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Pioneer Multi-Asset Ultrashort Income Fund

Pioneer Series Trust X

Assets: $5.3B Net: $5.1B Series: S000031915 EDGAR ↗
+245
New
-113
Exited
1315
Positions
Period:
vs
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← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 TREASURY BILL 912796T82 Mar 2022 75,000,000 New $75.0M — 1.48% DBT
2 TREASURY BILL 912796U23 Mar 2022 50,000,000 New $50.0M — 0.98% DBT
3 BASKET COLLAREAL US TRI PARTY 000000000 Dec 2021 45,360,000 +44,275,330 $45.4M +4108.2% 0.89% RA
4 BASKET COLLAREAL US TRI PARTY 000000000 Dec 2021 40,780,000 New $40.8M — 0.80% RA
5 Fannie Mae or Freddie Mac 01F030645 Mar 2022 35,000,000 New $34.3M — 0.67% ABS-MBS
6 THE TORONTO-DOMINION BANK 000000000 Dec 2021 33,890,000 New $33.9M — 0.67% RA
7 THE TORONTO-DOMINION BANK 000000000 Dec 2021 33,890,000 New $33.9M — 0.67% RA
8 Fannie Mae or Freddie Mac 01F022642 Mar 2022 35,000,000 New $33.4M — 0.66% ABS-MBS
9 MITSUBISHI UFJ FIN GRP 606822AQ7 Dec 2021 25,302,000 — $25.3M -0.2% 0.50% DBT
10 TRUIST BANK 86787EBD8 Dec 2021 25,014,000 — $25.0M -0.2% 0.49% DBT
11 Pagaya AI Debt Selection Trust 69546MAA5 Mar 2022 25,000,000 New $24.5M — 0.48% ABS-O
12 CARDINAL HEALTH INC 14149YBG2 Dec 2021 24,416,000 — $24.4M -0.1% 0.48% DBT
13 AMERICAN EXPRESS CO 025816BN8 Dec 2021 23,740,000 — $23.7M -0.2% 0.47% DBT
14 STANDARD CHARTERED PLC 853254CK4 Mar 2022 23,250,000 New $23.4M — 0.46% DBT
15 BANK OF AMERICA CORP 06051GHE2 Dec 2021 23,289,000 — $23.3M -0.3% 0.46% DBT
16 SUMITOMO MITSUI FINL GRP 86562MAP5 Dec 2021 22,118,000 — $22.1M -0.2% 0.44% DBT
17 ROYAL BANK OF CANADA 78015K7M0 Dec 2021 22,000,000 — $21.9M -0.5% 0.43% DBT
18 Dreyfus Government Cash Management DGCXX Dec 2021 20,538,914 -102,496,886 $20.5M -83.3% 0.40% STIV
19 GOLDMAN SACHS GROUP INC 38141GYF5 Dec 2021 20,725,000 — $20.5M -0.9% 0.40% DBT
20 CPE 01/04/22 BOSTON USD F 0.5 000000000 Dec 2021 20,400,000 New $20.4M — 0.40% DBT
21 CHARLES SCHWAB CORP 808513AT2 Dec 2021 20,096,000 — $20.2M -1.1% 0.40% DBT
22 Fannie Mae - CAS 20754PAC4 Dec 2021 20,544,754 +4,095,211 $20.2M +22.9% 0.40% ABS-MBS
23 Gracie Point International Fun 38411HAA3 Mar 2022 20,000,000 New $20.0M — 0.39% ABS-O
24 JABIL INC 4/2 144A CP 0.0000 20220401 000000000 Dec 2021 20,000,000 New $20.0M — 0.39% DBT
25 CPE 06/04/22 SMITHFIE USD F 0.95 000000000 Dec 2021 20,000,000 New $20.0M — 0.39% DBT
26 Radnor Re LTD 75279YAC5 Dec 2021 20,516,000 — $19.3M -4.6% 0.38% ABS-MBS
27 CREDIT SUISSE NEW YORK 22550UAD3 Dec 2021 19,085,000 — $19.0M -0.4% 0.37% DBT
28 BPCE SA 05583JAB8 Dec 2021 18,956,000 — $19.0M -0.3% 0.37% DBT
29 LendingPoint Asset Securitizat 52605AAA5 Mar 2022 19,062,253 New $18.9M — 0.37% ABS-O
30 ENERGY TRANSFER PARTNERS 4/2 144A CP 0.0000 20220401 000000000 Dec 2021 18,700,000 New $18.7M — 0.37% DBT
31 GENERAL MOTORS FINL CO 37045XDN3 Dec 2021 18,670,000 — $18.4M -1.5% 0.36% DBT
32 CANADIAN IMPERIAL BANK 13607GRT3 Dec 2021 18,400,000 — $18.3M -0.5% 0.36% DBT
33 CPE 06/04/22 PRUDFDG USD F 0.31 000000000 Dec 2021 18,000,000 New $18.0M — 0.35% DBT
34 DNB BANK ASA 25601B2C8 Mar 2022 17,960,000 New $18.0M — 0.35% DBT
35 TOYOTA MOTOR CREDIT CORP 89236TJE6 Dec 2021 17,904,000 — $17.9M +0.1% 0.35% DBT
36 Palmer Square Loan Funding Ltd 69701CAA8 Mar 2022 18,000,000 New $17.9M — 0.35% ABS-CBDO
37 LSTAR Securities Investment Lt 54912JAA0 Dec 2021 17,266,516 -1,826,770 $17.5M -8.1% 0.34% ABS-MBS
38 UNICREDIT SPA 904678AA7 Dec 2021 17,391,000 — $17.4M -0.7% 0.34% DBT
39 NATWEST MARKETS PLC 63906YAF5 Mar 2022 17,240,000 New $17.3M — 0.34% DBT
40 LSTAR Securities Investment Lt 50220XAA4 Dec 2021 17,184,078 -1,043,037 $17.3M -5.0% 0.34% ABS-MBS
41 ABBVIE INC 00287YBP3 Dec 2021 17,080,000 — $17.1M -0.1% 0.34% DBT
42 SWEDBANK AB 87020PAR8 Mar 2022 17,090,000 New $17.1M — 0.34% DBT
43 COMM Mortgage Trust 12624XAD0 Mar 2022 17,000,000 New $17.0M — 0.34% ABS-MBS
44 US TREASURY FRN 91282CCQ2 Mar 2022 17,000,000 New $17.0M — 0.34% DBT
45 US TREASURY FRN 91282CBY6 Mar 2022 17,000,000 New $17.0M — 0.34% DBT
46 US TREASURY FRN 91282CBK6 Mar 2022 17,000,000 New $17.0M — 0.34% DBT
47 CHEVRON CORP 166764BU3 Dec 2021 16,885,000 — $17.0M -0.3% 0.33% DBT
48 SOCIETE GENERALE 83368RBF8 Mar 2022 17,000,000 New $16.8M — 0.33% DBT
49 SUMITOMO MITSUI TR BK LT 86563VAX7 Dec 2021 16,695,000 +4,475,000 $16.6M +36.2% 0.33% DBT
50 BECTON DICKINSON AND CO 075887BU2 Dec 2021 16,557,000 — $16.6M -0.3% 0.33% DBT
51 CIFC Funding Ltd 12550MAJ9 Dec 2021 16,501,147 -207,838 $16.4M -1.4% 0.32% ABS-CBDO
52 TPG Real Estate Finance 87276VAG0 Dec 2021 16,400,000 — $16.3M -0.1% 0.32% ABS-O
53 DAIMLER TRUCKS FINAN NA 233853AC4 Dec 2021 16,000,000 — $16.0M -0.3% 0.31% DBT
54 Pnmac Gmsr Issuer Trust 69354WAD8 Dec 2021 16,117,000 — $16.0M -1.1% 0.31% ABS-O
55 BANK OF MONTREAL 06368EA44 Dec 2021 16,000,000 — $15.9M -0.5% 0.31% DBT
56 CAPITAL ONE FINANCIAL CO 14040HCL7 Dec 2021 16,000,000 — $15.9M -0.5% 0.31% DBT
57 DAIMLER FINANCE NA LLC 233851DL5 Mar 2022 15,645,000 New $15.8M — 0.31% DBT
58 AIR LEASE CORP 00914AAN2 Dec 2021 15,735,000 — $15.7M +0.0% 0.31% DBT
59 SKANDINAVISKA ENSKILDA 83051GAL2 Dec 2021 15,252,000 — $15.3M -0.3% 0.30% DBT
60 Radnor Re LTD 750496AB7 Mar 2022 15,502,021 New $15.3M — 0.30% ABS-MBS
61 BANQUE FED CRED MUTUEL 06675FAN7 Dec 2021 15,240,000 — $15.3M -0.3% 0.30% DBT
62 ENBRIDGE INC 29250NAQ8 Dec 2021 15,201,000 — $15.2M -0.7% 0.30% DBT
63 CIGNA CORP 125523AF7 Mar 2022 15,000,000 New $15.2M — 0.30% DBT
64 UBS-Barclays Commercial Mortga 90269CAD2 Dec 2021 15,212,593 +6,174,593 $15.2M +67.6% 0.30% ABS-MBS
65 NORDEA BANK ABP 65557FAD8 Dec 2021 15,000,000 — $15.1M -1.5% 0.30% DBT
66 AETNA INC 008117AP8 Dec 2021 15,000,000 — $15.1M -0.9% 0.30% DBT
67 MORGAN STANLEY 61747YEN1 Mar 2022 15,000,000 New $15.0M — 0.30% DBT
68 COOPERAT RABOBANK UA/NY 21688AAT9 Mar 2022 15,000,000 New $14.9M — 0.29% DBT
69 NATIONAL BANK OF CANADA 63307A2Q7 Dec 2021 15,000,000 — $14.9M -0.9% 0.29% DBT
70 SWEDBANK AB 87020PAK3 Mar 2022 15,000,000 New $14.8M — 0.29% DBT
71 BANK OF MONTREAL 06368FAB5 Dec 2021 14,760,000 — $14.7M -0.5% 0.29% DBT
72 Radnor Re LTD 75049UAD0 Mar 2022 14,478,683 New $14.5M — 0.29% ABS-MBS
73 CHC Commercial Mortgage Trust 162665AJ2 Dec 2021 14,891,307 — $14.5M -1.7% 0.29% ABS-MBS
74 Freddie Mac - STACR 35564ABN0 Dec 2021 14,584,000 — $14.4M -0.7% 0.28% ABS-MBS
75 BELLEMEADE RE LT 078777AD1 Mar 2022 15,000,000 New $14.4M — 0.28% ABS-MBS
76 Radnor Re LTD 75049GAB5 Dec 2021 14,760,000 — $14.3M -3.7% 0.28% ABS-MBS
77 XCALI 2020-1 Mortgage Trust 98370AAA1 Dec 2021 14,200,000 — $14.2M -0.3% 0.28% ABS-MBS
78 MACQUARIE GROUP LTD 55608JBB3 Dec 2021 13,975,000 — $13.9M -0.8% 0.27% DBT
79 MORGAN STANLEY 61746BDJ2 Dec 2021 13,500,000 — $13.7M -1.8% 0.27% DBT
80 GOLDMAN SACHS GROUP INC 38141GYQ1 Dec 2021 13,880,000 — $13.6M -1.3% 0.27% DBT
81 NEXTERA ENERGY CAPITAL 65339KCE8 Mar 2022 13,575,000 New $13.6M — 0.27% DBT
82 BX Commercial Mortgage Trust 2 056054AK5 Dec 2021 13,863,500 — $13.6M -1.3% 0.27% ABS-MBS
83 Oaktown Re Ltd 67400KAB6 Dec 2021 13,573,000 — $13.5M -0.5% 0.27% ABS-MBS
84 XCALI 2020-2 Mortgage Trust 98400WAA7 Dec 2021 13,500,000 — $13.5M -0.3% 0.27% ABS-MBS
85 ATHENE GLOBAL FUNDING 04685A3B5 Dec 2021 13,700,000 — $13.5M -1.6% 0.27% DBT
86 BPCE SA 05583JAA0 Dec 2021 13,207,000 — $13.2M -0.7% 0.26% DBT
87 PNC BANK NA 69353RFF0 Dec 2021 13,159,000 — $13.2M -0.1% 0.26% DBT
88 XCAL 2019-IL-1 Mortgage Trust 98370LAA7 Mar 2022 13,125,000 New $13.1M — 0.26% ABS-MBS
89 JP Morgan Mortgage Trust 46650AAD5 Dec 2021 13,002,506 -1,437,694 $12.9M -10.2% 0.25% ABS-MBS
90 Acres PLC 00500JAA1 Dec 2021 12,900,000 — $12.8M -0.5% 0.25% ABS-CBDO
91 Freddie Mac - STACR 35564RAK0 Dec 2021 12,789,536 -1,474,278 $12.6M -11.8% 0.25% ABS-MBS
92 Wells Fargo Commercial Mortgag 95001CAE2 Dec 2021 12,800,000 — $12.6M -1.4% 0.25% ABS-MBS
93 Pear LLC 70472TAA6 Dec 2021 12,842,347 -1,007,653 $12.5M -9.8% 0.25% ABS-O
94 AUTOZONE INC 053332AP7 Mar 2022 12,249,000 New $12.4M — 0.24% DBT
95 BMW US CAPITAL LLC 05565EBN4 Dec 2021 12,323,000 — $12.3M -0.6% 0.24% DBT
96 ROYAL BANK OF CANADA 78013X6E3 Dec 2021 12,310,000 — $12.3M -0.1% 0.24% DBT
97 Cascade Funding Mortgage Trust 12527LAA0 Dec 2021 12,411,845 -1,144,281 $12.3M -9.2% 0.24% ABS-MBS
98 Starwood Commercial Mortgage T 85237MAA5 Dec 2021 12,000,000 — $12.0M -0.3% 0.24% ABS-CBDO
99 Austin Fairmont Hotel Trust 05223HAN2 Dec 2021 12,500,000 — $11.9M -2.3% 0.23% ABS-MBS
100 BANK OF MONTREAL 06367WYQ0 Dec 2021 12,000,000 — $11.9M -0.7% 0.23% DBT
101 JPMORGAN CHASE & CO 46647PAQ9 Dec 2021 11,800,000 — $11.8M -0.3% 0.23% DBT
102 BANK OF AMERICA MORTGAGE SECURITIES, INC. 000000000 Dec 2021 11,780,000 New $11.8M — 0.23% RA
103 BX Trust 12434FAE7 Dec 2021 12,000,000 — $11.8M -1.9% 0.23% ABS-MBS
104 VOLKSWAGEN GROUP AMERICA 928668BC5 Dec 2021 11,705,000 — $11.7M -0.7% 0.23% DBT
105 Freddie Mac - STACR 35564KQC6 Mar 2022 12,380,000 New $11.6M — 0.23% ABS-MBS
106 CATERPILLAR FINL SERVICE 14913R2M8 Dec 2021 11,567,000 — $11.5M -0.4% 0.23% DBT
107 Genesis Sales Finance Master T 37186XAK1 Dec 2021 12,000,000 — $11.5M -3.0% 0.23% ABS-O
108 Trafigura Securitisation Finan 892725AN2 Dec 2021 11,500,000 — $11.5M -0.1% 0.23% ABS-O
109 Natixis Commercial Mortgage Se 63875FAE6 Dec 2021 11,500,000 — $11.4M -0.6% 0.22% ABS-MBS
110 EXXON MOBIL CORPORATION 30231GBA9 Dec 2021 11,405,000 — $11.4M -0.1% 0.22% DBT
111 LFS 2021B, LLC 50203HAA0 Dec 2021 11,580,116 -818,948 $11.4M -7.7% 0.22% ABS-O
112 Fannie Mae - CAS 30711XZL1 Dec 2021 11,403,625 -1,665,865 $11.3M -12.6% 0.22% ABS-MBS
113 FLORIDA POWER & LIGHT CO 341081GD3 Dec 2021 11,360,000 — $11.3M +0.0% 0.22% DBT
114 SLM Student Loan Trust 78443BAG1 Dec 2021 11,663,402 -438,704 $11.3M -5.2% 0.22% ABS-O
115 KEY BANK NA 49327M3B8 Dec 2021 11,294,000 — $11.2M -0.3% 0.22% DBT
116 Invitation Homes Trust 46185JAA6 Dec 2021 11,286,791 +737,202 $11.2M +5.9% 0.22% ABS-O
117 JABIL INC 466313AG8 Mar 2022 10,959,000 New $11.1M — 0.22% DBT
118 TOYOTA MOTOR CREDIT CORP 89236THV0 Dec 2021 11,000,000 — $11.0M -0.4% 0.22% DBT
119 NISSAN MOTOR ACCEPTANCE 654740BR9 Dec 2021 11,000,000 — $10.9M -0.5% 0.22% DBT
120 Oasis Securitisation 67422CAA0 Dec 2021 11,019,213 -1,551,986 $10.9M -13.1% 0.21% ABS-O
121 Owl Rock CLO Ltd 98955RAF6 Dec 2021 11,000,000 — $10.9M -0.9% 0.21% ABS-CBDO
122 Towd Point Asset Trust 2018-SL 89174UAB2 Dec 2021 11,000,000 — $10.8M -0.5% 0.21% ABS-O
123 TJX COS INC 872540AP4 Mar 2022 10,812,000 New $10.8M — 0.21% DBT
124 CITIGROUP INC 172967MW8 Dec 2021 10,900,000 — $10.8M -1.7% 0.21% DBT
125 CREDIT SUISSE GROUP AG 225401AE8 Dec 2021 10,765,000 — $10.8M -0.5% 0.21% DBT
126 Conn Funding II, L.P 20825GAB1 Dec 2021 11,100,000 +500,000 $10.8M +2.0% 0.21% ABS-O
127 UBS AG LONDON 902674YG9 Dec 2021 10,800,000 — $10.8M -0.3% 0.21% DBT
128 GS Mortgage Securities Trust 36251SAA6 Dec 2021 10,900,000 — $10.7M -1.3% 0.21% ABS-MBS
129 Radnor Re LTD 750493AB4 Mar 2022 10,950,000 New $10.7M — 0.21% ABS-MBS
130 AERCAP IRELAND CAP/GLOBA 00774MBA2 Dec 2021 10,700,000 +4,200,000 $10.6M +63.0% 0.21% DBT
131 Radnor Re LTD 75049TAB7 Dec 2021 10,557,952 -3,972,374 $10.5M -27.4% 0.21% ABS-MBS
132 GS Mortgage Securities Trust 36257MAN5 Dec 2021 11,000,000 — $10.4M -1.1% 0.21% ABS-MBS
133 CarNow Auto Receivables Trust 14369HAA6 Dec 2021 10,445,301 -4,941,550 $10.4M -32.3% 0.21% ABS-O
134 Home Re Ltd 43730VAC2 Dec 2021 11,013,000 — $10.4M -5.0% 0.20% ABS-MBS
135 Freddie Mac - STACR 35564KTA7 Mar 2022 10,350,000 New $10.4M — 0.20% ABS-MBS
136 BANQUE FED CRED MUTUEL 06675FAW7 Mar 2022 10,500,000 New $10.4M — 0.20% DBT
137 ING GROEP NV 456837BD4 Mar 2022 10,300,000 New $10.4M — 0.20% DBT
138 JPMORGAN CHASE & CO 46647PAD8 Dec 2021 10,150,000 — $10.2M -0.2% 0.20% DBT
139 DISCOVER BANK 25466AAK7 Mar 2022 10,000,000 New $10.1M — 0.20% DBT
140 Freddie Mac - STACR 3137G0LJ6 Dec 2021 9,752,226 -1,412,752 $10.1M -12.4% 0.20% ABS-MBS
141 JP Morgan Chase Commercial Mor 46651MAN6 Dec 2021 10,300,000 — $10.0M -0.9% 0.20% ABS-MBS
142 Westlake Automobile Receivable 96042WAC1 Mar 2022 10,000,000 New $10.0M — 0.20% ABS-O
143 CPE 01/04/22 CATFS USD F 0.28 000000000 Dec 2021 10,000,000 New $10.0M — 0.20% DBT
144 HYUNDAI CAP AMER 4/2 144A CP 0.0000 20220401 000000000 Dec 2021 10,000,000 New $10.0M — 0.20% DBT
145 CPE 11/04/22 CNQL USD F 1.04 000000000 Dec 2021 10,000,000 New $10.0M — 0.20% DBT
146 ANZ NEW ZEALAND INTL/LDN 00182EBQ1 Mar 2022 10,000,000 New $10.0M — 0.20% DBT
147 Nelnet Student Loan Trust 64035DAB2 Dec 2021 10,641,780 -934,158 $10.0M -12.3% 0.20% ABS-O
148 Gracie Point International Fun 38411EAA0 Dec 2021 9,998,416 — $10.0M -0.5% 0.20% ABS-O
149 Golub Capital Partners CLO Ltd 38172FAA6 Dec 2021 10,000,000 — $10.0M -0.6% 0.20% ABS-CBDO
150 GS Mortgage Securities Trust 36258BAA6 Dec 2021 10,000,000 — $9.9M -0.6% 0.20% ABS-MBS
151 Fortress Credit Opportunities 34963VAA3 Mar 2022 10,000,000 New $9.9M — 0.20% ABS-CBDO
152 CREDIT SUISSE NEW YORK 22550UAB7 Dec 2021 10,000,000 — $9.9M -0.5% 0.20% DBT
153 BOEING CO 097023DD4 Dec 2021 10,000,000 — $9.9M -0.8% 0.20% DBT
154 WALT DISNEY COMPANY/THE 254687FH4 Dec 2021 9,910,000 — $9.9M -0.1% 0.20% DBT
155 HSBC HOLDINGS PLC 404280CZ0 Dec 2021 10,000,000 — $9.9M -1.0% 0.19% DBT
156 CGDB Commercial Mortgage Trust 125284AE9 Dec 2021 10,000,000 — $9.8M -0.6% 0.19% ABS-MBS
157 Credit Suisse Mortgage Trust 12653VAJ5 Dec 2021 10,000,000 — $9.8M -1.8% 0.19% ABS-MBS
158 Freddie Mac - STACR 3137G0AD1 Dec 2021 9,658,028 -480,718 $9.8M -6.5% 0.19% ABS-MBS
