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Pioneer Short Term Income Fund

Assets: $445M Net: $428M Series: S000010228 EDGAR ↗
+105
New
-60
Exited
674
Positions
Period:
vs
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 TREASURY BILL 912796S26 Feb 2022 11,100,000 New $11.1M — 2.59% DBT
2 US TREASURY N/B 91282CDA6 Nov 2021 9,000,000 — $8.8M -1.3% 2.07% DBT
3 BANK OF AMERICA CORP 06051GFH7 Nov 2021 5,695,000 — $5.9M -3.1% 1.39% DBT
4 BANK OF AMERICA, NATIONAL ASSOCIATION 000000000 Nov 2021 5,800,000 +5,550,000 $5.8M +2234.6% 1.35% RA
5 THE TORONTO-DOMINION BANK 000000000 Nov 2021 5,800,000 New $5.8M — 1.35% RA
6 RBC DOMINION SECURITIES INC. 000000000 Nov 2021 5,800,000 New $5.8M — 1.35% RA
7 US TREASURY N/B 91282CCT6 Nov 2021 5,000,000 — $4.9M -1.9% 1.13% DBT
8 UBS AG STAMFORD CT 90261AAB8 Nov 2021 4,320,000 — $4.4M -2.0% 1.03% DBT
9 Fannie Mae or Freddie Mac 01F030637 Feb 2022 4,000,000 New $4.0M — 0.94% ABS-MBS
10 WELLS FARGO & COMPANY 94974BGP9 Nov 2021 3,895,000 — $4.0M -3.5% 0.94% DBT
11 Dreyfus Government Cash Management DGCXX Nov 2021 3,112,122 -1,342,871 $3.1M -30.1% 0.73% STIV
12 TREASURY BILL 912796N21 Feb 2022 3,000,000 New $3.0M — 0.70% DBT
13 Fannie Mae or Freddie Mac 01F022634 Feb 2022 3,000,000 New $3.0M — 0.69% ABS-MBS
14 GOLDMAN SACHS GROUP INC 38141GYM0 Feb 2022 3,000,000 New $2.9M — 0.67% DBT
15 JPMORGAN CHASE & CO 46647PBF2 Nov 2021 2,885,000 — $2.9M -2.7% 0.67% DBT
16 FWD Securitization Trust 302980AD9 Nov 2021 2,740,000 — $2.7M -0.8% 0.64% ABS-MBS
17 FED CAISSES DESJARDINS 31429KAD5 Nov 2021 2,594,000 — $2.6M -3.1% 0.60% DBT
18 NUVEEN FINANCE LLC 87246YAC0 Nov 2021 2,430,000 — $2.5M -3.3% 0.59% DBT
19 Cascade Funding Mortgage Trust 14727QAD7 Nov 2021 2,556,175 +23,477 $2.5M -0.4% 0.59% ABS-MBS
20 MITSUBISHI UFJ FIN GRP 606822CC6 Feb 2022 2,490,000 New $2.4M — 0.57% DBT
21 PENSKE TRUCK LEASING/PTL 709599BJ2 Nov 2021 2,294,000 — $2.4M -3.6% 0.56% DBT
22 MORGAN STANLEY 61761JVL0 Nov 2021 2,305,000 — $2.4M -3.0% 0.56% DBT
23 VISTRA OPERATIONS CO LLC 92840VAD4 Nov 2021 2,270,000 — $2.3M -2.3% 0.54% DBT
24 CITIGROUP INC 172967MF5 Nov 2021 2,230,000 — $2.3M -2.5% 0.53% DBT
25 Pnmac Gmsr Issuer Trust 69354WAD8 Nov 2021 2,250,000 — $2.3M +0.2% 0.53% ABS-O
26 Fannie Mae - CAS 20753VCZ9 Nov 2021 2,130,000 — $2.2M +0.9% 0.52% ABS-MBS
27 CITIGROUP INC 172967ND9 Nov 2021 2,300,000 — $2.2M -2.9% 0.52% DBT
28 Freddie Mac - STACR 35564ABF7 Nov 2021 2,185,000 — $2.2M -0.6% 0.52% ABS-MBS
29 Radnor Re LTD 75049GAB5 Nov 2021 2,230,000 — $2.2M -1.7% 0.51% ABS-MBS
30 CNO FINANCIAL GROUP INC 12621EAK9 Nov 2021 2,045,000 — $2.2M -3.9% 0.51% DBT
31 GENERAL MOTORS FINL CO 37045XDM5 Nov 2021 2,200,000 — $2.1M -2.4% 0.50% DBT
32 MORGAN STANLEY 6174468C6 Nov 2021 2,040,000 — $2.1M -3.4% 0.50% DBT
33 BANCO SANTANDER CHILE 05970FAC5 Nov 2021 2,145,000 — $2.1M -2.9% 0.50% DBT
34 AMERIPRISE FINANCIAL INC 03076CAK2 Nov 2021 2,085,000 — $2.1M -3.1% 0.50% DBT
35 MICROCHIP TECHNOLOGY INC 595017AX2 Nov 2021 2,160,000 — $2.1M -2.3% 0.49% DBT
36 COLT Funding LLC 19688FAB1 Nov 2021 2,141,455 -174,174 $2.1M -9.7% 0.48% ABS-MBS
37 Visio 2019-2 Trust 92837DAD9 Nov 2021 2,000,000 — $2.0M -2.7% 0.47% ABS-MBS
38 XCALI 2020-1 Mortgage Trust 98370AAA1 Nov 2021 2,000,000 — $2.0M -0.4% 0.47% ABS-MBS
39 BNP PARIBAS 09659W2J2 Nov 2021 1,990,000 — $2.0M -3.1% 0.47% DBT
40 Sound Point CLO LTD 83607EAC6 Nov 2021 2,000,000 — $2.0M -0.5% 0.46% ABS-CBDO
41 GS Mortgage Securities Trust 36258BAA6 Nov 2021 2,000,000 — $2.0M -1.2% 0.46% ABS-MBS
42 BELLEMEADE RE LT 07877GAD1 Nov 2021 2,000,000 — $2.0M -0.9% 0.46% ABS-MBS
43 GOLDMAN SACHS GROUP INC 38143U8H7 Nov 2021 1,900,000 — $2.0M -3.4% 0.46% DBT
44 Westlake Automobile Receivable 96043JAL9 Nov 2021 2,000,000 — $2.0M -2.2% 0.46% ABS-O
45 Fannie Mae or Freddie Mac 01F012437 Feb 2022 2,000,000 New $1.9M — 0.45% ABS-MBS
46 STANDARD CHARTERED PLC 853254CE8 Nov 2021 2,000,000 — $1.9M -2.7% 0.45% DBT
47 United Auto Credit Securitizat 90943UAE4 Nov 2021 2,000,000 — $1.9M -3.0% 0.45% ABS-O
48 7-ELEVEN INC 817826AB6 Nov 2021 1,952,000 — $1.9M -1.3% 0.45% DBT
49 Radnor Re LTD 75049TAB7 Nov 2021 1,885,479 -695,350 $1.9M -27.0% 0.44% ABS-MBS
50 SUMITOMO MITSUI FINL GRP 86562MCA6 Nov 2021 1,945,000 — $1.9M -3.4% 0.44% DBT
51 COMM Mortgage Trust 20049AAH1 Nov 2021 2,000,000 — $1.9M -3.3% 0.44% ABS-MBS
52 Fontainebleau Miami Beach Trus 34461LAL8 Nov 2021 1,800,000 — $1.8M -2.9% 0.42% ABS-MBS
53 HIGHWOODS REALTY LP 431282AM4 Nov 2021 1,737,000 — $1.8M -0.8% 0.41% DBT
54 BX Trust 05609KAG4 Nov 2021 1,800,000 — $1.8M -0.3% 0.41% ABS-MBS
55 ENERGY TRANSFER LP 29278NAP8 Nov 2021 1,740,000 — $1.7M -2.8% 0.41% DBT
56 JPMORGAN CHASE & CO 46647PAU0 Nov 2021 1,700,000 -1,800,000 $1.7M -52.4% 0.41% DBT
57 OLYMPUS CORP 68163WAA7 Feb 2022 1,750,000 New $1.7M — 0.40% DBT
58 Freddie Mac - STACR 35564KQC6 Feb 2022 1,835,000 New $1.7M — 0.40% ABS-MBS
59 CDW LLC/CDW FINANCE 12513GBG3 Nov 2021 1,750,000 — $1.7M -2.8% 0.40% DBT
60 DAIMLER TRUCKS FINAN NA 233853AF7 Feb 2022 1,750,000 New $1.7M — 0.39% DBT
61 ATHENE GLOBAL FUNDING 04685A2W0 Nov 2021 1,725,000 — $1.7M -2.2% 0.39% DBT
62 GS Mortgage Securities Trust 36259DAJ2 Nov 2021 1,700,000 — $1.6M -2.3% 0.38% ABS-MBS
63 Fannie Mae - CAS 20754PAC4 Nov 2021 1,650,808 -66,363 $1.6M -5.1% 0.38% ABS-MBS
64 SOCIETE GENERALE 000000000 Nov 2021 1,600,000 New $1.6M — 0.37% DBT
65 CPE 01/03/22 APH US USD F 0.15 000000000 Nov 2021 1,600,000 New $1.6M — 0.37% DBT
66 CPE 01/03/22 CONABRAN USD F 0.33 000000000 Nov 2021 1,600,000 New $1.6M — 0.37% DBT
67 CPE 01/03/22 CENTERPT USD F 0.18 000000000 Nov 2021 1,600,000 New $1.6M — 0.37% DBT
68 CPE 02/03/22 HYNMTR USD F 0.25 000000000 Nov 2021 1,600,000 New $1.6M — 0.37% DBT
69 CPE 01/03/22 FMC USD F 0.35 000000000 Nov 2021 1,600,000 New $1.6M — 0.37% DBT
70 Continental Credit Card llc 21134LAA6 Nov 2021 1,583,598 -266,805 $1.6M -15.3% 0.37% ABS-O
71 TPG Real Estate Finance 87276VAG0 Nov 2021 1,600,000 — $1.6M -0.2% 0.37% ABS-O
72 MPLX LP 55336VAG5 Nov 2021 1,500,000 — $1.6M -2.5% 0.37% DBT
73 BANK OF AMERICA CORP 06051GJG5 Nov 2021 1,645,000 — $1.6M -2.6% 0.37% DBT
74 Eagle Re Ltd 26982AAG9 Nov 2021 1,620,000 — $1.6M -2.2% 0.37% ABS-MBS
75 Fannie Mae - CAS 20753VBE7 Nov 2021 1,530,000 — $1.6M -0.3% 0.37% ABS-MBS
76 SANTANDER HOLDINGS USA 80282KBC9 Feb 2022 1,610,000 New $1.6M — 0.36% DBT
77 DELTA AIR LINES/SKYMILES 830867AA5 Nov 2021 1,505,000 — $1.5M -2.0% 0.36% DBT
78 BNP PARIBAS 09659W2T0 Feb 2022 1,585,000 New $1.5M — 0.36% DBT
79 AIR LEASE CORP 00914AAR3 Feb 2022 1,600,000 New $1.5M — 0.36% DBT
80 MACQUARIE GROUP LTD 55608JBA5 Nov 2021 1,580,000 — $1.5M -2.5% 0.36% DBT
81 HSBC HOLDINGS PLC 404280BH1 Nov 2021 1,450,000 — $1.5M -3.8% 0.36% DBT
