198WTY1 Dec 2021 35,663 -234 $37K -3.6% 0.00% ABS-MBS
1129 Oakmont Re 2017, 4/30/23 000000000 Dec 2021 1,250,000 New $37K — 0.00% DBT
1130 Government National Mortgage A 36176UVY8 Dec 2021 34,788 -266 $36K -4.7% 0.00% ABS-MBS
1131 Government National Mortgage A 36183B7G7 Dec 2021 34,741 -304 $36K -3.9% 0.00% ABS-MBS
1132 Government National Mortgage A 36198K5N7 Dec 2021 33,971 -226 $35K -3.6% 0.00% ABS-MBS
1133 Fannie Mae 31402C4H2 Dec 2021 32,187 -2,017 $35K -8.9% 0.00% ABS-MBS
1134 Government National Mortgage A 36176M4M2 Dec 2021 33,019 -321 $34K -5.4% 0.00% ABS-MBS
1135 Fannie Mae 3138YUSH5 Dec 2021 32,708 -432 $34K -5.3% 0.00% ABS-MBS
1136 Government National Mortgage A 3622A2JQ6 Dec 2021 31,619 -2,357 $33K -10.3% 0.00% ABS-MBS
1137 Fannie Mae 3140KC6S6 Mar 2022 32,673 New $33K — 0.00% ABS-MBS
1138 Government National Mortgage A 36230KQM6 Dec 2021 31,262 -276 $33K -4.5% 0.00% ABS-MBS
1139 Government National Mortgage A 3620AV6T4 Dec 2021 31,654 -8,789 $33K -25.7% 0.00% ABS-MBS
1140 Government National Mortgage A 36230UFE4 Dec 2021 31,564 -277 $33K -4.3% 0.00% ABS-MBS
1141 Fannie Mae 31371LFZ7 Dec 2021 29,316 -1,942 $33K -9.7% 0.00% ABS-MBS
1142 Government National Mortgage A 36183LFB7 Dec 2021 30,642 -217 $32K -3.6% 0.00% ABS-MBS
1143 Government National Mortgage A 3620ATXA0 Dec 2021 30,676 -333 $32K -4.0% 0.00% ABS-MBS
1144 White Heron Re 2021, 6/30/25 000000000 Dec 2021 1,500,000 New $32K — 0.00% DBT
1145 Government National Mortgage A 36182XT43 Dec 2021 30,456 -206 $32K -4.2% 0.00% ABS-MBS
1146 Government National Mortgage A 36200K7J0 Dec 2021 28,433 -1,638 $31K -8.8% 0.00% ABS-MBS
1147 Citibank, National Association N/A Dec 2021 1 New $31K — 0.00% DFE
1148 SECTOR RE V LTD 81369ADF6 Dec 2021 575 — $31K -0.2% 0.00% DBT
1149 Government National Mortgage A 36213FVM2 Dec 2021 26,869 -509 $30K -4.9% 0.00% ABS-MBS
1150 Government National Mortgage A 36178C6V0 Dec 2021 27,896 -5,723 $29K -20.3% 0.00% ABS-MBS
1151 Government National Mortgage A 36201BL38 Dec 2021 27,404 -639 $29K -4.8% 0.00% ABS-MBS
1152 Government National Mortgage A 36177KPE0 Dec 2021 27,098 -212 $28K -3.9% 0.00% ABS-MBS
1153 Government National Mortgage A 36290RUG6 Dec 2021 26,166 -983 $28K -7.4% 0.00% ABS-MBS
1154 Government National Mortgage A 36292JUH0 Dec 2021 25,093 -304 $27K -4.0% 0.00% ABS-MBS
1155 Fannie Mae 31371LJP5 Dec 2021 24,144 -1,357 $27K -8.8% 0.00% ABS-MBS
1156 Government National Mortgage A 36241LP42 Dec 2021 25,111 -1,935 $27K -10.5% 0.00% ABS-MBS
1157 Freddie Mac 31292H5Q3 Dec 2021 23,470 -1,018 $26K -7.7% 0.00% ABS-MBS
1158 Gleneagles Re 2019, 12/31/22 000000000 Dec 2021 1,156,688 New $26K — 0.00% DBT
1159 Government National Mortgage A 36176F7K8 Dec 2021 23,936 -7,977 $25K -29.0% 0.00% ABS-MBS
1160 Government National Mortgage A 36180HHX9 Dec 2021 23,871 -168 $25K -3.7% 0.00% ABS-MBS
1161 Fannie Mae 31407HVK9 Dec 2021 22,039 -278 $24K -4.4% 0.00% ABS-MBS
1162 Freddie Mac 3131YATM2 Mar 2022 22,813 New $23K — 0.00% ABS-MBS
1163 Frontera Energy Corp FECCF Dec 2021 2,013 — $23K +41.9% 0.00% EC
1164 Government National Mortgage A 36290SSE2 Dec 2021 19,359 -343 $21K -5.3% 0.00% ABS-MBS
1165 Government National Mortgage A 3620ARG96 Dec 2021 20,092 -1,574 $21K -10.6% 0.00% ABS-MBS
1166 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $21K — 0.00% DFE
1167 Government National Mortgage A 36225BZ27 Dec 2021 18,561 -946 $21K -9.0% 0.00% ABS-MBS
1168 Freddie Mac 3128KH6Q4 Dec 2021 18,938 -304 $20K -4.3% 0.00% ABS-MBS