159 TORONTO-DOMINION BANK 89114TZF2 Dec 2021 9,825,000 — $9.7M -0.9% 0.19% DBT
160 CITIGROUP INC 172967LH2 Dec 2021 9,729,000 -7,000,000 $9.7M -41.9% 0.19% DBT
161 LendingPoint Asset Securitizat 52607FAA2 Dec 2021 9,786,347 -5,575,792 $9.7M -36.5% 0.19% ABS-O
162 CITIGROUP INC 172967LR0 Dec 2021 9,645,000 — $9.7M -0.1% 0.19% DBT
163 BrightSpire Capital, Inc 05591XAA9 Dec 2021 9,825,000 — $9.7M -1.3% 0.19% ABS-CBDO
164 Mercury Financial Credit Card 58940BAE6 Mar 2022 10,000,000 New $9.7M — 0.19% ABS-O
165 BELLEMEADE RE LT 07877TAC5 Dec 2021 9,678,259 +3,553,259 $9.6M +56.2% 0.19% ABS-MBS
166 MITSUBISHI UFJ FIN GRP 606822BL7 Dec 2021 9,490,000 — $9.5M -0.7% 0.19% DBT
167 ANTHEM INC 036752AQ6 Dec 2021 9,631,000 — $9.5M -1.2% 0.19% DBT
168 Cosmopolitan Hotel Trust 12546DAJ6 Dec 2021 9,500,000 — $9.5M -0.4% 0.19% ABS-MBS
169 BANK OF AMERICA CORP 06051GJJ9 Dec 2021 9,450,000 — $9.5M -0.5% 0.19% DBT
170 Home Re Ltd 437307AB7 Dec 2021 9,501,000 — $9.4M -0.3% 0.19% ABS-MBS
171 Oportun Funding LLC 68377WAA9 Dec 2021 10,000,000 — $9.4M -5.2% 0.19% ABS-O
172 Towd Point Mortgage Trust 89179JAK2 Dec 2021 9,965,107 -865,982 $9.4M -10.7% 0.19% ABS-MBS
173 NATWEST MARKETS PLC 63906AAA8 Dec 2021 9,315,000 — $9.4M -1.4% 0.18% DBT
174 GS Mortgage Securities Trust 36259DAG8 Dec 2021 9,729,000 — $9.4M -2.1% 0.18% ABS-MBS
175 ERAC USA FINANCE LLC 26884TAH5 Dec 2021 9,290,000 — $9.4M -1.2% 0.18% DBT
176 LSTAR Securities Investment Lt 54912PAA6 Dec 2021 9,369,936 -750,311 $9.3M -8.1% 0.18% ABS-MBS
177 NORTHWESTERN MUTUAL GLBL 66815L2C2 Dec 2021 9,350,000 — $9.3M -0.2% 0.18% DBT
178 Oportun Funding LLC 68377XAA7 Mar 2022 9,300,000 New $9.3M — 0.18% ABS-O
179 AMERICAN HONDA FINANCE 02665WCX7 Dec 2021 9,190,000 — $9.2M -0.0% 0.18% DBT
180 BHP Trust 05550TAG4 Dec 2021 9,450,000 — $9.2M -1.8% 0.18% ABS-MBS
181 BX Trust 056058AG5 Dec 2021 9,300,000 — $9.2M -0.8% 0.18% ABS-MBS
182 DOMINION ENERGY INC 25746UDH9 Dec 2021 9,175,000 — $9.2M -0.1% 0.18% DBT
183 BANK OF NOVA SCOTIA 0641593W4 Dec 2021 9,200,000 — $9.2M -0.6% 0.18% DBT
184 Cascade Funding Mortgage Trust 12530BAA7 Dec 2021 9,289,942 -542,990 $9.1M -6.7% 0.18% ABS-MBS
185 CATERPILLAR FINL SERVICE 14913R2A4 Dec 2021 9,091,000 — $9.1M -0.2% 0.18% DBT
186 PROTECTIVE LIFE GLOBAL 74368CBM5 Mar 2022 9,030,000 New $9.0M — 0.18% DBT
187 Venture CDO Ltd 60689WBR1 Dec 2021 9,000,000 — $9.0M -0.4% 0.18% ABS-CBDO
188 TRUIST BANK 89788JAD1 Dec 2021 9,000,000 — $9.0M -0.1% 0.18% DBT
189 TOYOTA MOTOR CREDIT CORP 89236TJY2 Mar 2022 8,930,000 New $8.9M — 0.18% DBT
190 Starwood Commercial Mortgage T 78486BAA2 Dec 2021 9,000,000 — $8.9M -0.8% 0.18% ABS-O
191 MF1 Multifamily Housing Mortga 58003UAA6 Dec 2021 9,000,000 — $8.9M -1.4% 0.18% ABS-CBDO
192 GS Mortgage Securities Trust 36258BAS7 Dec 2021 9,000,000 — $8.8M -0.2% 0.17% ABS-MBS
193 NATWEST GROUP PLC 780097BF7 Dec 2021 8,790,000 — $8.8M -0.3% 0.17% DBT
194 STANDARD CHARTERED PLC 853254CF5 Dec 2021 8,880,000 — $8.8M -1.2% 0.17% DBT
195 MF1 Multifamily Housing Mortga 55283TAL2 Dec 2021 9,000,000 — $8.8M -2.2% 0.17% ABS-CBDO
196 Chase Mortgage Finance Corpora 46591HBX7 Dec 2021 8,940,325 -1,078,553 $8.8M -12.9% 0.17% ABS-MBS
197 ReadyCap Commercial Mortgage T 75574PAL6 Mar 2022 8,740,000 New $8.7M — 0.17% ABS-MBS
198 Freddie Mac - STACR 3137G0HW2 Dec 2021 8,190,263 -1,236,328 $8.7M -11.1% 0.17% ABS-MBS
199 LSTAR Securities Investment Lt 54912MAA3 Dec 2021 8,677,530 -476,308 $8.7M -5.5% 0.17% ABS-MBS
200 Cascade Funding Mortgage Trust 12530BAC3 Dec 2021 9,000,000 — $8.6M -3.8% 0.17% ABS-MBS
201 Prodigy Finance Designated Act 742855AA7 Dec 2021 8,588,339 -1,246,014 $8.6M -12.8% 0.17% ABS-O
202 GOLDMAN SACHS GROUP INC 38141GXK5 Dec 2021 8,502,000 — $8.5M -0.5% 0.17% DBT
203 NEXTERA ENERGY CAPITAL 65339KBV1 Dec 2021 8,461,000 — $8.5M -0.3% 0.17% DBT
204 Freddie Mac - STACR 35564ABF7 Dec 2021 8,450,000 — $8.4M -1.8% 0.17% ABS-MBS
205 Morgan Stanley Capital I Trust 61691KAG6 Dec 2021 8,500,000 — $8.4M -0.7% 0.17% ABS-MBS
206 UBS AG STAMFORD CT 90261AAB8 Dec 2021 8,110,000 — $8.2M -2.3% 0.16% DBT
207 Morgan Stanley Capital I Trust 61691LAJ8 Dec 2021 8,250,000 — $8.2M -0.5% 0.16% ABS-MBS
208 Fortress Credit Opportunities 34961JAY0 Dec 2021 8,250,000 — $8.2M -1.1% 0.16% ABS-CBDO
209 CANADIAN NATL RESOURCES 136385AW1 Dec 2021 8,115,000 +4,370,000 $8.2M +113.7% 0.16% DBT
210 Genworth Mortgage Insurance Co 89600FAD5 Dec 2021 8,170,000 — $8.1M -0.2% 0.16% ABS-MBS
211 Fannie Mae - CAS 30711XNU4 Dec 2021 8,048,265 -2,478,339 $8.1M -23.6% 0.16% ABS-MBS
212 Morgan Stanley Capital I Trust 61768FAG5 Dec 2021 8,068,937 -1,541,310 $8.0M -16.3% 0.16% ABS-MBS
213 BNP PARIBAS 09659W2A1 Dec 2021 7,980,000 — $8.0M -0.7% 0.16% DBT
214 JP Morgan Mortgage Trust 46650AAK9 Dec 2021 7,933,834 -77,716 $8.0M -1.6% 0.16% ABS-MBS
215 MBRT 2019 MBR 55282DAE4 Dec 2021 8,050,000 — $7.9M -0.9% 0.16% ABS-MBS
216 LCM Ltd Partnership 50188GAT0 Dec 2021 8,000,000 — $7.9M -0.6% 0.16% ABS-CBDO
217 JPMORGAN CHASE & CO 46647PCG9 Dec 2021 8,000,000 — $7.9M -1.1% 0.16% DBT
218 BANK OF NOVA SCOTIA 06417XAA9 Mar 2022 8,000,000 New $7.9M — 0.16% DBT
219 Banc of America Merrill Lynch 05492HAJ5 Dec 2021 8,000,000 — $7.9M -0.5% 0.16% ABS-MBS
220 NewRez Warehouse Securitizatio 65246PAE1 Dec 2021 7,975,000 — $7.9M -0.9% 0.15% ABS-MBS
221 BX Trust 12433QAG9 Dec 2021 8,000,000 — $7.8M +0.2% 0.15% ABS-MBS
222 Great Wolf Trust 39152TAL4 Dec 2021 8,000,000 — $7.8M -1.3% 0.15% ABS-MBS
223 HSBC HOLDINGS PLC 404280DB2 Mar 2022 7,750,000 New $7.8M — 0.15% DBT
224 Cascade Funding Mortgage Trust 12529LAE0 Dec 2021 8,000,000 +500,000 $7.8M +3.9% 0.15% ABS-MBS
225 Hospitality Mortgage Trust 40443RAJ0 Dec 2021 7,899,687 -235,660 $7.8M -3.8% 0.15% ABS-MBS
226 United Auto Credit Securitizat 90944DAA9 Mar 2022 7,662,777 New $7.6M — 0.15% ABS-O
227 Eagle Re Ltd 269820AD8 Mar 2022 7,616,184 New $7.6M — 0.15% ABS-MBS
228 Marlette Funding Trust 57109KAA3 Mar 2022 7,685,000 New $7.6M — 0.15% ABS-O
229 Genworth Mortgage Insurance Co 89600HAC3 Dec 2021 7,880,000 — $7.6M -2.7% 0.15% ABS-MBS
230 Freddie Mac - STACR 3137G0VA4 Dec 2021 7,747,796 — $7.6M -4.3% 0.15% ABS-MBS
231 BNP PARIBAS 09659W2E3 Mar 2022 7,500,000 New $7.6M — 0.15% DBT
232 PENSKE TRUCK LEASING/PTL 709599AN4 Mar 2022 7,450,000 New $7.6M — 0.15% DBT
233 Commerical Equipment Finance 2 20166QAA8 Dec 2021 7,722,564 -950,516 $7.5M -12.8% 0.15% ABS-O
234 CENTERPOINT ENERGY INC 15189TAZ0 Dec 2021 7,600,000 — $7.5M -0.8% 0.15% DBT
235 JP Morgan Mortgage Trust 46650AAL7 Dec 2021 7,504,008 -73,505 $7.5M -1.6% 0.15% ABS-MBS
236 Credito Real USA Auto Receivab 22551EAC0 Dec 2021 7,870,000 — $7.5M -3.3% 0.15% ABS-O
237 MIZUHO FINANCIAL GROUP 60687YAN9 Dec 2021 7,505,000 — $7.5M -0.2% 0.15% DBT
238 Rosy Blue Carat S.A. 77862UAB4 Dec 2021 7,500,000 — $7.5M +4.2% 0.15% ABS-O
239 Arbor Realty Collateralized Lo 03880WAJ7 Dec 2021 7,500,000 — $7.5M -0.2% 0.15% ABS-CBDO
240 INTEGRITY RE LTD 45869RAA3 Dec 2021 7,450,000 +4,950,000 $7.5M +195.9% 0.15% DBT
241 Arbor Realty Collateralized Lo 03880RAJ8 Dec 2021 7,500,000 — $7.4M -1.2% 0.15% ABS-CBDO
242 Aqua Finance Trust 038413AA8 Dec 2021 7,548,833 -1,074,651 $7.3M -14.9% 0.14% ABS-O
243 Freddie Mac - STACR 35564KBS7 Dec 2021 7,550,000 — $7.3M -4.5% 0.14% ABS-MBS
244 THERMO FISHER SCIENTIFIC 883556CQ3 Dec 2021 7,224,000 — $7.2M -0.3% 0.14% DBT
245 BANCO SANTANDER SA 05964HAA3 Dec 2021 7,200,000 — $7.2M -0.3% 0.14% DBT
246 MACQUARIE BANK LTD 55608PBK9 Mar 2022 7,140,000 New $7.2M — 0.14% DBT
247 GS Mortgage Securities Trust 36259NAG6 Dec 2021 7,400,000 — $7.2M -1.8% 0.14% ABS-MBS
248 ReadyCap lending 75576QAA6 Dec 2021 7,254,433 -7,366 $7.1M +0.3% 0.14% ABS-O
249 Foundation Finance Trust 35041LAA8 Dec 2021 7,546,722 -851,478 $7.1M -13.7% 0.14% ABS-O
250 Aqua Finance Trust 03842VAA5 Dec 2021 7,442,881 -722,578 $7.1M -12.3% 0.14% ABS-O
251 Newtek Small Business Loan Tru 65252XAA3 Dec 2021 7,103,591 -609,144 $7.1M -8.1% 0.14% ABS-O
252 Radnor Re LTD 750493AC2 Dec 2021 7,400,000 +5,250,000 $7.0M +231.5% 0.14% ABS-MBS
253 Atlas Senior Loan Fund LTD 04941GAL2 Dec 2021 7,077,177 -517,167 $7.0M -7.3% 0.14% ABS-CBDO
254 AETNA INC 00817YAV0 Mar 2022 7,000,000 New $7.0M — 0.14% DBT
255 NATIONAL RURAL UTIL COOP 63743HFB3 Mar 2022 7,005,000 New $7.0M — 0.14% DBT
256 Ellington CLO LTD 28853RAN9 Dec 2021 7,000,000 — $7.0M -0.2% 0.14% ABS-CBDO
257 SOUTHERN CO 842587DK0 Dec 2021 7,000,000 — $7.0M -0.0% 0.14% DBT
258 FED CAISSES DESJARDINS 31429KAF0 Dec 2021 7,000,000 — $7.0M -0.8% 0.14% DBT
259 Donlen Fleet Lease Funding 257812AC1 Dec 2021 6,963,390 -1,036,610 $6.9M -13.3% 0.14% ABS-O
260 Fortress Credit Opportunities 34963VAE5 Mar 2022 7,000,000 New $6.9M — 0.14% ABS-CBDO
261 CITIGROUP INC 17327CAP8 Mar 2022 7,000,000 New $6.9M — 0.14% DBT
262 LFS 2021A, LLC 50202YAA4 Dec 2021 7,046,205 -420,017 $6.9M -7.8% 0.13% ABS-O
263 Mercury Financial Credit Card 58940BAB2 Dec 2021 7,000,000 — $6.8M -1.9% 0.13% ABS-O
264 Home Re Ltd 437307AD3 Dec 2021 7,360,000 — $6.8M -5.7% 0.13% ABS-MBS
265 Mercury Financial Credit Card 58940BAF3 Mar 2022 7,000,000 New $6.7M — 0.13% ABS-O
266 LONGPOINT RE LTD III 542799AD3 Dec 2021 6,700,000 +1,500,000 $6.7M +28.8% 0.13% DBT
267 Slide 2018-Fun 831350AG8 Dec 2021 6,726,832 -30,201 $6.7M -0.5% 0.13% ABS-MBS
268 JP Morgan Chase Commercial Mor 46652RAA2 Dec 2021 6,735,000 — $6.6M -1.7% 0.13% ABS-MBS
269 VFI ABS LLC 91824CAA4 Mar 2022 6,644,847 New $6.6M — 0.13% ABS-O
270 STATE STREET CORP 857477AL7 Mar 2022 6,520,000 New $6.6M — 0.13% DBT
271 AMERICAN HONDA FINANCE 02665WDU2 Dec 2021 6,575,000 — $6.6M -0.2% 0.13% DBT
272 ACC Auto Trust 00108XAA6 Dec 2021 6,615,230 -1,807,277 $6.6M -22.0% 0.13% ABS-O
273 Conn Funding II, L.P 20825GAA3 Dec 2021 6,579,517 -3,252,996 $6.6M -33.3% 0.13% ABS-O
274 Willis Engine Securitization T 97064GAB9 Dec 2021 7,066,392 -56,684 $6.5M -9.6% 0.13% ABS-O
275 Eagle Re Ltd 26982LAB6 Dec 2021 6,640,000 — $6.5M -0.3% 0.13% ABS-MBS
276 BELLEMEADE RE LT 07877GAB5 Dec 2021 6,501,483 -2,604,281 $6.5M -28.7% 0.13% ABS-MBS
277 PRINCIPAL LFE GLB FND II 74256LEM7 Dec 2021 6,500,000 — $6.5M -0.2% 0.13% DBT
278 NEXTERA ENERGY CAPITAL 65339KBX7 Dec 2021 6,500,000 — $6.5M -0.4% 0.13% DBT
279 Z CAPITAL CREDIT PARTNERS CLO 98877GAU2 Dec 2021 6,500,000 — $6.5M -0.4% 0.13% ABS-CBDO
280 Genworth Mortgage Insurance Co 89600FAC7 Dec 2021 6,440,000 — $6.4M +0.1% 0.13% ABS-MBS
281 Westgate Resorts 96034JAC0 Mar 2022 6,632,619 New $6.4M — 0.13% ABS-O
282 AMERICAN ELECTRIC POWER 025537AS0 Dec 2021 6,440,000 — $6.4M -0.1% 0.13% DBT
283 Octane Receivables Trust 67571AAA3 Dec 2021 6,576,920 -1,029,517 $6.4M -15.2% 0.13% ABS-O
284 Ellington CLO LTD 28852LAJ2 Dec 2021 6,500,000 +5,000,000 $6.4M +330.6% 0.13% ABS-CBDO
285 FHF Trust 2021-1 30260WAA9 Dec 2021 6,571,960 -946,922 $6.4M -14.3% 0.13% ABS-O
286 Nelnet Student Loan Trust 64034YAA9 Dec 2021 6,435,314 -511,748 $6.4M -7.8% 0.13% ABS-O
287 BELLEMEADE RE LT 07877KAE0 Dec 2021 6,300,000 — $6.4M -0.9% 0.13% ABS-MBS
288 PUBLIC SERVICE ENTERPRIS 744573AT3 Dec 2021 6,545,000 — $6.3M -2.6% 0.12% DBT
289 GENERAL MOTORS FINL CO 37045XDF0 Dec 2021 6,360,000 — $6.3M -1.1% 0.12% DBT
290 MIZUHO FINANCIAL GROUP 60687YBB4 Dec 2021 6,295,000 — $6.3M -0.2% 0.12% DBT
291 Veros Auto Receivables Trust 92512BAA1 Dec 2021 6,346,691 -1,627,934 $6.3M -21.2% 0.12% ABS-O
292 MET LIFE GLOB FUNDING I 59217GEX3 Mar 2022 6,250,000 New $6.3M — 0.12% DBT
293 Eagle Re Ltd 269822AB8 Dec 2021 6,292,367 — $6.3M -0.6% 0.12% ABS-MBS
294 Starvest Emerging Markets CBO 78474LAJ5 Dec 2021 6,250,000 — $6.3M +0.0% 0.12% ABS-O
295 Barings Middle Market CLO Ltd. 06761MAA5 Dec 2021 6,250,000 — $6.2M -0.4% 0.12% ABS-CBDO
296 Cascade Funding Mortgage Trust 12530BAE9 Dec 2021 6,450,000 — $6.2M -3.6% 0.12% ABS-MBS
297 JPMorgan Chase Bank, NA - CACL 48128U2M0 Dec 2021 6,267,837 -1,042,051 $6.2M -15.4% 0.12% ABS-O
298 Nelnet Student Loan Trust 64031QBX8 Dec 2021 6,270,953 -370,871 $6.1M -6.2% 0.12% ABS-O
299 TVEST 2021A, LLC 87308TAA0 Dec 2021 6,230,747 -707,638 $6.1M -11.4% 0.12% ABS-O
300 MORGAN STANLEY 61744YAH1 Dec 2021 6,000,000 -17,460,000 $6.0M -74.6% 0.12% DBT
301 STWD 2021-SIF1 Ltd 78486AAA4 Dec 2021 6,000,000 — $6.0M +0.0% 0.12% ABS-CBDO
302 CIFC Funding Ltd 12567HAA0 Dec 2021 6,000,000 — $6.0M -0.0% 0.12% ABS-CBDO
303 BELLEMEADE RE LT 07876LAB5 Dec 2021 5,990,336 -4,159,664 $6.0M -41.0% 0.12% ABS-MBS
304 Mello Warehouse Securitization 58551VAG7 Dec 2021 6,000,000 — $6.0M -0.1% 0.12% ABS-MBS
305 Z CAPITAL CREDIT PARTNERS CLO 98877GAY4 Dec 2021 6,000,000 — $6.0M -0.4% 0.12% ABS-CBDO
306 COLONY MORTGAGE CAPITAL LTD 12564NAG7 Dec 2021 6,000,000 — $5.9M -1.5% 0.12% ABS-MBS
307 Upstart Pass Through Trust 91680UAA7 Mar 2022 6,000,000 New $5.9M — 0.12% ABS-O
308 Oportun Funding LLC 68377BAB3 Dec 2021 6,000,000 — $5.9M -1.6% 0.12% ABS-O
309 Oaktown Re Ltd 67400CAA6 Dec 2021 5,893,993 — $5.9M -0.1% 0.12% ABS-MBS
310 ENERGY TRANSFER LP 29273RAS8 Dec 2021 5,851,000 — $5.9M -1.3% 0.12% DBT
311 BTH Mortgage-Backed Securities 05586MAA0 Mar 2022 5,884,925 New $5.9M — 0.12% ABS-MBS
312 Freddie Mac - STACR 35564KRN1 Mar 2022 5,990,000 New $5.9M — 0.12% ABS-MBS
313 Santander Drive Auto Receivabl 80286MAB4 Mar 2022 5,850,000 New $5.8M — 0.12% ABS-O
314 Freedom Financial 35635CAC6 Dec 2021 6,000,000 — $5.8M -3.0% 0.11% ABS-O
315 AMERISOURCEBERGEN CORP 03073EAS4 Dec 2021 5,890,000 — $5.8M -1.2% 0.11% DBT
316 Freddie Mac - STACR 3137G0SN0 Dec 2021 5,758,373 -377,824 $5.8M -6.6% 0.11% ABS-MBS