82 NATIONWIDE BLDG SOCIETY 63859UBH5 Nov 2021 1,600,000 — $1.5M -3.2% 0.36% DBT
83 Upstart Securitization Trust 91679UAC6 Nov 2021 1,500,000 — $1.5M -1.6% 0.36% ABS-O
84 Perimeter Master Note Business 71384PAF8 Nov 2021 1,500,000 — $1.5M -1.9% 0.35% ABS-O
85 ACC Trust 00108GAC9 Nov 2021 1,500,000 — $1.5M -1.6% 0.35% ABS-CBDO
86 Aqua Finance Trust 038370AC6 Nov 2021 1,500,000 — $1.5M -2.0% 0.35% ABS-O
87 XCAL 2019-IL-1 Mortgage Trust 98370LAA7 Feb 2022 1,500,000 New $1.5M — 0.35% ABS-MBS
88 JPMORGAN CHASE & CO 48128BAG6 Nov 2021 1,510,000 — $1.5M -2.6% 0.35% DBT
89 BANK OF NOVA SCOTIA 0641598K5 Nov 2021 1,550,000 — $1.5M -2.7% 0.35% DBT
90 SABINE PASS LIQUEFACTION 785592AJ5 Nov 2021 1,390,000 — $1.5M -2.6% 0.35% DBT
91 CGI INC 12532HAA2 Nov 2021 1,550,000 — $1.5M -2.5% 0.34% DBT
92 Verus Securitization Trust 92537MAF7 Nov 2021 1,500,000 — $1.5M -2.8% 0.34% ABS-MBS
93 A10 Securitization 000299AE7 Nov 2021 1,500,000 — $1.5M -1.9% 0.34% ABS-CBDO
94 ATHENE GLOBAL FUNDING 04685A2J9 Nov 2021 1,445,000 — $1.5M -2.8% 0.34% DBT
95 Chase Mortgage Finance Corpora 46591HBZ2 Nov 2021 1,455,278 -196,112 $1.4M -12.5% 0.34% ABS-MBS
96 WELLS FARGO & COMPANY 95000U2H5 Nov 2021 1,450,000 — $1.4M -3.0% 0.34% DBT
97 UNITED AIR 2020-1 B PTT 90932VAA3 Nov 2021 1,408,320 -55,420 $1.4M -6.3% 0.34% DBT
98 Silver Hill Trust 82773XAA8 Nov 2021 1,437,939 -215,946 $1.4M -14.0% 0.34% ABS-MBS
99 SKYWORKS SOLUTIONS INC 83088MAK8 Nov 2021 1,500,000 — $1.4M -4.4% 0.33% DBT
100 Austin Fairmont Hotel Trust 05223HAN2 Nov 2021 1,500,000 — $1.4M -2.1% 0.33% ABS-MBS
101 ASHTEAD CAPITAL INC 045054AN3 Nov 2021 1,500,000 — $1.4M -3.2% 0.33% DBT
102 NMEF Funding LLC 65489MAB0 Nov 2021 1,394,639 -105,361 $1.4M -7.5% 0.33% ABS-O
103 ENEL FINANCE INTL NV 29278GAL2 Nov 2021 1,390,000 — $1.4M -2.8% 0.33% DBT
104 Tidewater Auto Receivables Tru 88641WAE9 Nov 2021 1,400,000 — $1.4M -1.2% 0.33% ABS-O
105 Wells Fargo Commercial Mortgag 95001CAE2 Nov 2021 1,400,000 — $1.4M -1.4% 0.32% ABS-MBS
106 Fannie Mae - CAS 30711XNU4 Nov 2021 1,332,525 -257,475 $1.3M -16.3% 0.31% ABS-MBS
107 Banc of America Merrill Lynch 05492HAJ5 Nov 2021 1,350,000 — $1.3M -0.6% 0.31% ABS-MBS
108 Home Partners of America Trust 43732VAA4 Nov 2021 1,395,344 -4,656 $1.3M -4.2% 0.31% ABS-O
109 Oaktown Re Ltd 67400KAD2 Nov 2021 1,350,000 — $1.3M -2.4% 0.31% ABS-MBS
110 XCALI 2020-2 Mortgage Trust 98400WAA7 Nov 2021 1,300,000 — $1.3M -0.4% 0.30% ABS-MBS
111 Arbor Realty Collateralized Lo 03880RAJ8 Nov 2021 1,300,000 — $1.3M -0.4% 0.30% ABS-CBDO
112 BPCE SA 05578QAD5 Nov 2021 1,215,000 — $1.3M -3.9% 0.29% DBT
113 Freddie Mac - STACR 35564KJP5 Nov 2021 1,300,000 — $1.3M -3.7% 0.29% ABS-MBS
114 BELLEMEADE RE LT 07877TAB7 Nov 2021 1,255,159 — $1.3M -0.3% 0.29% ABS-MBS
115 Ellington CLO LTD 28853RAQ2 Nov 2021 1,250,000 — $1.2M -0.2% 0.29% ABS-CBDO
116 Tidewater Auto Receivables Tru 88641WAF6 Nov 2021 1,250,000 — $1.2M -1.1% 0.29% ABS-O
117 Oxford Finance Funding Trust 69145AAC2 Nov 2021 1,214,413 -114,534 $1.2M -9.2% 0.29% ABS-O
118 CIG Auto Receivables Trust 12598NAC6 Nov 2021 1,250,000 — $1.2M -1.8% 0.29% ABS-O
119 GS Mortgage Securities Trust 36258BAS7 Nov 2021 1,250,000 — $1.2M -0.4% 0.29% ABS-MBS
120 FORD MOTOR CREDIT CO LLC 345397A29 Nov 2021 1,200,000 — $1.2M -0.6% 0.28% DBT
121 UBS-Barclays Commercial Mortga 90349DAS1 Nov 2021 1,162,000 — $1.2M -1.5% 0.27% ABS-MBS
122 MIDWEST CONNECTOR CAPIT 59833CAA0 Nov 2021 1,145,000 — $1.2M -1.5% 0.27% DBT
123 BELLEMEADE RE LT 078782AC3 Nov 2021 1,162,561 -337,439 $1.2M -23.1% 0.27% ABS-MBS
124 MITSUBISHI UFJ FIN GRP 606822BD5 Nov 2021 1,133,000 -2,367,000 $1.2M -68.4% 0.27% DBT
125 Marlette Funding Trust 57109HAC6 Nov 2021 1,150,000 — $1.2M -0.6% 0.27% ABS-O
126 COLONY MORTGAGE CAPITAL LTD 12564NAN2 Nov 2021 1,175,000 — $1.1M -0.8% 0.27% ABS-MBS
127 Radnor Re LTD 75049SAB9 Nov 2021 1,136,581 — $1.1M +0.1% 0.27% ABS-MBS
128 NEXTERA ENERGY CAPITAL 65339KBY5 Feb 2022 1,175,000 New $1.1M — 0.27% DBT
129 Verus Securitization Trust 92538HAB6 Nov 2021 1,180,834 -127,936 $1.1M -12.7% 0.26% ABS-MBS
130 FWD Securitization Trust 302985AB2 Nov 2021 1,143,915 -296,832 $1.1M -21.6% 0.26% ABS-MBS
131 Horizon Funding Trust 44053UAA5 Nov 2021 1,122,814 -114,995 $1.1M -9.8% 0.26% ABS-O
132 ROYAL BANK OF CANADA 78015K7H1 Nov 2021 1,170,000 — $1.1M -2.9% 0.26% DBT
133 Bankers Healthcare Group Secur 08862BAD7 Nov 2021 1,170,000 — $1.1M -2.7% 0.26% ABS-O
134 UNICREDIT SPA 904678AU3 Nov 2021 1,170,000 — $1.1M -4.7% 0.26% DBT
135 Natixis Commercial Mortgage Se 63875FAE6 Nov 2021 1,125,000 — $1.1M -0.7% 0.26% ABS-MBS
136 Genworth Mortgage Insurance Co 89600HAC3 Nov 2021 1,150,000 — $1.1M -2.7% 0.26% ABS-MBS
137 ENBRIDGE INC 29250NAY1 Nov 2021 1,105,000 — $1.1M -2.6% 0.26% DBT
138 NRG ENERGY INC 629377CN0 Nov 2021 1,135,000 — $1.1M -4.0% 0.26% DBT
139 BOEING CO 097023DG7 Nov 2021 1,125,000 — $1.1M -2.6% 0.26% DBT
140 HYATT HOTELS CORP 448579AL6 Nov 2021 1,100,000 — $1.1M -1.6% 0.25% DBT
141 Mercury Financial Credit Card 58940BAB2 Nov 2021 1,080,000 — $1.1M -0.0% 0.25% ABS-O
142 ABBVIE INC 00287YBZ1 Nov 2021 1,055,000 -1,000,000 $1.1M -49.9% 0.25% DBT
143 RMF Proprietary Issuance Trust 74968RAA3 Nov 2021 1,070,832 -129,448 $1.1M -9.8% 0.25% ABS-MBS
144 T-MOBILE USA INC 87264ABB0 Nov 2021 1,030,000 — $1.1M -2.9% 0.25% DBT
145 Eagle Re Ltd 269822AB8 Nov 2021 1,064,770 — $1.1M -0.6% 0.25% ABS-MBS
146 BPCE SA 05583JAK8 Nov 2021 1,100,000 — $1.1M -3.3% 0.25% DBT
147 FLEX LTD 33938XAC9 Nov 2021 1,000,000 — $1.0M -3.3% 0.24% DBT
148 BHP Trust 05550TAG4 Nov 2021 1,050,000 — $1.0M -1.5% 0.24% ABS-MBS
149 NOMURA HOLDINGS INC 65535HAR0 Nov 2021 1,054,000 — $1.0M -3.1% 0.24% DBT
150 Freddie Mac - STACR 35564RAK0 Nov 2021 1,032,328 -64,888 $1.0M -6.8% 0.24% ABS-MBS
151 Avid Automobile Receivables Tr 05369LAF4 Nov 2021 1,050,000 — $1.0M -1.8% 0.24% ABS-O
152 Welk Resorts LLC 94946DAD3 Nov 2021 1,012,199 -111,492 $1.0M -11.1% 0.24% ABS-O
153 Continental Credit Card llc 21134LAB4 Nov 2021 1,000,000 — $1.0M -2.5% 0.24% ABS-O
154 Ellington Financial Mortgage T 31574PAC9 Nov 2021 1,000,000 — $1.0M -0.7% 0.24% ABS-MBS
155 Avid Automobile Receivables Tr 05369DAC9 Nov 2021 1,000,000 — $1.0M -0.9% 0.24% ABS-O
156 TVEST 2021A, LLC 87308TAA0 Nov 2021 1,017,397 -104,455 $1.0M -10.2% 0.24% ABS-O
157 NMEF Funding LLC 65489MAD6 Nov 2021 1,000,000 — $1.0M -1.1% 0.23% ABS-O
158 PHILLIPS 66 PARTNERS LP 718549AG3 Nov 2021 1,000,000 — $1.0M -2.6% 0.23% DBT
159 MIZUHO FINANCIAL GROUP 60687YAA7 Nov 2021 955,000 — $1.0M -3.6% 0.23% DBT
160 Brightwood Capital MM CLO 2021 10948VAC9 Nov 2021 1,000,000 — $998K -0.2% 0.23% ABS-CBDO
161 Z CAPITAL CREDIT PARTNERS CLO 98877GAU2 Nov 2021 1,000,000 — $996K -0.4% 0.23% ABS-CBDO
162 Fortress Credit Opportunities 34961JAY0 Nov 2021 1,000,000 — $995K -0.4% 0.23% ABS-CBDO