1169 Government National Mortgage A 36291LJ55 Dec 2021 18,808 -213 $20K -5.4% 0.00% ABS-MBS
1170 LIMESTONE RE LTD 000000000 Dec 2021 480,000 New $20K — 0.00% DBT
1171 Freddie Mac 3128MJUM0 Dec 2021 18,808 -1,162 $20K -8.5% 0.00% ABS-MBS
1172 Fannie Mae 31391JW89 Dec 2021 18,627 -304 $20K -4.5% 0.00% ABS-MBS
1173 Fannie Mae 31401XH83 Dec 2021 17,784 -364 $19K -5.1% 0.00% ABS-MBS
1174 Government National Mortgage A 36202DS36 Dec 2021 17,791 -1,165 $19K -9.2% 0.00% ABS-MBS
1175 Freddie Mac 31288FET7 Dec 2021 17,447 -407 $19K -5.2% 0.00% ABS-MBS
1176 Government National Mortgage A 36176EZG9 Dec 2021 17,555 -175 $19K -4.7% 0.00% ABS-MBS
1177 Government National Mortgage A 36296VLW6 Dec 2021 17,272 -148 $19K -3.7% 0.00% ABS-MBS
1178 Government National Mortgage A 36201VAT9 Dec 2021 17,210 -437 $18K -5.4% 0.00% ABS-MBS
1179 Fannie Mae 3140HB6J2 Mar 2022 16,930 New $17K — 0.00% ABS-MBS
1180 Government National Mortgage A 36230UD63 Dec 2021 16,362 -1,364 $17K -11.1% 0.00% ABS-MBS
1181 Government National Mortgage A 36187SEP8 Dec 2021 16,148 -104 $17K -4.1% 0.00% ABS-MBS
1182 Government National Mortgage A 36201AWY0 Dec 2021 15,779 -264 $17K -4.2% 0.00% ABS-MBS
1183 Government National Mortgage A 36176QVF8 Dec 2021 14,796 -817 $16K -8.7% 0.00% ABS-MBS
1184 Fannie Mae 31415BE54 Dec 2021 14,529 -28,970 $16K -67.9% 0.00% ABS-MBS
1185 Government National Mortgage A 36202SGX0 Dec 2021 13,742 -2,504 $15K -19.3% 0.00% ABS-MBS
1186 Government National Mortgage A 36182R5H3 Dec 2021 14,276 -92 $15K -3.6% 0.00% ABS-MBS
1187 Government National Mortgage A 36183CA55 Dec 2021 13,979 -91 $14K -3.6% 0.00% ABS-MBS
1188 Government National Mortgage A 36201NHL7 Dec 2021 12,377 -241 $13K -5.6% 0.00% ABS-MBS
1189 Freddie Mac 3128MJAW0 Dec 2021 11,879 -1,113 $13K -12.4% 0.00% ABS-MBS
1190 Government National Mortgage A 36176SQV5 Dec 2021 12,397 -103 $13K -3.7% 0.00% ABS-MBS
1191 Fannie Mae 3140QGS81 Mar 2022 12,262 New $13K — 0.00% ABS-MBS
1192 Freddie Mac 31288GSX1 Dec 2021 11,552 -197 $12K -4.6% 0.00% ABS-MBS
1193 Fannie Mae 3138EH6D9 Dec 2021 12,043 -143 $12K -5.0% 0.00% ABS-MBS
1194 ALTURAS RE LTD 000000000 Dec 2021 357,085 New $12K — 0.00% DBT
1195 Isosceles Re 2021-A1, 5/31/25 000000000 Dec 2021 1,500,000 New $12K — 0.00% DBT
1196 Alturas Re 2019-2, 3/10/22 000000000 Dec 2021 33,410 New $12K — 0.00% DBT
1197 ANR Inc ANDD Dec 2021 1,880,020 — $11K +0.0% 0.00% EC
1198 Pangaea Re 2016-2, 11/30/21 000000000 Dec 2021 6,150,000 New $11K — 0.00% DBT
1199 Government National Mortgage A 36183E3P5 Dec 2021 10,169 -69 $11K -4.3% 0.00% ABS-MBS
1200 Fannie Mae 31401D3H2 Dec 2021 10,062 -156 $11K -4.5% 0.00% ABS-MBS
1201 Freddie Mac 31296YTX1 Dec 2021 9,392 -181 $10K -6.4% 0.00% ABS-MBS
1202 ALTURAS RE 2019-1, 3/10/23 (144A) 000000000 Dec 2021 2,201 New $10K — 0.00% DBT
1203 Government National Mortgage A 36294YQL1 Dec 2021 9,275 -112 $10K -4.0% 0.00% ABS-MBS
1204 Government National Mortgage A 36200D2Y8 Dec 2021 9,072 -250 $10K -5.2% 0.00% ABS-MBS
1205 Freddie Mac 3128MBUE5 Dec 2021 8,318 -3,026 $8K -27.4% 0.00% ABS-MBS
1206 Government National Mortgage A 36178YQG3 Dec 2021 7,710 -74 $8K -4.6% 0.00% ABS-MBS
1207 Shadow Creek Re 2021, 7/31/25 000000000 Dec 2021 500,000 New $8K — 0.00% DBT
1208 Government National Mortgage A 3620ARL82 Dec 2021 7,127 -1,819 $7K -23.8% 0.00% ABS-MBS
1209 Government National Mortgage A 36183LAA4 Dec 2021 7,107 -291 $7K -7.4% 0.00% ABS-MBS
