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Guggenheim Limited Duration Fund

Guggenheim Funds Trust

Assets: $4.3B Net: $4.2B Series: S000043985 EDGAR ↗
+101
New
-38
Exited
594
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 Dreyfus Treasury Securities Ca N/A Sep 2023 295,898,775 +246,998,775 $295.9M +302113.5% 6.98% STIV
2 US TREASURY N/B 91282CHN4 Sep 2023 200,000,000 — $200.9M +1.1% 4.74% DBT
3 FED HOME LN DISCOUNT NT 313384RG6 Dec 2023 200,000,000 New $200.0M — 4.72% DBT
4 TREASURY BILL 912797HZ3 Dec 2023 164,235,000 New $163.9M — 3.87% DBT
5 US TREASURY N/B 91282CHL8 Sep 2023 100,000,000 — $100.2M +1.1% 2.37% DBT
6 THL Credit Lake Shore MM CLO I 510800AC9 Sep 2023 48,500,000 — $48.1M +0.6% 1.14% ABS-O
7 F&G GLOBAL FUNDING 30321L2B7 Sep 2023 42,100,000 — $40.5M +1.9% 0.96% DBT
8 Freddie Mac 3132D6EF3 Sep 2023 40,244,289 -1,461,475 $40.5M -0.4% 0.96% ABS-MBS
9 TSY INFL IX N/B 91282CAQ4 Dec 2023 41,680,167 New $40.1M — 0.95% DBT
10 Freddie Mac 3132DPSA7 Sep 2023 38,655,970 -449,095 $39.0M +3.0% 0.92% ABS-MBS
11 TSY INFL IX N/B 912828ZJ2 Dec 2023 40,439,542 New $39.0M — 0.92% DBT
12 OWS Structured Asset Trust 67114HAA2 Sep 2023 39,728,660 -1,257,711 $38.6M +2.9% 0.91% ABS-MBS
13 Golub Capital Partners CLO Ltd 38178GAA8 Sep 2023 36,500,000 — $36.2M +0.9% 0.85% ABS-O
14 Oak Street Investment Grade Ne 67181DAA9 Sep 2023 38,601,100 -135,419 $35.0M +2.0% 0.83% ABS-O
15 Freddie Mac 3132D6EB2 Sep 2023 32,217,993 -1,151,236 $32.4M -0.4% 0.76% ABS-MBS
16 Guggenheim Partners Investment Management LLC GFSCX Sep 2023 1,298,823 New $31.9M — 0.75% EC
17 Guggenheim Partners Investment Management LLC GFSBX Sep 2023 1,296,824 New $31.8M — 0.75% EC
18 New York Mortgage Trust 62955RAA3 Sep 2023 33,454,447 -965,858 $31.7M +1.5% 0.75% ABS-MBS
19 Guggenheim Partners Investment Management LLC 40169J523 Sep 2023 3,155,459 +45,443 $31.1M +2.5% 0.73% EC
20 ABPCI Direct Lending Fund CLO 000806AJ8 Sep 2023 30,750,000 — $30.4M -0.0% 0.72% ABS-O
21 ATHENE GLOBAL FUNDING 04685A3H2 Sep 2023 30,000,000 — $29.7M +0.9% 0.70% DBT
22 Fannie Mae 31418ES92 Sep 2023 29,531,195 -847,220 $29.7M +0.3% 0.70% ABS-MBS
23 Golub Capital Partners CLO Ltd 381743AA1 Sep 2023 29,000,000 — $28.7M +0.7% 0.68% ABS-O
24 Golub Capital Partners CLO Ltd 38178EAA3 Sep 2023 27,650,000 — $27.6M +0.3% 0.65% ABS-O
25 GLOBAL PAYMENTS INC 37940XAD4 Sep 2023 31,000,000 — $27.3M +7.3% 0.64% DBT
26 Triton Container Finance LLC 89680HAE2 Sep 2023 31,033,125 -860,625 $27.0M +1.5% 0.64% ABS-O
27 Credit Suisse Mortgage Trust 12660KAC5 Sep 2023 26,699,649 -735,188 $25.9M +2.6% 0.61% ABS-MBS
28 TREASURY BILL 912797HY6 Dec 2023 25,516,000 New $25.5M — 0.60% DBT
29 SOCIETE GENERALE 83368RBC5 Sep 2023 28,000,000 — $25.5M +3.3% 0.60% DBT
30 TRITON CONTAINER 89680YAB1 Sep 2023 26,000,000 — $25.4M +1.4% 0.60% DBT
31 BX Trust 05609VAL9 Sep 2023 25,000,000 — $24.0M +0.8% 0.57% ABS-MBS
32 Owl Rock CLO Ltd 691200AC3 Sep 2023 24,250,000 — $23.9M +0.0% 0.56% ABS-O
33 Golub Capital Partners CLO Ltd 38175BAA2 Sep 2023 23,145,198 -1,819,592 $23.0M -7.1% 0.54% ABS-O
34 Golub Capital Partners CLO Ltd 38174TAE6 Sep 2023 23,000,000 — $22.1M +0.3% 0.52% ABS-O
35 Ladder Capital Commercial Mort 50190FAA9 Sep 2023 22,250,000 — $21.9M +0.9% 0.52% ABS-O
36 Madison Park Funding Ltd 55821UAC8 Sep 2023 22,000,000 — $21.9M +0.3% 0.52% ABS-O
37 Parliament CLO Ltd 701631AB9 Sep 2023 22,250,000 — $21.5M -0.0% 0.51% ABS-O
38 Anchorage Credit Funding Ltd. 03329TAG9 Sep 2023 24,650,000 — $21.5M +0.9% 0.51% ABS-O
39 STRATEGIC PARTNERS FUND VIII LP N/A Sep 2023 21,487,574 New $21.4M — 0.50% ABS-O
40 Government National Mortgage A 38384EJU0 Sep 2023 20,682,414 -217,586 $21.3M +2.5% 0.50% ABS-MBS
41 CDW LLC/CDW FINANCE 12513GBG3 Sep 2023 22,350,000 — $20.9M +3.7% 0.49% DBT
42 PS HOLDINGS INDEPENDENT VOTING COMPANY LTD N/A Sep 2023 25,600,000 New $20.1M — 0.47% DBT
43 RELIANCE STAND LIFE II 75951AAP3 Sep 2023 20,850,000 — $20.0M +2.2% 0.47% DBT
44 Cerberus 15674DAA2 Dec 2023 20,000,000 New $20.0M — 0.47% ABS-O
45 LCM Ltd Partnership 50188YAE4 Sep 2023 19,972,100 -4,293,314 $20.0M -17.5% 0.47% ABS-O