163 Brightwood Capital MM CLO 2021 10948VAJ4 Nov 2021 1,000,000 — $995K -0.4% 0.23% ABS-CBDO
164 Z CAPITAL CREDIT PARTNERS CLO 98877GAY4 Nov 2021 1,000,000 — $994K -0.4% 0.23% ABS-CBDO
165 CHNGE Mortgage Trust 2022-1 17030JAA4 Feb 2022 1,000,000 New $994K — 0.23% ABS-MBS
166 Owl Rock CLO 98955RAF6 Nov 2021 1,000,000 — $993K -0.7% 0.23% ABS-CBDO
167 Radnor Re LTD 75279YAB7 Nov 2021 1,000,000 — $990K -0.9% 0.23% ABS-MBS
168 Ellington CLO LTD 28852LAJ2 Nov 2021 1,000,000 — $990K -0.2% 0.23% ABS-CBDO
169 BELLEMEADE RE LT 07876RAC0 Nov 2021 1,000,000 — $989K -1.4% 0.23% ABS-MBS
170 Mission Lane Credit Card Maste 60510MAB4 Nov 2021 1,000,000 — $986K -1.0% 0.23% ABS-O
171 Tricolor Auto Securitization T 89615BAD7 Nov 2021 1,000,000 — $985K -0.8% 0.23% ABS-O
172 BX Trust 056058AG5 Nov 2021 1,000,000 — $985K -0.9% 0.23% ABS-MBS
173 Cascade Funding Mortgage Trust 12530BAC3 Nov 2021 1,000,000 — $982K -2.0% 0.23% ABS-MBS
174 PG Receivables Finance LP 69356JAJ2 Nov 2021 1,000,000 — $981K -1.5% 0.23% ABS-O
175 PG Receivables Finance LP 69356JAG8 Nov 2021 1,000,000 — $981K -1.5% 0.23% ABS-O
176 Marlette Funding Trust 57110NAD8 Nov 2021 1,000,000 — $980K -2.1% 0.23% ABS-O
177 Veros Auto Receivables Trust 92512BAC7 Nov 2021 1,000,000 — $979K -1.8% 0.23% ABS-O
178 Oportun Funding LLC 68377WAC5 Nov 2021 1,000,000 — $979K -1.6% 0.23% ABS-O
179 BRE Grand Islander Timeshare I 05588UAB8 Nov 2021 968,565 -74,905 $978K -9.0% 0.23% ABS-O
180 Freedom Financial 30322MAD1 Nov 2021 1,000,000 — $968K -2.0% 0.23% ABS-O
181 BANCO SANTANDER SA 05964HAL9 Nov 2021 1,000,000 — $960K -3.9% 0.22% DBT
182 CHC Commercial Mortgage Trust 162665AN3 Nov 2021 992,754 — $955K -0.2% 0.22% ABS-MBS
183 Velocity Commercial Capital Lo 92259LAB4 Nov 2021 948,460 -70,601 $955K -8.9% 0.22% ABS-MBS
184 RMF Buyout Issuance Trust 74969TAD2 Nov 2021 1,000,000 — $953K -4.7% 0.22% ABS-MBS
185 AES CORP/THE 00130HCE3 Nov 2021 1,000,000 — $951K -1.8% 0.22% DBT
186 GS Mortgage Securities Trust 36257MAN5 Nov 2021 1,000,000 — $950K -0.8% 0.22% ABS-MBS
187 NOMURA HOLDINGS INC 65535HAW9 Nov 2021 1,000,000 — $950K -3.5% 0.22% DBT
188 NRG ENERGY INC 629377CK6 Nov 2021 930,000 — $947K -2.5% 0.22% DBT
189 Eagle Re Ltd 269820AD8 Nov 2021 941,000 — $944K -0.9% 0.22% ABS-MBS
190 Pear LLC 70472TAA6 Nov 2021 952,050 -47,950 $938K -6.2% 0.22% ABS-O
191 Home Re Ltd 43730VAC2 Nov 2021 980,000 — $932K -4.9% 0.22% ABS-MBS
192 ELANCO ANIMAL HEALTH INC 28414BAF3 Nov 2021 947,025 -18,874 $928K -2.5% 0.22% LON
193 LFS 2021B, LLC 50203HAA0 Nov 2021 910,264 -89,736 $908K -9.2% 0.21% ABS-O
194 UBS GROUP AG 902613AH1 Nov 2021 960,000 — $906K -3.5% 0.21% DBT
195 BRAVO Residential Funding Trus 105699AE2 Nov 2021 900,000 — $904K -1.5% 0.21% ABS-MBS
196 Oasis Securitisation 67422CAB8 Nov 2021 892,228 -107,772 $887K -11.2% 0.21% ABS-O
197 HOA Funding LLC 40390GAB4 Nov 2021 900,000 — $878K -3.2% 0.21% ABS-O
198 JP Morgan Chase Commercial Mor 46651MAN6 Nov 2021 900,000 — $875K -1.0% 0.20% ABS-MBS
199 ENTERGY LOUISIANA LLC 29364WBK3 Nov 2021 895,000 — $869K -2.0% 0.20% DBT
200 ReadyCap Commercial Mortgage T 75575WAJ5 Nov 2021 875,000 — $865K -1.0% 0.20% ABS-MBS
201 Aqua Finance Trust 03842VAA5 Nov 2021 879,412 -81,022 $858K -10.0% 0.20% ABS-O
202 Accelerated Assets 00439KAC0 Nov 2021 874,000 -83,054 $851K -11.0% 0.20% ABS-O
203 Small Business Lending Trust 83165WAC0 Nov 2021 850,000 — $846K -1.0% 0.20% ABS-O
204 FREMF Mortgage Trust 30296TAG1 Nov 2021 830,181 -306,471 $827K -26.9% 0.19% ABS-MBS
205 CHARLES SCHWAB CORP 808513BK0 Nov 2021 850,000 — $823K -2.9% 0.19% DBT
206 Morgan Stanley Capital I Trust 61768FAJ9 Nov 2021 808,916 -154,517 $801K -16.4% 0.19% ABS-MBS
207 BXG Receivables Note Trust 05607UAC3 Nov 2021 768,020 -52,080 $780K -8.2% 0.18% ABS-O
208 Genworth Mortgage Insurance Co 89600FAD5 Nov 2021 780,000 — $777K -0.2% 0.18% ABS-MBS
209 Hospitality Mortgage Trust 40443RAJ0 Nov 2021 789,969 -23,566 $776K -3.9% 0.18% ABS-MBS
210 American Credit Acceptance Rec 025286AF2 Nov 2021 800,000 — $772K -1.9% 0.18% ABS-O
211 LONGPOINT RE LTD III 542799AD3 Nov 2021 750,000 +250,000 $751K +50.0% 0.18% DBT
212 ACREC 2021-FL1 Ltd. 00500RAA3 Nov 2021 750,000 — $746K -0.6% 0.17% ABS-CBDO
213 Pawnee Equipment Receivables 704100AF3 Nov 2021 750,000 — $731K -2.0% 0.17% ABS-O
214 Genesis Sales Finance Master T 37186XAN5 Nov 2021 750,000 — $730K -1.6% 0.17% ABS-O
215 Pawnee Equipment Receivables 704100AE6 Nov 2021 750,000 — $728K -2.3% 0.17% ABS-O
216 ReadyCap Commercial Mortgage T 75574PAL6 Feb 2022 725,000 New $725K — 0.17% ABS-MBS
217 CHARLES SCHWAB CORP 808513BD6 Nov 2021 688,000 — $724K -2.7% 0.17% DBT
218 Freddie Mac - STACR 3137G0VC0 Nov 2021 717,548 -356,648 $718K -33.2% 0.17% ABS-MBS
219 Willis Engine Securitization T 97064GAB9 Nov 2021 732,988 -5,904 $714K -5.9% 0.17% ABS-O
220 LFS 2021A, LLC 50202YAA4 Nov 2021 722,488 -67,897 $712K -9.7% 0.17% ABS-O
221 Orange Lake Timeshare Trust 68504UAD3 Nov 2021 692,742 -67,139 $694K -10.5% 0.16% ABS-O
222 Cascade Funding Mortgage Trust 12526PAD6 Nov 2021 700,000 — $685K -1.2% 0.16% ABS-MBS
223 PENSKE TRUCK LEASING/PTL 709599BM5 Nov 2021 712,000 — $685K -3.0% 0.16% DBT
224 BANK OF AMERICA CORP 06051GJH3 Nov 2021 700,000 — $684K -1.8% 0.16% DBT
225 AERCAP IRELAND CAP/GLOBA 00774MAU9 Nov 2021 700,000 — $680K -2.8% 0.16% DBT
226 ENEL FINANCE INTL NV 29278GAM0 Nov 2021 715,000 — $676K -3.5% 0.16% DBT
227 AERCAP IRELAND CAP/GLOBA 00774MAV7 Nov 2021 700,000 — $675K -3.9% 0.16% DBT
228 Home Re Ltd 437307AD3 Nov 2021 670,000 — $649K -1.1% 0.15% ABS-MBS
229 VOLKSWAGEN GROUP AMERICA 928668BL5 Nov 2021 680,000 — $649K -3.1% 0.15% DBT
230 BELLEMEADE RE LT 07877KAG5 Nov 2021 630,000 — $647K -3.0% 0.15% ABS-MBS
231 BELLEMEADE RE LT 078777AA7 Nov 2021 650,000 — $640K -1.1% 0.15% ABS-MBS
232 CITIGROUP INC 172967MK4 Nov 2021 650,000 — $636K -1.9% 0.15% DBT
233 Genworth Mortgage Insurance Co 89600FAC7 Nov 2021 620,000 — $619K -0.3% 0.14% ABS-MBS
234 Orange Lake Timeshare Trust 68504UAA9 Nov 2021 613,567 -37,755 $615K -7.6% 0.14% ABS-O
235 Radnor Re LTD 75279YAD3 Nov 2021 630,000 — $601K -3.6% 0.14% ABS-MBS
236 Provident Funding Mortgage War 74387PAG7 Nov 2021 600,000 — $600K +0.0% 0.14% ABS-MBS
237 NORDEA BANK ABP 000000000 Nov 2021 600,000 New $600K — 0.14% DBT
238 Angel Oak Mortgage Trust 03464MAD6 Nov 2021 600,000 — $595K -1.2% 0.14% ABS-MBS
239 JUNIPER NETWORKS INC 48203RAN4 Nov 2021 618,000 — $591K -3.3% 0.14% DBT
240 Cascade Funding Mortgage Trust 12530BAD1 Nov 2021 600,000 +100,000 $590K +18.4% 0.14% ABS-MBS
241 SOCIETE GENERALE 83368RBH4 Feb 2022 605,000 New $589K — 0.14% DBT
242 ING GROEP NV 456837AV5 Nov 2021 610,000 — $583K -4.0% 0.14% DBT
243 GS Mortgage Securities Trust 36259NAG6 Nov 2021 600,000 — $582K -1.8% 0.14% ABS-MBS