1210 Government National Mortgage A 36183C3Q7 Dec 2021 7,112 -249 $7K -6.3% 0.00% ABS-MBS
1211 Government National Mortgage A 36200MLZ4 Dec 2021 6,867 -156 $7K -5.0% 0.00% ABS-MBS
1212 Government National Mortgage A 36211LE65 Dec 2021 6,958 -102 $7K -4.6% 0.00% ABS-MBS
1213 Government National Mortgage A 36230TFJ6 Dec 2021 6,303 -58 $7K -4.5% 0.00% ABS-MBS
1214 Freddie Mac 3132JPK50 Dec 2021 6,409 -42 $7K -3.7% 0.00% ABS-MBS
1215 Government National Mortgage A 36290N6R8 Dec 2021 6,231 -131 $7K -5.0% 0.00% ABS-MBS
1216 Government National Mortgage A 3620AEJR2 Dec 2021 6,273 -4,292 $6K -42.4% 0.00% ABS-MBS
1217 Government National Mortgage A 36176W2Z3 Dec 2021 6,119 -170 $6K -5.7% 0.00% ABS-MBS
1218 Government National Mortgage A 36290UAH9 Dec 2021 6,058 -1,165 $6K -19.3% 0.00% ABS-MBS
1219 Government National Mortgage A 36176UJ71 Dec 2021 5,920 -60 $6K -4.7% 0.00% ABS-MBS
1220 Government National Mortgage A 36176DCR2 Dec 2021 5,976 -551 $6K -11.7% 0.00% ABS-MBS
1221 Government National Mortgage A 36176RH47 Dec 2021 5,969 -61 $6K -4.2% 0.00% ABS-MBS
1222 Government National Mortgage A 36209SD65 Dec 2021 5,895 -47 $6K -3.7% 0.00% ABS-MBS
1223 Fannie Mae 31400U6E9 Dec 2021 5,420 -102 $6K -4.8% 0.00% ABS-MBS
1224 Freddie Mac 3132M5YN6 Dec 2021 5,414 -310 $6K -8.5% 0.00% ABS-MBS
1225 Fannie Mae 31402RRS0 Dec 2021 5,243 -346 $6K -9.9% 0.00% ABS-MBS
1226 Government National Mortgage A 3620A6DV6 Dec 2021 4,924 -448 $5K -11.4% 0.00% ABS-MBS
1227 Government National Mortgage A 36176MBQ5 Dec 2021 4,756 -43 $5K -3.4% 0.00% ABS-MBS
1228 Freddie Mac 3128M6VZ8 Dec 2021 4,623 -301 $5K -10.3% 0.00% ABS-MBS
1229 Government National Mortgage A 36295CK42 Dec 2021 4,680 -334 $5K -10.1% 0.00% ABS-MBS
1230 Government National Mortgage A 3620C55R4 Dec 2021 4,776 -39 $5K -3.8% 0.00% ABS-MBS
1231 Government National Mortgage A 36208R2G8 Dec 2021 4,340 -209 $5K -7.1% 0.00% ABS-MBS
1232 Government National Mortgage A 3620AS2P3 Dec 2021 4,394 -350 $5K -11.1% 0.00% ABS-MBS
1233 Government National Mortgage A 36176PRT5 Dec 2021 4,227 -45 $4K -4.7% 0.00% ABS-MBS
1234 Fannie Mae 3138A2VH9 Dec 2021 4,084 -422 $4K -12.9% 0.00% ABS-MBS
1235 Fannie Mae 31371KXY2 Dec 2021 3,753 -230 $4K -9.3% 0.00% ABS-MBS
1236 Government National Mortgage A 36297F5X6 Dec 2021 3,858 -288 $4K -10.2% 0.00% ABS-MBS
1237 Fannie Mae 3138AB6K0 Dec 2021 3,774 -188 $4K -8.1% 0.00% ABS-MBS
1238 Harambee Re 2019, 12/31/22 000000000 Dec 2021 5,000,000 New $4K — 0.00% DBT
1239 Government National Mortgage A 36176MER0 Dec 2021 3,854 -45 $4K -4.1% 0.00% ABS-MBS
1240 Government National Mortgage A 36183SDZ1 Dec 2021 3,830 -24 $4K -3.8% 0.00% ABS-MBS
1241 Fannie Mae 31401HES7 Dec 2021 3,631 -1,037 $4K -25.6% 0.00% ABS-MBS
1242 Government National Mortgage A 36205VU97 Dec 2021 3,574 -65 $4K -5.0% 0.00% ABS-MBS
1243 Alturas Re 2020-3, 9/30/24 000000000 Dec 2021 250,000 New $4K — 0.00% DBT
1244 Government National Mortgage A 36176CCN3 Dec 2021 3,660 -37 $4K -3.9% 0.00% ABS-MBS
1245 Government National Mortgage A 36176HKG8 Dec 2021 3,645 -837 $4K -21.4% 0.00% ABS-MBS
1246 Government National Mortgage A 3620A2LX2 Dec 2021 3,556 -209 $4K -9.3% 0.00% ABS-MBS
1247 Versutus Re 2018, 12/31/21 000000000 Dec 2021 3,000,000 New $4K — 0.00% DBT
1248 Government National Mortgage A 36296QRJ0 Dec 2021 3,211 -269 $3K -10.4% 0.00% ABS-MBS
1249 Government National Mortgage A 3620ARVL2 Dec 2021 3,148 -87 $3K -5.6% 0.00% ABS-MBS
1250 Government National Mortgage A 3620C1TK2 Dec 2021 3,167 -28 $3K -4.0% 0.00% ABS-MBS