317 Towd Point Asset Trust 2018-SL 89174UAA4 Dec 2021 5,778,300 -848,378 $5.8M -13.0% 0.11% ABS-O
318 UBS AG LONDON 902674YC8 Dec 2021 5,800,000 — $5.8M -0.6% 0.11% DBT
319 Oaktown Re Ltd 67401FAC4 Dec 2021 5,750,000 — $5.7M -1.0% 0.11% ABS-MBS
320 BANK OF AMERICA CORP 06051GJX8 Dec 2021 5,700,000 — $5.7M -0.2% 0.11% DBT
321 BERRY GLOBAL INC 08579JBG6 Dec 2021 5,738,145 — $5.7M -0.8% 0.11% LON
322 BANCO SANTANDER SA 05964HAD7 Dec 2021 5,600,000 — $5.6M -0.3% 0.11% DBT
323 JPMorgan Chase Bank, NA - CACL 46591HBR0 Dec 2021 5,671,579 -963,071 $5.6M -15.7% 0.11% ABS-O
324 VERIZON COMMUNICATIONS 92343VGD0 Dec 2021 5,471,000 — $5.5M -0.5% 0.11% DBT
325 Freddie Mac - STACR 35564KRF8 Mar 2022 5,590,000 New $5.4M — 0.11% ABS-MBS
326 MET LIFE GLOB FUNDING I 59217GEF2 Dec 2021 5,365,000 — $5.4M -0.3% 0.11% DBT
327 Oasis Securitisation 67422CAB8 Dec 2021 5,424,978 -975,022 $5.4M -16.0% 0.11% ABS-O
328 Home Re Ltd 43731AAA1 Dec 2021 5,347,200 +551,741 $5.3M +11.4% 0.11% ABS-MBS
329 PRINCIPAL LFE GLB FND II 74256LER6 Dec 2021 5,400,000 — $5.3M -0.9% 0.11% DBT
330 AREIT CRE Trust 04002VAL5 Mar 2022 5,328,000 New $5.3M — 0.10% ABS-MBS
331 CAPE LOOKOUT RE LTD 13947LAB8 Dec 2021 5,275,000 +2,250,000 $5.3M +72.0% 0.10% DBT
332 SLM Student Loan Trust 78443DAD4 Dec 2021 5,445,195 -305,513 $5.3M -6.9% 0.10% ABS-O
333 Aqua Finance Trust 038370AA0 Dec 2021 5,335,401 -1,107,290 $5.3M -19.5% 0.10% ABS-O
334 TORONTO-DOMINION BANK 89114QCE6 Dec 2021 5,265,000 — $5.3M -0.3% 0.10% DBT
335 BANK OF AMERICA CORP 06051GGJ2 Dec 2021 5,237,000 — $5.2M -0.2% 0.10% DBT
336 BELLEMEADE RE LT 07876LAC3 Dec 2021 5,268,074 +268,074 $5.2M +4.1% 0.10% ABS-MBS
337 MTRO Commercial Mortgage Trust 55378MAE9 Dec 2021 5,320,000 +100,000 $5.2M +1.5% 0.10% ABS-MBS
338 VIRGINIA ELEC & POWER CO 927804FN9 Mar 2022 5,165,000 New $5.2M — 0.10% DBT
339 BANQUE FED CRED MUTUEL 06675FAS6 Dec 2021 5,125,000 — $5.1M -1.3% 0.10% DBT
340 IMS Ecuadorian Mortagage Trust 44970EAA1 Dec 2021 5,000,000 — $5.1M -1.4% 0.10% ABS-MBS
341 Mercury Financial Credit Card 58940BAA4 Dec 2021 5,250,000 — $5.1M -2.9% 0.10% ABS-O
342 AMERICAN HONDA FINANCE 02665WCJ8 Mar 2022 5,000,000 New $5.1M — 0.10% DBT
343 JP Morgan Seasoned Mortgage Tr 46643VAG2 Dec 2021 5,095,136 -356,533 $5.1M -6.8% 0.10% ABS-MBS
344 FIC Funding, LLC 30260GAA4 Dec 2021 5,097,790 -1,203,844 $5.0M -19.5% 0.10% ABS-O
345 ANTHEM INC 94973VBA4 Mar 2022 5,000,000 New $5.0M — 0.10% DBT
346 VOLKSWAGEN GROUP AMERICA 928668BD3 Mar 2022 5,000,000 New $5.0M — 0.10% DBT
347 FIRST HORIZON CORP 320517AC9 Mar 2022 5,000,000 New $5.0M — 0.10% DBT
348 Tricolor Auto Securitization T 89615BAA3 Dec 2021 5,038,104 -2,200,770 $5.0M -30.6% 0.10% ABS-O
349 Carvana Auto Receivables Trust 14687PAG0 Dec 2021 5,000,000 — $5.0M -2.1% 0.10% ABS-O
350 Regatta XXIII Funding Ltd 75889FAA2 Dec 2021 5,000,000 — $5.0M +0.0% 0.10% ABS-CBDO
351 MATTERHORN RE LTD 577092AP4 Mar 2022 5,000,000 New $5.0M — 0.10% DBT
352 Woodmont Trust 97988WAA9 Dec 2021 5,000,000 — $5.0M -0.7% 0.10% ABS-CBDO
353 ABPCI Direct Lending Fund CLO 000848AA9 Dec 2021 5,000,000 — $5.0M -0.3% 0.10% ABS-CBDO
354 Brightwood Capital MM CLO 2021 10948VAC9 Dec 2021 5,000,000 — $5.0M -0.4% 0.10% ABS-CBDO
355 RESIDENTIAL RE 21 LTD 76114NAF9 Dec 2021 5,000,000 — $5.0M -0.7% 0.10% DBT
356 Radnor Re LTD 75049SAB9 Dec 2021 4,967,751 — $5.0M +0.1% 0.10% ABS-MBS
357 Golub Capital Partners CLO Ltd 38176YAA1 Dec 2021 5,000,000 — $5.0M -0.5% 0.10% ABS-CBDO
358 Fort Washington CLO 2019-1 34918QAL6 Dec 2021 5,000,000 — $5.0M -0.9% 0.10% ABS-CBDO
359 Owl Rock CLO Ltd 69122DAC3 Dec 2021 5,000,000 — $5.0M -0.9% 0.10% ABS-CBDO
360 BX Trust 05609KAG4 Dec 2021 5,075,012 -124,988 $5.0M -4.2% 0.10% ABS-MBS
361 Ivy Hill Middle Market Credit 46600CAN0 Dec 2021 5,000,000 — $4.9M -1.1% 0.10% ABS-CBDO
362 BELLEMEADE RE LT 07876UAC3 Dec 2021 5,000,000 — $4.9M -1.1% 0.10% ABS-MBS
363 Credit Acceptance Auto Loan Tr 22534GAE3 Dec 2021 5,000,000 — $4.9M -3.4% 0.10% ABS-O
364 LEVEL 3 FINANCING INC 52729KAP1 Dec 2021 4,990,234 — $4.9M -0.5% 0.10% LON
365 Oaktown Re Ltd 67400KAD2 Dec 2021 4,970,000 — $4.9M +0.2% 0.10% ABS-MBS
366 HOA Funding LLC 40390GAA6 Dec 2021 5,273,500 -13,250 $4.9M -8.3% 0.10% ABS-O
367 BDS Ltd 05493JAA9 Dec 2021 4,959,455 -290,545 $4.9M -6.6% 0.10% ABS-MBS
368 Ellington CLO LTD 28852LAG8 Dec 2021 4,900,000 — $4.9M -0.6% 0.10% ABS-CBDO
369 Vermillion Re 2022 000000000 Dec 2021 5,000,000 New $4.8M — 0.10% DBT
370 Starvest Emerging Markets CBO 78474LAA4 Dec 2021 4,837,937 -37,063 $4.8M -0.9% 0.10% ABS-O
371 Radnor Re LTD 750493AA6 Mar 2022 4,859,000 New $4.8M — 0.09% ABS-MBS
372 LUMEN TECHNOLOGIES INC 15669GAH7 Dec 2021 4,946,199 -12,650 $4.8M -1.7% 0.09% LON
373 Newtek Small Business Loan Tru 65253MAA6 Dec 2021 4,827,398 -228,567 $4.8M -4.8% 0.09% ABS-O
374 NIAGARA MOHAWK POWER 65364UAB2 Dec 2021 4,780,000 — $4.8M -1.1% 0.09% DBT
375 BELLEMEADE RE LT 078777AA7 Dec 2021 4,860,208 +570,208 $4.8M +12.8% 0.09% ABS-MBS
376 Pear LLC 70472CAA3 Dec 2021 4,850,273 -489,522 $4.8M -10.4% 0.09% ABS-O
377 Churchill Middle Market CLO Lt 171518AA1 Dec 2021 5,000,000 — $4.8M -2.2% 0.09% ABS-CBDO
378 Home Re 2018-1 Ltd. 43730MAA6 Dec 2021 4,755,676 +349,203 $4.7M +7.7% 0.09% ABS-MBS
379 ReadyCap Commercial Mortgage T 75575WAJ5 Dec 2021 4,825,000 — $4.7M -1.5% 0.09% ABS-MBS
380 MAGALLANES INC 55903VAA1 Mar 2022 4,700,000 New $4.7M — 0.09% DBT
381 JP Morgan Seasoned Mortgage Tr 46643VAJ6 Dec 2021 4,749,475 -332,345 $4.7M -6.8% 0.09% ABS-MBS
382 BX Trust 05609KAQ2 Dec 2021 4,879,819 -120,181 $4.7M -5.6% 0.09% ABS-MBS
383 Upstart Pass Through Trust 91679XAA4 Dec 2021 4,844,337 -640,021 $4.7M -13.9% 0.09% ABS-O
384 HYATT HOTELS CORP 448579AM4 Dec 2021 4,660,000 — $4.7M +0.1% 0.09% DBT
385 Home Re Ltd 43731WAC9 Dec 2021 4,650,000 — $4.7M -0.8% 0.09% ABS-MBS
386 INTESA SANPAOLO SPA 46115HAZ0 Dec 2021 4,650,000 — $4.7M -1.0% 0.09% DBT
387 Purchasing Power Funding 74615JAC4 Dec 2021 4,860,000 — $4.7M -3.7% 0.09% ABS-O
388 InTown Hotel Portfolio Trust 46117MAA2 Dec 2021 4,665,000 — $4.6M -0.3% 0.09% ABS-MBS
389 ASURION LLC 04649VAW0 Dec 2021 4,679,627 +487,845 $4.6M +10.7% 0.09% LON
390 AERCAP IRELAND CAP/GLOBA 00772BAP6 Dec 2021 4,544,000 — $4.6M -1.4% 0.09% DBT
391 Berwick Re 2022, 12/31/27 000000000 Dec 2021 4,500,000 New $4.6M — 0.09% DBT
392 Pagaya AI Debt Selection Trust 69547JAA1 Dec 2021 4,594,452 -1,202,117 $4.5M -21.7% 0.09% ABS-O
393 BELLEMEADE RE LT 07877KAC4 Dec 2021 4,506,279 -60,721 $4.5M -1.4% 0.09% ABS-MBS
394 ALAMO RE LTD 011395AF7 Dec 2021 4,500,000 +3,500,000 $4.5M +346.5% 0.09% DBT
395 SKYWORKS SOLUTIONS INC 83088MAJ1 Dec 2021 4,600,000 — $4.5M -1.7% 0.09% DBT
396 ZH Trust 98879FAB4 Dec 2021 4,715,000 — $4.5M -0.2% 0.09% ABS-MBS
397 Regatta VI Funding Ltd. 75887NAU3 Dec 2021 4,500,000 — $4.5M -0.0% 0.09% ABS-CBDO
398 Regatta VII Funding Ltd 75888ABC9 Dec 2021 4,500,000 — $4.5M -0.0% 0.09% ABS-CBDO
399 Continental Credit Card llc 21134LAB4 Dec 2021 4,470,000 — $4.5M -2.7% 0.09% ABS-O
400 EASTON RE PTE LTD 27777RAA2 Dec 2021 4,500,000 — $4.5M -1.0% 0.09% DBT
401 MCF CLO LLC 55281XAV3 Mar 2022 4,530,000 New $4.5M — 0.09% ABS-CBDO
402 United Auto Credit Securitizat 90943UAF1 Dec 2021 4,700,000 — $4.5M -4.0% 0.09% ABS-O
403 Ivy Hill Middle Market Credit 46604EAA0 Mar 2022 4,500,000 New $4.5M — 0.09% ABS-CBDO
404 ReadyCap Commercial Mortgage T 75575TAA1 Dec 2021 4,500,000 — $4.4M -1.3% 0.09% ABS-MBS
405 Freddie Mac - STACR 35564KJP5 Dec 2021 4,700,000 — $4.4M -6.1% 0.09% ABS-MBS
406 Eagle Re 2018-1 Ltd. 269826AA1 Dec 2021 4,410,148 — $4.4M -0.2% 0.09% ABS-MBS
407 Continental Credit Card llc 21134LAC2 Mar 2022 4,398,000 New $4.4M — 0.09% ABS-O
408 Navient Student Loan Trust 63942NAB4 Dec 2021 4,417,693 -154,083 $4.4M -4.3% 0.09% ABS-O
409 Great Lakes CLO Ltd 39057WAA7 Dec 2021 4,400,000 — $4.4M -0.5% 0.09% ABS-CBDO
410 x-caliber funding llc 98401JAA5 Dec 2021 4,375,000 — $4.4M -0.6% 0.09% ABS-MBS
411 Freddie Mac - STACR 3137G0VC0 Dec 2021 4,344,189 -2,128,299 $4.3M -33.1% 0.09% ABS-MBS
412 Genworth Mortgage Insurance Co 89600MAC2 Dec 2021 4,318,643 -41,357 $4.3M -1.2% 0.08% ABS-MBS
413 ZOETIS INC 98978VAB9 Dec 2021 4,274,000 — $4.3M -1.2% 0.08% DBT
414 Oaktown Re Ltd 67400CAB4 Mar 2022 4,302,000 New $4.3M — 0.08% ABS-MBS
415 Tharaldson Hotel Portfolio Tru 88327HAJ2 Dec 2021 4,374,433 — $4.3M -1.1% 0.08% ABS-MBS
416 THL Credit Wind River 2019-1 C 97316JAA1 Dec 2021 4,275,000 -237,500 $4.3M -5.3% 0.08% ABS-CBDO
417 Neuberger Berman CLO Ltd 64130DBC3 Dec 2021 4,250,000 -250,000 $4.2M -5.6% 0.08% ABS-CBDO
418 Fannie Mae - CAS 30711XNV2 Mar 2022 4,275,000 New $4.2M — 0.08% ABS-MBS
419 SUMITOMO MITSUI FINL GRP 86562MAT7 Dec 2021 4,232,000 — $4.2M -0.3% 0.08% DBT
420 GS Mortgage Securities Trust 36259DAA1 Dec 2021 4,300,000 — $4.2M -1.5% 0.08% ABS-MBS
421 InTown Hotel Portfolio Trust 46117MAJ3 Dec 2021 4,230,000 — $4.2M -0.4% 0.08% ABS-MBS
422 Eagle Re Ltd 26983BAB7 Dec 2021 4,206,000 — $4.2M -0.6% 0.08% ABS-MBS
423 ANALOG DEVICES INC 032654AT2 Dec 2021 4,180,000 — $4.2M -0.5% 0.08% DBT
424 Gullane Re 2022 000000000 Dec 2021 4,000,000 New $4.1M — 0.08% DBT
425 Westlake Automobile Receivable 96042PAC6 Mar 2022 4,144,066 New $4.1M — 0.08% ABS-O
426 RosaPenna Re 2021, 7/31/25 000000000 Dec 2021 4,000,000 New $4.1M — 0.08% DBT
427 NATWEST MARKETS PLC 63906YAC2 Dec 2021 4,200,000 — $4.1M -1.3% 0.08% DBT
428 Chase Mortgage Finance Corpora 46591HAA8 Dec 2021 4,116,816 -394,944 $4.1M -10.1% 0.08% ABS-MBS
429 Ellington CLO LTD 28853RAL3 Dec 2021 4,082,510 -1,330,306 $4.1M -24.6% 0.08% ABS-CBDO
430 Merion Re 2022-2 000000000 Dec 2021 4,000,000 New $4.1M — 0.08% DBT
431 APRES STATIC CLO 1, LTD 03835JBA0 Dec 2021 4,038,911 -1,036,642 $4.0M -20.6% 0.08% ABS-CBDO
432 Oasis Securitisation 67422AAA4 Dec 2021 4,027,436 -1,121,168 $4.0M -22.0% 0.08% ABS-O
433 Navistar Financial Dealer Note 63938PBM0 Dec 2021 4,000,000 — $4.0M -0.3% 0.08% ABS-O
434 ARES CLO Ltd 04017NAN2 Dec 2021 4,000,000 — $4.0M +0.0% 0.08% ABS-CBDO
435 Palmer Square Loan Funding Ltd 69701PAG6 Dec 2021 4,000,000 — $4.0M -0.0% 0.08% ABS-CBDO
436 Amur Equipment Finance Receiva 03237MAC4 Dec 2021 4,000,000 — $4.0M -1.6% 0.08% ABS-O
437 JP Morgan Chase Commercial Mor 46645WAE3 Dec 2021 4,000,000 — $4.0M -0.4% 0.08% ABS-MBS
438 URSA RE II LTD 91734PAA4 Dec 2021 4,000,000 — $4.0M -2.5% 0.08% DBT
439 OSD CLO 2021-23 Ltd 671026AG7 Dec 2021 4,000,000 — $4.0M -0.4% 0.08% ABS-CBDO
440 GRAY TELEVISION INC 389376AY0 Dec 2021 4,000,001 — $4.0M +0.2% 0.08% LON
441 MYSTIC RE IV LTD 62865LAB3 Dec 2021 4,000,000 — $4.0M -0.7% 0.08% DBT
442 BrightSpire Capital, Inc 05591XAJ0 Dec 2021 4,050,000 — $4.0M -1.8% 0.08% ABS-CBDO
443 Starwood Commercial Mortgage T 85237MAJ6 Dec 2021 4,000,000 — $4.0M -0.6% 0.08% ABS-CBDO
444 INTL BK RECON & DEVELOP 000000000 Dec 2021 4,000,000 New $4.0M — 0.08% DBT
445 Invitation Homes Trust 46185JAC2 Dec 2021 3,999,426 — $4.0M -0.7% 0.08% ABS-O
446 AMERICAN HONDA FINANCE 02665WDG3 Dec 2021 3,960,000 — $4.0M -0.3% 0.08% DBT
447 Foundation Finance Trust 35042PAA8 Dec 2021 4,092,010 -407,990 $3.9M -12.1% 0.08% ABS-O
448 Mission Lane Credit Card Maste 60510MAB4 Dec 2021 4,000,000 — $3.9M -1.7% 0.08% ABS-O
449 Torricelli Re 2021, 7/31/25 000000000 Dec 2021 4,000,000 New $3.9M — 0.08% DBT
450 COMMONBOND STUDENT LOAN TRUST 20268CAB4 Dec 2021 3,902,575 -384,874 $3.9M -9.2% 0.08% ABS-O
451 Pangaea Re 2021-3, 7/1/25 000000000 Dec 2021 4,000,000 New $3.9M — 0.08% DBT
452 JPMorgan Chase Bank, NA - CACL 46591HBV1 Dec 2021 4,000,000 — $3.8M -3.5% 0.08% ABS-O
453 AM Capital Funding, LLC 00166AAA5 Dec 2021 3,820,000 — $3.8M -2.1% 0.08% ABS-O
454 Provident Funding Mortgage War 74387PAG7 Dec 2021 3,833,333 -3,066,667 $3.8M -44.4% 0.08% ABS-MBS
455 FIC Funding, LLC 30260GAB2 Dec 2021 3,823,343 -902,883 $3.8M -19.5% 0.07% ABS-O
456 ICG US CLO Ltd 449254AD3 Dec 2021 4,000,000 — $3.8M -4.2% 0.07% ABS-CBDO
457 BELLEMEADE RE LT 078774AC0 Mar 2022 3,890,000 New $3.7M — 0.07% ABS-MBS
458 Credito Real USA Auto Receivab 22551EAA4 Dec 2021 3,770,673 -749,843 $3.7M -17.9% 0.07% ABS-O
459 FHF Trust 2021-2 30322JAA4 Dec 2021 3,805,613 -396,461 $3.7M -11.3% 0.07% ABS-O
460 Alturas Re 2021-3, 7/31/25 000000000 Dec 2021 4,000,000 New $3.7M — 0.07% DBT
461 Freed ABS Trust 35633KAA4 Mar 2022 3,706,272 New $3.7M — 0.07% ABS-O
462 JP Morgan Seasoned Mortgage Tr 46643VAL1 Dec 2021 3,661,428 -256,209 $3.6M -6.9% 0.07% ABS-MBS
463 CIG Auto Receivables Trust 12598NAC6 Dec 2021 3,770,000 — $3.6M -3.6% 0.07% ABS-O
464 Santander Bank Auto Credit-Lin 80290CAE4 Dec 2021 3,660,611 -589,389 $3.6M -15.3% 0.07% ABS-O
465 Blackrock DLF VIII-L CLO Trust 09262BAA7 Dec 2021 3,579,143 -1,588,642 $3.6M -30.7% 0.07% ABS-CBDO
466 Purchasing Power Funding 74615JAA8 Dec 2021 3,690,000 +190,000 $3.6M +2.6% 0.07% ABS-O
467 Thopas Re 2022 000000000 Dec 2021 3,500,000 New $3.6M — 0.07% DBT
468 522 Funding CLO Ltd 33835AAU3 Dec 2021 3,550,000 — $3.5M -0.1% 0.07% ABS-CBDO
469 JP Morgan Chase Commercial Mor 46591JAJ5 Dec 2021 3,600,000 — $3.5M -0.3% 0.07% ABS-MBS
470 BrightSpire Capital, Inc 05591XAL5 Dec 2021 3,600,000 — $3.5M -2.1% 0.07% ABS-CBDO
471 SCIENTIFIC GAMES INTERNATIO 80875AAP6 Dec 2021 3,525,032 -9,180 $3.5M -0.4% 0.07% LON
472 AON CORP 037389BD4 Dec 2021 3,502,000 — $3.5M -1.1% 0.07% DBT
473 Denning Re 2021, 7/31/25 000000000 Dec 2021 3,500,000 New $3.5M — 0.07% DBT
474 Blackbird Capital Aircraft 09229CAA7 Dec 2021 3,827,381 -68,452 $3.5M -9.0% 0.07% ABS-O
475 CENTURION PIPELINE CO LLC 15643YAC0 Dec 2021 3,515,750 -18,169 $3.5M -1.2% 0.07% LON