244 Continental Credit Card llc 21134LAC2 Nov 2021 572,000 +200,000 $580K +51.1% 0.14% ABS-O
245 Freddie Mac - STACR 35565LAH9 Nov 2021 568,126 -123,414 $572K -18.1% 0.13% ABS-MBS
246 Santander Bank Auto Credit-Lin 80290CAJ3 Feb 2022 575,000 New $565K — 0.13% ABS-O
247 Westgate Resorts 96034LAE1 Nov 2021 544,383 -74,676 $562K -13.2% 0.13% ABS-O
248 ReadyCap lending 75576QAA6 Nov 2021 547,966 -70,415 $544K -8.1% 0.13% ABS-O
249 Carvana Auto Receivables Trust 14687GAG0 Nov 2021 528,616 -221,384 $529K -29.5% 0.12% ABS-O
250 Pear LLC 70472CAA3 Nov 2021 521,077 -53,124 $516K -10.0% 0.12% ABS-O
251 LSTAR Securities Investment Lt 50220XAA4 Nov 2021 507,183 -28,443 $511K -4.5% 0.12% ABS-MBS
252 IMS Ecuadorian Mortagage Trust 44970EAA1 Nov 2021 500,000 — $510K -1.4% 0.12% ABS-MBS
253 Freddie Mac - STACR 35564KRN1 Feb 2022 510,000 New $509K — 0.12% ABS-MBS
254 AM Capital Funding, LLC 00166AAA5 Nov 2021 500,000 — $508K -1.4% 0.12% ABS-O
255 Carvana Auto Receivables Trust 14686YAH0 Nov 2021 500,000 — $508K -1.9% 0.12% ABS-O
256 Aqua Finance Trust 038413AC4 Nov 2021 500,000 — $506K -2.5% 0.12% ABS-O
257 NISSAN MOTOR CO 654744AA9 Nov 2021 500,000 — $505K -2.0% 0.12% DBT
258 Crossroads Asset Trust 22767CAE0 Nov 2021 519,000 — $505K -1.5% 0.12% ABS-O
259 United Auto Credit Securitizat 90945BAG9 Nov 2021 500,000 — $504K -0.7% 0.12% ABS-O
260 CAPE LOOKOUT RE LTD 13947LAB8 Nov 2021 500,000 +250,000 $503K +96.8% 0.12% DBT
261 AXIS Equipment Finance Receiva 03237JAE7 Nov 2021 500,000 — $503K -0.6% 0.12% ABS-O
262 ALAMO RE LTD 011395AF7 Nov 2021 500,000 +250,000 $502K +98.1% 0.12% DBT
263 BELLEMEADE RE LT 07876RAB2 Nov 2021 500,671 -200,956 $501K -28.6% 0.12% ABS-MBS
264 ABPCI Direct Lending Fund CLO 000848AQ4 Nov 2021 500,000 — $500K -0.2% 0.12% ABS-CBDO
265 CAPE LOOKOUT RE LTD 13947LAA0 Nov 2021 500,000 +250,000 $500K +99.0% 0.12% DBT
266 AREIT CRE Trust 04002VAL5 Feb 2022 500,000 New $500K — 0.12% ABS-MBS
267 Finance of America HECM Buyout 31735JAD7 Feb 2022 500,000 New $500K — 0.12% ABS-MBS
268 x-caliber funding llc 98401JAA5 Nov 2021 500,000 — $500K -0.6% 0.12% ABS-MBS
269 Fortress Credit Opportunities 34960JAS4 Nov 2021 500,000 — $500K -0.1% 0.12% ABS-CBDO
270 Gracie Point International Fun 38411EAC6 Nov 2021 500,000 — $500K -0.0% 0.12% ABS-O
271 Mello Warehouse Securitization 585505AG5 Nov 2021 500,000 — $499K -0.2% 0.12% ABS-MBS
272 BSPRT Issuer, Ltd. 05602CAJ3 Feb 2022 500,000 New $498K — 0.12% ABS-CBDO
273 Arbor Realty Collateralized Lo 03880RAL3 Nov 2021 500,000 — $498K -0.4% 0.12% ABS-CBDO
274 Oaktown Re Ltd 67400KAB6 Nov 2021 500,000 — $498K -0.4% 0.12% ABS-MBS
275 Mello Warehouse Securitization 58552NAF6 Nov 2021 500,000 — $496K -0.6% 0.12% ABS-MBS
276 Arbor Realty Collateralized Lo 03880XAL0 Feb 2022 500,000 New $496K — 0.12% ABS-CBDO
277 Amur Equipment Finance Receiva 03237MAF7 Nov 2021 500,000 — $496K -0.8% 0.12% ABS-O
278 AXIS Equipment Finance Receiva 03236VAF8 Feb 2022 500,000 New $495K — 0.12% ABS-O
279 Sound Point CLO LTD 83610KAG8 Nov 2021 500,000 — $495K +0.2% 0.12% ABS-CBDO
280 Purchasing Power Funding 74615JAD2 Nov 2021 500,000 — $495K -1.4% 0.12% ABS-O
281 CarNow Auto Receivables Trust 14369GAE0 Nov 2021 500,000 — $494K -1.1% 0.12% ABS-O
282 Cascade Funding Mortgage Trust 12529LAE0 Feb 2022 500,000 New $493K — 0.12% ABS-MBS
283 Purchasing Power Funding 74615JAC4 Nov 2021 500,000 — $492K -1.4% 0.11% ABS-O
284 Palmer Square Loan Funding Ltd 69701EAE6 Nov 2021 500,000 — $490K -0.2% 0.11% ABS-CBDO
285 Tricolor Auto Securitization T 89615BAE5 Nov 2021 500,000 — $490K -1.2% 0.11% ABS-O
286 Credito Real USA Auto Receivab 22551EAC0 Nov 2021 500,000 — $488K -1.4% 0.11% ABS-O
287 Commerical Equipment Finance 2 20166QAC4 Nov 2021 500,000 — $488K -2.4% 0.11% ABS-O
288 Elm Trust 289338AB1 Nov 2021 500,000 — $488K -1.6% 0.11% ABS-O
289 Cascade Funding Mortgage Trust 12527LAC6 Nov 2021 500,000 — $487K -2.3% 0.11% ABS-MBS
290 Diamond Resorts Owner Trust 252722AB9 Nov 2021 482,922 -75,176 $484K -14.8% 0.11% ABS-O
291 ICG US CLO Ltd 44931KAJ6 Nov 2021 500,000 — $484K -1.3% 0.11% ABS-CBDO
292 CSC HOLDINGS LLC 64072UAK8 Nov 2021 488,775 -1,247 $475K -1.4% 0.11% LON
293 GENERAL MOTORS CO 37045VAW0 Nov 2021 450,000 — $473K -2.5% 0.11% DBT
294 Freddie Mac - STACR 35564KRF8 Feb 2022 475,000 New $473K — 0.11% ABS-MBS
295 Merion Re 2021-2, 12/31/24 000000000 Nov 2021 500,000 New $472K — 0.11% DBT
296 CNO GLOBAL FUNDING 18977W2B5 Feb 2022 480,000 New $469K — 0.11% DBT
297 Eagle Re Ltd 26982AAC8 Nov 2021 480,000 — $466K -2.7% 0.11% ABS-MBS
298 Home Re Ltd 43731WAC9 Nov 2021 460,000 — $462K -0.6% 0.11% ABS-MBS
299 Oaktown Re Ltd 67401JAC6 Nov 2021 460,000 — $459K -3.6% 0.11% ABS-MBS
300 WF-RBS COMMERCIAL MORTGAGE TRU 92939LAU0 Nov 2021 500,000 — $458K -2.7% 0.11% ABS-MBS
301 Home Re Ltd 43731AAA1 Nov 2021 455,186 — $455K -0.0% 0.11% ABS-MBS
302 Viribus Re 2021, 12/31/24 000000000 Nov 2021 449,040 New $455K — 0.11% DBT
303 BELLEMEADE RE LT 07877KAC4 Nov 2021 450,000 — $452K -0.1% 0.11% ABS-MBS
304 BOEING CO 097023CZ6 Nov 2021 450,000 — $448K -1.7% 0.10% DBT
305 Stonepeak 78433XAA8 Nov 2021 462,737 -13,363 $446K -6.3% 0.10% ABS-O
306 SOLRR Aircraft 2021-1 Limited 83438LAA9 Nov 2021 463,109 -31,539 $445K -9.8% 0.10% ABS-O
307 Oceanview Mortgage Loan Trust 676477AD4 Nov 2021 450,000 — $444K -1.1% 0.10% ABS-MBS
308 LAMAR MEDIA CORP 513076BB4 Nov 2021 445,466 — $443K -0.1% 0.10% LON
309 Genworth Mortgage Insurance Co 89600MAC2 Nov 2021 440,000 — $440K -0.6% 0.10% ABS-MBS
310 Carvana Auto Receivables Trust 14687KAH9 Feb 2022 438,704 New $438K — 0.10% ABS-O
311 BELLEMEADE RE LT 078767AB6 Nov 2021 432,545 -674,009 $435K -60.8% 0.10% ABS-MBS
312 CENTURION PIPELINE CO LLC 15643YAC0 Nov 2021 436,500 -1,125 $433K +0.0% 0.10% LON
313 BERRY GLOBAL INC 08579JBG6 Nov 2021 440,100 — $433K -0.7% 0.10% LON
314 1011778 BC ULC 000000000 Nov 2021 424,761 New $418K — 0.10% LON
315 AXIS Equipment Finance Receiva 03237JAF4 Nov 2021 400,000 — $401K -0.3% 0.09% ABS-O
316 Tharaldson Hotel Portfolio Tru 88327HAJ2 Nov 2021 405,040 — $400K -0.5% 0.09% ABS-MBS
317 ELEMENT FLEET MANAGEMENT 286181AF9 Nov 2021 400,000 — $394K -2.1% 0.09% DBT
318 Upstart Pass Through Trust 91534HAA4 Nov 2021 381,095 -47,895 $374K -12.3% 0.09% ABS-O
319 Blackbird Capital Aircraft 09229CAB5 Nov 2021 387,202 -6,548 $373K -4.9% 0.09% ABS-O
320 Imperial Fund LLC 452761AD1 Nov 2021 400,000 — $365K -8.1% 0.09% ABS-MBS
321 Freddie Mac - STACR 3137G0ST7 Nov 2021 367,659 -6,672 $364K -2.5% 0.08% ABS-MBS
322 BELLEMEADE RE LT 07876UAB5 Nov 2021 357,568 -52,432 $358K -13.3% 0.08% ABS-MBS
323 Mosaic Solar Loans LLC 61945LAC7 Nov 2021 348,182 -200,403 $348K -36.6% 0.08% ABS-O