1251 Fannie Mae 31391GYP5 Dec 2021 3,052 -65 $3K -5.0% 0.00% ABS-MBS
1252 Emerald Plantation Holdings Lt EMEXF Dec 2021 162,828 New $3K — 0.00% EC
1253 Government National Mortgage A 36182UN52 Dec 2021 3,083 -580 $3K -20.1% 0.00% ABS-MBS
1254 Government National Mortgage A 3620A9D32 Dec 2021 3,096 -28 $3K -3.8% 0.00% ABS-MBS
1255 Government National Mortgage A 36241LYK6 Dec 2021 3,004 -227 $3K -10.4% 0.00% ABS-MBS
1256 Government National Mortgage A 36176M3E1 Dec 2021 2,985 -36 $3K -5.3% 0.00% ABS-MBS
1257 Government National Mortgage A 3620AVXP2 Dec 2021 2,944 -647 $3K -21.3% 0.00% ABS-MBS
1258 Government National Mortgage A 36205VUV8 Dec 2021 2,813 -48 $3K -2.8% 0.00% ABS-MBS
1259 Government National Mortgage A 36182LCZ8 Dec 2021 2,857 -622 $3K -21.8% 0.00% ABS-MBS
1260 Government National Mortgage A 3620AMPA4 Dec 2021 2,664 -315 $3K -14.6% 0.00% ABS-MBS
1261 Fannie Mae 3138AUND5 Dec 2021 2,610 -189 $3K -11.2% 0.00% ABS-MBS
1262 Government National Mortgage A 36176XCU1 Dec 2021 2,589 -206 $3K -10.7% 0.00% ABS-MBS
1263 Government National Mortgage A 36200WYE5 Dec 2021 2,335 -67 $2K -6.3% 0.00% ABS-MBS
1264 Harambee Re 2018, 12/31/21 000000000 Dec 2021 3,000,000 New $2K — 0.00% DBT
1265 Government National Mortgage A 36180DG50 Dec 2021 2,317 -4,909 $2K -69.0% 0.00% ABS-MBS
1266 Government National Mortgage A 36210B3H6 Dec 2021 2,226 -160 $2K -8.7% 0.00% ABS-MBS
1267 Government National Mortgage A 36201L2D5 Dec 2021 2,121 -78 $2K -6.4% 0.00% ABS-MBS
1268 Freddie Mac 31288GCW0 Dec 2021 2,085 -50 $2K -5.2% 0.00% ABS-MBS
1269 Desarrolladora Homex SAB de CV HOMEX* Dec 2021 1,018,282 New $2K — 0.00% EC
1270 Fannie Mae 31371K2H3 Dec 2021 1,917 -170 $2K -11.6% 0.00% ABS-MBS
1271 Government National Mortgage A 36209SAF8 Dec 2021 2,025 -18 $2K -5.3% 0.00% ABS-MBS
1272 Government National Mortgage A 3620AR2D2 Dec 2021 1,926 -38 $2K -4.2% 0.00% ABS-MBS
1273 Government National Mortgage A 36176HEP5 Dec 2021 1,981 -23 $2K -4.1% 0.00% ABS-MBS
1274 Government National Mortgage A 36180HHP6 Dec 2021 1,795 -1,076 $2K -40.9% 0.00% ABS-MBS
1275 Freddie Mac 31287YFX7 Dec 2021 1,727 -29 $2K -4.3% 0.00% ABS-MBS
1276 Freddie Mac 3128KXJH5 Dec 2021 1,657 -18 $2K -4.2% 0.00% ABS-MBS
1277 Fannie Mae 31389JZV9 Dec 2021 1,657 -31 $2K -4.5% 0.00% ABS-MBS
1278 Government National Mortgage A 36202DAB7 Dec 2021 1,588 -73 $2K -6.8% 0.00% ABS-MBS
1279 Versutus Re 2019-A, 12/31/21 000000000 Dec 2021 2,647,642 New $2K — 0.00% DBT
1280 Government National Mortgage A 36201RR60 Dec 2021 1,477 -29 $2K -5.0% 0.00% ABS-MBS
1281 Government National Mortgage A 36176RQ47 Dec 2021 1,522 -22 $2K -4.3% 0.00% ABS-MBS
1282 Government National Mortgage A 36213FAD5 Dec 2021 1,446 -25 $2K -5.1% 0.00% ABS-MBS
1283 Fannie Mae 31410GUG6 Dec 2021 1,488 -687 $2K -34.2% 0.00% ABS-MBS
1284 Global Mortgage Securitization 378961AG1 Dec 2021 171,915 — $1K -53.4% 0.00% ABS-MBS
1285 Government National Mortgage A 36201C7J7 Dec 2021 1,292 -21 $1K -4.2% 0.00% ABS-MBS
1286 Freddie Mac 312938NF6 Dec 2021 1,170 -113 $1K -13.0% 0.00% ABS-MBS
1287 Government National Mortgage A 3620AT7H4 Dec 2021 1,189 -799 $1K -42.7% 0.00% ABS-MBS
1288 Government National Mortgage A 36200Q3L6 Dec 2021 1,035 -26 $1K -6.7% 0.00% ABS-MBS
1289 Government National Mortgage A 36213WPR1 Dec 2021 1,022 -19 $1K -3.3% 0.00% ABS-MBS
1290 Government National Mortgage A 36177NVN7 Dec 2021 1,048 -9 $1K -3.8% 0.00% ABS-MBS