476 VITALITY RE X LTD 92850FAA2 Dec 2021 3,500,000 — $3.5M +1.2% 0.07% DBT
477 BDS Ltd 05492QAG1 Dec 2021 3,500,000 — $3.5M -1.1% 0.07% ABS-CBDO
478 BX Trust 05610FAC1 Mar 2022 3,500,000 New $3.4M — 0.07% ABS-MBS
479 JP Morgan Mortgage Trust 46643QAD0 Dec 2021 3,411,614 -647,236 $3.4M -16.6% 0.07% ABS-MBS
480 Mission Lane Credit Card Maste 60510MAA6 Dec 2021 3,500,000 — $3.4M -1.8% 0.07% ABS-O
481 Carvana Auto Receivables Trust 14687KAH9 Dec 2021 3,411,074 -1,088,926 $3.4M -24.4% 0.07% ABS-O
482 NCR CORP 62886VAP5 Dec 2021 3,423,552 -8,778 $3.4M -0.5% 0.07% LON
483 GO DADDY OPERATING CO LLC 38017BAN6 Dec 2021 3,367,902 -11,839 $3.4M -0.4% 0.07% LON
484 Resimac 76120LAA6 Dec 2021 3,353,055 -814,283 $3.4M -19.6% 0.07% ABS-MBS
485 Ellington CLO LTD 28853RAQ2 Dec 2021 3,362,500 — $3.4M -0.3% 0.07% ABS-CBDO
486 BELLEMEADE RE LT 07876UAB5 Dec 2021 3,336,118 -783,882 $3.3M -19.0% 0.07% ABS-MBS
487 Allegro CLO Ltd 01750WAA7 Dec 2021 3,325,000 — $3.3M -0.0% 0.07% ABS-CBDO
488 STANDARD CHARTERED PLC 853254BW9 Dec 2021 3,290,000 — $3.3M -0.3% 0.06% DBT
489 Port Royal Re 2021, 5/31/25 000000000 Dec 2021 3,250,000 New $3.3M — 0.06% DBT
490 Santander Consumer Auto Receiv 802824AB8 Dec 2021 3,302,780 -658,039 $3.3M -17.3% 0.06% ABS-O
491 PUBLIC SERVICE ENTERPRIS 744573AL0 Dec 2021 3,253,000 — $3.3M -1.2% 0.06% DBT
492 RMF Buyout Issuance Trust 74969TAA8 Dec 2021 3,296,993 -703,007 $3.2M -19.8% 0.06% ABS-MBS
493 Eagle Re Ltd 26982AAC8 Dec 2021 3,360,000 — $3.2M -5.0% 0.06% ABS-MBS
494 BANK OF MONTREAL 06367WYH0 Dec 2021 3,185,000 — $3.2M -0.4% 0.06% DBT
495 Octane Receivables Trust 67592LAA4 Dec 2021 3,203,766 -734,669 $3.2M -19.4% 0.06% ABS-O
496 MF1 Multifamily Housing Mortga 55284AAL2 Dec 2021 3,300,000 — $3.2M -2.1% 0.06% ABS-CBDO
497 Cascade Funding Mortgage Trust 12526PAD6 Dec 2021 3,300,000 — $3.2M -3.1% 0.06% ABS-MBS
498 Atalaya Equipment Leasing Fund 046497AB9 Dec 2021 3,200,000 — $3.1M -1.7% 0.06% ABS-O
499 Tricolor Auto Securitization T 89615BAE5 Dec 2021 3,250,000 — $3.1M -2.4% 0.06% ABS-O
500 Freddie Mac - STACR 3137G0GW3 Dec 2021 2,982,181 -463,402 $3.1M -12.5% 0.06% ABS-MBS
501 Ailsa Re 2021, 6/30/25 000000000 Dec 2021 3,000,000 New $3.1M — 0.06% DBT
502 Freddie Mac - STACR 3137G0SK6 Dec 2021 3,425,000 — $3.1M -7.8% 0.06% ABS-MBS
503 BEACON ROOFING SUPPLY INC 07368RAF8 Dec 2021 3,137,809 -7,904 $3.1M -1.1% 0.06% LON
504 Freddie Mac - STACR 35565LAH9 Dec 2021 3,062,016 -566,163 $3.1M -16.2% 0.06% ABS-MBS
505 Newtek Small Business Loan Tru 65252MAA7 Dec 2021 3,088,010 -243,479 $3.1M -8.0% 0.06% ABS-O
506 Allegro CLO Ltd 01751AAA4 Dec 2021 3,075,000 — $3.1M -0.0% 0.06% ABS-CBDO
507 MVW Owner Trust 55389TAA9 Dec 2021 3,239,087 -294,238 $3.1M -11.4% 0.06% ABS-O
508 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TUM2 Dec 2021 -1,130 New $3.1M — 0.06% DIR
509 Adare Re 2021, 9/30/27 000000000 Dec 2021 2,980,000 New $3.1M — 0.06% DBT
510 Adare Re 2022 12/31/27 000000000 Dec 2021 3,018,000 New $3.1M — 0.06% DBT
511 Pawnee Equipment Receivables 704100AE6 Dec 2021 3,250,000 — $3.1M -5.3% 0.06% ABS-O
512 Bantry Re 2022 000000000 Dec 2021 3,000,000 New $3.1M — 0.06% DBT
513 Black Diamond CLO Ltd 09202VAY4 Dec 2021 3,047,500 -713,486 $3.0M -19.0% 0.06% ABS-CBDO
514 Towd Point Mortgage Trust 89177HAA0 Dec 2021 3,043,545 -257,973 $3.0M -8.2% 0.06% ABS-MBS
515 Stonepeak 78433XAA8 Dec 2021 3,220,732 -85,774 $3.0M -7.0% 0.06% ABS-O
516 Gleneagles Re 2022 000000000 Dec 2021 3,000,000 New $3.0M — 0.06% DBT
517 Gracie Point International Fun 38411DAB0 Dec 2021 3,000,000 — $3.0M -0.2% 0.06% ABS-O
518 SANDERS RE III LTD 80000XAA7 Mar 2022 3,000,000 New $3.0M — 0.06% DBT
519 CAPE LOOKOUT RE LTD 13947LAD4 Mar 2022 3,000,000 New $3.0M — 0.06% DBT
520 Golub Capital Partners CLO Ltd 38174YAA3 Dec 2021 3,000,000 — $3.0M -0.5% 0.06% ABS-CBDO
521 SANDERS RE II LTD 80001PAA3 Dec 2021 3,000,000 — $3.0M -1.5% 0.06% DBT
522 MATTERHORN RE LTD 577092AM1 Dec 2021 3,000,000 — $3.0M -1.3% 0.06% DBT
523 CHARTER COMMUNICATIONS OPER 16117LBX6 Dec 2021 2,969,543 -7,614 $2.9M -0.1% 0.06% LON
524 ABPCI Direct Lending Fund CLO 000807AU1 Dec 2021 3,000,000 — $2.9M -1.9% 0.06% ABS-CBDO
525 CROCS INC 000000000 Dec 2021 3,000,000 New $2.9M — 0.06% LON
526 VITALITY RE XI LTD 92851AAA2 Dec 2021 3,000,000 — $2.9M +0.3% 0.06% DBT
527 Eagle Re Ltd 26983BAA9 Dec 2021 2,917,705 -1,082,295 $2.9M -27.1% 0.06% ABS-MBS
528 Sound Point CLO LTD 83610KAG8 Dec 2021 3,000,000 — $2.9M +0.0% 0.06% ABS-CBDO
529 Oportun Funding LLC 68377BAD9 Dec 2021 3,000,000 — $2.9M -3.7% 0.06% ABS-O
530 BELLEMEADE RE LT 07876RAB2 Dec 2021 2,900,994 -1,296,746 $2.9M -30.9% 0.06% ABS-MBS
531 BELLEMEADE RE LT 07876MAB3 Mar 2022 2,900,000 New $2.9M — 0.06% ABS-MBS
532 RAAC Series 76112B2W9 Dec 2021 2,869,850 -603,692 $2.9M -17.8% 0.06% ABS-O
533 Revolving Single Family Home N 98879EAA9 Dec 2021 2,875,000 — $2.8M +0.6% 0.06% ABS-MBS
534 Theorem Funding Trust 88339XAA2 Mar 2022 2,861,230 New $2.8M — 0.06% ABS-O
535 COMMONBOND STUDENT LOAN TRUST 20268MAB2 Dec 2021 2,838,550 -580,477 $2.8M -17.1% 0.06% ABS-O
536 Oaktown Re Ltd 67401JAB8 Dec 2021 2,797,685 -921,236 $2.8M -24.9% 0.06% ABS-MBS
537 BELLEMEADE RE LT 078767AB6 Dec 2021 2,784,681 -4,307,829 $2.8M -60.7% 0.06% ABS-MBS
538 ELANCO ANIMAL HEALTH INC 28414BAF3 Dec 2021 2,833,574 -56,623 $2.8M -2.2% 0.05% LON
539 JP Morgan Chase Commercial Mor 46645WAC7 Dec 2021 2,800,000 — $2.8M -0.4% 0.05% ABS-MBS
540 BELLEMEADE RE LT 07876RAC0 Mar 2022 2,809,000 New $2.8M — 0.05% ABS-MBS
541 BP CAPITAL MARKETS PLC 05565QDQ8 Dec 2021 2,775,000 — $2.8M -0.3% 0.05% DBT
542 BELLEMEADE RE LT 07877GAD1 Dec 2021 2,800,000 — $2.8M -0.9% 0.05% ABS-MBS
543 Fortress Credit Opportunities 34960JAS4 Dec 2021 2,750,000 — $2.7M -0.3% 0.05% ABS-CBDO
544 SANDERS RE II LTD 80001MAA0 Dec 2021 2,750,000 +1,000,000 $2.7M +56.9% 0.05% DBT
545 CIG Auto Receivables Trust 12598NAA0 Dec 2021 2,771,937 -659,110 $2.7M -20.1% 0.05% ABS-O
546 OSCAR US Funding Trust 68784YAF1 Dec 2021 2,700,000 — $2.7M -1.5% 0.05% ABS-O
547 Tidewater Auto Receivables Tru 88641WAF6 Dec 2021 2,750,000 — $2.7M -1.8% 0.05% ABS-O
548 Morgan Stanley Residential Mor 61763YAN4 Dec 2021 2,564,000 — $2.7M -0.5% 0.05% ABS-MBS
549 BANQUE FED CRED MUTUEL 06675FAQ0 Dec 2021 2,620,000 — $2.6M -0.6% 0.05% DBT
550 Springcastle SPV 85022WAP9 Dec 2021 2,707,105 -266,137 $2.6M -11.8% 0.05% ABS-O
551 STARS GROUP HOLDINGS BV 000000000 Dec 2021 2,626,300 New $2.6M — 0.05% LON
552 HYPATIA LTD 44914CAA4 Dec 2021 2,500,000 — $2.6M -2.0% 0.05% DBT
553 AHEAD DB HOLDINGS LLC 00866HAF2 Dec 2021 2,580,500 -6,500 $2.6M -1.3% 0.05% LON
554 Octane Receivables Trust 67571AAC9 Dec 2021 2,750,000 — $2.6M -6.3% 0.05% ABS-O
555 SECTOR RE V LTD 81369ADV1 Dec 2021 2,500,000 — $2.5M +1.9% 0.05% DBT
556 Imperial Fund LLC 452761AB5 Dec 2021 2,752,183 -150,920 $2.5M -11.3% 0.05% ABS-MBS
557 SCHWEITZER-MAUDUIT INTL INC 000000000 Dec 2021 2,580,500 New $2.5M — 0.05% LON
558 AVANTOR FUNDING INC 05350NAL8 Dec 2021 2,527,051 -6,349 $2.5M -0.8% 0.05% LON
559 Gracie Point International Fun 38411DAA2 Dec 2021 2,499,902 — $2.5M -0.3% 0.05% ABS-O
560 Foursight Capital Automobile R 35105FAD8 Dec 2021 2,500,000 — $2.5M -0.8% 0.05% ABS-O
561 Pangaea Re 2022-1 000000000 Dec 2021 2,500,000 New $2.5M — 0.05% DBT
562 ALAMO RE II PTE LTD 011396AA6 Dec 2021 2,500,000 — $2.5M -4.1% 0.05% DBT
563 MF1 Multifamily Housing Mortga 55284AAJ7 Dec 2021 2,550,000 — $2.5M -1.4% 0.05% ABS-CBDO
564 Santander Drive Auto Receivabl 80286MAD0 Mar 2022 2,500,000 New $2.5M — 0.05% ABS-O
565 ACORN RE LTD 00485YAC3 Dec 2021 2,500,000 — $2.5M -0.6% 0.05% DBT
566 LOGMEIN INC 54142KAD3 Dec 2021 2,518,125 -12,750 $2.5M -1.6% 0.05% LON
567 II-VI INC 000000000 Dec 2021 2,500,000 New $2.5M — 0.05% LON
568 MCF CLO LLC 55281FAS9 Dec 2021 2,500,000 — $2.5M +1.2% 0.05% ABS-CBDO
569 CITADEL SECURITIES LP 17288YAD4 Dec 2021 2,481,250 — $2.5M +0.1% 0.05% LON
570 DRB PRIME STUDENT LOAN TRUST 518889AA8 Dec 2021 2,473,761 -259,521 $2.5M -9.6% 0.05% ABS-O
571 Arbor Realty Collateralized Lo 03880RAL3 Dec 2021 2,500,000 — $2.5M -1.2% 0.05% ABS-CBDO
572 CABLE ONE INC 12685LAG5 Dec 2021 2,481,250 -6,250 $2.5M -1.4% 0.05% LON
573 Pepper Residential Securities 71336JAA2 Dec 2021 2,418,057 -558,761 $2.4M -19.1% 0.05% ABS-MBS
574 SETANTA AIRCRAFT LEASING 000000000 Dec 2021 2,430,000 New $2.4M — 0.05% LON
575 Fannie Mae - CAS 20754LAB5 Mar 2022 2,515,000 New $2.4M — 0.05% ABS-MBS
576 Home Re Ltd 43731WAB1 Dec 2021 2,386,424 -2,235,267 $2.4M -48.5% 0.05% ABS-MBS
577 PFS Financing Corp. 69335PDZ5 Dec 2021 2,500,000 — $2.4M -3.7% 0.05% ABS-O
578 Newtek Small Business Loan Tru 65252MAB5 Dec 2021 2,375,393 -187,292 $2.4M -7.9% 0.05% ABS-O
579 COOPERAT RABOBANK UA/NY 21688AAM4 Dec 2021 2,350,000 — $2.4M -0.2% 0.05% DBT
580 LendingPoint Pass-Through Trus 52607NAA5 Mar 2022 2,396,675 New $2.3M — 0.05% ABS-O
581 HORIZON THERAPEUTICS USA 44055UAC9 Dec 2021 2,358,343 — $2.3M -0.6% 0.05% LON
582 Resimac 76120GAA7 Dec 2021 2,327,219 -321,111 $2.3M -12.5% 0.05% ABS-MBS
583 Bankers Healthcare Group Secur 08862BAA3 Dec 2021 2,375,968 -346,175 $2.3M -14.5% 0.05% ABS-O
584 GRIFOLS WORLDWIDE OPERAT 39843PAG8 Dec 2021 2,352,501 — $2.3M -0.4% 0.05% LON
585 BELLEMEADE RE LT 07877TAB7 Dec 2021 2,319,316 — $2.3M -0.3% 0.05% ABS-MBS
586 BELLEMEADE RE LT 078782AC3 Dec 2021 2,266,738 -907,666 $2.3M -28.9% 0.04% ABS-MBS
587 Pear LLC 70472TAC2 Mar 2022 3,000,000 New $2.3M — 0.04% ABS-O
588 Chase Mortgage Finance Corpora 46591HBY5 Dec 2021 2,313,966 -279,155 $2.3M -12.9% 0.04% ABS-MBS
589 BRASS PLC 10554MAA8 Dec 2021 2,260,506 -364,304 $2.3M -14.0% 0.04% ABS-MBS
590 VISTEON CORP 92839FAQ3 Dec 2021 2,291,667 — $2.3M -1.3% 0.04% LON
591 Purchasing Power Funding 74615JAD2 Dec 2021 2,310,000 — $2.3M -2.2% 0.04% ABS-O
592 OZLM Ltd 67112WAL7 Dec 2021 2,250,000 -375,000 $2.2M -14.3% 0.04% ABS-CBDO
593 Antares CLO 03665YAJ4 Dec 2021 2,300,000 — $2.2M -2.1% 0.04% ABS-CBDO
594 AMERICAN AIRLINES INC 02376CBB0 Dec 2021 2,375,534 — $2.2M -0.6% 0.04% LON
595 MERNA REINSURANCE II LTD 59013MAD4 Dec 2021 2,200,000 — $2.2M -1.3% 0.04% DBT
596 LoanCore 2019-CRE2 Issuer, Ltd 53946JAA2 Dec 2021 2,240,661 -583,902 $2.2M -21.1% 0.04% ABS-O
597 Upstart Securitization Trust 91681NAB0 Dec 2021 2,250,000 — $2.2M -2.2% 0.04% ABS-O
598 Genesis Sales Finance Master T 37186XAH8 Mar 2022 2,200,000 New $2.2M — 0.04% ABS-O
599 TVEST 2020A, LLC 90115AAA8 Dec 2021 2,146,465 -419,355 $2.1M -16.8% 0.04% ABS-O
600 ZIGGO FINANCING PARTNERS 000000000 Dec 2021 2,175,000 New $2.1M — 0.04% LON
601 CG-CCRE Commercial Mortgage Tr 12528MAC3 Dec 2021 2,171,167 — $2.1M +0.7% 0.04% ABS-MBS
602 Radnor Re LTD 750493AF5 Mar 2022 2,350,000 New $2.1M — 0.04% ABS-MBS
603 ReadyCap Commercial Mortgage T 75575TAJ2 Dec 2021 2,175,000 — $2.1M -0.8% 0.04% ABS-MBS
604 FHF Trust 2020-1 30260YAA5 Dec 2021 2,125,275 -1,153,167 $2.1M -35.4% 0.04% ABS-O
605 JPMorgan Chase Bank, NA - CACL 46591HAN0 Dec 2021 2,133,331 -522,888 $2.1M -20.4% 0.04% ABS-O
606 JP Morgan Mortgage Trust 46650AAG8 Dec 2021 2,130,903 -235,615 $2.1M -10.2% 0.04% ABS-MBS
607 Ballybunion Re 2022 000000000 Dec 2021 2,088,182 New $2.1M — 0.04% DBT
608 Newtek Small Business Loan Tru 65252WAA5 Dec 2021 2,064,542 -301,721 $2.1M -12.9% 0.04% ABS-O
609 Upstart Securitization Trust 91680EAA3 Dec 2021 2,048,432 -1,046,941 $2.0M -34.2% 0.04% ABS-O
610 MATTERHORN RE LTD 577092AQ2 Mar 2022 2,000,000 New $2.0M — 0.04% DBT
611 BONANZA RE LTD 09785EAD3 Dec 2021 2,000,000 — $2.0M -1.3% 0.04% DBT
612 Owl Rock CLO Ltd 691200AC3 Dec 2021 2,000,000 — $2.0M -0.5% 0.04% ABS-CBDO
613 PHOENICIAN RE LIMITED 71880VAC1 Dec 2021 2,000,000 — $2.0M -0.5% 0.04% DBT
614 MKS INSTRUMENTS INC 000000000 Dec 2021 2,000,000 New $2.0M — 0.04% LON
615 FOUR LAKES RE LTD 35087TAC2 Dec 2021 2,000,000 — $2.0M -0.8% 0.04% DBT
616 Home Re Ltd 43730VAA6 Mar 2022 2,000,000 New $2.0M — 0.04% ABS-MBS
617 BAUSCH HEALTH AMERICAS 000000000 Dec 2021 1,995,682 New $2.0M — 0.04% LON
618 MCF CLO LLC 55281XAR2 Mar 2022 2,000,000 New $2.0M — 0.04% ABS-CBDO
619 Brightwood Capital MM CLO 2021 10948VAJ4 Dec 2021 2,000,000 — $2.0M -1.1% 0.04% ABS-CBDO
620 UNIVAR USA INC 91335PAJ8 Dec 2021 1,987,487 -5,006 $2.0M -0.8% 0.04% LON
621 BSPRT Issuer, Ltd. 05602CAJ3 Dec 2021 2,000,000 — $2.0M -1.4% 0.04% ABS-CBDO
622 ALLIED UNIVERSAL HOLDCO 01957TAH0 Dec 2021 1,990,000 -5,000 $2.0M -1.4% 0.04% LON
623 COLONY MORTGAGE CAPITAL LTD 12564NAN2 Dec 2021 2,000,000 — $1.9M -1.5% 0.04% ABS-MBS
624 Oasis Securitisation 67421AAA5 Dec 2021 1,935,671 -805,859 $1.9M -29.7% 0.04% ABS-O
625 COMMONBOND STUDENT LOAN TRUST 20268KAB6 Dec 2021 1,949,485 -127,503 $1.9M -6.3% 0.04% ABS-O
626 Veros Auto Receivables Trust 92512BAC7 Dec 2021 2,000,000 — $1.9M -3.4% 0.04% ABS-O
627 AVIS BUDGET CAR RENTAL LLC 05377JAR3 Dec 2021 1,960,711 -5,015 $1.9M -1.7% 0.04% LON
628 JBS USA LUX SA 46611VAU9 Dec 2021 1,914,984 — $1.9M -0.6% 0.04% LON
629 JP Morgan Mortgage Trust 46643BBC4 Dec 2021 1,867,435 — $1.9M -0.4% 0.04% ABS-MBS
630 Carvana Auto Receivables Trust 14687TAH0 Dec 2021 1,891,325 -2,192,639 $1.9M -53.7% 0.04% ABS-O
631 COMMONBOND STUDENT LOAN TRUST 20267XAB9 Dec 2021 1,881,152 -290,527 $1.9M -13.5% 0.04% ABS-O
632 Gracie Point International Fun 38411EAC6 Dec 2021 1,889,000 — $1.9M -1.2% 0.04% ABS-O
633 AMENTUM GOVERNMENT SERVI 57776DAE3 Mar 2022 1,875,000 New $1.9M — 0.04% LON
634 EVERSOURCE ENERGY 30040WAM0 Dec 2021 1,863,000 — $1.9M -0.2% 0.04% DBT