324 TVEST 2020A, LLC 90115AAA8 Nov 2021 344,880 -55,269 $346K -14.1% 0.08% ABS-O
325 Foundation Finance Trust 35041LAA8 Nov 2021 355,363 -40,074 $344K -11.8% 0.08% ABS-O
326 Morgan Stanley Capital I Trust 61769GAG2 Nov 2021 350,000 — $339K +1.8% 0.08% ABS-MBS
327 BXG Receivables Note Trust 05608TAB7 Nov 2021 342,466 -36,098 $337K -11.5% 0.08% ABS-O
328 Pangaea Re 2022-1 000000000 Nov 2021 330,907 New $331K — 0.08% DBT
329 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TUM2 Nov 2021 594 New $323K — 0.08% DIR
330 Fannie Mae - CAS 20754LAB5 Feb 2022 330,000 New $323K — 0.08% ABS-MBS
331 ELEMENT SOLUTIONS INC 72766TAD1 Nov 2021 312,436 -799 $312K -0.1% 0.07% LON
332 BRAVO Residential Funding Trus 105699AC6 Nov 2021 313,146 -114,044 $312K -27.2% 0.07% ABS-MBS
333 Vista Point Securitization Tru 92838TAC5 Nov 2021 310,466 -62,692 $307K -17.9% 0.07% ABS-MBS
334 Jamestown CLO Ltd 470473AH2 Nov 2021 306,835 -357,927 $306K -54.0% 0.07% ABS-CBDO
335 KILIMANJARO II RE LTD 49407QAE8 Nov 2021 300,000 — $300K -0.4% 0.07% DBT
336 Oaktown Re Ltd 67401JAB8 Nov 2021 297,377 -102,921 $298K -25.8% 0.07% ABS-MBS
337 DELOS FINANCE SARL 000000000 Nov 2021 296,471 New $296K — 0.07% LON
338 SPRUCE HILL MORTGAGE LOAN TRUS 85209FAA4 Nov 2021 289,065 -136,116 $289K -32.4% 0.07% ABS-MBS
339 Small Business Lending Trust 831645AC0 Nov 2021 277,397 -122,603 $278K -30.9% 0.06% ABS-O
340 ZH Trust 98879FAB4 Nov 2021 285,000 — $277K +1.7% 0.06% ABS-MBS
341 Mosaic Solar Loans LLC 61945LAD5 Nov 2021 276,035 -38,967 $269K -12.7% 0.06% ABS-O
342 SETANTA AIRCRAFT LEASING 000000000 Nov 2021 270,000 New $269K — 0.06% LON
343 New Residential Mortgage Loan 64828EAA3 Nov 2021 267,673 -68,223 $268K -20.7% 0.06% ABS-MBS
344 La Hipotecaria SA 50346AAA3 Nov 2021 261,783 -19,463 $267K -7.6% 0.06% ABS-MBS
345 OUTFRONT MEDIA CAPITAL L 12505MAF3 Nov 2021 267,201 — $263K +0.5% 0.06% LON
346 HYPATIA LTD 44914CAB2 Nov 2021 250,000 — $262K -0.8% 0.06% DBT
347 Resi Finance Limited Partnersh 74951PBH0 Nov 2021 290,895 -18,416 $260K -6.4% 0.06% ABS-MBS
348 HYPATIA LTD 44914CAA4 Nov 2021 250,000 — $260K -1.0% 0.06% DBT
349 Adare Re 2021, 9/30/27 000000000 Nov 2021 250,000 New $256K — 0.06% DBT
350 SECTOR RE V LTD 81369ADV1 Feb 2022 250,000 New $255K — 0.06% DBT
351 NORTHSHORE RE II LTD 666842AD1 Nov 2021 250,000 — $254K -1.2% 0.06% DBT
352 SANDERS RE II LTD 80000WAA9 Nov 2021 250,000 — $254K +0.2% 0.06% DBT
353 RESIDENTIAL RE 2020 LTD 76120AAC6 Nov 2021 250,000 — $254K -0.8% 0.06% DBT
354 Adare Re 2022 12/31/27 000000000 Nov 2021 251,500 New $253K — 0.06% DBT
355 INTL BK RECON & DEVELOP 000000000 Nov 2021 250,000 New $253K — 0.06% DBT
356 URSA RE LTD 90323WAK6 Nov 2021 250,000 — $252K -1.5% 0.06% DBT
357 FOUR LAKES RE LTD 35087TAA6 Nov 2021 250,000 — $252K -0.3% 0.06% DBT
358 MONA LISA RE LTD 608800AD0 Nov 2021 250,000 — $252K +0.1% 0.06% DBT
359 Thopas Re 2022 000000000 Nov 2021 250,000 New $252K — 0.06% DBT
360 BONANZA RE LTD 09785EAD3 Nov 2021 250,000 — $251K -1.0% 0.06% DBT
361 KILIMANJARO RE LTD 494074AJ6 Nov 2021 250,000 — $251K -1.0% 0.06% DBT
362 EASTON RE PTE LTD 27777RAA2 Nov 2021 250,000 — $251K -0.7% 0.06% DBT
363 Denning Re 2021, 7/31/25 000000000 Nov 2021 250,000 New $250K — 0.06% DBT
364 URSA RE II LTD 91734PAA4 Nov 2021 250,000 — $250K -2.7% 0.06% DBT
365 SANDERS RE II LTD 80001MAA0 Feb 2022 250,000 New $250K — 0.06% DBT
366 MATTERHORN RE LTD 577092AL3 Nov 2021 250,000 — $250K -1.3% 0.06% DBT
367 FLOODSMART RE LTD 33975CAJ4 Feb 2022 250,000 New $250K — 0.06% DBT
368 INTEGRITY RE LTD 45869RAA3 Nov 2021 250,000 — $250K -1.0% 0.06% DBT
369 AKIBARE RE LTD 00973XAB6 Feb 2022 250,000 New $249K — 0.06% DBT
370 MYSTIC RE IV LTD 62865LAB3 Nov 2021 250,000 — $249K -0.9% 0.06% DBT
371 Palmer Square Loan Funding Ltd 69701CAG5 Feb 2022 250,000 New $249K — 0.06% ABS-CBDO
372 AIR CANADA 000000000 Nov 2021 250,000 New $249K — 0.06% LON
373 RESIDENTIAL RE 21 LTD 76114NAF9 Nov 2021 250,000 — $249K -0.3% 0.06% DBT
374 INTL BK RECON & DEVELOP 000000000 Nov 2021 250,000 New $249K — 0.06% DBT
375 MATTERHORN RE LTD 577092AM1 Nov 2021 250,000 — $249K -0.9% 0.06% DBT
376 BALLY'S CORP 05875CAB0 Nov 2021 250,000 — $249K -0.1% 0.06% LON
377 ACORN RE LTD 00485YAC3 Nov 2021 250,000 — $249K -0.4% 0.06% DBT
378 AVOLON TLB BORROWER 1 US 05400KAH3 Nov 2021 248,744 -628 $248K -0.4% 0.06% LON
379 MAGENTA BUYER LLC 55910RAB9 Nov 2021 249,375 -625 $248K -0.7% 0.06% LON
380 ALBANY MOLECULAR RESEARCH 01242HAM0 Nov 2021 248,750 -625 $248K -0.7% 0.06% LON
381 UPSTREAM NEWCO INC 91678HAF9 Nov 2021 248,750 -625 $248K -0.5% 0.06% LON
382 WHATABRANDS LLC 96244UAF4 Nov 2021 250,000 — $247K -0.6% 0.06% LON
383 SOTERA HEALTH HLDGS LLC 83600VAE1 Nov 2021 250,000 — $247K -0.7% 0.06% LON
384 RVR DEALERSHIP HOLDINGS 75001CAB0 Nov 2021 248,886 -627 $247K -0.6% 0.06% LON
385 REALPAGE INC 75605VAD4 Nov 2021 249,375 -625 $247K -0.4% 0.06% LON
386 SEAWORLD PARKS & ENTERTA 78488CAH3 Nov 2021 249,375 -625 $246K -1.3% 0.06% LON
387 PILOT TRAVEL CENTERS LLC 72165NBH1 Nov 2021 249,375 -625 $246K -0.9% 0.06% LON
388 VITALITY RE X LTD 92850FAA2 Nov 2021 250,000 — $246K +0.5% 0.06% DBT
389 Home Re Ltd 43731WAB1 Nov 2021 245,353 -207,527 $246K -45.9% 0.06% ABS-MBS
390 VITALITY RE XI LTD 92851AAB0 Nov 2021 250,000 — $245K +0.3% 0.06% DBT
391 VITALITY RE XI LTD 92851AAA2 Nov 2021 250,000 — $244K +0.3% 0.06% DBT
392 HILTON WORLDWIDE FINANCE 43289DAH6 Nov 2021 247,249 — $244K +0.0% 0.06% LON
393 Vermillion Re 2022 000000000 Nov 2021 250,000 New $241K — 0.06% DBT
394 PHOENIX GUARANTOR INC 71913BAE2 Nov 2021 243,775 -622 $241K -0.5% 0.06% LON
395 Oasis Securitisation 67421AAA5 Nov 2021 239,774 -93,155 $240K -28.2% 0.06% ABS-O
396 JP Morgan Chase Commercial Mor 46591JAN6 Nov 2021 250,000 — $240K -0.9% 0.06% ABS-MBS
397 MATTERHORN RE LTD 577092AD1 Nov 2021 250,000 — $239K -3.1% 0.06% DBT
398 Oasis Securitisation 67422AAA4 Nov 2021 236,323 -61,238 $237K -20.6% 0.06% ABS-O
399 VIRGIN MEDIA BRISTOL LLC 000000000 Nov 2021 235,662 New $232K — 0.05% LON
400 TRONOX FINANCE LLC 89705DAG7 Nov 2021 234,233 -17,139 $232K -7.0% 0.05% LON
401 Gullane Re 2022 000000000 Nov 2021 220,500 New $225K — 0.05% DBT
402 Santander Bank Auto Credit-Lin 80290CAG9 Feb 2022 226,002 New $224K — 0.05% ABS-O
403 FannieMae Whole Loan 31394FSB2 Nov 2021 224,879 -18,830 $224K -7.7% 0.05% ABS-MBS
404 FannieMae Grantor Trust 31393X7K7 Nov 2021 215,961 -6,450 $224K -3.5% 0.05% ABS-MBS
405 JP Morgan Seasoned Mortgage Tr 46643VAE7 Nov 2021 223,918 -12,964 $223K -5.4% 0.05% ABS-MBS
406 SINCLAIR TELEVISION GROU 829229AQ6 Nov 2021 225,830 — $218K -1.1% 0.05% LON
407 SCIENTIFIC GAMES INTERNATIO 80875AAP6 Nov 2021 218,199 -567 $217K -0.3% 0.05% LON
408 Newtek Small Business Loan Tru 65252WAB3 Nov 2021 208,055 -25,479 $208K -11.7% 0.05% ABS-O