1291 Government National Mortgage A 36201BAJ5 Dec 2021 875 -1,551 $935 -64.9% 0.00% ABS-MBS
1292 Fannie Mae 31371KUB5 Dec 2021 783 -47 $866 -9.2% 0.00% ABS-MBS
1293 Fannie Mae 31385JK80 Dec 2021 790 -36 $851 -7.9% 0.00% ABS-MBS
1294 Government National Mortgage A 36176KZ91 Dec 2021 773 -6 $798 -3.7% 0.00% ABS-MBS
1295 Freddie Mac 312932ZG4 Dec 2021 694 -8 $752 -5.6% 0.00% ABS-MBS
1296 Fannie Mae 31411LSC6 Dec 2021 691 -681 $704 -50.2% 0.00% ABS-MBS
1297 Government National Mortgage A 36200QLP7 Dec 2021 524 -40 $576 -11.2% 0.00% ABS-MBS
1298 Government National Mortgage A 36225BEG9 Dec 2021 513 -31 $556 -9.3% 0.00% ABS-MBS
1299 Government National Mortgage A 36209YWS3 Dec 2021 499 -16 $533 -5.5% 0.00% ABS-MBS
1300 Fannie Mae 31371KLT6 Dec 2021 474 -34 $525 -10.1% 0.00% ABS-MBS
1301 Fannie Mae 31387DM71 Dec 2021 325 -9 $349 -5.4% 0.00% ABS-MBS
1302 Fannie Mae 31389GRE2 Dec 2021 267 -7 $291 -6.8% 0.00% ABS-MBS
1303 Fannie Mae 31371GRT9 Dec 2021 268 -30 $286 -13.1% 0.00% ABS-MBS
1304 Government National Mortgage A 36210BGJ8 Dec 2021 253 -8 $268 -6.2% 0.00% ABS-MBS
1305 Fannie Mae 31387WK22 Dec 2021 256 -5 $262 -2.4% 0.00% ABS-MBS
1306 Fannie Mae 31382UR65 Dec 2021 239 -23 $250 -10.5% 0.00% ABS-MBS
1307 Fannie Mae 31413CSV2 Dec 2021 210 -445 $214 -68.2% 0.00% ABS-MBS
1308 Berwick Re 2020-1, 12/31/23 000000000 Dec 2021 2,000,000 New $200 — 0.00% DBT
1309 Government National Mortgage A 36212TAK0 Dec 2021 173 -3 $174 -1.9% 0.00% ABS-MBS
1310 Fannie Mae 31371HE53 Dec 2021 147 -6 $159 -7.8% 0.00% ABS-MBS
1311 Fannie Mae 31387EXR3 Dec 2021 113 -3 $121 -5.3% 0.00% ABS-MBS
1312 Government National Mortgage A 36212M6W4 Dec 2021 106 -28 $114 -24.4% 0.00% ABS-MBS
1313 Fannie Mae 31382VWG5 Dec 2021 102 -4 $114 -3.4% 0.00% ABS-MBS
1314 Government National Mortgage A 36210F6D3 Dec 2021 86 -3 $89 -4.4% 0.00% ABS-MBS
1315 Government National Mortgage A 36202CY72 Dec 2021 79 -8 $84 -12.0% 0.00% ABS-MBS
1316 Fannie Mae 31411UUC3 Dec 2021 45 -162 $45 -79.0% 0.00% ABS-MBS
1317 Credit Suisse First Boston Mor 22541QJM5 Dec 2021 534,696 -26,173 $5 -99.4% 0.00% ABS-MBS
1318 Government National Mortgage A 36241KLT3 Dec 2021 4 — $5 -7.3% 0.00% ABS-MBS
1319 Bayview Commercial Asset Trust 07325XAN0 Dec 2021 6,231,064 -470,921 $1 -7.5% 0.00% ABS-MBS
1320 LIMESTONE RE LTD 000000000 Dec 2021 140,000 New $0 — 0.00% DBT
1321 BROWN BROTHERS HARRIMAN & CO. 000000000 Dec 2021 209,523 New $0 — 0.00% DE
1322 BROWN BROTHERS HARRIMAN & CO. 000000000 Dec 2021 209,523 New $0 — 0.00% DE
1323 Lorenz Re 2018, 7/1/22 000000000 Dec 2021 6,000,000 New $0 — 0.00% DBT
1324 Thopas Re 2019, 12/31/22 000000000 Dec 2021 3,000,000 New $0 — 0.00% DBT
1325 Versutus Re 2019-B, 12/31/21 000000000 Dec 2021 852,358 New $0 — 0.00% DBT
1326 LIMESTONE RE LTD 000000000 Dec 2021 20,000 New $0 — 0.00% DBT
1327 Viribus Re 2018, 12/31/21 000000000 Dec 2021 1,250,000 New $0 — 0.00% DBT
1328 Alturas Re 2021-2, 12/31/24 000000000 Dec 2021 2,639,535 New $0 — 0.00% DBT
1329 Thopas Re 2020, 12/31/23 000000000 Dec 2021 4,000,000 New $0 — 0.00% DBT
1330 Lion Rock Re 2019, 1/31/22 000000000 Dec 2021 500,000 New $0 — 0.00% DBT
1331 Thopas Re 2021, 12/31/24 000000000 Dec 2021 5,000,000 New $0 — 0.00% DBT
1332 Lion Rock Re 2020, 1/31/22 000000000 Dec 2021 500,000 New $0 — 0.00% DBT
1333 STATE STREET BANK AND TRUST COMPANY N/A Dec 2021 1 New $-165 — -0.00% DFE
1334 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $-31144 — -0.00% DCR