635 Pawnee Equipment Receivables 704102AB8 Dec 2021 1,840,367 -950,701 $1.8M -34.4% 0.04% ABS-O
636 HOA Funding LLC 40390GAB4 Dec 2021 2,050,000 — $1.8M -11.6% 0.04% ABS-O
637 Golub Capital Partners CLO Ltd 38175NAA6 Dec 2021 1,821,000 — $1.8M -0.4% 0.04% ABS-CBDO
638 BAUSCH HEALTH AMERICAS 91911UAH3 Dec 2021 1,818,823 — $1.8M -0.2% 0.04% LON
639 COMPASS POWER GENERATION 20451VAD5 Dec 2021 1,821,776 -5,365 $1.8M -1.3% 0.04% LON
640 NMEF Funding LLC 65489MAC8 Dec 2021 1,800,000 — $1.8M -1.6% 0.04% ABS-O
641 PHOENIX GUARANTOR INC 71913BAE2 Dec 2021 1,803,935 — $1.8M -0.6% 0.04% LON
642 IQVIA INC 44969CBH2 Dec 2021 1,787,305 — $1.8M -0.5% 0.03% LON
643 Towd Point Mortgage Trust 89177XAA5 Dec 2021 1,762,730 -162,451 $1.8M -9.0% 0.03% ABS-O
644 FOUR LAKES RE LTD 35087TAA6 Dec 2021 1,750,000 — $1.8M -0.3% 0.03% DBT
645 CarNow Auto Receivables Trust 14369GAA8 Dec 2021 1,757,896 -1,120,518 $1.8M -39.1% 0.03% ABS-O
646 TRANS UNION LLC 89334GAX2 Dec 2021 1,781,281 -5,189 $1.8M -0.9% 0.03% LON
647 Invitation Homes Trust 46185HAE2 Dec 2021 1,749,725 — $1.7M -0.8% 0.03% ABS-O
648 CarNow Auto Receivables Trust 14369GAC4 Dec 2021 1,750,000 — $1.7M -0.9% 0.03% ABS-O
649 Santander Consumer Auto Receiv 80281HAC8 Dec 2021 1,757,000 — $1.7M -3.1% 0.03% ABS-O
650 RUNNER BUYER INC 78158EAB1 Dec 2021 1,800,000 — $1.7M -3.3% 0.03% LON
651 National Collegiate Trust 63543YAA5 Dec 2021 1,739,606 -101,193 $1.7M -5.9% 0.03% ABS-O
652 KILIMANJARO II RE LTD 49407QAE8 Dec 2021 1,700,000 — $1.7M -0.3% 0.03% DBT
653 SCIENCE APPLICATIONS INTERN 80862QAG6 Dec 2021 1,704,681 — $1.7M -0.6% 0.03% LON
654 TRONOX FINANCE LLC 89705DAG7 Dec 2021 1,719,380 — $1.7M -0.7% 0.03% LON
655 Marlette Funding Trust 57108TAA5 Dec 2021 1,704,285 -697,811 $1.7M -29.6% 0.03% ABS-O
656 Freedom Financial 30322MAA7 Dec 2021 1,685,937 -911,830 $1.7M -35.4% 0.03% ABS-O
657 Freedom Financial 35635CAA0 Dec 2021 1,673,583 -2,193,262 $1.7M -56.7% 0.03% ABS-O
658 AXIS Equipment Finance Receiva 03237KAE4 Dec 2021 1,750,000 — $1.7M -4.0% 0.03% ABS-O
659 Radnor Re LTD 75279YAD3 Dec 2021 1,790,000 — $1.7M -5.9% 0.03% ABS-MBS
660 Avid Automobile Receivables Tr 05369LAA5 Dec 2021 1,633,509 -558,478 $1.6M -25.9% 0.03% ABS-O
661 Oaktown Re Ltd 67400KAE0 Dec 2021 1,631,000 — $1.6M +1.7% 0.03% ABS-MBS
662 Westgate Resorts 96034LAE1 Dec 2021 1,566,560 -214,296 $1.6M -13.7% 0.03% ABS-O
663 Silver Rock CLO Ltd 82812LAA7 Dec 2021 1,600,000 — $1.6M -0.1% 0.03% ABS-CBDO
664 TRANS UNION LLC 89334GAZ7 Dec 2021 1,606,665 -243,335 $1.6M -13.6% 0.03% LON
665 ENVISION HEALTHCARE CORP 29373UAC5 Dec 2021 2,370,375 -6,125 $1.6M -16.9% 0.03% LON
666 JP Morgan Chase Commercial Mor 46591JAN6 Dec 2021 1,650,000 — $1.6M -0.7% 0.03% ABS-MBS
667 Tidewater Auto Receivables Tru 88642MAF7 Dec 2021 1,586,000 — $1.6M -0.0% 0.03% ABS-O
668 ASPLUNDH TREE EXPERT LLC 04538FAD1 Dec 2021 1,576,000 -4,000 $1.6M -0.8% 0.03% LON
669 Freddie Mac - STACR 35564KDB2 Mar 2022 1,584,000 New $1.6M — 0.03% ABS-MBS
670 Resimac 76119TAA2 Dec 2021 1,551,587 -345,917 $1.6M -18.3% 0.03% ABS-MBS
671 COMMONBOND STUDENT LOAN TRUST 20269DAB1 Dec 2021 1,551,860 -151,193 $1.5M -9.2% 0.03% ABS-O
672 Small Business Lending Trust 83165WAC0 Dec 2021 1,550,000 +550,000 $1.5M +53.0% 0.03% ABS-O
673 Avid Automobile Receivables Tr 05369LAF4 Dec 2021 1,600,000 — $1.5M -3.9% 0.03% ABS-O
674 NORTHSHORE RE II LTD 666842AD1 Dec 2021 1,500,000 — $1.5M -1.3% 0.03% DBT
675 RESIDENTIAL RE 2020 LTD 76120AAC6 Dec 2021 1,500,000 — $1.5M -1.1% 0.03% DBT
676 Newtek Small Business Loan Tru 65252XAB1 Dec 2021 1,515,433 -129,951 $1.5M -8.0% 0.03% ABS-O
677 Oaktown Re Ltd 67400CAC2 Mar 2022 1,500,000 New $1.5M — 0.03% ABS-MBS
678 ISOSCELES INS LTD 000000000 Dec 2021 1,500,000 New $1.5M — 0.03% DBT
679 BONANZA RE LTD 09785EAC5 Dec 2021 1,500,000 — $1.5M -1.7% 0.03% DBT
680 STWD 2021-SIF1 Ltd 78486AAE6 Dec 2021 1,500,000 — $1.5M +0.0% 0.03% ABS-CBDO
681 Oak Hill Credit Partners 67113GAA5 Dec 2021 1,500,000 -250,000 $1.5M -14.3% 0.03% ABS-CBDO
682 Cerberus 15673EAA1 Dec 2021 1,500,000 — $1.5M -0.4% 0.03% ABS-CBDO
683 ReadyCap Commercial Mortgage T 75575TAL7 Dec 2021 1,519,000 — $1.5M -0.2% 0.03% ABS-MBS
684 MATTERHORN RE LTD 577092AL3 Dec 2021 1,500,000 — $1.5M -1.0% 0.03% DBT
685 FLOODSMART RE LTD 33975CAJ4 Mar 2022 1,500,000 New $1.5M — 0.03% DBT
686 CARRIAGE PURCHASER INC 14445BAB5 Dec 2021 1,496,250 — $1.5M -0.5% 0.03% LON
687 SOUTHWESTERN ENERGY CO 000000000 Dec 2021 1,500,000 New $1.5M — 0.03% LON
688 ADS Tactical Inc 00737BAD7 Dec 2021 1,543,750 -40,625 $1.5M -5.5% 0.03% LON
689 GARDA WORLD SECURITY 000000000 Dec 2021 1,500,000 New $1.5M — 0.03% LON
690 DRIVEN HOLDINGS LLC 000000000 Dec 2021 1,500,000 New $1.5M — 0.03% LON
691 Arbor Realty Collateralized Lo 03880XAL0 Mar 2022 1,500,000 New $1.5M — 0.03% ABS-CBDO
692 CLEAN HARBORS INC 18449EAF7 Dec 2021 1,496,250 -3,750 $1.5M -0.9% 0.03% LON
693 RUSSELL INVESTMENTS US 78249LAD2 Dec 2021 1,500,000 — $1.5M -1.2% 0.03% LON
694 ALBANY MOLECULAR RESEARCH 01242HAM0 Dec 2021 1,487,525 -3,738 $1.5M -1.1% 0.03% LON
695 Churchill Middle Market CLO Lt 17151KAJ5 Dec 2021 1,500,000 — $1.5M -1.4% 0.03% ABS-CBDO
696 ARCLINE FM HOLDINGS LLC 03960DAB9 Dec 2021 1,492,500 -3,750 $1.5M -1.4% 0.03% LON
697 CAESARS RESORT COLLECTIO 12769LAB5 Dec 2021 1,480,670 -3,866 $1.5M -0.2% 0.03% LON
698 ALI GROUP NORTH AMERICA 000000000 Dec 2021 1,500,000 New $1.5M — 0.03% LON
699 VIRGIN MEDIA BRISTOL LLC 000000000 Dec 2021 1,484,673 New $1.5M — 0.03% LON
700 STATION CASINOS LLC 85769EAZ4 Dec 2021 1,484,341 -3,832 $1.5M -0.7% 0.03% LON
701 SCF Equipment Trust Llc 783897AC5 Dec 2021 1,500,000 — $1.5M -2.0% 0.03% ABS-O
702 PROAMPAC PG BORROWER LLC 74274NAG8 Dec 2021 1,491,262 -3,738 $1.5M -2.3% 0.03% LON
703 EASTERN POWER LLC 87264NAB3 Dec 2021 2,035,469 — $1.5M -8.2% 0.03% LON
704 OUTFRONT MEDIA CAPITAL L 12505MAF3 Dec 2021 1,475,298 — $1.5M -0.5% 0.03% LON
705 NMN HOLDINGS III CORP 62923HAC0 Dec 2021 1,483,688 -3,526 $1.4M -1.2% 0.03% LON
706 REFFICIENCY HOLDINGS LLC 75865HAJ7 Dec 2021 1,458,625 -3,665 $1.4M -1.4% 0.03% LON
707 CAPITAL ONE FINANCIAL CO 14040HBU8 Mar 2022 1,428,000 New $1.4M — 0.03% DBT
708 ORGANON & CO 68621XAE3 Dec 2021 1,446,250 — $1.4M -0.7% 0.03% LON
709 CARNIVAL CORP 000000000 Dec 2021 1,473,750 New $1.4M — 0.03% LON
710 VIZIENT INC 92855LAM8 Dec 2021 1,458,750 -3,750 $1.4M -0.9% 0.03% LON
711 SOLRR Aircraft 2021-1 Limited 83438LAA9 Dec 2021 1,565,824 -106,851 $1.4M -13.7% 0.03% ABS-O
712 MVW Owner Trust 55389PAA7 Dec 2021 1,445,145 -151,337 $1.4M -11.8% 0.03% ABS-O
713 GLS Auto Receivables Trust 36258AAB6 Dec 2021 1,354,499 -755,006 $1.4M -36.0% 0.03% ABS-O
714 US ANESTHESIA PARTNERS 90350HAL3 Dec 2021 1,343,250 -6,750 $1.3M -0.9% 0.03% LON
715 AVOLON TLB BORROWER 1 US 05400KAF7 Dec 2021 1,357,781 -3,464 $1.3M -1.7% 0.03% LON
716 321 Henderson Receivables LLC 88576PAE3 Dec 2021 1,338,973 -103,544 $1.3M -7.3% 0.03% ABS-O
717 Crossroads Asset Trust 22767CAC4 Dec 2021 1,350,000 — $1.3M -1.7% 0.03% ABS-O
718 GFL ENVIRONMENTAL INC 000000000 Dec 2021 1,317,506 New $1.3M — 0.03% LON
719 Small Business Lending Trust 83165WAB2 Dec 2021 1,313,168 -186,832 $1.3M -12.8% 0.03% ABS-O
720 CSC HOLDINGS LLC 64072UAH5 Dec 2021 1,325,063 -3,415 $1.3M -0.8% 0.03% LON
721 Westgate Resorts 96034LAA9 Dec 2021 1,305,467 -178,580 $1.3M -13.4% 0.03% ABS-O
722 Pawnee Equipment Receivables 70410LAA8 Dec 2021 1,305,223 -363,666 $1.3M -22.4% 0.03% ABS-O
723 Chase Mortgage Finance Corpora 46591HBZ2 Dec 2021 1,332,284 -160,726 $1.3M -13.3% 0.03% ABS-MBS
724 CWGS GROUP LLC 12670UAE7 Dec 2021 1,336,500 -6,750 $1.3M -3.5% 0.03% LON
725 Pepper Residential Securities 71338AAA9 Dec 2021 1,285,521 -259,899 $1.3M -16.9% 0.03% ABS-MBS
726 JPMorgan Chase Bank, NA - CACL 46591HBS8 Dec 2021 1,303,203 -221,292 $1.3M -15.7% 0.03% ABS-O
727 Freedom Financial 35635BAC8 Dec 2021 1,300,000 — $1.3M -2.4% 0.03% ABS-O
728 Elmwood CLO IV Ltd 29002GAA9 Dec 2021 1,250,000 -125,000 $1.2M -9.1% 0.02% ABS-CBDO
729 Gracie Point International Fun 38411HAD7 Mar 2022 1,250,000 New $1.2M — 0.02% ABS-O
730 Multifamily Structured Credit 35563FAA9 Dec 2021 1,287,142 -223,223 $1.2M -17.2% 0.02% ABS-MBS
731 ORYX MIDSTREAM SERVICES 68764JAB7 Dec 2021 1,250,000 — $1.2M -0.2% 0.02% LON
732 Santander Consumer Auto Receiv 80281HAB0 Dec 2021 1,242,672 -621,230 $1.2M -33.6% 0.02% ABS-O
733 MAGENTA BUYER LLC 55910RAB9 Dec 2021 1,246,875 — $1.2M -0.7% 0.02% LON
734 SKOPIMA CONSILIO PARENT 36171NAB2 Dec 2021 1,243,750 -6,250 $1.2M -1.0% 0.02% LON
735 AVOLON TLB BORROWER 1 US 05400KAH3 Dec 2021 1,238,097 -3,134 $1.2M -1.3% 0.02% LON
736 VITALITY RE XI LTD 92851AAB0 Dec 2021 1,250,000 — $1.2M +0.1% 0.02% DBT
737 RESIDEO FUNDING INC 76090LAE4 Dec 2021 1,240,625 — $1.2M -1.3% 0.02% LON
738 PHOENIX GUARANTOR INC 71913BAH5 Dec 2021 1,237,500 -3,125 $1.2M -0.8% 0.02% LON
739 Palmer Square Loan Funding Ltd 69702FAA0 Dec 2021 1,250,000 — $1.2M -1.3% 0.02% ABS-CBDO
740 XPLORNET COMMUNICATIONS 000000000 Dec 2021 1,243,750 New $1.2M — 0.02% LON
741 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. FVM2 Dec 2021 -412 New $1.2M — 0.02% DIR
742 RE/MAX LLC 75523KAK1 Dec 2021 1,240,625 -3,125 $1.2M -1.7% 0.02% LON
743 JP Morgan Seasoned Mortgage Tr 46643VAE7 Dec 2021 1,228,917 -86,593 $1.2M -6.9% 0.02% ABS-MBS
744 GO DADDY OPERATING CO LLC 38017BAQ9 Dec 2021 1,228,125 -3,125 $1.2M -0.4% 0.02% LON
745 PERATON CORP 71360HAB3 Dec 2021 1,215,141 -25,484 $1.2M -2.9% 0.02% LON
746 SOTERA HEALTH HLDGS LLC 83600VAE1 Dec 2021 1,200,000 — $1.2M -0.7% 0.02% LON
747 BRAVO Residential Funding Trus 10569EAB7 Dec 2021 1,209,364 -229,641 $1.2M -17.3% 0.02% ABS-MBS
748 Nelnet Student Loan Trust 64035DAD8 Dec 2021 1,254,280 -110,103 $1.2M -11.9% 0.02% ABS-O
749 COMMONBOND STUDENT LOAN TRUST 20267VAB3 Dec 2021 1,179,908 -74,171 $1.2M -6.1% 0.02% ABS-O
750 RED VENTURES LLC 75703UAH8 Dec 2021 1,186,397 -3,066 $1.2M -0.8% 0.02% LON
751 Carvana Auto Receivables Trust 14687GAG0 Dec 2021 1,171,688 -828,312 $1.2M -41.5% 0.02% ABS-O
752 1011778 BC ULC 000000000 Dec 2021 1,184,947 New $1.2M — 0.02% LON
753 NOVAE LLC 66988QAB5 Mar 2022 1,166,667 New $1.2M — 0.02% LON
754 FannieMae Whole Loan 31393BX75 Dec 2021 1,164,460 -43,217 $1.2M -4.5% 0.02% ABS-MBS
755 ASURION LLC 04649VAX8 Dec 2021 1,182,376 -2,993 $1.2M -1.7% 0.02% LON
756 JPMorgan Chase Bank, NA - CACL 48128U2P3 Dec 2021 1,179,828 -196,151 $1.2M -15.6% 0.02% ABS-O
757 CG-CCRE Commercial Mortgage Tr 12528PAA0 Dec 2021 1,161,461 -8,620 $1.1M -0.5% 0.02% ABS-MBS
758 Resi Finance Limited Partnersh 74951PBH0 Dec 2021 1,270,680 -68,931 $1.1M -5.3% 0.02% ABS-MBS
759 BFLD Trust 05553JAA6 Dec 2021 1,150,000 — $1.1M -1.1% 0.02% ABS-MBS
760 SERVICE LOGIC ACQUISITIO 81759AAC4 Dec 2021 1,146,885 -2,874 $1.1M -0.9% 0.02% LON
761 FITNESS & SPORTS CLUBS LLC 33818XAH3 Dec 2021 1,220,288 — $1.1M -1.0% 0.02% LON
762 HORIZON THERAPEUTICS USA 44055UAD7 Dec 2021 1,141,375 — $1.1M -0.6% 0.02% LON
763 AVOLON TLB BORROWER 1 US 05400KAE0 Dec 2021 1,144,959 — $1.1M -1.4% 0.02% LON
764 Fannie Mae - CAS 30711XCB8 Dec 2021 1,071,432 -257,689 $1.1M -17.8% 0.02% ABS-MBS
765 Verizon Owner Trust 92347YAB0 Dec 2021 1,129,064 -1,430,009 $1.1M -55.9% 0.02% ABS-O
766 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. USM2 Dec 2021 -265 New $1.1M — 0.02% DIR
767 CarNow Auto Receivables Trust 14369GAE0 Dec 2021 1,150,000 — $1.1M -1.9% 0.02% ABS-O
768 JAZZ FINANCING LUX SARL 000000000 Dec 2021 1,116,562 New $1.1M — 0.02% LON
769 HIGHLINE AFTERMARKET ACQ 43110HAC3 Dec 2021 1,155,000 -2,917 $1.1M -3.9% 0.02% LON
770 CORELOGIC INC 21870FBA6 Dec 2021 1,119,375 -2,812 $1.1M -1.7% 0.02% LON
771 Arivo Acceptance Auto Loan Rec 04046LAA9 Dec 2021 1,100,090 -589,876 $1.1M -35.2% 0.02% ABS-O
772 M360 2019-CRE2, LLC 55379VAA6 Dec 2021 1,110,063 -2,612,066 $1.1M -70.5% 0.02% ABS-CBDO
773 UNIVISION COMMUNICATIONS 000000000 Dec 2021 1,100,000 New $1.1M — 0.02% LON
774 ICON LUXEMBOURG SARL 000000000 Dec 2021 1,088,946 New $1.1M — 0.02% LON
775 GRAY TELEVISION INC 389376AX2 Dec 2021 1,087,297 — $1.1M -0.3% 0.02% LON
776 PILOT TRAVEL CENTERS LLC 72165NBH1 Dec 2021 1,094,500 -2,750 $1.1M -1.0% 0.02% LON
777 Monroe Capital MML CLO VII Ltd 61033CAJ5 Dec 2021 1,100,000 — $1.1M -1.6% 0.02% ABS-CBDO
778 GS Mortgage Securities Trust 36262MAJ7 Dec 2021 1,100,000 — $1.1M -2.6% 0.02% ABS-MBS
779 ARC FALCON I INC 03880YAC8 Dec 2021 1,088,037 -2,727 $1.1M -2.6% 0.02% LON
780 PITNEY BOWES INC 72448FAS4 Dec 2021 1,079,100 -2,725 $1.1M -1.2% 0.02% LON
781 Upstart Pass Through Trust 91534HAA4 Dec 2021 1,097,651 -139,910 $1.1M -13.6% 0.02% ABS-O
782 CIRCOR INTERNATIONAL INC 000000000 Dec 2021 1,084,670 New $1.1M — 0.02% LON
783 HYPATIA LTD 44914CAB2 Dec 2021 1,000,000 — $1.0M -1.9% 0.02% DBT
784 Ballybunion Re 2021-2, 6/30/25 000000000 Dec 2021 1,000,000 New $1.0M — 0.02% DBT
785 Neuberger Berman CLO Ltd 64131BAE3 Dec 2021 1,031,250 -343,750 $1.0M -25.0% 0.02% ABS-CBDO
786 EYECARE PARTNERS LLC 30233PAH3 Dec 2021 1,040,000 — $1.0M -0.7% 0.02% LON
787 VIRGIN MEDIA BRISTOL LLC 000000000 Dec 2021 1,025,000 New $1.0M — 0.02% LON
788 SUSSEX CAP UK PCC LTD 869255AA7 Dec 2021 1,000,000 — $1.0M -1.5% 0.02% DBT
789 TORONTO-DOMINION BANK 89114QC55 Dec 2021 1,000,000 — $1.0M -0.3% 0.02% DBT
790 Social Professional Loan Progr 83402DAA9 Dec 2021 1,003,550 -159,097 $1.0M -13.8% 0.02% ABS-O
791 Navistar Financial Dealer Note 63938PBP3 Dec 2021 1,000,000 — $1.0M -0.3% 0.02% ABS-O
792 MONA LISA RE LTD 608800AE8 Dec 2021 1,000,000 — $997K -1.5% 0.02% DBT