46 Freddie Mac 3132DQLU8 Sep 2023 20,010,021 -413,242 $19.9M +2.9% 0.47% ABS-MBS
47 BNP PARIBAS 09659W2N3 Sep 2023 21,350,000 — $19.7M +3.0% 0.46% DBT
48 Preston Ridge Partners Mortgag 69358DAA2 Sep 2023 20,084,307 -688,222 $19.6M +2.1% 0.46% ABS-MBS
49 Legacy Mortgage Asset Trust 52474XAA3 Sep 2023 20,306,083 -635,740 $19.5M +0.1% 0.46% ABS-MBS
50 BRAVO Residential Funding Trus 105692AA5 Sep 2023 20,740,043 -539,891 $19.3M +3.2% 0.46% ABS-MBS
51 CITIZENS BANK NA/RI 75524KNH3 Sep 2023 20,000,000 — $19.1M +3.2% 0.45% DBT
52 TOWD POINT REVOLVING TRUST TPRT_22-A N/A Sep 2023 18,500,000 New $18.3M — 0.43% ABS-MBS
53 Madison Avenue Secured Funding 55663DAA1 Sep 2023 18,250,000 — $18.2M +0.0% 0.43% ABS-O
54 Cerberus 15674JAA9 Sep 2023 18,000,000 — $17.9M -0.1% 0.42% ABS-O
55 Freddie Mac 3133KQKJ4 Sep 2023 17,908,687 -559,061 $17.8M +2.0% 0.42% ABS-MBS
56 Preston Ridge Partners Mortgag 693582AA6 Sep 2023 18,317,332 -700,365 $17.7M -3.0% 0.42% ABS-MBS
57 TREASURY BILL 912797JA6 Dec 2023 17,310,000 New $17.3M — 0.41% DBT
58 CREDIT AGRICOLE SA 22535WAH0 Sep 2023 17,950,000 — $16.5M +3.1% 0.39% DBT
59 Taco Bell Funding, LLC 87342RAG9 Sep 2023 18,421,875 — $16.5M +3.6% 0.39% ABS-O
60 Cerberus 15675AAA7 Sep 2023 16,500,000 — $16.5M +0.0% 0.39% ABS-O
61 Legacy Mortgage Asset Trust 52475WAA4 Sep 2023 17,304,968 -613,297 $16.5M +1.5% 0.39% ABS-MBS
62 BRAVO Residential Funding Trus 10568PAA5 Sep 2023 17,511,258 -87,194 $16.4M +3.7% 0.39% ABS-MBS
63 HERA Commercial Mortgage Ltd 42704RAA9 Sep 2023 16,888,373 -2,739,187 $16.3M -14.4% 0.38% ABS-O
64 BXMT Ltd 12434LAA2 Sep 2023 17,028,324 -95,930 $16.2M -0.3% 0.38% ABS-O
65 Woodmont Trust 97988WAA9 Sep 2023 16,250,000 — $16.2M -0.1% 0.38% ABS-O
66 KKR CORE HOLDING COMPANY LLC N/A Sep 2023 17,807,991 New $16.0M — 0.38% ABS-O
67 ABPCI Direct Lending Fund CLO 000823AJ3 Sep 2023 15,250,000 — $15.1M +0.3% 0.36% ABS-O
68 MACQUARIE GROUP LTD 55607PAF2 Sep 2023 16,750,000 — $15.1M +3.0% 0.36% DBT
69 Madison Avenue Secured Funding 55661YAA7 Dec 2023 15,025,000 New $15.0M — 0.35% ABS-O
70 ABPCI Direct Lending Fund CLO 000807AQ0 Sep 2023 15,500,000 — $15.0M -0.3% 0.35% ABS-O
71 SEALED AIR CORP 81211KAZ3 Sep 2023 16,450,000 — $14.8M +3.4% 0.35% DBT
72 JACKSON NATL LIFE GLOBAL 46849LUV1 Sep 2023 15,000,000 — $14.4M +2.1% 0.34% DBT
73 ARES FINANCE CO LLC 04015CAA6 Sep 2023 14,617,000 — $14.3M +1.2% 0.34% DBT
74 EQUITABLE FINANCIAL LIFE 29449WAA5 Sep 2023 15,000,000 — $14.1M +2.6% 0.33% DBT
75 COOPERATIEVE RABOBANK UA 74977RDH4 Sep 2023 15,000,000 — $14.1M +2.4% 0.33% DBT
76 Cerberus 15674LAA4 Sep 2023 14,250,000 — $14.1M +0.3% 0.33% ABS-O
77 TD SYNNEX CORP 87162WAD2 Sep 2023 14,400,000 — $14.0M +2.0% 0.33% DBT
78 DATIX BIDCO LIMITED N/A Sep 2023 13,798,857 New $13.7M — 0.32% LON
79 ATHENE GLOBAL FUNDING 04685A3C3 Sep 2023 15,850,000 — $13.7M +5.9% 0.32% DBT
80 GA GLOBAL FUNDING TRUST 36143L2G9 Sep 2023 15,000,000 — $13.6M +3.6% 0.32% DBT
81 JPMORGAN CHASE & CO 46647PCP9 Sep 2023 15,000,000 — $13.6M +3.4% 0.32% DBT
82 GXO LOGISTICS INC 36262GAB7 Sep 2023 15,000,000 — $13.5M +2.6% 0.32% DBT
83 Fannie Mae 3140XMYJ9 Dec 2023 14,935,577 New $13.3M — 0.31% ABS-MBS
84 ATHENE GLOBAL FUNDING 04685A3D1 Sep 2023 14,700,000 — $13.3M +3.6% 0.31% DBT
85 Fannie Mae 31418ESC5 Sep 2023 13,118,154 -511,102 $13.2M -0.7% 0.31% ABS-MBS
86 BXMT Ltd 12434LAC8 Sep 2023 14,310,000 — $13.1M +0.7% 0.31% ABS-O
87 MACQUARIE GROUP LTD 55608JBA5 Sep 2023 13,550,000 — $13.1M +1.8% 0.31% DBT
88 INFOR INC 45674CAA1 Sep 2023 13,800,000 — $13.0M +2.5% 0.31% DBT
89 COSTAR GROUP INC 22160NAA7 Sep 2023 15,280,000 — $13.0M +5.5% 0.31% DBT
90 F&G GLOBAL FUNDING 30321L2A9 Sep 2023 14,250,000 — $12.9M +2.5% 0.30% DBT
91 BX Trust 05610HAE3 Sep 2023 13,204,132 — $12.8M +0.8% 0.30% ABS-MBS
92 ABN AMRO BANK NV 00084DAU4 Sep 2023 14,000,000 — $12.7M +3.0% 0.30% DBT
93 HV EIGHT LLC N/A Sep 2023 11,388,384 New $12.6M — 0.30% ABS-O
94 AMERICAN EQUITY INVESTME 025676AM9 Sep 2023 13,075,000 — $12.6M +2.2% 0.30% DBT
95 ANGLO AMERICAN CAPITAL 034863AZ3 Sep 2023 14,000,000 — $12.5M +4.4% 0.29% DBT
96 ABPCI Direct Lending Fund CLO 00086AAQ7 Sep 2023 12,250,000 — $12.1M -0.1% 0.29% ABS-O