1335 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $-42809 — -0.00% DCR
1336 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $-51906 — -0.00% DCR
1337 Citibank, National Association N/A Dec 2021 1 New $-79917 — -0.00% DFE
1338 BANK OF AMERICA, NATIONAL ASSOCIATION 000000000 Dec 2021 -42,000,000 New $-96675 — -0.00% DFE
1339 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $-104026 — -0.00% DCR
1340 STATE STREET BANK AND TRUST COMPANY N/A Dec 2021 1 New $-108118 — -0.00% DFE
1341 State Street Bank and Trust Company N/A Dec 2021 1 New $-121303 — -0.00% DFE
1342 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $-138184 — -0.00% DFE
1343 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 000000000 Dec 2021 1 New $-155826 — -0.00% DCR
1344 JPMorgan Chase Bank, National Association N/A Dec 2021 1 New $-158915 — -0.00% DFE
1345 Bank of America, National Association N/A Dec 2021 1 New $-286420 — -0.01% DFE
1346 Citibank, National Association N/A Dec 2021 1 New $-310008 — -0.01% DFE
1347 GOLDMAN SACHS & CO. LLC N/A Dec 2021 1 New $-722945 — -0.02% DFE
1348 JPMorgan Chase Bank, National Association N/A Dec 2021 1 New $-782065 — -0.02% DFE
1349 Citibank, National Association N/A Dec 2021 1 New $-907230 — -0.02% DFE
1350 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TUM2 Dec 2021 343 New $-946742 — -0.02% DIR
1351 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYM2 Dec 2021 626 New $-1017870 — -0.02% DIR
1352 HSBC SECURITIES (USA) INC. N/A Dec 2021 1 New $-1120026 — -0.03% DFE
1353 GOLDMAN SACHS & CO. LLC N/A Dec 2021 1 New $-1640326 — -0.04% DFE
1354 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. FVM2 Dec 2021 2,894 New $-8654565 — -0.20% DIR
1355 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. WNM2 Dec 2021 1,632 New $-10176286 — -0.23% DIR
1356 INTERCONTINENTAL EXCHANGE, INC. 000000000 Dec 2021 1 New $-37202398 — -0.85% DCR
✕ Fannie Mae or Freddie Mac 01F022618 — 219,000,000 Exited $223.5M — — —
✕ Fannie Mae or Freddie Mac 01F042616 — 125,000,000 Exited $133.9M — — —
✕ TREASURY BILL 912796Q51 — 130,000,000 Exited $130.0M — — —
✕ TREASURY BILL 912796Q69 — 100,600,000 Exited $100.6M — — —
✕ TREASURY BILL 912796C31 — 100,000,000 Exited $100.0M — — —
✕ US TREASURY N/B 91282CCD1 — 94,000,000 Exited $93.4M — — —
✕ TREASURY BILL 912796K65 — 90,000,000 Exited $90.0M — — —
✕ WI TREASURY BILL 912796Q93 — 90,000,000 Exited $90.0M — — —
✕ Dreyfus Government Cash Management 262006208 — 88,899,836 Exited $88.9M — — —
✕ Fannie Mae or Freddie Mac 01F032617 — 76,000,000 Exited $80.0M — — —
✕ US TREASURY N/B 912810SF6 — 60,500,000 Exited $74.7M — — —
✕ Fannie Mae or Freddie Mac 01F030611 — 72,000,000 Exited $74.6M — — —
✕ Fannie Mae or Freddie Mac 01F040610 — 46,000,000 Exited $48.9M — — —
✕ TSY INFL IX N/B 91282CBF7 — 43,291,439 Exited $48.5M — — —
✕ Government National Mortgage A 21H030617 — 41,000,000 Exited $42.4M — — —
✕ Fannie Mae or Freddie Mac 01F032625 — 33,000,000 Exited $34.7M — — —
✕ Government National Mortgage A 21H022614 — 32,000,000 Exited $32.8M — — —
✕ TSY INFL IX N/B 912810SM1 — 21,021,630 Exited $25.5M — — —
✕ TREASURY BILL 912796K81 — 25,000,000 Exited $25.0M — — —
✕ SOUTHWESTERN ENERGY CO 845467AS8 — 13,220,000 Exited $14.2M — — —
✕ Government National Mortgage A 21H032613 — 12,000,000 Exited $12.5M — — —
✕ HOWMET AEROSPACE INC 443201AB4 — 10,337,000 Exited $10.3M — — —
✕ Towd Point Mortgage Trust 89173HAF3 — 9,175,000 Exited $9.5M — — —