793 INGENOVIS HEALTH INC 12510MAB5 Dec 2021 992,500 -2,500 $997K -0.3% 0.02% LON
794 AKIBARE RE LTD 00973XAB6 Dec 2021 1,000,000 +500,000 $997K +99.4% 0.02% DBT
795 OWS CRE FUNDING I LLC 67114QAA2 Dec 2021 1,000,000 — $997K -0.9% 0.02% DBT
796 AEA INTERNATIONAL HOLDIN 000000000 Dec 2021 997,500 New $996K — 0.02% LON
797 TORREY PINES RE PTE LTD 89142MAA1 Dec 2021 1,000,000 — $996K -0.8% 0.02% DBT
798 FIRST ADVANTAGE HOLDINGS 000000000 Dec 2021 1,000,000 New $994K — 0.02% LON
799 CATALENT PHARMA SOLUTION 14880BAH4 Dec 2021 992,481 -2,506 $994K -0.4% 0.02% LON
800 BALLY'S CORP 05875CAB0 Dec 2021 997,500 -2,500 $993K -0.9% 0.02% LON
801 WMG ACQUISITION CORP 92929LAV0 Dec 2021 1,000,000 — $992K -0.5% 0.02% LON
802 Encina Equipment Finance 29253EAA0 Dec 2021 992,633 -770,741 $991K -43.8% 0.02% ABS-O
803 LHS BORROWER LLC 000000000 Dec 2021 1,000,000 New $991K — 0.02% LON
804 Medline Borrower, LP 58503UAC7 Dec 2021 1,000,000 — $991K -1.0% 0.02% LON
805 RADIATE HOLDCO LLC 75025KAH1 Dec 2021 997,500 -2,500 $990K -0.8% 0.02% LON
806 ECHO GLOBAL LOGISTICS 000000000 Dec 2021 1,000,000 New $990K — 0.02% LON
807 NORTONLIFELOCK INC 000000000 Dec 2021 1,000,000 New $989K — 0.02% LON
808 Morgan Stanley Capital I Trust 61751XAG5 Dec 2021 1,315,588 -4,919 $987K -0.4% 0.02% ABS-MBS
809 SEAWORLD PARKS & ENTERTA 78488CAH3 Dec 2021 995,000 -2,500 $986K -0.9% 0.02% LON
810 Gold Key Resorts LLC 38061LAB5 Dec 2021 986,580 -214,042 $985K -18.7% 0.02% ABS-O
811 84 LUMBER CO 28248CAH9 Dec 2021 987,500 -2,500 $984K -0.8% 0.02% LON
812 PETCO HEALTH & WELLNESS 000000000 Dec 2021 992,500 New $984K — 0.02% LON
813 DASEKE COS INC 23752RAJ1 Dec 2021 990,000 -5,000 $983K -1.3% 0.02% LON
814 EDELMAN FINANCIAL CENTER 27943UAK2 Dec 2021 992,500 -2,500 $983K -1.3% 0.02% LON
815 MILLER (HERMAN) INC 427430AP8 Dec 2021 995,000 -2,500 $981K -1.7% 0.02% LON
816 DIAMOND BC BV 000000000 Dec 2021 997,500 New $979K — 0.02% LON
817 LendingPoint Asset Securitizat 52606TAC9 Dec 2021 978,953 -2,914,427 $979K -74.9% 0.02% ABS-O
818 API GROUP DE INC 00186XAJ2 Dec 2021 986,339 -13,661 $979K -2.1% 0.02% LON
819 OLYMPUS WTR US HLDG CORP 68163YAB1 Dec 2021 1,000,000 — $977K -2.1% 0.02% LON
820 Tricolor Auto Securitization T 89615BAD7 Dec 2021 1,000,000 — $976K -1.6% 0.02% ABS-O
821 INEOS US PETROCHEM LLC 000000000 Dec 2021 992,500 New $975K — 0.02% LON
822 SUMMIT BEHAVIORAL HEALTH 000000000 Dec 2021 1,000,000 New $975K — 0.02% LON
823 Arbor Realty Collateralized Lo 03880KAJ3 Mar 2022 1,000,000 New $973K — 0.02% ABS-CBDO
824 OEC FINANCE US LLC 000000000 Dec 2021 995,000 New $972K — 0.02% LON
825 ASURION LLC 04649VAY6 Dec 2021 990,000 -2,500 $971K -1.6% 0.02% LON
826 Oaktown Re Ltd 67401FAE0 Dec 2021 1,000,000 — $961K -3.8% 0.02% ABS-MBS
827 ALLIANT HOLDINGS INTERMEDI 01881UAF2 Dec 2021 972,500 -2,500 $960K -1.7% 0.02% LON
828 US FOODS INC 90351HAD0 Dec 2021 977,500 — $960K -0.8% 0.02% LON
829 CLEAR CHANNEL OUTDOOR HO 18452RAD7 Dec 2021 975,000 -2,500 $960K -0.5% 0.02% LON
830 Revolving Single Family Home N 98879EAC5 Dec 2021 1,000,000 — $960K +0.2% 0.02% ABS-MBS
831 CIM Small Business Loan Trust 17181CAA6 Dec 2021 966,253 -238,511 $959K -19.8% 0.02% ABS-O
832 Genesis Sales Finance Master T 37186XAN5 Dec 2021 1,000,000 — $958K -2.9% 0.02% ABS-O
833 FLY FUNDING II SARL 000000000 Dec 2021 976,742 New $955K — 0.02% LON
834 Navient Student Loan Trust 63942JAA5 Mar 2022 999,525 New $951K — 0.02% ABS-O
835 GEMINI HDPE LLC 36866KAB8 Dec 2021 957,062 -10,057 $945K -2.4% 0.02% LON
836 IBC CAPITAL LTD 44928QAE9 Dec 2021 960,000 -2,500 $941K -1.6% 0.02% LON
837 Freedom Financial 30322MAD1 Dec 2021 1,000,000 — $939K -4.6% 0.02% ABS-O
838 ARM Master Trust LLC 04206RAC8 Dec 2021 935,680 -6,315,840 $935K -87.1% 0.02% ABS-O
839 Carvana Auto Receivables Trust 14687TAG2 Dec 2021 1,000,000 — $928K -5.6% 0.02% ABS-O
840 HUDSON RIVER TRADING LLC 44413EAF5 Dec 2021 940,500 -4,750 $928K -1.3% 0.02% LON
841 PRIME SECURITY SERVICES BOR 03765VAK6 Dec 2021 923,534 — $918K -0.6% 0.02% LON
842 KNIGHT HEALTH HOLDINGS L 000000000 Dec 2021 1,000,000 New $915K — 0.02% LON
843 CHANGE HEALTHCARE HOLDINGS 15911AAC7 Dec 2021 903,093 — $899K -0.4% 0.02% LON
844 Sierra Receivables Funding Co 82652QAD3 Dec 2021 931,645 -124,644 $896K -14.9% 0.02% ABS-O
845 SITEL WORLDWIDE CORP 000000000 Dec 2021 895,500 New $890K — 0.02% LON
846 MAG DS CORP 000000000 Dec 2021 950,600 New $886K — 0.02% LON
847 Freddie Mac - STACR 3137G0ST7 Dec 2021 890,003 -58,396 $868K -8.3% 0.02% ABS-MBS
848 Fannie Mae - CAS 20754KAA9 Mar 2022 869,643 New $860K — 0.02% ABS-MBS
849 Morgan Stanley Residential Mor 61763YAA2 Dec 2021 838,994 -187,467 $853K -18.6% 0.02% ABS-MBS
850 TEAM HEALTH HOLDINGS INC 87817JAG3 Mar 2022 882,190 New $843K — 0.02% LON
851 GREAT OUTDOORS GROUP LLC 07014QAN1 Dec 2021 839,407 -2,109 $837K -0.7% 0.02% LON
852 PLAYTIKA HOLDING CORP 72814CAF5 Dec 2021 841,500 -2,125 $832K -1.2% 0.02% LON
853 HARSCO CORP 41587CAR9 Dec 2021 843,625 -2,125 $823K -2.6% 0.02% LON
854 Sierra Receivables Funding Co 82652QAA9 Dec 2021 846,950 -113,312 $809K -15.0% 0.02% ABS-O
855 PADAGIS LLC 69526PAC8 Dec 2021 800,000 — $796K -0.3% 0.02% LON
856 CAELUS RE VI LTD 12765MAB7 Dec 2021 750,000 — $770K -1.2% 0.02% DBT
857 Ballylifin Re 2021, 9/15/25 000000000 Dec 2021 1,000,000 New $763K — 0.02% DBT
858 URSA RE LTD 90323WAK6 Dec 2021 750,000 — $752K -1.2% 0.01% DBT
859 MERNA REINSURANCE II LTD 59013MAE2 Mar 2022 750,000 New $750K — 0.01% DBT
860 Symphony CLO Ltd 13079WAN8 Dec 2021 750,000 -250,000 $750K -25.0% 0.01% ABS-CBDO
861 DRB PRIME STUDENT LOAN TRUST 23342KAA2 Dec 2021 750,504 -112,179 $750K -13.1% 0.01% ABS-O
862 VICTORY CAPITAL HOLDINGS 92645DAH2 Dec 2021 753,861 — $745K -0.6% 0.01% LON
863 DOTDASH MEREDITH INC 000000000 Dec 2021 748,125 New $744K — 0.01% LON
864 PETSMART INC 71677HAL9 Dec 2021 746,250 -1,875 $744K -0.9% 0.01% LON
865 Radnor Re LTD 750496AA9 Dec 2021 741,471 — $742K -0.0% 0.01% ABS-MBS
866 WHATABRANDS LLC 96244UAF4 Dec 2021 748,125 -1,875 $740K -1.1% 0.01% LON
867 WIN WASTE INNOVATIONS HO 38723BAJ0 Dec 2021 744,375 -1,875 $738K -1.1% 0.01% LON
868 CIMPRESS USA INC 000000000 Dec 2021 744,375 New $737K — 0.01% LON
869 UNITED AIRLINES INC 90932RAJ3 Dec 2021 742,500 -3,750 $735K -2.0% 0.01% LON
870 FLEXERA SOFTWARE LLC 33937KAV6 Dec 2021 742,500 — $735K -1.2% 0.01% LON
871 CALPINE CONSTRUCTION FIN 13134NAG6 Dec 2021 742,062 -1,938 $732K -0.9% 0.01% LON
872 ENERGIZER HOLDINGS INC 000000000 Dec 2021 742,500 New $729K — 0.01% LON
873 Eagle Re Ltd 26982LAC4 Dec 2021 750,000 — $727K -1.7% 0.01% ABS-MBS
874 RVR DEALERSHIP HOLDINGS 75001CAB0 Dec 2021 744,791 -3,747 $713K -4.7% 0.01% LON
875 321 Henderson Receivables LLC 88576NAE8 Dec 2021 715,597 -58,380 $701K -7.7% 0.01% ABS-O
876 FIRST COAST RE II PTE 31970MAA0 Dec 2021 700,000 — $699K -1.5% 0.01% DBT
877 VISION SOLUTIONS INC 000000000 Dec 2021 700,000 New $693K — 0.01% LON
878 Conn Funding II, L.P 20825XAE8 Dec 2021 696,836 -772,765 $691K -53.2% 0.01% ABS-O
879 ARM Master Trust LLC 04206RAD6 Dec 2021 692,320 -2,813,160 $691K -80.3% 0.01% ABS-O
880 Gosforth Funding plc 38312RAA1 Dec 2021 665,824 -351,559 $666K -34.6% 0.01% ABS-MBS
881 Genworth Mortgage Insurance Co 89600FAB9 Mar 2022 658,819 New $659K — 0.01% ABS-MBS
882 ATHENAHEALTH GROUP INC 000000000 Dec 2021 641,304 New $636K — 0.01% LON
883 ENTERPRISE DEVELOP AUTH 000000000 Dec 2021 627,000 New $623K — 0.01% LON
884 SECTOR RE V LTD 81369ACT7 Dec 2021 800,000 — $607K -1.9% 0.01% DBT
885 VICTORY CAPITAL HOLDINGS 92645DAJ8 Dec 2021 597,800 -102,200 $590K -15.4% 0.01% LON
886 Wind River CLO Ltd 88433AAJ8 Dec 2021 589,856 -239,181 $590K -28.9% 0.01% ABS-CBDO
887 COMMONBOND STUDENT LOAN TRUST 20267UAA7 Dec 2021 581,497 -71,060 $584K -11.8% 0.01% ABS-O
888 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TYM2 Dec 2021 -162 New $581K — 0.01% DIR
889 Consumer Loan Underlying Bond 21055MAA9 Dec 2021 571,249 -2,276,839 $571K -80.0% 0.01% ABS-O
890 Pepper Residential Securities 71336WAA3 Dec 2021 561,424 -155,030 $561K -21.8% 0.01% ABS-MBS
891 Carnoustie Re 2022 000000000 Dec 2021 543,248 New $555K — 0.01% DBT
892 VISTRA OPERATIONS CO LLC 88233FAK6 Dec 2021 556,384 -1,562 $552K -0.5% 0.01% LON
893 321 Henderson Receivables LLC 88576NAC2 Dec 2021 557,331 -18,027 $546K -3.2% 0.01% ABS-O
894 Nelnet Private Education Loan 64034JAB0 Dec 2021 541,086 -209,962 $544K -28.4% 0.01% ABS-O
895 Citibank Credit Card Issuance 17305EGN9 Dec 2021 515,000 — $516K -0.1% 0.01% ABS-O
896 HERBIE RE LTD 42703VAB9 Dec 2021 500,000 — $514K -2.5% 0.01% DBT
897 Portrush Re 2017, 6/15/22 000000000 Dec 2021 800,000 New $510K — 0.01% DBT
898 INTL BK RECON & DEVELOP 000000000 Dec 2021 500,000 New $510K — 0.01% DBT
899 INTL BK RECON & DEVELOP 000000000 Dec 2021 500,000 New $505K — 0.01% DBT
900 Alturas Re 2022-2, 12/31/2027 000000000 Dec 2021 500,000 New $504K — 0.01% DBT
901 Merion Re 2018-2, 12/31/21 000000000 Dec 2021 3,000,000 New $496K — 0.01% DBT
902 VERSCEND HOLDING CORP 92531HAD9 Dec 2021 496,250 -1,250 $496K -0.5% 0.01% LON
903 CORNERSTONE ONDEMAND INC 86803YAB9 Dec 2021 500,000 — $496K -0.8% 0.01% LON
904 AIR CANADA 000000000 Dec 2021 500,000 New $495K — 0.01% LON
905 HILTON GRAND VAC BORROWER 43283LAH4 Dec 2021 497,500 -1,250 $495K -1.0% 0.01% LON
906 DUN & BRADSTREET CORP 26483NAS9 Mar 2022 500,000 New $494K — 0.01% LON
907 APX GROUP INC 00213NAM4 Dec 2021 498,750 -1,250 $493K -1.4% 0.01% LON
908 CNT HOLDINGS I CORP 12656AAC3 Dec 2021 495,000 -2,500 $493K -1.0% 0.01% LON
909 CHURCHILL DOWNS INC 17148PAF8 Dec 2021 495,000 -1,250 $492K -0.5% 0.01% LON
910 PEARLS NETHERLANDS BIDCO 000000000 Dec 2021 500,000 New $491K — 0.01% LON
911 GoldenTree Loan Management US 38136HAL3 Dec 2021 500,000 — $491K -1.1% 0.01% ABS-CBDO
912 FLEETCOR TECHNOLOGIES INC 33903RAY5 Dec 2021 496,252 -2,498 $489K -0.9% 0.01% LON
913 SPECTRUM BRANDS INC 84762NBP5 Dec 2021 495,000 -1,250 $488K -1.5% 0.01% LON
914 VERINT SYSTEMS INC 92345MAQ5 Dec 2021 486,396 — $483K -0.3% 0.01% LON
915 AMERICAN TRAILER WORLD 03028BAB3 Mar 2022 500,000 New $483K — 0.01% LON
916 ENDURE DIGITAL INC 000000000 Dec 2021 497,500 New $483K — 0.01% LON
917 CORNERSTONE BUILDING 72431HAD2 Dec 2021 496,250 -1,250 $482K -3.3% 0.01% LON
918 CALPINE CORP 13134MBS1 Dec 2021 487,500 -1,250 $481K -0.4% 0.01% LON
919 Crossroads Asset Trust 22767CAE0 Dec 2021 500,000 — $478K -3.0% 0.01% ABS-O
920 STANDARD INDUSTRIES INC 000000000 Dec 2021 478,312 New $477K — 0.01% LON
921 PIKE CORP 72108PAR5 Dec 2021 479,452 — $476K -0.5% 0.01% LON
922 PRE-PAID LEGAL SERVICES 000000000 Dec 2021 475,000 New $470K — 0.01% LON
923 BXG Receivables Note Trust 05608TAB7 Dec 2021 488,031 -38,044 $470K -11.0% 0.01% ABS-O
924 EFS COGEN HOLDINGS I LLC 26844HAJ6 Dec 2021 480,267 -1,250 $469K -1.3% 0.01% LON
925 IXS HOLDINGS INC 000000000 Dec 2021 493,543 New $467K — 0.01% LON
926 SECTOR RE V LTD 81369ADC3 Dec 2021 160,000 — $464K -1.4% 0.01% DBT
927 FannieMae Whole Loan 31394FSB2 Dec 2021 462,240 -23,126 $461K -4.8% 0.01% ABS-MBS
928 Resimac 76119HAA8 Dec 2021 455,909 -188,325 $456K -29.3% 0.01% ABS-MBS
929 SCF Equipment Trust Llc 784034AA8 Dec 2021 453,826 -1,123,101 $454K -71.3% 0.01% ABS-O
930 DTI HOLDCO INC 23358EAD1 Dec 2021 456,438 -1,209 $445K -1.7% 0.01% LON
931 Berwick Re 2019-1, 12/31/22 000000000 Dec 2021 3,658,035 New $437K — 0.01% DBT
932 Freddie Mac 31396RZY6 Dec 2021 436,011 -6,075 $435K -1.7% 0.01% ABS-MBS
933 Sutherland Commercial Mortgage 86933YAA4 Dec 2021 427,357 -159,262 $426K -27.1% 0.01% ABS-MBS
934 FannieMae Whole Loan 31395D7H6 Dec 2021 428,378 -29,539 $425K -6.5% 0.01% ABS-MBS
935 CAELUS RE V LTD 12765KAE5 Dec 2021 500,000 — $425K +6.2% 0.01% DBT
936 EW SCRIPPS CO 26928BAM1 Dec 2021 416,875 -16,875 $415K -4.3% 0.01% LON
937 Social Professional Loan Progr 83402JAA6 Dec 2021 407,567 -60,105 $408K -13.0% 0.01% ABS-O
938 Octagon Investment Partners XX 67572YBN1 Dec 2021 406,250 -406,250 $406K -50.0% 0.01% ABS-CBDO
939 MLCC Mortgage Investors Inc 5899296M5 Dec 2021 424,166 -36,705 $404K -9.2% 0.01% ABS-MBS
940 ZURN LLC 76168JAS5 Dec 2021 399,000 -1,000 $397K -0.9% 0.01% LON
941 Pagaya AI Debt Selection Trust 69546TAA0 Dec 2021 397,317 -331,429 $397K -45.7% 0.01% ABS-O
942 Berwick Re 2018-1, 12/31/21 000000000 Dec 2021 5,120,164 New $396K — 0.01% DBT
943 RACKSPACE TECHNOLOGY 75009XAB6 Dec 2021 396,000 -1,000 $389K -1.5% 0.01% LON
944 LL ABS Trust 50202HAA1 Dec 2021 387,977 -580,970 $388K -60.1% 0.01% ABS-O
945 MATTERHORN RE LTD 577092AD1 Dec 2021 400,000 — $382K -0.4% 0.01% DBT
946 Octagon Investment Partners XX 67590QBJ5 Dec 2021 375,000 -375,000 $375K -50.0% 0.01% ABS-CBDO
947 Social Professional Loan Progr 83406EAA3 Dec 2021 374,741 -190,003 $372K -33.9% 0.01% ABS-O
948 Apidos CLO 03768RAA4 Dec 2021 371,426 -371,429 $371K -50.0% 0.01% ABS-CBDO
949 WIRECO WORLDGROUP INC 000000000 Dec 2021 351,713 New $349K — 0.01% LON
950 Freddiemac Strip 3128HVZR3 Dec 2021 347,064 -17,461 $348K -4.8% 0.01% ABS-MBS
951 USASF Receivables LLC 90353QAA4 Dec 2021 337,801 -1,538,764 $338K -82.0% 0.01% ABS-O
952 Harbor Park CLO Ltd 41154XAA3 Dec 2021 333,333 -83,333 $333K -20.0% 0.01% ABS-CBDO
953 USI INC/NY 90351NAE5 Dec 2021 334,250 -875 $333K -0.1% 0.01% LON
954 NOVAE LLC 66988QAC3 Mar 2022 333,333 New $332K — 0.01% LON
955 FCI Funding, LLC 30259MAA4 Dec 2021 329,543 -180,256 $330K -35.5% 0.01% ABS-O
956 Freddie Mac 31397KUH2 Dec 2021 319,191 -23,075 $323K -7.2% 0.01% ABS-MBS
957 Lorenz Re 2019, 6/30/22 000000000 Dec 2021 2,744,544 New $318K — 0.01% DBT