409 Alturas Re 2022-2, 12/31/2027 000000000 Nov 2021 205,131 New $207K — 0.05% DBT
410 COMMSCOPE INC 20337EAQ4 Nov 2021 205,275 -525 $201K -0.2% 0.05% LON
411 Oportun Funding LLC 68377BAC1 Nov 2021 200,000 — $201K -0.6% 0.05% ABS-O
412 CAELUS RE V LTD 12765KAE5 Nov 2021 250,000 — $200K +6.7% 0.05% DBT
413 EASTERN POWER LLC 87264NAB3 Nov 2021 300,401 -64,357 $198K -36.3% 0.05% LON
414 Morgan Stanley Capital I Trust 61751XAG5 Nov 2021 242,657 -894 $182K -0.4% 0.04% ABS-MBS
415 Novastar Home Equity Loan 66987XCE3 Nov 2021 170,190 -2,485 $165K -4.4% 0.04% ABS-MBS
416 Diamond Resorts Owner Trust 252722AD5 Nov 2021 160,974 -25,059 $162K -14.8% 0.04% ABS-O
417 STANDARD INDUSTRIES INC 000000000 Nov 2021 160,062 New $160K — 0.04% LON
418 Portrush Re 2017, 6/15/22 000000000 Nov 2021 250,000 New $160K — 0.04% DBT
419 HIN Timeshare Trust 2020-A 40439HAD1 Nov 2021 156,867 -11,660 $159K -8.7% 0.04% ABS-O
420 Countrywide Asset-Backed Certi 126673FK3 Nov 2021 153,914 -16,757 $152K -10.6% 0.04% ABS-CBDO
421 WIRECO WORLDGROUP INC 000000000 Nov 2021 150,000 New $149K — 0.03% LON
422 FannieMae Whole Loan 31395D7H6 Nov 2021 149,786 -12,161 $149K -7.5% 0.03% ABS-MBS
423 LEVEL 3 FINANCING INC 52729KAP1 Nov 2021 151,798 — $148K -0.0% 0.03% LON
424 GS Mortgage Securities Trust 36262MAJ7 Nov 2021 150,000 — $147K -2.1% 0.03% ABS-MBS
425 Freddie Mac 313398NZ8 Nov 2021 141,423 -4,371 $142K -3.0% 0.03% ABS-MBS
426 BAUSCH HEALTH AMERICAS 000000000 Nov 2021 138,149 New $137K — 0.03% LON
427 MVW 2020-1 LLC 55400EAC3 Nov 2021 135,169 -18,360 $136K -13.8% 0.03% ABS-O
428 ENDO LUXEMBOURG FINANCE 000000000 Nov 2021 139,502 New $135K — 0.03% LON
429 321 Henderson Receivables LLC 88576NAC2 Nov 2021 137,985 -5,524 $135K -4.1% 0.03% ABS-O
430 TRIDENT TPI HOLDINGS INC 00216EAE9 Nov 2021 131,038 -328 $131K -0.5% 0.03% LON
431 CG-CCRE Commercial Mortgage Tr 12528PAA0 Nov 2021 129,402 -925 $127K -0.5% 0.03% ABS-MBS
432 TI GROUP AUTO SYSTEMS LLC 87247EAY5 Nov 2021 125,350 -316 $125K -0.1% 0.03% LON
433 FLY FUNDING II SARL 000000000 Nov 2021 124,764 New $122K — 0.03% LON
434 BFLD Trust 05553JAA6 Nov 2021 120,000 — $119K -0.9% 0.03% ABS-MBS
435 Credit Suisse First Boston Mor 22540VQ47 Nov 2021 109,469 -7,798 $114K -8.4% 0.03% ABS-MBS
436 STAPLES INC 855031AR1 Nov 2021 111,838 -288 $109K -0.9% 0.03% LON
437 TMS INTERNATIONAL CORP 87261SAD1 Nov 2021 107,018 -343 $106K -0.7% 0.02% LON
438 FHLMC Structured Pass Through 3133TMG26 Nov 2021 98,001 -2,686 $98K -1.6% 0.02% ABS-MBS
439 Freddie Mac 31397PBG4 Nov 2021 96,314 -4,622 $97K -4.6% 0.02% ABS-MBS
440 Genworth Mortgage Insurance Co 89600MAB4 Nov 2021 95,470 -416,608 $95K -81.4% 0.02% ABS-MBS
441 321 Henderson Receivables LLC 88576PAE3 Nov 2021 96,854 -7,066 $95K -6.9% 0.02% ABS-O
442 ON SEMICONDUCTOR CORP 68218EAH7 Nov 2021 90,445 -231 $90K -0.2% 0.02% LON
443 Radnor Re LTD 750496AA9 Nov 2021 89,495 — $90K -0.0% 0.02% ABS-MBS
444 CDC Mortgage Capital Trust 12506YAF6 Nov 2021 87,318 -6,335 $87K -7.0% 0.02% ABS-MBS
445 MLCC Mortgage Investors Inc 5899296M5 Nov 2021 90,225 -7,843 $87K -8.6% 0.02% ABS-MBS
446 Freddie Mac 31392VBT8 Nov 2021 82,614 -5,785 $83K -6.5% 0.02% ABS-MBS
447 Freddie Mac 3137BCD54 Nov 2021 81,659 -5,116 $82K -7.2% 0.02% ABS-MBS
448 Freddie Mac 3137A96V3 Nov 2021 78,109 -8,095 $79K -9.4% 0.02% ABS-MBS
449 RED VENTURES LLC 75703UAH8 Nov 2021 79,093 -204 $78K -0.7% 0.02% LON
450 Fannie Mae 31371HM62 Nov 2021 71,770 -3,983 $77K -6.9% 0.02% ABS-MBS
451 Fannie Mae 31392F6W2 Nov 2021 72,653 -4,636 $73K -6.0% 0.02% ABS-MBS
452 Freddie Mac 31397KUH2 Nov 2021 67,846 -4,913 $69K -6.6% 0.02% ABS-MBS
453 Government National Mortgage A 38378MSV8 Nov 2021 68,748 -4,276 $69K -5.9% 0.02% ABS-MBS
454 Fannie Mae 31396XQJ6 Nov 2021 67,594 -3,889 $69K -5.6% 0.02% ABS-MBS
455 Fannie Mae 31416BM70 Nov 2021 60,478 -3,047 $68K -7.5% 0.02% ABS-MBS
456 Gold Key Resorts LLC 38061LAC3 Nov 2021 65,784 -9,277 $66K -12.9% 0.02% ABS-O
457 FannieMae Whole Loan 31394FSD8 Nov 2021 61,409 -3,312 $65K -6.7% 0.02% ABS-MBS
458 Fannie Mae 31396V4E5 Nov 2021 64,954 -2,498 $65K -3.7% 0.02% ABS-MBS
459 Government National Mortgage A 38374KPM9 Nov 2021 64,859 -4,946 $65K -7.1% 0.02% ABS-MBS
460 Freddie Mac 31392RMJ7 Nov 2021 61,533 -2,613 $63K -4.0% 0.01% ABS-MBS
461 Fannie Mae 31396XNY6 Nov 2021 61,646 -3,839 $63K -6.1% 0.01% ABS-MBS
462 Government National Mortgage A 38374KXH1 Nov 2021 62,193 -3,868 $62K -5.9% 0.01% ABS-MBS
463 Chase Funding Mortgage Loan As 161546FM3 Nov 2021 62,928 — $62K -0.0% 0.01% ABS-CBDO
464 FannieMae Whole Loan 31394VQB9 Nov 2021 60,437 -2,574 $62K -7.1% 0.01% ABS-MBS
465 Freddie Mac 31398LMJ4 Nov 2021 58,116 -1,376 $58K -2.3% 0.01% ABS-MBS
466 VERINT SYSTEMS INC 92345MAQ5 Nov 2021 58,166 — $58K -0.1% 0.01% LON
467 Freddie Mac 3137A6NJ7 Nov 2021 57,025 -3,307 $58K -2.6% 0.01% ABS-MBS
468 Freddiemac Strip 3128HVZR3 Nov 2021 56,448 -2,313 $57K -3.7% 0.01% ABS-MBS
469 Fannie Mae 31393DRP8 Nov 2021 55,647 -2,131 $56K -3.7% 0.01% ABS-MBS
470 Freddie Mac 31392T3F2 Nov 2021 53,500 -3,100 $55K -5.4% 0.01% ABS-MBS
471 Chase Funding Mortgage Loan As 161546HC3 Nov 2021 52,603 -3,540 $54K -7.3% 0.01% ABS-MBS
472 Sutherland Commercial Mortgage 86933YAA4 Nov 2021 53,670 -19,934 $53K -27.0% 0.01% ABS-MBS
473 Fannie Mae 31396PTZ4 Nov 2021 52,697 -564 $53K -1.0% 0.01% ABS-MBS
474 Fannie Mae 31396V5C8 Nov 2021 52,641 -4,283 $53K -7.5% 0.01% ABS-MBS
475 Berwick Re 2019-1, 12/31/22 000000000 Nov 2021 429,864 New $51K — 0.01% DBT
476 TEREX CORP 88078FBH0 Nov 2021 49,241 -29,040 $49K -37.2% 0.01% LON
477 Freddie Mac 31396UR69 Nov 2021 48,358 -1,128 $49K -2.2% 0.01% ABS-MBS
478 FCI Funding, LLC 30259MAB2 Nov 2021 47,072 -19,675 $47K -29.6% 0.01% ABS-O
479 Berwick Re 2018-1, 12/31/21 000000000 Nov 2021 601,682 New $47K — 0.01% DBT
480 Fannie Mae 31397LF53 Nov 2021 45,066 -491 $46K -1.0% 0.01% ABS-MBS
481 Government National Mortgage A 36290TXY0 Nov 2021 40,403 -476 $46K -3.8% 0.01% ABS-MBS
482 Freddie Mac 31396HUS6 Nov 2021 45,870 -4,759 $46K -9.4% 0.01% ABS-MBS
483 Fannie Mae 31396PSN2 Nov 2021 44,015 -7,163 $44K -14.0% 0.01% ABS-MBS
484 Fannie Mae 31395DVV8 Nov 2021 42,777 -3,146 $43K -4.4% 0.01% ABS-MBS
485 Structured Receivables Finance 86365LAA9 Nov 2021 42,581 -2,319 $43K -6.8% 0.01% ABS-O
486 Freddie Mac 3133TTEV9 Nov 2021 42,630 -4,022 $43K -8.6% 0.01% ABS-MBS
487 Government National Mortgage A 38375PKW0 Nov 2021 41,790 -2,837 $42K -6.3% 0.01% ABS-MBS
488 Conn Funding II, L.P 20825XAA6 Nov 2021 42,032 -34,274 $42K -45.0% 0.01% ABS-O
489 Freddie Mac 31397CV55 Nov 2021 41,710 -3,886 $42K -8.6% 0.01% ABS-MBS
490 Fannie Mae 31394FG66 Nov 2021 41,687 -3,246 $42K -7.2% 0.01% ABS-MBS
491 BX Trust 056059AN8 Nov 2021 41,688 -179,838 $42K -81.2% 0.01% ABS-MBS