✕ FASST 2019-JR4 31740BAA3 — 9,078,224 Exited $9.5M — — —
✕ DRAFTKINGS INC 26142RAA2 — 12,093,000 Exited $9.1M — — —
✕ FASST 2019-JR2 31739GAA5 — 8,094,330 Exited $8.8M — — —
✕ UNITI GRP/UNITI HLD/CSL 91327AAA0 — 8,337,000 Exited $8.7M — — —
✕ Woodward Capital Management 74938VAV5 — 8,275,225 Exited $8.2M — — —
✕ FASST 2021-JR1 31739MAB0 — 8,097,677 Exited $8.0M — — —
✕ TEVA PHARMACEUTICALS NE 88167AAK7 — 7,500,000 Exited $8.0M — — —
✕ Towd Point Mortgage Trust 89175MAF0 — 7,500,000 Exited $8.0M — — —
✕ GREIF INC 397624AH0 — 7,630,000 Exited $7.9M — — —
✕ MINERVA LUXEMBOURG SA 603374AE9 — 7,401,000 Exited $7.9M — — —
✕ LAMB WESTON HLD 513272AE4 — 7,605,000 Exited $7.8M — — —
✕ LAMB WESTON HLD 513272AD6 — 7,605,000 Exited $7.8M — — —
✕ Provident Funding Mortgage Tru 74387VAA7 — 7,440,745 Exited $7.5M — — —
✕ Sound Point CLO LTD 83614JAA0 — 7,000,000 Exited $7.0M — — —
✕ Madison Park Funding Ltd 55819NAA2 — 7,000,000 Exited $7.0M — — —
✕ KINGDOM OF BAHRAIN 05675M2A1 — 7,000,000 Exited $6.9M — — —
✕ Symphony CLO Ltd 87167GBM1 — 6,600,000 Exited $6.6M — — —
✕ PELOTON INTERACTIVE INC 70614WAA8 — 7,780,000 Exited $6.6M — — —
✕ COVANTA HOLDING CORP 22282EAH5 — 6,132,000 Exited $6.3M — — —
✕ FASST 2019-JR3 31739LAA4 — 5,861,807 Exited $6.3M — — —
✕ JP Morgan Mortgage Trust 46591NBY2 — 5,815,845 Exited $6.0M — — —
✕ BUILDERS FIRSTSOURCE INC 12008RAP2 — 5,530,000 Exited $5.8M — — —
✕ SUNOCO LP/FINANCE CORP 86765LAU1 — 5,545,000 Exited $5.7M — — —
✕ Freddie Mac - STACR 35563MAH9 — 5,530,748 Exited $5.6M — — —
✕ KINGDOM OF BAHRAIN 05674RAG9 — 5,010,000 Exited $5.4M — — —
✕ BELLEMEADE RE LT 07877BAG5 — 5,350,000 Exited $5.4M — — —
✕ ROYAL CARIBBEAN CRUISES 780153BG6 — 5,295,000 Exited $5.4M — — —
✕ GoldenTree Loan Management US 38137WAL9 — 5,230,000 Exited $5.3M — — —
✕ CDW LLC/CDW FINANCE 12513GBJ7 — 5,050,000 Exited $5.3M — — —
✕ JEFFERIES FIN LLC / JFIN 47232MAF9 — 4,940,000 Exited $5.1M — — —
✕ Towd Point Mortgage Trust 89176EAE0 — 4,750,000 Exited $5.0M — — —
✕ 522 Funding CLO LTD 33830NAA4 — 5,000,000 Exited $5.0M — — —
✕ BRINK'S CO/THE 109696AB0 — 4,735,000 Exited $4.9M — — —
✕ JAZZ SECURITIES DAC 47216FAA5 — 4,600,000 Exited $4.8M — — —
✕ CDW LLC/CDW FINANCE 12513GBH1 — 4,390,000 Exited $4.5M — — —
✕ PETROLEOS MEXICANOS 71643VAA3 — 4,435,000 Exited $4.5M — — —
✕ II-VI INC 902104AC2 — 4,265,000 Exited $4.4M — — —
✕ United Auto Credit Securitizat 90945QAF8 — 4,250,000 Exited $4.3M — — —
✕ FIRST QUANTUM MINERALS L 335934AK1 — 4,144,000 Exited $4.2M — — —
✕ SOUTHWESTERN ENERGY CO 845467AR0 — 3,955,000 Exited $4.2M — — —
✕ Fannie Mae or Freddie Mac 01F030629 — 4,000,000 Exited $4.1M — — —
✕ Fair Square Issuance Trust 303394AD2 — 4,100,000 Exited $4.1M — — —
✕ Oaktown Re Ltd 67400CAB4 — 4,070,000 Exited $4.1M — — —
✕ Preston Ridge Partners Mortgag 69360GAB9 — 4,154,000 Exited $4.1M — — —
✕ MINSUR SA 60447KAB6 — 3,940,000 Exited $4.0M — — —
✕ BELLEMEADE RE LT 07877BAJ9 — 3,910,000 Exited $3.9M — — —
✕ OMAN GOV INTERNTL BOND 68205LAS2 — 3,550,000 Exited $3.9M — — —
✕ Conn Funding II, L.P 20824LAC9 — 3,870,627 Exited $3.9M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAC7 — 3,690,000 Exited $3.9M — — —
✕ Towd Point Mortgage Trust 89173UAE7 — 3,750,000 Exited $3.9M — — —
✕ JP Morgan Mortgage Trust 46650TBA9 — 3,535,345 Exited $3.6M — — —
✕ WOLVERINE WORLD WIDE 978097AG8 — 3,590,000 Exited $3.5M — — —
✕ Radnor Re LTD 75049SAD5 — 3,470,000 Exited $3.5M — — —
✕ ISTAR INC 45031UCF6 — 3,345,000 Exited $3.5M — — —