97 TIF Funding II LLC 872480AE8 Sep 2023 14,079,563 -377,500 $12.1M +1.0% 0.29% ABS-O
98 CLI Funding LLC 12565KAA5 Sep 2023 13,237,947 -500,893 $11.7M -0.5% 0.28% ABS-O
99 Fortress Credit Opportunities 34961WAC9 Sep 2023 11,671,879 -566,798 $11.6M -4.5% 0.27% ABS-O
100 Citigroup Mortgage Loan Trust 17330VAA4 Sep 2023 11,517,232 -183,816 $11.6M -0.3% 0.27% ABS-MBS
101 AASET 2021-1 Trust 00038PAA8 Sep 2023 12,898,035 -388,622 $11.6M -1.2% 0.27% ABS-O
102 SILGAN HOLDINGS INC 827048AX7 Sep 2023 12,600,000 — $11.5M +2.9% 0.27% DBT
103 Credit Suisse Mortgage Trust 12598JAC5 Sep 2023 11,990,425 -446,845 $11.5M +0.7% 0.27% ABS-MBS
104 Cerberus 15674PAA5 Sep 2023 11,500,000 — $11.4M +0.5% 0.27% ABS-O
105 FIDELITY & GUARANTY LIFE 315786AC7 Sep 2023 11,450,000 — $11.3M +1.2% 0.27% DBT
106 THL Credit Lake Shore MM CLO I 510760AA9 Sep 2023 11,250,000 — $11.2M +1.2% 0.26% ABS-O
107 Fortress Credit Opportunities 34961JBC7 Sep 2023 11,500,000 — $11.2M +0.2% 0.26% ABS-O
108 WELLS FARGO & COMPANY 949746TD3 Sep 2023 12,100,000 — $11.2M +5.8% 0.26% EP
109 Credit Suisse Mortgage Trust 12597XAC5 Sep 2023 11,041,148 -358,901 $11.2M -0.2% 0.26% ABS-MBS
110 BERRY GLOBAL INC 08576PAH4 Sep 2023 11,750,000 — $10.9M +2.8% 0.26% DBT
111 CLI Funding LLC 12563LAS6 Sep 2023 12,160,000 -475,000 $10.9M -0.6% 0.26% ABS-O
112 Imperial Fund LLC 45276PAB2 Sep 2023 11,811,491 -182,904 $10.7M +1.9% 0.25% ABS-MBS
113 Acres PLC 00103CAE9 Sep 2023 11,200,000 — $10.7M +0.5% 0.25% ABS-O
114 EQUITABLE FINANCIAL LIFE 29449WAF4 Sep 2023 12,000,000 — $10.5M +4.7% 0.25% DBT
115 ALM Loan Funding 00166FAE6 Dec 2023 10,500,000 New $10.4M — 0.25% ABS-O
116 ABPCI Direct Lending Fund CLO 000807AN7 Sep 2023 10,533,310 -815,631 $10.4M -7.0% 0.25% ABS-O
117 LSTAR Securities Investment Lt 50221KAA1 Sep 2023 10,426,086 -370,693 $10.4M -3.8% 0.24% ABS-MBS
118 Owl Rock CLO Ltd 98955RAF6 Sep 2023 10,500,000 +5,500,000 $10.4M +111.1% 0.24% ABS-O
119 RS IVY HOLDCO INC N/A Sep 2023 10,324,125 New $10.4M — 0.24% LON
120 PLAYTIKA HOLDING UK II LTD N/A Sep 2023 10,335,000 New $10.3M — 0.24% LON
121 TSY INFL IX N/B 91282CGW5 Sep 2023 10,565,225 +68,701 $10.3M +3.1% 0.24% DBT
122 NETAPP INC 64110DAJ3 Sep 2023 11,000,000 -1,800,000 $10.2M -10.6% 0.24% DBT
123 QORVO INC 74739DAB0 Dec 2023 10,600,000 New $10.2M — 0.24% DBT
124 Servpro Master Issuer, LLC 817743AE7 Sep 2023 11,797,500 -30,250 $10.1M +3.8% 0.24% ABS-O
125 ELEMENT FLEET MANAGEMENT 286181AF9 Sep 2023 10,250,000 — $10.1M +1.2% 0.24% DBT
126 Fannie Mae 3136BQRA9 Dec 2023 9,696,401 New $10.0M — 0.24% ABS-MBS
127 CML - CBS STUDIOS N/A Sep 2023 10,000,000 New $10.0M — 0.24% DBT
128 ROCKETMTGE CO-ISSUER INC 77313LAA1 Sep 2023 10,800,000 — $10.0M +4.7% 0.24% DBT
129 Structured Asset Securities Co 86365DAA7 Sep 2023 10,371,512 -457,530 $9.9M -3.8% 0.23% ABS-MBS
130 KREF 2021-FL2 Ltd 48275RAE7 Sep 2023 10,700,000 — $9.9M -1.2% 0.23% ABS-O
131 STORE Master Funding LLC 86213CAB1 Sep 2023 10,236,333 -13,375 $9.8M +0.9% 0.23% ABS-O
132 PMH NEWCO LP N/A Sep 2023 9,750,000 New $9.7M — 0.23% ABS-O
133 SOCIETE GENERALE 83368RAZ5 Sep 2023 10,500,000 — $9.7M +3.1% 0.23% DBT
134 PRA HEALTH SCIENCES INC 45569KAA1 Sep 2023 10,280,000 — $9.6M +3.6% 0.23% DBT
135 Cerberus 15674EAC6 Sep 2023 9,600,000 — $9.5M +0.8% 0.23% ABS-O
136 Home Equity Loan Trust 43710XAA6 Sep 2023 10,015,007 -238,391 $9.4M -1.4% 0.22% ABS-MBS
137 BrightSpire Capital, Inc 05591XAG6 Sep 2023 10,000,000 — $9.2M +0.7% 0.22% ABS-O
138 AB Private Credit Investors LL 00085KAS2 Sep 2023 9,250,000 — $9.2M +0.2% 0.22% ABS-O
139 COOPERATIEVE RABOBANK UA 74977RDL5 Sep 2023 10,000,000 — $9.1M +4.1% 0.22% DBT
140 New York Mortgage Trust 62956BAA7 Sep 2023 9,364,428 -262,422 $9.1M -2.1% 0.21% ABS-MBS
141 ING GROEP NV 456837AV5 Sep 2023 9,800,000 — $9.1M +3.4% 0.21% DBT
142 INEOS QUATTRO FINANCE 2 PLC N/A Sep 2023 8,100,000 New $9.0M — 0.21% LON
143 KAISER ALUMINUM CORP 483007AJ9 Sep 2023 9,643,000 — $8.9M +5.9% 0.21% DBT
144 BPCE SA 05583JAH5 Sep 2023 9,500,000 — $8.8M +2.5% 0.21% DBT
145 Preston Ridge Partners Mortgag 69360MAA8 Sep 2023 9,115,847 -342,365 $8.8M +1.2% 0.21% ABS-MBS