492 Freddie Mac 31339LU24 Nov 2021 40,498 -2,777 $41K -6.4% 0.01% ABS-MBS
493 Fannie Mae 31394FUL7 Nov 2021 39,732 -2,072 $40K -5.1% 0.01% ABS-MBS
494 Freddie Mac 31339WXS0 Nov 2021 37,511 -2,626 $38K -6.5% 0.01% ABS-MBS
495 GSAA Home Equity Trust 362341CT4 Nov 2021 37,894 -17,454 $38K -31.8% 0.01% ABS-MBS
496 Fannie Mae 31397MXL6 Nov 2021 36,536 -2,088 $38K -5.3% 0.01% ABS-MBS
497 Fannie Mae 31392HT86 Nov 2021 36,269 -2,262 $36K -5.9% 0.01% ABS-MBS
498 Fannie Mae - CAS 30711XUT9 Nov 2021 35,517 -27,420 $36K -43.6% 0.01% ABS-MBS
499 SYLVAMO CORP 87133DAC2 Nov 2021 34,167 -153,333 $34K -81.9% 0.01% LON
500 Freddie Mac 3137AM3T2 Nov 2021 32,552 -1,234 $33K -3.6% 0.01% ABS-MBS
501 Freddie Mac 31395LVP3 Nov 2021 32,422 -3,003 $32K -8.6% 0.01% ABS-MBS
502 Fannie Mae 31396KM33 Nov 2021 31,278 -3,303 $32K -9.5% 0.01% ABS-MBS
503 Fannie Mae 31393YFC4 Nov 2021 31,080 -3,259 $31K -9.5% 0.01% ABS-MBS
504 Fannie Mae 31394AER3 Nov 2021 30,688 -3,953 $31K -11.5% 0.01% ABS-MBS
505 Fannie Mae 31395DHY8 Nov 2021 30,279 -333 $30K -1.1% 0.01% ABS-MBS
506 SECTOR RE V LTD 81369ADC3 Nov 2021 10,000 — $29K -0.9% 0.01% DBT
507 JP Morgan Mortgage Trust 46648UAJ3 Nov 2021 27,994 -80,891 $28K -74.4% 0.01% ABS-MBS
508 Fannie Mae 3136A7JX1 Nov 2021 26,097 -11,685 $26K -31.2% 0.01% ABS-MBS
509 Fannie Mae 31392BFS0 Nov 2021 24,534 -3,614 $25K -12.8% 0.01% ABS-MBS
510 Fannie Mae 31396VZF8 Nov 2021 24,587 -273 $25K -1.1% 0.01% ABS-MBS
511 Alturas Re 2020-2, 3/10/23 000000000 Nov 2021 29,558 New $25K — 0.01% DBT
512 Freddiemac Strip 3128HVJ59 Nov 2021 24,152 -2,187 $24K -8.1% 0.01% ABS-MBS
513 Bantry RE 2016, 3/31/22 000000000 Nov 2021 300,000 New $24K — 0.01% DBT
514 Interstar Millennium Trust 46071LAA8 Nov 2021 24,028 -4,320 $23K -15.1% 0.01% ABS-MBS
515 Freddie Mac 31396RS81 Nov 2021 22,730 -1,008 $23K -4.2% 0.01% ABS-MBS
516 Fannie Mae 31396PJX0 Nov 2021 22,793 -270 $23K -1.7% 0.01% ABS-MBS
517 Fannie Mae 31359VU27 Nov 2021 20,480 -1,873 $23K -10.2% 0.01% ABS-MBS
518 Fannie Mae 31393BVE2 Nov 2021 22,070 -5,368 $22K -19.6% 0.01% ABS-MBS
519 COMMONBOND STUDENT LOAN TRUST 20268KAD2 Nov 2021 21,609 -1,576 $22K -8.2% 0.01% ABS-O
520 Viribus Re 2020, 12/31/23 000000000 Nov 2021 500,000 New $22K — 0.01% DBT
521 Freddiemac Strip 3128HWJT5 Nov 2021 21,715 -1,077 $22K -4.6% 0.01% ABS-MBS
522 Fannie Mae 31385HJE3 Nov 2021 20,007 -2,419 $21K -10.8% 0.00% ABS-MBS
523 Government National Mortgage A 36200WAH4 Nov 2021 19,351 -439 $21K -4.4% 0.00% ABS-MBS
524 Freddie Mac 3137AK6C0 Nov 2021 21,160 -4,155 $21K -16.4% 0.00% ABS-MBS
525 Freddie Mac 31397CV89 Nov 2021 19,312 -1,170 $19K -5.8% 0.00% ABS-MBS
526 Fannie Mae 31396PZS3 Nov 2021 18,655 -2,309 $19K -11.0% 0.00% ABS-MBS
527 IndyMac INDX Mortgage Loan Tru 45660NY25 Nov 2021 19,087 -4,478 $19K -19.5% 0.00% ABS-MBS
528 CAELUS RE V LTD 12765KAB1 Nov 2021 25,000 — $19K +50.0% 0.00% DBT
529 TRIDENT TPI HOLDINGS INC 00216EAF6 Nov 2021 18,615 -19 $19K -0.4% 0.00% LON
530 SECTOR RE V LTD 81369ACR1 Nov 2021 150,000 — $18K -52.7% 0.00% DBT
531 Fannie Mae 31392GRS6 Nov 2021 17,760 -1,177 $18K -6.2% 0.00% ABS-MBS
532 LIMESTONE RE LTD 000000000 Nov 2021 250,000 New $18K — 0.00% DBT
533 Fannie Mae 31396PZL8 Nov 2021 17,228 -150 $17K -0.9% 0.00% ABS-MBS
534 Freddie Mac 3137AAED1 Nov 2021 16,295 -1,487 $16K -8.3% 0.00% ABS-MBS
535 Gullane Re 2018, 12/31/21 000000000 Nov 2021 264,623 New $16K — 0.00% DBT
536 Fannie Mae 31396XNE0 Nov 2021 16,027 -1,116 $16K -6.7% 0.00% ABS-MBS
537 Fannie Mae 31398RTU9 Nov 2021 16,196 -2,703 $16K -15.7% 0.00% ABS-MBS
538 Freddie Mac 31396A5E0 Nov 2021 15,584 -1,126 $16K -6.8% 0.00% ABS-MBS
539 Freddie Mac 31397CM97 Nov 2021 15,108 -608 $15K -3.8% 0.00% ABS-MBS
540 Bantry RE 2017, 3/31/22 000000000 Nov 2021 250,000 New $15K — 0.00% DBT
541 Freddie Mac 312938DL4 Nov 2021 12,728 -804 $14K -7.7% 0.00% ABS-MBS
542 Fannie Mae 31359G5Q5 Nov 2021 13,876 -2,360 $14K -14.6% 0.00% ABS-MBS
543 Bear Stearns Mortgage Securiti 073914WE9 Nov 2021 13,577 -1,204 $14K -8.3% 0.00% ABS-MBS
544 Social Professional Loan Progr 83402DAA9 Nov 2021 13,708 -2,204 $14K -14.0% 0.00% ABS-O
545 Fannie Mae 31392BNE2 Nov 2021 13,555 -851 $14K -5.9% 0.00% ABS-MBS
546 Government National Mortgage A 38378GJK5 Nov 2021 13,094 -4,003 $13K -24.0% 0.00% ABS-MBS
547 Fannie Mae 31404HFK0 Nov 2021 11,714 -359 $13K -5.1% 0.00% ABS-MBS
548 Government National Mortgage A 36295ADH5 Nov 2021 11,034 -114 $12K -3.1% 0.00% ABS-MBS
549 Fannie Mae 31396XT53 Nov 2021 11,890 -229 $12K -1.8% 0.00% ABS-MBS
550 Fannie Mae 31386XRR9 Nov 2021 11,724 -410 $12K -2.9% 0.00% ABS-MBS
551 Freddie Mac 3137AETW5 Nov 2021 11,377 -1,408 $11K -11.0% 0.00% ABS-MBS
552 Fannie Mae 31403DQ77 Nov 2021 10,783 -155 $11K -1.7% 0.00% ABS-MBS
553 Fannie Mae 31408YMG0 Nov 2021 9,492 -1,615 $11K -17.4% 0.00% ABS-MBS
554 Pangaea Re 2018-1, 12/31/21 000000000 Nov 2021 500,000 New $11K — 0.00% DBT
555 Fannie Mae 31408E7G1 Nov 2021 9,110 -107 $10K -3.5% 0.00% ABS-MBS
556 Pangaea Re 2021-1, 12/31/24 000000000 Nov 2021 350,000 New $10K — 0.00% DBT
557 Freddie Mac 3137A22X8 Nov 2021 10,090 -3,857 $10K -27.6% 0.00% ABS-MBS
558 Government National Mortgage A 36294ULM2 Nov 2021 9,528 -85 $10K -1.2% 0.00% ABS-MBS
559 Fannie Mae 31396KYS5 Nov 2021 9,568 -796 $10K -7.6% 0.00% ABS-MBS
560 Freddie Mac 31396H5Q8 Nov 2021 8,994 -635 $9K -6.6% 0.00% ABS-MBS
561 Pangaea Re 2020-1, 2/1/24 000000000 Nov 2021 405,323 New $9K — 0.00% DBT
562 Pangaea Re 2019-1, 2/1/23 000000000 Nov 2021 409,624 New $9K — 0.00% DBT
563 Harambee Re 2020, 12/31/23 000000000 Nov 2021 250,000 New $9K — 0.00% DBT
564 Government National Mortgage A 36225BNA2 Nov 2021 7,108 -231 $8K -5.1% 0.00% ABS-MBS
565 Freddie Mac 31336RTZ3 Nov 2021 7,371 -977 $7K -11.1% 0.00% ABS-MBS
566 Oakmont Re 2017, 4/30/23 000000000 Nov 2021 250,000 New $7K — 0.00% DBT
567 Fannie Mae 31410KDK7 Nov 2021 6,244 -430 $7K -8.7% 0.00% ABS-MBS
568 EDEN RE II LTD 27954GAB9 Nov 2021 22,275 — $7K +0.5% 0.00% DBT
569 New Century Home Equity Loan T 64352VGW5 Nov 2021 5,727 -682 $7K -9.3% 0.00% ABS-MBS
570 Pangaea Re 2019-3, 7/1/23 000000000 Nov 2021 183,828 New $7K — 0.00% DBT
571 Government National Mortgage A 36291Q2R4 Nov 2021 5,581 -72 $6K -3.1% 0.00% ABS-MBS
572 Freddie Mac 3137A53Q5 Nov 2021 6,066 -1,907 $6K -23.9% 0.00% ABS-MBS
573 Sussex Re 2020-1, 12/31/22 000000000 Nov 2021 257,836 New $6K — 0.00% DBT
574 Citigroup Mortgage Loan Trust 17307GAT5 Nov 2021 5,311 -262 $5K -4.7% 0.00% ABS-MBS
575 Pangaea Re 2018-3, 7/1/22 000000000 Nov 2021 250,000 New $5K — 0.00% DBT
576 EDEN RE II LTD 27954TAB1 Nov 2021 2,500 — $5K -48.8% 0.00% DBT
577 Citicorp Mortgage Securities, 172973W88 Nov 2021 4,471 -215 $4K -6.1% 0.00% ABS-MBS
578 Alturas Re 2019-2, 3/10/22 000000000 Nov 2021 3,037 New $4K — 0.00% DBT