✕ ASBURY AUTOMOTIVE GROUP 043436AW4 — 3,405,000 Exited $3.5M — — —
✕ ALCOA NEDERLAND HOLDING 013822AG6 — 3,200,000 Exited $3.3M — — —
✕ CAPE LOOKOUT RE LTD 13947LAA0 — 3,250,000 Exited $3.3M — — —
✕ Towd Point Mortgage Trust 89173CAF4 — 3,100,000 Exited $3.2M — — —
✕ Carlyle Global Market Strategi 14317VAL4 — 3,000,000 Exited $3.0M — — —
✕ Harriman Park CLO 413717AY5 — 3,000,000 Exited $3.0M — — —
✕ ORGANON & CO/ORG 68622TAA9 — 2,930,000 Exited $3.0M — — —
✕ PRECISION DRILLING CORP 740212AL9 — 2,814,000 Exited $2.9M — — —
✕ JBS USA/FOOD/FINANCE 46590XAA4 — 2,485,000 Exited $2.7M — — —
✕ NATIONSTAR MTG HLD INC 63861CAD1 — 2,745,000 Exited $2.7M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAB9 — 2,465,000 Exited $2.6M — — —
✕ JOSEPH T RYERSON & SON I 48088LAB3 — 2,387,000 Exited $2.6M — — —
✕ PRECISION DRILLING CORP 740212AM7 — 2,500,000 Exited $2.5M — — —
✕ SENSATA TECHNOLOGIES BV 81725WAK9 — 2,460,000 Exited $2.5M — — —
✕ ADANI ELECTRICITY MUMBAI 00654GAA1 — 2,505,000 Exited $2.5M — — —
✕ AMERICAN AIRLINES/AADVAN 00253XAA9 — 2,340,000 Exited $2.4M — — —
✕ ROCKCLIFF ENERGY II LLC 77289KAA3 — 2,315,000 Exited $2.4M — — —
✕ SOUTHWESTERN ENERGY CO 845467AT6 — 2,245,000 Exited $2.4M — — —
✕ OLYMPUS WTR US HLDG CORP 681639AB6 — 2,385,000 Exited $2.3M — — —
✕ EQT CORP 26884LAN9 — 2,230,000 Exited $2.3M — — —
✕ Symphony CLO Ltd 87167GBC3 — 2,200,000 Exited $2.2M — — —
✕ TERRAFORM POWER OPERATIN 88104LAG8 — 2,095,000 Exited $2.2M — — —
✕ OMAN GOV INTERNTL BOND 68205LAD5 — 1,910,000 Exited $2.1M — — —
✕ COMM Mortgage Trust 12655TAG4 — 2,411,000 Exited $2.1M — — —
✕ TERVITA CORP 88159EAA1 — 1,843,000 Exited $2.1M — — —
✕ AMERICAN AIRLINES/AADVAN 00253XAB7 — 1,955,000 Exited $2.1M — — —
✕ HILTON DOMESTIC OPERATIN 432833AJ0 — 1,900,000 Exited $1.9M — — —
✕ Citigroup Commercial Mortgage 17326DAH5 — 1,750,000 Exited $1.9M — — —
✕ SENSATA TECHNOLOGIES INC 81728UAB0 — 1,850,000 Exited $1.8M — — —
✕ ISTAR INC 45031UCJ8 — 1,740,000 Exited $1.8M — — —
✕ Westgate Resorts 96033WAC2 — 1,770,038 Exited $1.8M — — —
✕ VENTURE GLOBAL CALCASIEU 92328MAA1 — 1,665,000 Exited $1.7M — — —
✕ NOVELIS CORP 670001AG1 — 1,685,000 Exited $1.7M — — —
✕ STARWOOD PROPERTY TRUST 85571BAW5 — 1,515,000 Exited $1.5M — — —
✕ ENABLE MIDSTREAM PARTNER 292480AM2 — 1,415,000 Exited $1.5M — — —
✕ Sequoia Mortgage Trust 81745MAG6 — 1,489,339 Exited $1.5M — — —
✕ HILCORP ENERGY I/HILCORP 431318AV6 — 1,240,000 Exited $1.3M — — —
✕ OCI NV 67091GAE3 — 1,216,000 Exited $1.3M — — —
✕ Fair Square Issuance Trust 303394AC4 — 1,250,000 Exited $1.3M — — —
✕ NATIONSTAR MTG HLD INC 63861CAA7 — 1,180,000 Exited $1.2M — — —
✕ Sound Point CLO LTD 83614DAN5 — 1,200,000 Exited $1.2M — — —
✕ EQT CORP 26884LAL3 — 1,080,000 Exited $1.2M — — —
✕ SIMMONS FOOD INC/SIMMONS 82873MAA1 — 1,200,000 Exited $1.2M — — —
✕ ATLANTICA SUSTAIN INFRA 04916WAA2 — 1,105,000 Exited $1.1M — — —
✕ Winwater Mortgage Loan Trust 97652UBH2 — 1,074,170 Exited $1.1M — — —
✕ Oaktown Re Ltd 67400CAC2 — 1,000,000 Exited $1.0M — — —
✕ SRS DISTRIBUTION INC 78471RAC0 — 615,000 Exited $0.6M — — —
✕ Radnor Re LTD 75049UAC2 — 558,447 Exited $0.6M — — —
✕ Lear Corp 521865204 — 1,316 Exited $0.2M — — —
✕ Fannie Mae 3138MLW59 — 156,311 Exited $0.2M — — —
✕ PROVINCE OF SALTA 795751AA4 — 122,478 Exited $0.1M — — —
✕ EDEN RE II LTD 27954GAB9 — 232,500 Exited $0.1M — — —
✕ EDEN RE II LTD 27954GAA1 — 155,000 Exited $0.0M — — —
✕ Fannie Mae 31410VZH6 — 598 Exited $0.0M — — —