146 ALT-2 STRUCTURED TRUST N/A Sep 2023 9,710,553 New $8.8M — 0.21% DBT
147 JP Morgan Chase Commercial Mor 46654EAG6 Sep 2023 10,200,000 — $8.7M -2.6% 0.21% ABS-MBS
148 STAR INTERMEDIATE III INC N/A Sep 2023 8,449,500 New $8.5M — 0.20% LON
149 TRINSEO PLC N/A Sep 2023 10,850,250 New $8.4M — 0.20% LON
150 VB-S1 Issuer LLC 91823AAY7 Sep 2023 9,250,000 — $8.3M +3.5% 0.20% ABS-O
151 WARNERMEDIA HOLDINGS INC 55903VBG7 Sep 2023 8,050,000 — $8.1M +0.1% 0.19% DBT
152 Cerberus 15674RAC7 Sep 2023 8,000,000 — $8.0M +0.6% 0.19% ABS-O
153 Cerberus 15674EAA0 Sep 2023 7,976,843 -1,098,943 $8.0M -11.9% 0.19% ABS-O
154 Fannie Mae 3140QSTU5 Sep 2023 7,881,434 -83,735 $7.8M +3.7% 0.18% ABS-MBS
155 Textainer Marine Containers Li 88315LAL2 Sep 2023 8,738,667 -226,000 $7.7M +1.3% 0.18% ABS-O
156 ServiceMaster Brands 81761TAA3 Sep 2023 8,768,629 -23,125 $7.7M +3.1% 0.18% ABS-O
157 Station Place Securitization T 85778HAA1 Dec 2023 7,525,000 New $7.5M — 0.18% ABS-O
158 Freddie Mac 3132DPPE2 Dec 2023 8,445,268 New $7.5M — 0.18% ABS-MBS
159 Freddie Mac 3133KPZC5 Sep 2023 7,590,033 -82,525 $7.5M +3.8% 0.18% ABS-MBS
160 LoanCore 2021-CRE5 Issuer, Ltd 53947XAG7 Sep 2023 7,900,000 — $7.5M -0.3% 0.18% ABS-O
161 FS KKR CAPITAL CORP 30313RAA7 Sep 2023 7,600,000 — $7.4M +1.7% 0.17% DBT
162 BXHPP Trust 05609JAL6 Sep 2023 8,250,000 — $7.4M -0.6% 0.17% ABS-MBS
163 COREBRIDGE GLOB FUNDING 00138CAU2 Sep 2023 7,250,000 — $7.3M +2.5% 0.17% DBT
164 Credit Suisse Mortgage Trust 12662GAC2 Sep 2023 7,502,369 -203,566 $7.3M +1.6% 0.17% ABS-MBS
165 Soundview Home Equity Loan Tru 83612CAA7 Sep 2023 7,636,763 -505,536 $7.2M -5.6% 0.17% ABS-MBS
166 FS Rialto Issuer Ltd 30323CAE0 Sep 2023 7,500,000 — $7.2M +0.4% 0.17% ABS-O
167 IRON MOUNTAIN INC 46284VAC5 Sep 2023 7,360,000 — $7.2M +5.8% 0.17% DBT
168 Legacy Mortgage Asset Trust 52476DAA5 Sep 2023 7,436,734 -213,915 $7.2M +1.6% 0.17% ABS-MBS
169 BLOCK INC 852234AN3 Sep 2023 7,600,000 — $7.2M +4.9% 0.17% DBT
170 BP CAPITAL MARKETS PLC 05565QDV7 Sep 2023 7,500,000 — $7.1M +6.3% 0.17% DBT
171 Merit 55293DAE1 Sep 2023 7,292,911 -480,357 $7.1M -5.4% 0.17% ABS-MBS
172 FIRST AMERICAN FINANCIAL 31847RAG7 Sep 2023 7,860,000 — $7.1M +6.2% 0.17% DBT
173 Palmer Square Loan Funding Ltd 69701YAA0 Sep 2023 7,068,486 -2,182,583 $7.1M -23.5% 0.17% ABS-O
174 BofA Securities, Inc. N/A Sep 2023 530,000,000 New $7.0M — 0.16% DIR
175 APOLLO MANAGEMENT HOLDIN 03765HAB7 Sep 2023 7,115,000 — $7.0M +2.9% 0.16% DBT
176 GoldenTree Loan Management US 38138JAE3 Sep 2023 7,000,000 — $7.0M +0.5% 0.16% ABS-O
177 Wingstop Funding LLC 974153AB4 Sep 2023 7,742,100 — $7.0M +3.9% 0.16% ABS-O
178 UNITED AIRLINES HOLDINGS INC N/A Sep 2023 6,618,850 New $6.8M — 0.16% LON
179 BDS Ltd 05493JAJ0 Sep 2023 7,000,000 — $6.7M +1.8% 0.16% ABS-O
180 GA GLOBAL FUNDING TRUST 36143L2A2 Sep 2023 7,300,000 — $6.7M +3.1% 0.16% DBT
181 BCC Middle Market CLO 05550GAL1 Sep 2023 6,750,000 — $6.7M +0.2% 0.16% ABS-O
182 FS KKR CAPITAL CORP 302635AH0 Sep 2023 7,400,000 — $6.6M +4.8% 0.16% DBT
183 Life Financial Services Trust 53218CAG5 Sep 2023 6,880,791 — $6.6M -0.5% 0.16% ABS-MBS
184 DELTA AIR LINES/SKYMILES 830867AA5 Sep 2023 6,668,000 -834,000 $6.6M -9.9% 0.15% DBT
185 LSTAR Securities Investment Lt 54912MAA3 Sep 2023 6,663,201 -161,229 $6.5M -2.5% 0.15% ABS-MBS
186 ONEMAIN FINANCE CORP 682691AB6 Sep 2023 7,050,000 — $6.5M +8.1% 0.15% DBT
187 VONTIER CORP 928881AB7 Sep 2023 7,050,000 — $6.5M +2.7% 0.15% DBT
188 Arbys Funding LLC 038779AB0 Sep 2023 7,014,375 -18,125 $6.4M +2.7% 0.15% ABS-O
189 Credit Suisse Mortgage Trust 12659FAC9 Sep 2023 7,756,696 -97,970 $6.4M +2.4% 0.15% ABS-MBS
190 VALVOLINE INC 92047WAG6 Sep 2023 7,434,000 — $6.3M +10.2% 0.15% DBT
191 CHOICE HOTELS INTL INC 169905AG1 Sep 2023 7,350,000 — $6.3M +3.5% 0.15% DBT
192 AASET 2018-2 Trust 04546KAA6 Sep 2023 7,082,451 -2,359,978 $6.2M -24.5% 0.15% ABS-O
193 THL Credit Lake Shore MM CLO I 510800AL9 Sep 2023 6,250,000 — $6.1M -0.1% 0.14% ABS-O
194 BrightSpire Capital, Inc 05591XAE1 Sep 2023 6,400,000 — $6.1M +0.4% 0.14% ABS-O
195 CHCP 2021-FL1 Ltd. 12546JAA2 Sep 2023 6,196,376 -9,699,339 $6.1M -61.3% 0.14% ABS-O