958 NMN HOLDINGS III CORP 62923HAD8 Dec 2021 318,638 — $311K -0.9% 0.01% LON
959 SECTOR RE V LTD 81369ACR1 Dec 2021 2,400,000 — $292K -17.4% 0.01% DBT
960 Government National Mortgage A 38374KPM9 Dec 2021 286,231 -19,289 $286K -6.6% 0.01% ABS-MBS
961 Upstart Securitization Trust 91679UAA0 Dec 2021 283,181 -2,744,019 $283K -90.7% 0.01% ABS-O
962 Countrywide Home Equity Loan T 23242YAN5 Dec 2021 282,418 -295,743 $282K -51.0% 0.01% ABS-O
963 REFFICIENCY HOLDINGS LLC 75865HAH1 Dec 2021 284,025 -19 $281K -1.2% 0.01% LON
964 JP Morgan Mortgage Trust 46643UAP4 Dec 2021 275,914 -14,784 $279K -5.5% 0.01% ABS-MBS
965 CIG Auto Receivables Trust 12597UAA5 Dec 2021 278,204 -343,847 $278K -55.3% 0.01% ABS-O
966 321 Henderson Receivables LLC 88576NAG3 Dec 2021 277,601 -106,855 $277K -27.8% 0.01% ABS-O
967 Conn Funding II, L.P 20825XAA6 Dec 2021 275,432 -305,444 $275K -52.7% 0.01% ABS-O
968 Social Professional Loan Progr 78470RAA5 Dec 2021 272,935 -123,964 $273K -31.3% 0.01% ABS-O
969 PRA HEALTH SCIENCES INC 000000000 Dec 2021 271,312 New $270K — 0.01% LON
970 Government National Mortgage A 38374KXH1 Dec 2021 266,841 -13,533 $266K -5.2% 0.01% ABS-MBS
971 Venture XXI CLO 92330MAL3 Dec 2021 262,953 -159,445 $262K -37.9% 0.01% ABS-CBDO
972 Greywolf CLO Ltd 39809CAL8 Dec 2021 261,111 -261,111 $261K -50.0% 0.01% ABS-CBDO
973 RPI INTERMEDIATE FINANCE 74968YAC4 Dec 2021 260,518 -3,898 $259K -1.9% 0.01% LON
974 EYECARE PARTNERS LLC 30233PAG5 Dec 2021 260,000 — $258K -0.7% 0.01% LON
975 Freddie Mac 31395U2S9 Dec 2021 255,686 -15,296 $256K -6.3% 0.01% ABS-MBS
976 SANDERS RE II LTD 80000WAA9 Dec 2021 250,000 — $253K -1.2% 0.00% DBT
977 Social Professional Loan Progr 83404LAA9 Dec 2021 251,470 -31,417 $252K -11.3% 0.00% ABS-O
978 BOWLINE RE 2018 10260PAA6 Dec 2021 250,000 — $251K -0.6% 0.00% DBT
979 KILIMANJARO RE LTD 494074AJ6 Dec 2021 250,000 — $250K -0.9% 0.00% DBT
980 BONANZA RE LTD 09785EAJ0 Mar 2022 250,000 New $250K — 0.00% DBT
981 AKIBARE RE LTD 00973XAC4 Dec 2021 250,000 — $250K -0.2% 0.00% DBT
982 BOWLINE RE 2019 10260PAC2 Dec 2021 250,000 — $249K -1.4% 0.00% DBT
983 MATTERHORN RE LTD 577092AN9 Dec 2021 250,000 — $248K -0.6% 0.00% DBT
984 Lehman XS Trust 525221CA3 Dec 2021 248,193 -17,313 $248K -6.6% 0.00% ABS-MBS
985 522 Funding CLO LTD 04623TAG0 Dec 2021 250,000 — $247K -0.5% 0.00% ABS-CBDO
986 Formby Re 2018, 2/28/22 000000000 Dec 2021 2,000,000 New $246K — 0.00% DBT
987 Freddie Mac 31393JAZ1 Dec 2021 242,619 -21,111 $243K -8.6% 0.00% ABS-MBS
988 Morgan Stanley Home Equity Loa 61744CYP5 Dec 2021 244,866 -48,345 $243K -16.8% 0.00% ABS-MBS
989 MLCC Mortgage Investors Inc 59020UBV6 Dec 2021 243,105 -13,048 $241K -6.0% 0.00% ABS-MBS
990 Fannie Mae 31392B4X1 Dec 2021 236,967 -19,446 $240K -7.8% 0.00% ABS-MBS
991 Freddie Mac 31396UR69 Dec 2021 235,639 -6,830 $237K -3.6% 0.00% ABS-MBS
992 Magnetite CLO Ltd 55951PBA4 Dec 2021 237,522 -7,618 $236K -3.9% 0.00% ABS-CBDO
993 Bear Stearns Asset Backed Secu 07384YBL9 Dec 2021 230,894 -28,527 $228K -11.7% 0.00% ABS-MBS
994 Fannie Mae 31396XZJ6 Dec 2021 224,568 -8,790 $227K -4.2% 0.00% ABS-MBS
995 Freddie Mac 31392RMJ7 Dec 2021 209,785 -9,064 $214K -4.3% 0.00% ABS-MBS
996 Fannie Mae 31393ALV7 Dec 2021 209,299 -11,299 $211K -5.9% 0.00% ABS-MBS
997 Fannie Mae 31392AKD9 Dec 2021 207,372 -9,058 $209K -4.4% 0.00% ABS-MBS
998 DG INVESTMENT INTERMEDI 23344MAC2 Dec 2021 208,432 -1,050 $208K -1.2% 0.00% LON
999 Freddie Mac 31398LMJ4 Dec 2021 202,377 -4,228 $205K -0.9% 0.00% ABS-MBS
1000 Freddie Mac - STACR 35565XAH3 Dec 2021 203,946 -184,611 $204K -47.7% 0.00% ABS-MBS
1001 Freddie Mac 31396HUS6 Dec 2021 204,271 -14,301 $204K -7.1% 0.00% ABS-MBS
1002 Fannie Mae 31394BGE8 Dec 2021 203,308 -28,986 $203K -12.5% 0.00% ABS-MBS
1003 LCM Ltd Partnership 50200WAA0 Dec 2021 200,000 -25,000 $200K -11.1% 0.00% ABS-CBDO
1004 Cascade Funding Mortgage Trust 12529LAD2 Mar 2022 200,000 New $192K — 0.00% ABS-MBS
1005 Freddie Mac 31396RS81 Dec 2021 189,679 -8,451 $190K -4.7% 0.00% ABS-MBS
1006 AXIS Equipment Finance Receiva 03237JAB3 Dec 2021 187,387 -592,768 $188K -76.1% 0.00% ABS-O
1007 Freddie Mac 31397EHX6 Dec 2021 186,793 -1,908 $186K -1.6% 0.00% ABS-MBS
1008 Woburn Re 2019, 12/31/22 000000000 Dec 2021 809,418 New $183K — 0.00% DBT
1009 Fannie Mae 31396XQM9 Dec 2021 180,133 -2,505 $181K -2.2% 0.00% ABS-MBS
1010 Fannie Mae 31396V5C8 Dec 2021 181,060 -12,650 $180K -7.1% 0.00% ABS-MBS
1011 Freddie Mac 31397CV55 Dec 2021 177,995 -17,079 $178K -9.4% 0.00% ABS-MBS
1012 Freddie Mac 31397BBG5 Dec 2021 172,661 -12,174 $173K -7.7% 0.00% ABS-MBS
1013 Bean Creek CLO LTD 07378WAN8 Dec 2021 171,875 -171,875 $172K -50.0% 0.00% ABS-CBDO
1014 Social Professional Loan Progr 83405DAA6 Dec 2021 171,273 -32,467 $171K -16.1% 0.00% ABS-O
1015 Fannie Mae 31394FG66 Dec 2021 170,721 -8,618 $171K -5.2% 0.00% ABS-MBS
1016 OneMain Financial Issuance Tru 68267DAB2 Dec 2021 170,000 — $170K -0.1% 0.00% ABS-O
1017 Freddie Mac 31339WXS0 Dec 2021 153,997 -9,607 $157K -6.0% 0.00% ABS-MBS
1018 Fannie Mae 31392CM92 Dec 2021 155,287 -14,197 $156K -8.7% 0.00% ABS-MBS
1019 ARC FALCON I INC 03880YAD6 Dec 2021 159,236 — $156K -2.3% 0.00% LON
1020 Fannie Mae 31395DVV8 Dec 2021 152,985 -10,952 $153K -5.0% 0.00% ABS-MBS
1021 Bantry RE 2016, 3/31/22 000000000 Dec 2021 2,500,000 New $151K — 0.00% DBT
1022 Freddie Mac 31393K5F8 Dec 2021 149,459 -4,980 $150K -3.4% 0.00% ABS-MBS
1023 Fannie Mae 31392BFS0 Dec 2021 146,293 -45,221 $149K -23.8% 0.00% ABS-MBS
1024 Freddie Mac 31397EB38 Dec 2021 145,150 -7,303 $145K -5.5% 0.00% ABS-MBS
1025 Social Professional Loan Progr 83404FAA2 Dec 2021 143,517 -34,780 $143K -19.6% 0.00% ABS-O
1026 Fannie Mae 31394AER3 Dec 2021 136,938 -18,275 $137K -12.3% 0.00% ABS-MBS
1027 GARDNER DENVER INC 365556AT6 Dec 2021 138,309 — $136K -0.5% 0.00% LON
1028 Bantry RE 2019, 12/31/22 000000000 Dec 2021 4,000,000 New $136K — 0.00% DBT
1029 Fannie Mae 31393T5M4 Dec 2021 134,340 -9,313 $135K -6.7% 0.00% ABS-MBS
1030 Fannie Mae 31392ERP7 Dec 2021 131,344 -7,518 $134K -5.4% 0.00% ABS-MBS
1031 Fannie Mae 31394FUL7 Dec 2021 133,793 -8,078 $134K -6.3% 0.00% ABS-MBS
1032 SYLVAMO CORP 87133DAC2 Dec 2021 136,667 -546,667 $133K -80.6% 0.00% LON
1033 COMMONBOND STUDENT LOAN TRUST 20267UAB5 Dec 2021 132,582 -9,030 $133K -6.8% 0.00% ABS-O
1034 Freddie Mac 31392R6E6 Dec 2021 130,109 -8,116 $133K -6.0% 0.00% ABS-MBS
1035 321 Henderson Receivables LLC 88576NAA6 Dec 2021 132,411 -24,977 $132K -15.8% 0.00% ABS-O
1036 Gullane Re 2018, 12/31/21 000000000 Dec 2021 2,118,314 New $131K — 0.00% DBT
1037 Fannie Mae 31397MXL6 Dec 2021 125,094 -8,059 $130K -5.6% 0.00% ABS-MBS
1038 Fannie Mae 31392HT86 Dec 2021 127,669 -8,265 $128K -6.0% 0.00% ABS-MBS
1039 Freddie Mac 31397GBY5 Dec 2021 126,540 -7,663 $126K -6.3% 0.00% ABS-MBS
1040 Freddie Mac 31396JKN4 Dec 2021 121,733 -10,110 $122K -8.1% 0.00% ABS-MBS
1041 321 Henderson Receivables LLC 88576PAC7 Dec 2021 122,336 -9,994 $121K -7.6% 0.00% ABS-O
1042 Fannie Mae 31396PSN2 Dec 2021 112,931 -15,511 $112K -12.7% 0.00% ABS-MBS
1043 Freddie Mac 31393RTT7 Dec 2021 111,735 -10,424 $112K -9.2% 0.00% ABS-MBS
1044 Freddie Mac 3133TLWG9 Dec 2021 109,522 -8,911 $110K -7.4% 0.00% ABS-MBS
1045 Fannie Mae 31395DPE3 Dec 2021 108,817 -16,598 $109K -13.8% 0.00% ABS-MBS
1046 Fannie Mae 31395DHY8 Dec 2021 108,568 -1,204 $109K -1.7% 0.00% ABS-MBS
1047 Fannie Mae 31396PJX0 Dec 2021 109,035 -1,318 $109K -2.4% 0.00% ABS-MBS
1048 ATHENAHEALTH GROUP INC 000000000 Dec 2021 108,696 New $108K — 0.00% LON
1049 OneMain Financial Issuance Tru 68267DAA4 Dec 2021 107,706 -279,470 $108K -72.2% 0.00% ABS-O
1050 Fannie Mae 3136A5AT3 Dec 2021 106,510 -7,073 $107K -6.8% 0.00% ABS-MBS
1051 Cascade Funding Mortgage Trust 147271AA8 Mar 2022 108,809 New $107K — 0.00% ABS-MBS
1052 Pangaea Re 2019-3, 7/1/23 000000000 Dec 2021 2,941,254 New $106K — 0.00% DBT
1053 Freddie Mac 31395LVP3 Dec 2021 103,530 -17,792 $103K -15.0% 0.00% ABS-MBS
1054 Merrill Lynch Mortgage Investo 59020ULH6 Dec 2021 103,121 -30,454 $103K -23.0% 0.00% ABS-O
1055 Freddie Mac 3133T4TB2 Dec 2021 100,871 -17,475 $102K -14.6% 0.00% ABS-MBS
1056 Freddiemac Strip 3128HWJT5 Dec 2021 100,669 -5,165 $102K -4.9% 0.00% ABS-MBS
1057 Fannie Mae 313920TH3 Dec 2021 100,349 -4,384 $101K -4.4% 0.00% ABS-MBS
1058 Fannie Mae 31398REQ4 Dec 2021 98,127 -2,370 $99K -1.0% 0.00% ABS-MBS
1059 Novastar Home Equity Loan 66987XCE3 Dec 2021 101,972 -1,403 $98K -1.7% 0.00% ABS-MBS
1060 Freddie Mac 3133THBS5 Dec 2021 95,304 -5,154 $95K -5.3% 0.00% ABS-MBS
1061 Woburn Re 2018, 12/31/21 000000000 Dec 2021 1,724,784 New $95K — 0.00% DBT
1062 Fannie Mae 31396VZF8 Dec 2021 94,236 -22,508 $94K -19.7% 0.00% ABS-MBS
1063 SERVICE LOGIC ACQUISITIO 81759AAB6 Dec 2021 95,149 — $94K -0.6% 0.00% LON
1064 CAELUS RE V LTD 12765KAB1 Dec 2021 125,000 — $94K +7.1% 0.00% DBT
1065 CLARK EQUIPMENT CO 18143EAE9 Dec 2021 93,197 -500 $93K -0.4% 0.00% LON
1066 Government National Mortgage A 38375XRG1 Dec 2021 91,602 -4,786 $92K -4.9% 0.00% ABS-MBS
1067 Fannie Mae 313921A57 Dec 2021 91,244 -3,986 $92K -4.4% 0.00% ABS-MBS
1068 Freddie Mac 31396HUM9 Dec 2021 91,655 -4,907 $92K -5.6% 0.00% ABS-MBS
1069 Freddie Mac 31397CV89 Dec 2021 91,133 -3,363 $91K -4.3% 0.00% ABS-MBS
1070 Atlas Senior Loan Fund LTD 04942UAA4 Dec 2021 90,118 -108,786 $90K -54.7% 0.00% ABS-CBDO
1071 Government National Mortgage A 38376FRF1 Dec 2021 85,852 -5,579 $88K -6.1% 0.00% ABS-MBS
1072 Fannie Mae 31393BVE2 Dec 2021 85,634 -8,610 $86K -9.0% 0.00% ABS-MBS
1073 Freddiemac Strip 3128HVJ59 Dec 2021 85,331 -6,175 $86K -6.8% 0.00% ABS-MBS
1074 COMMONBOND STUDENT LOAN TRUST 20268KAD2 Dec 2021 83,852 -6,798 $84K -9.9% 0.00% ABS-O
1075 Freddie Mac 3137AKAK7 Dec 2021 83,621 -18,711 $84K -18.3% 0.00% ABS-MBS
1076 Government National Mortgage A 38376EDC6 Dec 2021 83,153 -39,440 $83K -32.2% 0.00% ABS-MBS
1077 Pangaea Re 2018-3, 7/1/22 000000000 Dec 2021 4,000,000 New $83K — 0.00% DBT
1078 Fannie Mae 31392GRS6 Dec 2021 81,851 -4,812 $82K -5.9% 0.00% ABS-MBS
1079 Fannie Mae 31392F6D4 Dec 2021 80,326 -4,734 $81K -6.2% 0.00% ABS-MBS
1080 Freddiemac Strip 3128HVZP7 Dec 2021 80,283 -4,039 $81K -4.8% 0.00% ABS-MBS
1081 Fannie Mae 31392BVY9 Dec 2021 79,727 -4,037 $81K -5.0% 0.00% ABS-MBS
1082 MLCC Mortgage Investors Inc 59020UGH2 Dec 2021 81,162 -2,514 $81K -4.2% 0.00% ABS-MBS
1083 Freddie Mac 31395WUZ8 Dec 2021 78,992 -14,062 $79K -14.9% 0.00% ABS-MBS
1084 Venture CDO Ltd 60689WDP3 Dec 2021 78,947 -13,158 $79K -14.3% 0.00% ABS-CBDO
1085 Fannie Mae 31396LLX6 Dec 2021 78,418 -5,525 $78K -7.3% 0.00% ABS-MBS
1086 Freddie Mac 31393QMP4 Dec 2021 75,101 -4,986 $77K -6.4% 0.00% ABS-MBS
1087 Fannie Mae 31392GDP7 Dec 2021 77,035 -5,537 $77K -6.9% 0.00% ABS-MBS
1088 Freddie Mac 3137A1K36 Dec 2021 75,256 -7,586 $75K -9.5% 0.00% ABS-MBS
1089 Freddie Mac 3137AK6C0 Dec 2021 74,562 -15,187 $74K -17.0% 0.00% ABS-MBS
1090 Freddie Mac 31396NLA2 Dec 2021 74,224 -6,078 $74K -8.0% 0.00% ABS-MBS
1091 Fannie Mae 31396XNE0 Dec 2021 73,351 -4,785 $74K -6.9% 0.00% ABS-MBS
1092 Freddie Mac 31339D4M7 Dec 2021 72,706 -3,460 $73K -4.7% 0.00% ABS-MBS
1093 JP Morgan Mortgage Trust 46648UAJ3 Dec 2021 72,969 -393,356 $73K -84.4% 0.00% ABS-MBS
1094 Freddie Mac 31396A5E0 Dec 2021 72,041 -5,181 $72K -7.1% 0.00% ABS-MBS
1095 EDEN RE II LTD 27954TAB1 Dec 2021 35,797 — $70K -48.8% 0.00% DBT
1096 Fannie Mae 31392HY23 Dec 2021 66,813 -3,928 $68K -5.8% 0.00% ABS-MBS
1097 Government National Mortgage A 38376CR84 Dec 2021 66,989 -4,320 $68K -6.3% 0.00% ABS-MBS
1098 Freddie Mac 31393LBU6 Dec 2021 67,064 -3,519 $68K -5.2% 0.00% ABS-MBS
1099 Viribus Re 2019, 12/31/22 000000000 Dec 2021 2,500,000 New $66K — 0.00% DBT
1100 Fannie Mae 31395NXA0 Dec 2021 63,884 -4,574 $64K -7.2% 0.00% ABS-MBS
1101 Freddie Mac 31339NNP7 Dec 2021 61,973 -1,099 $63K -2.1% 0.00% ABS-MBS
1102 Fannie Mae 31398GWG0 Dec 2021 60,522 -555 $61K -1.4% 0.00% ABS-MBS
1103 Freddie Mac 31394LYU0 Dec 2021 59,879 -10,436 $61K -14.9% 0.00% ABS-MBS
1104 Fannie Mae 31396PZL8 Dec 2021 60,949 -534 $61K -1.5% 0.00% ABS-MBS
1105 Fannie Mae 31392AR67 Dec 2021 59,866 -3,989 $60K -6.4% 0.00% ABS-MBS
1106 TEREX CORP 88078FBH0 Dec 2021 59,005 — $59K -0.0% 0.00% LON
1107 Freddie Mac 3133TJC43 Dec 2021 58,914 -4,442 $59K -5.0% 0.00% ABS-MBS
1108 Pangaea Re 2019-1, 2/1/23 000000000 Dec 2021 2,800,000 New $58K — 0.00% DBT
1109 Fannie Mae 31392FP92 Dec 2021 57,978 -4,041 $58K -6.7% 0.00% ABS-MBS
1110 Freddie Mac 31397ASY0 Dec 2021 55,835 -737 $56K -1.8% 0.00% ABS-MBS
1111 FannieMae Whole Loan 31394VQB9 Dec 2021 54,996 -3,406 $56K -9.3% 0.00% ABS-MBS
1112 Government National Mortgage A 38373Y2N3 Dec 2021 54,809 -6,252 $55K -10.3% 0.00% ABS-MBS
1113 Bear Stearns Mortgage Securiti 073914WE9 Dec 2021 51,179 -6,915 $52K -11.9% 0.00% ABS-MBS
1114 Freddie Mac 31396F4J9 Dec 2021 47,905 -3,635 $48K -7.7% 0.00% ABS-MBS
1115 Fannie Mae 31396V3X4 Dec 2021 47,573 -1,245 $47K -3.1% 0.00% ABS-MBS
1116 Fannie Mae 31396WYY6 Dec 2021 46,751 -3,185 $47K -6.7% 0.00% ABS-MBS
1117 Fannie Mae 31392BNE2 Dec 2021 45,925 -2,757 $46K -5.8% 0.00% ABS-MBS
1118 Fannie Mae 31359G5Q5 Dec 2021 45,935 -8,115 $46K -15.1% 0.00% ABS-MBS
1119 Fannie Mae 31396XT53 Dec 2021 44,753 -865 $45K -1.6% 0.00% ABS-MBS
1120 SECTOR RE V LTD 81369ACW0 Dec 2021 1,861 — $44K +21.6% 0.00% DBT
1121 Fannie Mae 31392HBQ5 Dec 2021 43,392 -2,086 $44K -4.8% 0.00% ABS-MBS
1122 Freddie Mac 3137AQF52 Dec 2021 43,187 -11,846 $43K -21.9% 0.00% ABS-MBS
1123 Pangaea Re 2018-1, 12/31/21 000000000 Dec 2021 2,000,000 New $42K — 0.00% DBT