579 Lorenz Re 2019, 6/30/22 000000000 Nov 2021 128,615 New $4K — 0.00% DBT
580 EDEN RE II LTD 27954GAA1 Nov 2021 12,500 — $4K +0.6% 0.00% DBT
581 Credit Suisse First Boston Mor 225458RW0 Nov 2021 3,670 -260 $4K -7.8% 0.00% ABS-MBS
582 Fannie Mae 31397QL30 Nov 2021 2,569 -4,631 $3K -64.3% 0.00% ABS-MBS
583 Eagle Re Ltd 269820AC0 Nov 2021 2,518 -209,620 $3K -98.8% 0.00% ABS-MBS
584 Freddie Mac 31295MYW4 Nov 2021 1,897 -46 $2K -3.5% 0.00% ABS-MBS
585 Freddie Mac 31288VX38 Nov 2021 1,787 -148 $2K -7.8% 0.00% ABS-MBS
586 Fannie Mae 31385JNG9 Nov 2021 1,587 -111 $2K -8.5% 0.00% ABS-MBS
587 Fannie Mae 31378VJQ4 Nov 2021 1,687 -63 $2K -3.0% 0.00% ABS-MBS
588 MLCC Mortgage Investors Inc 5899295X2 Nov 2021 1,667 -121 $2K -7.0% 0.00% ABS-MBS
589 Fannie Mae 31358QES0 Nov 2021 1,497 -1,027 $1K -40.7% 0.00% ABS-MBS
590 Freddie Mac 31397RC46 Nov 2021 1,469 -2,986 $1K -67.2% 0.00% ABS-MBS
591 Fannie Mae 31374TP37 Nov 2021 1,291 -42 $1K -3.1% 0.00% ABS-MBS
592 Pangaea Re 2016-2, 11/30/21 000000000 Nov 2021 500,000 New $892 — 0.00% DBT
593 Freddie Mac 31348S4G6 Nov 2021 599 -26 $599 -4.0% 0.00% ABS-MBS
594 Versutus Re 2018, 12/31/21 000000000 Nov 2021 250,000 New $300 — 0.00% DBT
595 Harambee Re 2018, 12/31/21 000000000 Nov 2021 250,000 New $200 — 0.00% DBT
596 Harambee Re 2019, 12/31/22 000000000 Nov 2021 250,000 New $150 — 0.00% DBT
597 Versutus Re 2019-A, 12/31/21 000000000 Nov 2021 220,637 New $132 — 0.00% DBT
598 Fannie Mae 31375TN61 Nov 2021 106 -62 $106 -37.1% 0.00% ABS-MBS
599 Fannie Mae 31391SM64 Nov 2021 77 -102 $77 -57.0% 0.00% ABS-MBS
600 Cyprus Re 2017, 1/31/22 000000000 Nov 2021 250,000 New $25 — 0.00% DBT
601 Structured Asset Securities Co 86359B2G5 Nov 2021 4 -4 $5 -48.1% 0.00% ABS-MBS
602 AMBAC ASSURANCE CORP 023138AA8 Nov 2021 1 — $1 -3.0% 0.00% DBT
603 Bayview Commercial Asset Trust 07325XAN0 Nov 2021 582,415 -33,073 $0 +0.0% 0.00% ABS-MBS
604 RESILIENCE RE LTD 000000000 Nov 2021 250,000 New $0 — 0.00% DBT
605 Thopas Re 2020, 12/31/23 000000000 Nov 2021 500,000 New $0 — 0.00% DBT
606 Thopas Re 2019, 12/31/22 000000000 Nov 2021 250,000 New $0 — 0.00% DBT
607 Alturas Re 2021-2, 12/31/24 000000000 Nov 2021 216,442 New $0 — 0.00% DBT
608 Lion Rock Re 2020, 1/31/22 000000000 Nov 2021 250,000 New $0 — 0.00% DBT
609 Thopas Re 2021, 12/31/24 000000000 Nov 2021 250,000 New $0 — 0.00% DBT
610 Versutus Re 2019-B, 12/31/21 000000000 Nov 2021 29,363 New $0 — 0.00% DBT
611 Lorenz Re 2018, 7/1/22 000000000 Nov 2021 250,000 New $0 — 0.00% DBT
612 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. USM2 Nov 2021 -12 New $-28437 — -0.01% DIR
613 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. FVM2 Nov 2021 -325 New $-204506 — -0.05% DIR
614 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYM2 Nov 2021 -228 New $-223226 — -0.05% DIR
✕ Fannie Mae or Freddie Mac 01F0226C4 — 11,000,000 Exited $11.3M — — —
✕ CREDIT SUISSE GROUP AG 225401AB4 — 3,900,000 Exited $3.9M — — —
✕ EVERSOURCE ENERGY 30040WAN8 — 3,265,000 Exited $3.2M — — —
✕ PROTECTIVE LIFE GLOBAL 74368CBC7 — 3,200,000 Exited $3.2M — — —
✕ Fannie Mae or Freddie Mac 01F0124C7 — 3,000,000 Exited $3.0M — — —
✕ MASSMUTUAL GLOBAL FUNDIN 57629WDE7 — 3,000,000 Exited $2.9M — — —
✕ PRICOA GLOBAL FUNDING 1 74153WCM9 — 2,957,000 Exited $2.9M — — —
✕ TREASURY BILL 912796Q69 — 2,800,000 Exited $2.8M — — —
✕ GOLDMAN SACHS GROUP INC 38141EC23 — 2,545,000 Exited $2.7M — — —
✕ Homeward Opportunities Fund I 43800KAD9 — 2,500,000 Exited $2.5M — — —
✕ CarNow Auto Receivables Trust 14366LAE2 — 2,500,000 Exited $2.5M — — —
✕ Exeter Automobile Receivables 30167LAJ8 — 2,000,000 Exited $2.1M — — —
✕ TORONTO-DOMINION BANK 89114TZD7 — 2,100,000 Exited $2.1M — — —
✕ Carvana Auto Receivables Trust 14687PAG0 — 2,000,000 Exited $2.1M — — —
✕ SWEDBANK AB 87020PAP2 — 2,050,000 Exited $2.0M — — —
✕ GLS Auto Receivables Trust 36258AAC4 — 2,000,000 Exited $2.0M — — —
✕ PRINCIPAL LFE GLB FND II 74256LES4 — 2,050,000 Exited $2.0M — — —
✕ Veros Auto Receivables Trust 92511FAB1 — 2,000,000 Exited $2.0M — — —
✕ CANADIAN PACIFIC RAILWAY 13645RBE3 — 1,950,000 Exited $2.0M — — —
✕ TOYOTA MOTOR CREDIT CORP 89236TGX7 — 1,710,000 Exited $1.8M — — —
✕ TRANSCANADA PIPELINES 89352HBB4 — 1,600,000 Exited $1.6M — — —
✕ Fair Square Issuance Trust 303394AC4 — 1,500,000 Exited $1.5M — — —
✕ CITIZENS FINANCIAL GROUP 75524RAA7 — 1,400,000 Exited $1.4M — — —
✕ AIR LEASE CORP 00914AAP7 — 1,250,000 Exited $1.2M — — —
✕ Arivo Acceptance Auto Loan Rec 04046LAB7 — 1,000,000 Exited $1.0M — — —
✕ PRICOA GLOBAL FUNDING 1 74153WCP2 — 860,000 Exited $0.8M — — —
✕ Citigroup Commercial Mortgage 125333BU7 — 850,000 Exited $0.8M — — —
✕ Towd Point Mortgage Trust 89178JBK2 — 806,711 Exited $0.8M — — —
✕ XCEL ENERGY INC 98388MAB3 — 745,000 Exited $0.7M — — —
✕ Freddie Mac - STACR 3137G0QQ5 — 700,000 Exited $0.7M — — —
✕ Republic Finance Issuance Trus 76042UAA1 — 700,000 Exited $0.7M — — —
✕ BOEING CO 097023BW4 — 680,000 Exited $0.7M — — —
✕ GOLDMAN SACHS GROUP INC 38141GRD8 — 605,000 Exited $0.6M — — —
✕ MORGAN STANLEY 61746BDJ2 — 595,000 Exited $0.6M — — —
✕ Credit Suisse Mortgage Trust 12655GAG2 — 600,000 Exited $0.6M — — —
✕ GS Mortgage Securities Trust 36253VAG4 — 500,000 Exited $0.5M — — —
✕ WALT DISNEY COMPANY/THE 254687FN1 — 425,000 Exited $0.5M — — —
✕ BCC Funding CORP 05493CAD8 — 400,000 Exited $0.4M — — —
✕ CDW LLC 12512YAF8 — 376,086 Exited $0.4M — — —
✕ Towd Point Mortgage Trust 89176BAK2 — 318,519 Exited $0.3M — — —
✕ Natixis Commercial Mortgage Se 63874MAW2 — 292,140 Exited $0.3M — — —
✕ Small Business Lending Trust 831645AB2 — 261,812 Exited $0.3M — — —
✕ SOTHEBY'S 08883CAE8 — 249,375 Exited $0.3M — — —
✕ MATTERHORN RE LTD 577092AJ8 — 250,000 Exited $0.3M — — —
✕ MATTERHORN RE LTD 577092AE9 — 250,000 Exited $0.2M — — —
✕ AHP HEALTH PARTNERS 00130MAJ3 — 250,000 Exited $0.2M — — —
✕ MATTERHORN RE LTD 577092AC3 — 250,000 Exited $0.2M — — —
✕ MATTERHORN RE LTD 577092AF6 — 250,000 Exited $0.2M — — —
✕ MATTERHORN RE LTD 577092AK5 — 250,000 Exited $0.2M — — —
✕ UNITED AIRLINES INC 90932RAJ3 — 248,750 Exited $0.2M — — —
✕ Towd Point Asset Funding, LLC 89178AAC0 — 228,187 Exited $0.2M — — —
✕ Oasis Securitisation 67420BAA4 — 224,549 Exited $0.2M — — —
✕ Finance of America HECM Buyout 31735RAD9 — 200,000 Exited $0.2M — — —
✕ DARLING INGREDIENTS INC 23726RAM7 — 175,833 Exited $0.2M — — —
✕ Radnor Re LTD 75049UAC2 — 117,984 Exited $0.1M — — —
✕ Towd Point Mortgage Trust 89177XAP2 — 80,474 Exited $0.1M — — —
✕ WAMU Commercial Mortgage Secur 933633AE9 — 79,714 Exited $0.1M — — —
✕ BELLEMEADE RE LT 078782AB5 — 20,376 Exited $0.0M — — —
✕ WRG Debt Funding II LLC 92940VAA9 — 12,832 Exited $0.0M — — —
✕ FREED ABS Trust 35634TAA4 — 4,701 Exited $0.0M — — —