196 TERRAFORM GLOBAL OPERATI 88104UAC7 Sep 2023 6,170,000 — $6.1M +0.3% 0.14% DBT
197 Towd Point Mortgage Trust 89175JAA8 Sep 2023 6,326,208 -372,343 $6.1M -4.7% 0.14% ABS-MBS
198 PMH NEWCO LP N/A Sep 2023 6,000,000 New $6.0M — 0.14% ABS-O
199 Neuberger Berman CLO Ltd 64134JAC7 Sep 2023 6,000,000 — $6.0M +0.5% 0.14% ABS-O
200 FONTAINEBLEAU LAS VEGAS N/A Sep 2023 5,954,764 New $6.0M — 0.14% ABS-O
201 GRAPHIC PACKAGING INTERN 38869PAP9 Sep 2023 6,500,000 — $5.9M +1.9% 0.14% DBT
202 SBA COMMUNICATIONS CORP 78410GAG9 Sep 2023 6,500,000 — $5.8M +7.7% 0.14% DBT
203 MF1 Multifamily Housing Mortga 55283TAE8 Sep 2023 6,000,000 — $5.8M +0.3% 0.14% ABS-O
204 Cerberus 15675CAA3 Sep 2023 5,750,000 — $5.8M +0.0% 0.14% ABS-O
205 STORE Master Funding LLC 86190BAC8 Sep 2023 6,863,125 -8,688 $5.7M +2.6% 0.14% ABS-O
206 Ladder Capital Commercial Mort 50202KAE6 Sep 2023 6,000,000 — $5.7M +0.5% 0.13% ABS-O
207 BELROSE FUNDING TRUST 080807AA8 Sep 2023 7,100,000 — $5.7M +7.2% 0.13% DBT
208 SERVPRO MASTER ISSUER, LLC 817743AA5 Sep 2023 6,000,000 -15,625 $5.6M +2.6% 0.13% ABS-O
209 Novastar Home Equity Loan 66989EAA3 Sep 2023 5,756,968 -161,995 $5.5M -2.5% 0.13% ABS-MBS
210 Freddie Mac 3132DNT52 Dec 2023 6,165,507 New $5.5M — 0.13% ABS-MBS
211 SLM CORP 78442PGE0 Sep 2023 5,786,000 — $5.4M +7.5% 0.13% DBT
212 PENSKE TRUCK LEASING/PTL 709599BE3 Sep 2023 5,475,000 — $5.3M +2.0% 0.13% DBT
213 Newstar Fairfield Fund CLO LTD 65252BAA1 Sep 2023 5,279,897 -806,107 $5.3M -12.8% 0.12% ABS-O
214 CENTERPOINT ENERGY INC 15189TAZ0 Sep 2023 5,202,000 -5,198,000 $5.2M -50.0% 0.12% DBT
215 TSY INFL IX N/B 91282CHP9 Sep 2023 5,237,520 +34,070 $5.1M +5.5% 0.12% DBT
216 BERRY GLOBAL INC 085770AA3 Sep 2023 5,165,000 — $5.1M +2.7% 0.12% DBT
217 BRIGHTHSE FIN GLBL FUND 10921U2B3 Sep 2023 5,050,000 — $5.0M +0.3% 0.12% DBT
218 OCCIDENTAL PETROLEUM COR 674599EE1 Sep 2023 5,000,000 — $5.0M +1.3% 0.12% DBT
219 Palmer Square Loan Funding Ltd 69702BAE1 Sep 2023 5,000,000 — $5.0M +1.5% 0.12% ABS-O
220 CIFC Funding Ltd 12550TBA2 Sep 2023 5,000,000 — $5.0M +0.1% 0.12% ABS-O
221 FLUTTER ENTERTAINMENT PLC N/A Sep 2023 4,500,000 New $5.0M — 0.12% LON
222 Palmer Square Loan Funding Ltd 69701CAC4 Sep 2023 5,000,000 — $4.9M +0.1% 0.12% ABS-O
223 CF Hippolyta Issuer LLC 12530MAG0 Sep 2023 5,748,930 — $4.9M -0.9% 0.12% ABS-O
224 VENTURE GLOBAL LNG INC 92332YAC5 Dec 2023 4,600,000 New $4.9M — 0.11% DBT
225 Verus Securitization Trust 92538HAC4 Sep 2023 6,154,447 -152,443 $4.9M +2.1% 0.11% ABS-MBS
226 New Residential Mortgage Loan 64828CAG4 Sep 2023 5,162,454 -259,939 $4.8M -2.0% 0.11% ABS-MBS
227 BDS Ltd 05493NAE2 Sep 2023 5,000,000 — $4.8M +0.4% 0.11% ABS-O
228 Verus Securitization Trust 92538KAC7 Sep 2023 5,787,999 -155,790 $4.8M +1.7% 0.11% ABS-MBS
229 Firstkey Homes Trust 33767JBC5 Sep 2023 5,050,000 — $4.7M +1.3% 0.11% ABS-O
230 Sapphire Aviation Finance I Li 80307AAA7 Sep 2023 5,489,416 -148,362 $4.7M -1.8% 0.11% ABS-O
231 BSPRT Issuer, Ltd. 05601HAG9 Sep 2023 5,000,000 — $4.7M +0.4% 0.11% ABS-O
232 ROYALTY PHARMA PLC 78081BAJ2 Sep 2023 5,150,000 — $4.6M +5.1% 0.11% DBT
233 Firstkey Homes Trust 33767JBE1 Sep 2023 4,900,000 — $4.6M +1.1% 0.11% ABS-O
234 Legacy Mortgage Asset Trust 52475XAA2 Sep 2023 4,748,934 -122,738 $4.6M +2.0% 0.11% ABS-MBS
235 BofA Securities, Inc. N/A Sep 2023 325,000,000 New $4.6M — 0.11% DIR
236 Parliament CLO Ltd 701631AA1 Sep 2023 4,601,948 -564,677 $4.6M -10.8% 0.11% ABS-O
237 Acres PLC 00103CAG4 Sep 2023 4,800,000 — $4.6M +0.5% 0.11% ABS-O
238 Voya CLO Ltd 92915UAN4 Sep 2023 4,500,000 — $4.5M +0.6% 0.11% ABS-O
239 HYATT HOTELS CORP 448579AJ1 Sep 2023 4,320,000 — $4.5M +6.6% 0.11% DBT
240 ACRE COMMERCIAL MORTGAGE TRUST 00489TAC0 Sep 2023 4,500,000 — $4.4M +1.9% 0.10% ABS-O
241 DELTA AIR LINES INC 247361ZX9 Sep 2023 4,300,000 — $4.4M +0.6% 0.10% DBT
242 METLIFE INC 59156RCA4 Sep 2023 4,620,000 — $4.4M +2.3% 0.10% EP
243 KDAC Aviation Finance Limited 48244XAA0 Sep 2023 5,199,693 -88,288 $4.4M -0.4% 0.10% ABS-O
244 HORACE MANN EDUCATORS CO 440327AK0 Sep 2023 4,420,000 — $4.3M +3.1% 0.10% DBT
245 Carlyle Global Market Strategi 14310KAS0 Sep 2023 4,317,408 -213,568 $4.3M -4.3% 0.10% ABS-O