1124 Fannie Mae 31396XWP5 Dec 2021 41,349 -3,496 $42K -8.4% 0.00% ABS-MBS
1125 Security National Mortgage Loa 81441XAD6 Dec 2021 41,647 -59,338 $42K -58.8% 0.00% ABS-MBS
1126 Freddie Mac 31393HH21 Dec 2021 41,040 -3,874 $41K -8.8% 0.00% ABS-MBS
1127 Freddie Mac 31396H5Q8 Dec 2021 40,755 -2,490 $41K -6.2% 0.00% ABS-MBS
1128 Freddie Mac 31397KZH7 Dec 2021 39,346 -1,761 $40K -4.7% 0.00% ABS-MBS
1129 Freddie Mac 3137AETW5 Dec 2021 39,195 -4,933 $39K -11.0% 0.00% ABS-MBS
1130 Fannie Mae 31394AGW0 Dec 2021 39,023 -2,315 $39K -5.9% 0.00% ABS-MBS
1131 FannieMae Whole Loan 31394FSD8 Dec 2021 36,459 -1,473 $38K -6.4% 0.00% ABS-MBS
1132 Fannie Mae 31396XR22 Dec 2021 36,807 -3,286 $38K -8.2% 0.00% ABS-MBS
1133 Freddie Mac 31392VBS0 Dec 2021 37,391 -1,266 $38K -3.5% 0.00% ABS-MBS
1134 Fannie Mae 31396LS50 Dec 2021 37,802 -2,418 $38K -6.6% 0.00% ABS-MBS
1135 Fannie Mae 31398RCX1 Dec 2021 36,225 -2,110 $37K -5.8% 0.00% ABS-MBS
1136 Amortizing Residential Collate 86358RZ67 Dec 2021 36,505 -3,388 $36K -9.1% 0.00% ABS-MBS
1137 Fannie Mae 313920KG4 Dec 2021 34,519 -1,219 $35K -3.6% 0.00% ABS-MBS
1138 Fannie Mae 31396KYS5 Dec 2021 33,841 -4,647 $34K -12.7% 0.00% ABS-MBS
1139 Freddie Mac 31339GNR8 Dec 2021 31,763 -1,466 $32K -4.4% 0.00% ABS-MBS
1140 Freddie Mac 31339GXM8 Dec 2021 31,913 -1,299 $32K -4.1% 0.00% ABS-MBS
1141 Fannie Mae 31396XXM1 Dec 2021 28,194 -1,999 $28K -7.5% 0.00% ABS-MBS
1142 Fannie Mae 31358SH87 Dec 2021 27,797 -956 $28K -3.5% 0.00% ABS-MBS
1143 Fannie Mae 31394V7B0 Dec 2021 26,822 -1,805 $27K -5.2% 0.00% ABS-MBS
1144 Fannie Mae 31396YDZ2 Dec 2021 24,630 -2,991 $25K -10.9% 0.00% ABS-MBS
1145 Dingle Re 2020, 1/31/22 000000000 Dec 2021 250,000 New $24K — 0.00% DBT
1146 Argent Securities Inc. 040104MF5 Dec 2021 22,744 -122,265 $23K -84.1% 0.00% ABS-O
1147 Fannie Mae 31359FP44 Dec 2021 21,384 -4,870 $22K -18.8% 0.00% ABS-MBS
1148 Fannie Mae 31359FP77 Dec 2021 21,384 -4,870 $22K -18.6% 0.00% ABS-MBS
1149 Fannie Mae 31393C2J1 Dec 2021 20,717 -6,982 $21K -25.1% 0.00% ABS-MBS
1150 Fannie Mae 31396XJ88 Dec 2021 19,775 -1,316 $20K -6.8% 0.00% ABS-MBS
1151 Freddie Mac 3137AAS79 Dec 2021 19,639 -1,175 $20K -6.2% 0.00% ABS-MBS
1152 Freddie Mac 3137A53Q5 Dec 2021 19,075 -6,612 $19K -25.6% 0.00% ABS-MBS
1153 Credit Suisse First Boston Mor 22541SJL3 Dec 2021 19,015 -43,848 $19K -69.9% 0.00% ABS-MBS
1154 Fannie Mae 31392ELD0 Dec 2021 17,837 -829 $18K -4.6% 0.00% ABS-MBS
1155 Fannie Mae 31359RU67 Dec 2021 17,926 -3,892 $18K -17.5% 0.00% ABS-MBS
1156 Fannie Mae 31396WJU1 Dec 2021 17,830 -1,008 $18K -5.9% 0.00% ABS-MBS
1157 Freddie Mac 3133TKY46 Dec 2021 17,261 -1,259 $17K -5.5% 0.00% ABS-MBS
1158 Freddie Mac 31398JHK2 Dec 2021 15,110 -148 $16K -0.4% 0.00% ABS-MBS
1159 MLCC Mortgage Investors Inc 59020UDW2 Dec 2021 14,870 -1,886 $15K -11.8% 0.00% ABS-MBS
1160 Oakmont Re 2017, 4/30/23 000000000 Dec 2021 500,000 New $15K — 0.00% DBT
1161 Fannie Mae 31396KKH4 Dec 2021 13,711 -165 $14K -1.8% 0.00% ABS-MBS
1162 Freddie Mac 31397H2N7 Dec 2021 13,095 -3,015 $13K -19.3% 0.00% ABS-MBS
1163 Alturas Re 2019-2, 3/10/22 000000000 Dec 2021 36,448 New $13K — 0.00% DBT
1164 Freddie Mac 31396TZ89 Dec 2021 12,188 -165 $12K -2.0% 0.00% ABS-MBS
1165 First Franklin Mtg Loan Asset 32027NJL6 Dec 2021 11,356 -2,210 $11K -16.6% 0.00% ABS-O
1166 Credit-Based Asset Servicing a 12489WDY7 Dec 2021 10,517 -3,691 $10K -26.2% 0.00% ABS-O
1167 Fannie Mae 31359PF50 Dec 2021 9,556 -901 $9K -8.7% 0.00% ABS-MBS
1168 ALTURAS RE 2019-1, 3/10/23 (144A) 000000000 Dec 2021 2,000 New $9K — 0.00% DBT
1169 Fannie Mae 31359FE38 Dec 2021 8,782 -1,690 $9K -15.7% 0.00% ABS-MBS
1170 EDEN RE II LTD 27954TAA3 Dec 2021 4,000 — $8K -45.9% 0.00% DBT
1171 MLCC Mortgage Investors Inc 5899295X2 Dec 2021 7,515 -619 $8K -8.5% 0.00% ABS-MBS
1172 CAELUS RE V LTD 12765KAF2 Dec 2021 750,000 — $8K +0.0% 0.00% DBT
1173 Freddie Mac 3137A63Z3 Dec 2021 6,934 -1,493 $7K -17.3% 0.00% ABS-MBS
1174 Fannie Mae 31402DHP8 Dec 2021 6,041 -150 $6K -2.8% 0.00% ABS-MBS
1175 Wilshire Mortgage Loan Trust 971885AK4 Dec 2021 6,011 -575 $6K -8.8% 0.00% ABS-O
1176 Fannie Mae 31403YH97 Dec 2021 5,565 -98 $6K -2.0% 0.00% ABS-MBS
1177 Freddie Mac 31393MH61 Dec 2021 5,417 -313 $5K -5.7% 0.00% ABS-MBS
1178 Fannie Mae 31391BC39 Dec 2021 4,379 -444 $4K -9.7% 0.00% ABS-MBS
1179 Fannie Mae 31397QL30 Dec 2021 4,136 -15,796 $4K -79.3% 0.00% ABS-MBS
1180 Isosceles Re 2021-A1, 5/31/25 000000000 Dec 2021 500,000 New $4K — 0.00% DBT
1181 Fannie Mae 31410GX99 Dec 2021 3,469 -27 $3K -1.7% 0.00% ABS-MBS
1182 Harambee Re 2019, 12/31/22 000000000 Dec 2021 4,000,000 New $3K — 0.00% DBT
1183 Pangaea Re 2016-2, 11/30/21 000000000 Dec 2021 1,500,000 New $3K — 0.00% DBT
1184 Versutus Re 2018, 12/31/21 000000000 Dec 2021 2,000,000 New $2K — 0.00% DBT
1185 Harambee Re 2018, 12/31/21 000000000 Dec 2021 2,000,000 New $2K — 0.00% DBT
1186 Freddie Mac 3128JRAG1 Dec 2021 1,406 -30 $1K -2.4% 0.00% ABS-MBS
1187 Versutus Re 2019-A, 12/31/21 000000000 Dec 2021 1,765,095 New $1K — 0.00% DBT
1188 Citicorp Mortgage Securities, 172973W88 Dec 2021 489 -24 $488 -6.0% 0.00% ABS-MBS
1189 Freddie Mac 31348UBU2 Dec 2021 254 -138 $255 -35.4% 0.00% ABS-MBS
1190 Centex Home Equity 152314GN4 Dec 2021 184 -348 $184 -65.4% 0.00% ABS-MBS
1191 Freddie Mac 31288VEG0 Dec 2021 171 -37 $171 -18.1% 0.00% ABS-MBS
1192 Cyprus Re 2017, 1/31/22 000000000 Dec 2021 1,000,000 New $100 — 0.00% DBT
1193 Delta Funding Home Equity Loan 24763LBN9 Dec 2021 79 -5 $63 -16.5% 0.00% ABS-MBS
1194 Fannie Mae 31374TPK9 Dec 2021 8 -9 $8 -52.4% 0.00% ABS-MBS
1195 Fannie Mae 31398PCM9 Dec 2021 3 -1 $3 -26.7% 0.00% ABS-MBS
1196 Lorenz Re 2018, 7/1/22 000000000 Dec 2021 4,000,000 New $0 — 0.00% DBT
1197 Versutus Re 2019-B, 12/31/21 000000000 Dec 2021 1,434,906 New $0 — 0.00% DBT
1198 Thopas Re 2019, 12/31/22 000000000 Dec 2021 3,000,000 New $0 — 0.00% DBT
1199 RESILIENCE RE LTD 000000000 Dec 2021 2,500,000 New $0 — 0.00% DBT
1200 Lion Rock Re 2019, 1/31/22 000000000 Dec 2021 500,000 New $0 — 0.00% DBT
1201 Viribus Re 2018, 12/31/21 000000000 Dec 2021 750,000 New $0 — 0.00% DBT
1202 LIMESTONE RE LTD 000000000 Dec 2021 223,000 New $0 — 0.00% DBT
✕ Fannie Mae or Freddie Mac 01F022618 — 174,000,000 Exited $177.6M — — —
✕ TREASURY BILL 912796K65 — 130,000,000 Exited $130.0M — — —
✕ WI TREASURY BILL 912796Q93 — 100,000,000 Exited $100.0M — — —
✕ Fannie Mae or Freddie Mac 01F020414 — 30,000,000 Exited $30.7M — — —
✕ TREASURY BILL 912796Q51 — 22,150,000 Exited $22.2M — — —
✕ ING GROEP NV 456837AG8 — 20,000,000 Exited $20.1M — — —
✕ UBS GROUP AG 90351DAG2 — 16,208,000 Exited $16.2M — — —
✕ LLOYDS BANKING GROUP PLC 53944YAC7 — 15,450,000 Exited $15.5M — — —
✕ ABBVIE INC 00287YCS6 — 15,240,000 Exited $15.3M — — —
✕ DAIMLER FINANCE NA LLC 233851DR2 — 15,000,000 Exited $15.1M — — —
✕ EVERSOURCE ENERGY 30040WAC2 — 15,000,000 Exited $15.0M — — —
✕ KVK CLO Ltd 48273LAC6 — 15,000,000 Exited $15.0M — — —
✕ MIZUHO FINANCIAL GROUP 60687YAJ8 — 14,679,000 Exited $14.7M — — —
✕ BARCLAYS PLC 06738EBF1 — 12,008,000 Exited $12.0M — — —
✕ Freddie Mac - STACR 3137G0KQ1 — 10,758,207 Exited $11.2M — — —
✕ Fannie Mae or Freddie Mac 01F012411 — 10,000,000 Exited $10.0M — — —
✕ Citibank Credit Card Issuance 17305EGF6 — 10,000,000 Exited $10.0M — — —
✕ Republic Finance Issuance Trus 76042UAA1 — 9,660,000 Exited $9.7M — — —
✕ DAIMLER FINANCE NA LLC 233851CS1 — 9,467,000 Exited $9.5M — — —
✕ Discover Card Execution Note T 254683CK9 — 7,712,000 Exited $7.7M — — —
✕ OneMain Financial Issuance Tru 68269MAB0 — 7,605,000 Exited $7.6M — — —
✕ BANK OF AMERICA CORP 06051GGH6 — 7,468,000 Exited $7.5M — — —
✕ Regional Management Issuance T 75907UAA7 — 7,500,000 Exited $7.3M — — —
✕ DANSKE BANK A/S 23636AAM3 — 6,457,000 Exited $6.5M — — —
✕ CREDIT SUISSE NEW YORK 22550UAA9 — 6,340,000 Exited $6.3M — — —
✕ BARCLAYS PLC 06738EAT2 — 6,050,000 Exited $6.1M — — —
✕ Citigroup Commercial Mortgage 125333BU7 — 5,700,000 Exited $5.6M — — —
✕ Credit Suisse Mortgage Trust 12655GAG2 — 5,400,000 Exited $5.4M — — —
✕ WELLS FARGO & COMPANY 949746SL6 — 5,332,000 Exited $5.3M — — —
✕ Sound Point CLO LTD 83607EAG7 — 5,500,000 Exited $5.2M — — —
✕ Parallel Ltd 69916HAJ9 — 4,400,000 Exited $4.4M — — —
✕ Oasis Securitisation 67420BAA4 — 4,169,238 Exited $4.2M — — —
✕ Towd Point Mortgage Trust 89176BAK2 — 4,140,750 Exited $4.1M — — —
✕ CIM Retail Portfolio Trust 12566BAA4 — 4,000,000 Exited $4.0M — — —
✕ CAPE LOOKOUT RE LTD 13947LAA0 — 3,500,000 Exited $3.5M — — —
✕ GS Mortgage Securities Trust 36253VAG4 — 3,500,000 Exited $3.5M — — —
✕ Genworth Mortgage Insurance Co 89600MAB4 — 3,506,038 Exited $3.5M — — —
✕ TAILWIND RE LTD 2017-1 87403TAA4 — 3,350,000 Exited $3.4M — — —
✕ MITSUBISHI UFJ FIN GRP 606822BF0 — 3,000,000 Exited $3.0M — — —
✕ ELEMENT SOLUTIONS INC 72766TAD1 — 2,972,267 Exited $3.0M — — —
✕ KEY BANK NA 49327M2Y9 — 2,905,000 Exited $2.9M — — —
✕ SUMMIT MATERIALS LLC 86614DAH1 — 2,690,909 Exited $2.7M — — —
✕ Natixis Commercial Mortgage Se 63874MAW2 — 2,510,357 Exited $2.5M — — —
✕ Finance of America HECM Buyout 31735RAD9 — 2,500,000 Exited $2.5M — — —
✕ CIENA CORP 17178HAM4 — 2,456,004 Exited $2.5M — — —
✕ Bankers Healthcare Group Secur 08862BAC9 — 2,500,000 Exited $2.4M — — —
✕ AIG CLO Ltd 00142DAJ9 — 2,325,000 Exited $2.3M — — —
✕ CHEVRON CORP 166764AU4 — 2,295,000 Exited $2.3M — — —
✕ GAINWELL ACQUISITION COR 59909TAC8 — 2,180,481 Exited $2.2M — — —
✕ Veros Auto Receivables Trust 92511FAB1 — 2,000,000 Exited $2.0M — — —
✕ AMENTUM GOVERNMENT SERVI 57776DAD5 — 1,955,225 Exited $2.0M — — —
✕ BOYD GAMING CORP 10330JAU2 — 1,951,308 Exited $2.0M — — —
✕ KFC HOLDING CO 72584DAF1 — 1,843,445 Exited $1.8M — — —
✕ BELLEMEADE RE LT 078768AD0 — 1,800,330 Exited $1.8M — — —
✕ SOTHEBY'S 08883CAE8 — 1,745,625 Exited $1.8M — — —
✕ BELLEMEADE RE LT 07877TAD3 — 1,657,000 Exited $1.7M — — —
✕ Towd Point Mortgage Trust 89177KAT2 — 1,576,394 Exited $1.6M — — —
✕ Towd Point Mortgage Trust 89177RAX8 — 1,571,474 Exited $1.6M — — —
✕ Trinitas CLO Ltd 89642DAJ7 — 1,500,000 Exited $1.5M — — —
✕ SPIRIT AEROSYSTEMS INC 84857HAX8 — 1,488,769 Exited $1.5M — — —
✕ Eagle Re Ltd 269820AC0 — 1,326,627 Exited $1.3M — — —
✕ Westgate Resorts 96033WAB4 — 1,297,357 Exited $1.3M — — —
✕ POTTERS BORROWER LP 73813HAB2 — 1,240,625 Exited $1.2M — — —
✕ TRAVERSE MIDSTREAM PARTN 89435TAB0 — 1,221,373 Exited $1.2M — — —
✕ WR GRACE HOLDINGS LLC 92943HAB5 — 1,125,000 Exited $1.1M — — —
✕ Tidewater Auto Receivables Tru 88641WAB5 — 1,120,112 Exited $1.1M — — —
✕ Madison Park Funding Ltd 55820DAE3 — 1,100,000 Exited $1.1M — — —
✕ SOFI CONSUMER LOAN PROGRAM TRU 83405RAC1 — 1,042,465 Exited $1.0M — — —
✕ WINDSTREAM SERVICES II 97381JAE3 — 1,039,344 Exited $1.0M — — —
✕ DT MIDSTREAM INC 23345NAB1 — 997,500 Exited $1.0M — — —
✕ Symphony CLO Ltd 87168BAJ9 — 1,000,000 Exited $1.0M — — —
✕ ANKURA CONSULTING GROUP 03539PAC2 — 995,000 Exited $1.0M — — —
✕ JELD-WEN INC 47579SAU4 — 995,000 Exited $1.0M — — —
✕ TEAM HEALTH HOLDINGS INC 87817JAE8 — 989,610 Exited $1.0M — — —
✕ Dryden Senior Loan Fund 26245JAA6 — 937,500 Exited $0.9M — — —
✕ Veros Auto Receivables Trust 92511FAA3 — 932,549 Exited $0.9M — — —
✕ ZEBRA BUYER LLC 98922AAC0 — 887,097 Exited $0.9M — — —
✕ Social Professional Loan Progr 78469PAA2 — 812,231 Exited $0.8M — — —
✕ Social Professional Loan Progr 78470NAA4 — 805,722 Exited $0.8M — — —
✕ BALI FINCO INC 05846TAC7 — 750,000 Exited $0.7M — — —
✕ Small Business Lending Trust 83165WAA4 — 677,808 Exited $0.7M — — —
✕ ATKORE INTERNATIONAL INC 04765BAJ1 — 606,125 Exited $0.6M — — —
✕ Radnor Re LTD 75049UAC2 — 602,419 Exited $0.6M — — —
✕ PRESTIGE BRANDS INC 74112CAW3 — 595,833 Exited $0.6M — — —
✕ Towd Point Mortgage Trust 89177XAP2 — 577,642 Exited $0.6M — — —
✕ NMEF Funding LLC 65489MAA2 — 522,335 Exited $0.5M — — —
✕ FLOODSMART RE LTD 33975CAC9 — 500,000 Exited $0.5M — — —
✕ UPSTREAM NEWCO INC 91678HAF9 — 497,500 Exited $0.5M — — —
✕ PACTIV EVERGREEN GROUP 76173FAY3 — 498,750 Exited $0.5M — — —
✕ ATHENAHEALTH INC 04685YAM1 — 496,250 Exited $0.5M — — —
✕ IXS HOLDINGS INC 45074HAB4 — 494,834 Exited $0.5M — — —
✕ WEBER-STEPHEN PRODUCTS L 94767KAN1 — 406,960 Exited $0.4M — — —
✕ Fannie Mae - CAS 30711XUT9 — 358,345 Exited $0.4M — — —
✕ Dell Equipment Finance Trust 24703NAB5 — 315,732 Exited $0.3M — — —
✕ WAMU Commercial Mortgage Secur 933633AE9 — 310,939 Exited $0.3M — — —
✕ KVK CLO Ltd 48273LAB8 — 215,146 Exited $0.2M — — —
✕ Westgate Resorts 96033WAC2 — 201,141 Exited $0.2M — — —
✕ Battery Park CLO Ltd. 07133YAA8 — 187,500 Exited $0.2M — — —
✕ Residential Asset Securities C 76110WM37 — 164,877 Exited $0.2M — — —
✕ Social Professional Loan Progr 83404KAA1 — 133,794 Exited $0.1M — — —
✕ Exantas Capital Corp 30070RAA0 — 128,259 Exited $0.1M — — —
✕ Residential Asset Mortgage Pro 76112BK33 — 94,234 Exited $0.1M — — —
✕ Countrywide Home Loans 12669EEG7 — 84,017 Exited $0.1M — — —
✕ GLS Auto Receivables Trust 36255GAC4 — 72,732 Exited $0.1M — — —
✕ MMAF Equipment Finance LLC 55316EAB8 — 61,329 Exited $0.1M — — —
✕ EDEN RE II LTD 27954GAB9 — 113,405 Exited $0.0M — — —
✕ EDEN RE II LTD 27954GAA1 — 75,000 Exited $0.0M — — —
✕ Structured Asset Securities Co 86359DCQ8 — 10,710 Exited $0.0M — — —
✕ Home Equity Asset Trust 437084NZ5 — 8,012 Exited $0.0M — — —
✕ Argent Securities Inc. 040104PB1 — 2,771 Exited $0.0M — — —
✕ Securitized Asset Backed Recei 81375WGU4 — 2,499 Exited $0.0M — — —
✕ Government National Mortgage A 36202K3K9 — 2 Exited $0.0M — — —
✕ AMBAC ASSURANCE CORP 023138AA8 — 1 Exited $0.0M — — —