246 Cascade Funding Mortgage Trust 14727QAA3 Sep 2023 4,316,511 -78,538 $4.3M -0.4% 0.10% ABS-MBS
247 Credit Suisse Mortgage Trust 12654PAA6 Sep 2023 4,431,413 -208,758 $4.3M -2.7% 0.10% ABS-MBS
248 JBS USA/FOOD/FINANCE 46590XAZ9 Sep 2023 4,306,000 — $4.3M +4.5% 0.10% DBT
249 American Home Mortgage Investm 026929AA7 Sep 2023 5,275,568 -113,306 $4.2M -1.3% 0.10% ABS-MBS
250 DELOITTE LLP (US) N/A Sep 2023 4,500,000 New $4.2M — 0.10% DBT
251 BXMT Ltd 05608XAC6 Sep 2023 4,500,000 — $4.2M -0.2% 0.10% ABS-O
252 Preston Ridge Partners Mortgag 69379TAA2 Sep 2023 4,148,676 -27,142 $4.2M +0.6% 0.10% ABS-MBS
253 BAT CAPITAL CORP 05526DBP9 Sep 2023 4,220,000 — $4.2M +3.4% 0.10% DBT
254 LPL HOLDINGS INC 50212YAD6 Sep 2023 4,450,000 — $4.1M +6.1% 0.10% DBT
255 AES CORP/THE 00130HCB9 Sep 2023 4,250,000 — $4.1M +1.7% 0.10% DBT
256 BRP INC N/A Sep 2023 4,082,843 New $4.1M — 0.10% LON
257 MARKEL GROUP INC 570535AW4 Sep 2023 4,085,000 — $4.0M +2.4% 0.10% EP
258 Palmer Square Loan Funding Ltd 69702DAE7 Sep 2023 4,000,000 — $4.0M +1.8% 0.09% ABS-O
259 Magnetite CLO Ltd 55955KAC8 Sep 2023 4,000,000 — $4.0M +0.3% 0.09% ABS-O
260 Neuberger Berman CLO Ltd 64132DAL2 Sep 2023 4,000,000 — $4.0M +0.4% 0.09% ABS-O
261 Verus Securitization Trust 92538CAB7 Sep 2023 4,269,908 -254,025 $4.0M -4.6% 0.09% ABS-MBS
262 PFP III 69290LAJ6 Sep 2023 4,104,795 — $3.9M +2.2% 0.09% ABS-O
263 STERICYCLE INC 858912AF5 Sep 2023 3,925,000 — $3.9M +0.8% 0.09% DBT
264 Cerberus 15674LAC0 Sep 2023 4,000,000 — $3.9M +0.6% 0.09% ABS-O
265 ENVIRI CORP N/A Sep 2023 3,900,000 New $3.9M — 0.09% LON
266 Credit Suisse Mortgage Trust 12658XAC1 Sep 2023 4,033,100 -95,575 $3.9M +2.9% 0.09% ABS-MBS
267 WOMENS CARE HOLDINGS INC N/A Sep 2023 4,536,928 New $3.9M — 0.09% LON
268 JEFFERIES FIN LLC / JFIN 47232MAF9 Sep 2023 4,300,000 — $3.8M +6.3% 0.09% DBT
269 INTL FLAVOR & FRAGRANCES 459506AN1 Sep 2023 4,130,000 — $3.8M +3.3% 0.09% DBT
270 Capital Automotive Reit 12510HAD2 Sep 2023 3,949,167 -5,000 $3.8M +1.8% 0.09% ABS-O
271 IP Lending LLC 44988YAA7 Sep 2023 3,900,000 — $3.8M +4.1% 0.09% DBT
272 SAPPHIRE AVIATION FINANCE I LI 80306AAA8 Sep 2023 4,148,412 -551,638 $3.7M -5.7% 0.09% ABS-O
273 Extended Stay America Trust 30227FAG5 Sep 2023 3,733,760 -68,190 $3.7M -1.9% 0.09% ABS-MBS
274 STRATEGIC PARTNERS FUND VIII LP N/A Sep 2023 3,657,459 New $3.6M — 0.09% ABS-O
275 ROCKETMTGE CO-ISSUER INC 74841CAB7 Sep 2023 4,100,000 — $3.6M +10.3% 0.09% DBT
276 Firstkey Homes Trust 33767WAG8 Sep 2023 4,000,000 — $3.6M +3.3% 0.09% ABS-O
277 HERA Commercial Mortgage Ltd 42704RAE1 Sep 2023 3,750,000 — $3.6M +0.4% 0.09% ABS-O
278 ALCOA NEDERLAND HOLDING 013822AE1 Sep 2023 3,675,000 — $3.6M +2.6% 0.08% DBT
279 MAPS LTD 56564RAA8 Sep 2023 3,991,104 -148,549 $3.6M -3.6% 0.08% ABS-O
280 Countrywide Alternative Loan T 126680AB3 Sep 2023 4,203,328 -105,273 $3.5M -1.5% 0.08% ABS-MBS
281 JABIL INC 466313AL7 Sep 2023 3,800,000 — $3.5M +3.1% 0.08% DBT
282 Owl Rock CLO Ltd 691200AD1 Sep 2023 3,650,000 — $3.5M +1.2% 0.08% ABS-O
283 CITADEL ENTERPRISE AMERICAS LLC N/A Sep 2023 3,729,792 New $3.5M — 0.08% ABS-O
284 SPS Servicer Advance Receivabl 78472JAE3 Sep 2023 3,750,000 — $3.5M +2.7% 0.08% ABS-MBS
285 KREF FUNDING V LLC N/A Sep 2023 3,487,275 New $3.5M — 0.08% ABS-O
286 SBA TOWER TRUST 78403DAN0 Sep 2023 3,550,000 — $3.4M +0.9% 0.08% ABS-O
287 VONTIER CORP 928881AD3 Sep 2023 3,900,000 — $3.4M +5.2% 0.08% DBT
288 Owl Rock CLO Ltd 69120WAB5 Sep 2023 3,500,000 — $3.4M +0.7% 0.08% ABS-O
289 Textainer Marine Containers Li 88315LAE8 Sep 2023 3,644,248 -174,140 $3.4M -2.0% 0.08% ABS-O
290 PEACHTREE FUNDING TRUST 70466WAA7 Sep 2023 3,450,000 — $3.4M +1.9% 0.08% DBT
291 THUNDERBIRD 2022-1 N/A Sep 2023 3,589,438 New $3.4M — 0.08% ABS-O
292 THUNDERBIRD 2022-1 N/A Sep 2023 3,535,895 New $3.3M — 0.08% ABS-O
293 Castlelake Aircraft Securitiza 14856GAA8 Sep 2023 3,598,938 -95,845 $3.3M -3.1% 0.08% ABS-O
294 Cerberus 15675AAC3 Sep 2023 3,250,000 — $3.3M -0.0% 0.08% ABS-O
295 PMH SPV - C LLC N/A Sep 2023 3,250,000 New $3.2M — 0.08% ABS-O
296 Chicago Mercantile Exchange SFRH5 Sep 2023 1,754 New $3.2M — 0.08% DIR
297 Castlelake Aircraft Structured 14856CAA7 Sep 2023 3,464,995 -3,558 $3.2M +0.2% 0.07% ABS-O
298 Towd Point Mortgage Trust 89175VAA1 Sep 2023 3,242,841 -249,904 $3.1M -5.8% 0.07% ABS-MBS
299 Government National Mortgage A 38384EJQ9 Sep 2023 3,062,287 -37,713 $3.1M +1.0% 0.07% ABS-MBS
300 Textainer Marine Containers Li 88315LAG3 Sep 2023 3,425,671 -126,770 $3.1M -0.5% 0.07% ABS-O
301 FS Rialto Issuer Ltd 30319YAG3 Sep 2023 3,250,000 — $3.1M +0.5% 0.07% ABS-O
302 Banc of America Funding Corpor 05990TAG2 Sep 2023 3,059,004 -215,310 $3.0M -6.1% 0.07% ABS-MBS
303 Starwood Commercial Mortgage T 78485WAG4 Sep 2023 3,200,000 — $3.0M +1.4% 0.07% ABS-O
304 Firstkey Homes Trust 33767JBA9 Sep 2023 3,200,000 — $3.0M +1.4% 0.07% ABS-O
305 IRON MOUNTAIN INC 46284VAG6 Sep 2023 3,085,000 — $3.0M +5.6% 0.07% DBT
306 HUNT COS INC 445587AE8 Sep 2023 3,250,000 — $2.9M +13.6% 0.07% DBT
307 Verus Securitization Trust 92539LAC4 Sep 2023 3,494,035 -121,579 $2.9M -2.8% 0.07% ABS-MBS
308 Fannie Mae 3140QQB95 Sep 2023 2,893,018 -37,937 $2.9M +3.5% 0.07% ABS-MBS
309 Securitized Asset Backed Recei 81377JAC7 Sep 2023 12,918,740 -37,857 $2.9M +0.0% 0.07% ABS-MBS
310 CALIFORNIA PUBLIC FIN AUTH REV 13057EED2 Sep 2023 3,145,000 — $2.8M +3.2% 0.07% DBT
311 GATX CORP 361448AZ6 Sep 2023 2,900,000 — $2.8M +3.3% 0.07% DBT
312 CHARTER COMM OPT LLC/CAP 161175BU7 Sep 2023 3,250,000 — $2.7M +8.2% 0.06% DBT
313 Aligned Data Centers Issuer LL 01627AAA6 Sep 2023 2,950,000 — $2.6M +2.5% 0.06% ABS-O
314 Fannie Mae 3140QSFR7 Sep 2023 2,636,693 -25,729 $2.6M +3.8% 0.06% ABS-MBS
315 LUMEN TECHNOLOGIES INC N/A Sep 2023 5,070,000 New $2.6M — 0.06% DBT
316 STANDARD INDUSTRIES INC 853496AD9 Sep 2023 2,671,000 — $2.6M +6.7% 0.06% DBT
317 COGENT COMMUNICATIONS GR 19240CAC7 Sep 2023 2,680,000 — $2.6M +3.6% 0.06% DBT
318 Freddie Mac - SCRT 35563PSB6 Sep 2023 3,198,095 -29,810 $2.5M +3.2% 0.06% ABS-MBS
319 CAL Funding IV Ltd 12807CAA1 Sep 2023 2,714,063 -79,687 $2.4M +0.5% 0.06% ABS-O
320 WEIR GROUP PLC (THE) 94876QAA4 Sep 2023 2,610,000 — $2.4M +3.5% 0.06% DBT
321 CMFT Net Lease Master Issuer L 12575AAE7 Sep 2023 3,000,000 — $2.4M +0.5% 0.06% ABS-O
322 IXIS Real Estate Capital Trust 45071KDE1 Sep 2023 4,703,560 -42,599 $2.4M -2.1% 0.06% ABS-MBS
323 Asset Backed Securities Corp H 04541GVL3 Sep 2023 2,498,431 -69,542 $2.4M -1.9% 0.06% ABS-MBS
324 MILEAGE PLUS HLDINGS LLC 599191AA1 Sep 2023 2,345,000 -167,500 $2.4M -5.5% 0.06% DBT
325 SUBURBAN PROPANE PARTNRS 864486AK1 Sep 2023 2,300,000 — $2.3M +4.2% 0.05% DBT
326 Verus Securitization Trust 92538MAC3 Sep 2023 2,773,340 -44,271 $2.3M +1.3% 0.05% ABS-MBS
327 Morgan Stanley Capital Inc 617538AD5 Sep 2023 4,518,570 -41,873 $2.3M +3.2% 0.05% ABS-MBS
328 AIR CANADA 008911BK4 Sep 2023 2,350,000 — $2.2M +5.3% 0.05% DBT
329 AMER AIRLINE 17-2 AA PTT 02376AAA7 Sep 2023 2,458,147 -94,714 $2.2M -2.4% 0.05% DBT
330 ABPCI Direct Lending Fund CLO 000823AN4 Sep 2023 2,250,000 — $2.2M +0.5% 0.05% ABS-O
331 New Economy Assets Phase 1 Iss 643821AA9 Sep 2023 2,500,000 — $2.2M +1.5% 0.05% ABS-O
332 Cerberus 15674PAC1 Sep 2023 2,250,000 — $2.2M +0.7% 0.05% ABS-O
333 Onslow Bay Financial LLC 67118LAA9 Sep 2023 2,119,901 -77,164 $2.1M -1.9% 0.05% ABS-MBS
334 UPBOUND GROUP INC N/A Sep 2023 2,109,698 New $2.1M — 0.05% LON
335 Greystone Commercial Real Esta 39809PAE5 Sep 2023 2,200,000 — $2.1M +0.5% 0.05% ABS-O
336 NCR VOYIX CORP 62886EBA5 Sep 2023 2,183,000 -667,000 $2.1M -17.4% 0.05% DBT
337 Argent Securities Inc. 040104ND9 Sep 2023 2,113,405 -281,831 $2.1M -11.2% 0.05% ABS-MBS
338 Angel Oak Mortgage Trust 03465JAC4 Sep 2023 2,558,334 -60,345 $2.0M +0.6% 0.05% ABS-MBS
339 CMFT Net Lease Master Issuer L 12575AAC1 Sep 2023 2,500,000 — $2.0M +0.4% 0.05% ABS-O
340 Preston Ridge Partners Mortgag 69357QAC0 Sep 2023 2,500,000 — $2.0M +5.8% 0.05% ABS-MBS
341 First NLC Trust 32113JCG8 Sep 2023 2,079,956 -143,118 $2.0M -5.7% 0.05% ABS-MBS
342 Starwood Commercial Mortgage T 78486BAE4 Sep 2023 2,187,000 — $2.0M +0.8% 0.05% ABS-O
343 Palmer Square Loan Funding Ltd 69703FAC5 Dec 2023 2,000,000 New $2.0M — 0.05% ABS-O
344 RASPRO TRUST N/A Sep 2023 1,969,886 New $2.0M — 0.05% ABS-O
345 KKR SIGMA AGGREGATOR LP N/A Sep 2023 1,775,034 New $2.0M — 0.05% LON
346 JANE STREET GROUP LLC N/A Sep 2023 1,935,779 New $1.9M — 0.05% LON
347 LPL HOLDINGS INC 50212YAC8 Sep 2023 2,000,000 — $1.9M +4.5% 0.05% DBT
348 RAVAGO HOLDINGS AMERICA INC N/A Sep 2023 1,945,000 New $1.9M — 0.05% LON
349 UNITED WHOLESALE MTGE LL 91153LAA5 Sep 2023 1,940,000 — $1.9M +4.5% 0.05% DBT
350 BRAVO Residential Funding Trus 10569CAC9 Sep 2023 1,950,553 -275,126 $1.9M -12.0% 0.05% ABS-MBS
351 HGI CRE CLO Ltd 40390JAC6 Sep 2023 2,000,000 — $1.9M +0.4% 0.05% ABS-O
352 Cascade Funding Mortgage Trust 12530GAA6 Sep 2023 2,035,815 -48,334 $1.9M +0.5% 0.04% ABS-MBS
353 Golub Capital Partners CLO Ltd 38175JAA5 Sep 2023 1,851,727 -162,333 $1.9M -7.7% 0.04% ABS-O
354 GS Mortgage-Backed Securities 36259WAA9 Sep 2023 2,032,005 -69,329 $1.8M -1.2% 0.04% ABS-MBS
355 APOLLO MANAGEMENT HOLDIN 03765HAA9 Sep 2023 1,846,000 — $1.8M +0.7% 0.04% DBT
356 BXMT Ltd 05608XAE2 Sep 2023 2,000,000 — $1.8M +2.1% 0.04% ABS-O
357 Countrywide Alternative Loan T 02151DAC8 Sep 2023 2,078,298 -36,286 $1.8M -0.7% 0.04% ABS-MBS
358 Capital Automotive Reit 12510HAE0 Sep 2023 1,974,583 -2,500 $1.8M +3.6% 0.04% ABS-O
359 BXMT Ltd 12434LAE4 Sep 2023 2,000,000 — $1.8M +2.3% 0.04% ABS-O
360 BRAVO Residential Funding Trus 10569CAE5 Sep 2023 1,791,141 -252,641 $1.8M -12.0% 0.04% ABS-MBS
361 Freddie Mac 3132E0SG8 Dec 2023 1,978,076 New $1.8M — 0.04% ABS-MBS
362 Citigroup Mortgage Loan Trust 17307G4E5 Sep 2023 3,477,982 -41,387 $1.7M +0.7% 0.04% ABS-MBS
363 Fannie Mae 3140XGLJ6 Dec 2023 1,935,382 New $1.7M — 0.04% ABS-MBS
364 Credit Suisse Mortgage Trust 126401AB4 Sep 2023 1,858,585 -273,135 $1.7M -10.8% 0.04% ABS-MBS
365 Towd Point Mortgage Trust 89169EAA7 Sep 2023 1,630,868 -252,145 $1.6M -12.9% 0.04% ABS-MBS
366 TRITON CONTAINER 89680YAA3 Sep 2023 1,800,000 — $1.6M +2.7% 0.04% DBT
367 HarborView Mortgage Loan Trust 41162NAC1 Sep 2023 1,843,752 -48,940 $1.6M -1.9% 0.04% ABS-MBS
368 MATTERHORN BUYER LLC N/A Sep 2023 2,035,714 New $1.6M — 0.04% LON
369 Morgan Stanley Capital Inc 617538AC7 Sep 2023 3,237,103 -29,998 $1.6M +3.2% 0.04% ABS-MBS
370 Ellington Financial Mortgage T 31572LAC0 Sep 2023 2,022,462 -35,361 $1.6M +1.0% 0.04% ABS-MBS
371 SG Capital Partners 78433QAC9 Sep 2023 1,811,887 -35,473 $1.6M +1.6% 0.04% ABS-MBS
372 Cerberus 15674UAA4 Sep 2023 1,596,981 -340,074 $1.6M -17.3% 0.04% ABS-O
373 BRAVO Residential Funding Trus 10569QAC8 Sep 2023 1,596,680 -194,604 $1.6M -10.6% 0.04% ABS-MBS
374 New Residential Mortgage Loan 64830GAB2 Sep 2023 1,638,018 -64,085 $1.6M -1.5% 0.04% ABS-MBS
375 ORANGEWOOD PARTNERS LLC N/A Sep 2023 1,560,617 New $1.6M — 0.04% LON
376 NEWELL BRANDS INC 651229BC9 Sep 2023 1,548,000 — $1.5M +4.1% 0.04% DBT
377 Dominos Pizza Master Issuer LL 25755TAL4 Sep 2023 1,684,375 -4,375 $1.5M +5.2% 0.04% ABS-O
378 NEWELL BRANDS INC 651229AW6 Sep 2023 1,552,000 — $1.5M +4.6% 0.04% DBT
379 Falcon Aerospace Ltd 30610GAA1 Sep 2023 1,654,233 -54,333 $1.5M -2.3% 0.04% ABS-O
380 Bear Stearns Asset Backed Secu 07389MAE7 Sep 2023 1,535,754 -199,002 $1.5M -10.7% 0.04% ABS-MBS
381 CPM HOLDINGS INC N/A Sep 2023 1,490,600 New $1.5M — 0.04% LON
382 ENTAIN PLC N/A Sep 2023 1,462,500 New $1.5M — 0.03% LON
383 Freddie Mac - SCRT 35563PQN2 Sep 2023 1,829,329 -26,494 $1.4M +2.8% 0.03% ABS-MBS
384 Towd Point Mortgage Trust 89181XAM3 Sep 2023 1,378,023 -59,608 $1.4M -2.2% 0.03% ABS-MBS
385 AMER AIRLINE 16-3 AA PTT 023771R91 Sep 2023 1,512,532 -56,375 $1.4M -2.8% 0.03% DBT
386 BDS Ltd 05492QAE6 Sep 2023 1,400,000 — $1.4M +0.2% 0.03% ABS-O
387 BROOKFIELD FINANCE INC 11271LAC6 Sep 2023 1,400,000 — $1.3M +4.6% 0.03% DBT
388 HarborView Mortgage Loan Trust 41162DAF6 Sep 2023 1,532,965 -33,062 $1.3M -1.5% 0.03% ABS-MBS
389 LUMEN TECHNOLOGIES INC N/A Sep 2023 2,277,000 New $1.3M — 0.03% DBT
390 FRONT RANGE TOPCO INC N/A Sep 2023 1,500,000 New $1.3M — 0.03% LON
391 Verus Securitization Trust 92537KAA2 Sep 2023 1,311,086 -62,839 $1.3M -2.9% 0.03% ABS-MBS
392 Structured Asset Investment Lo 863587AE1 Sep 2023 1,358,698 -81,048 $1.3M -8.2% 0.03% ABS-MBS
393 Morgan Stanley IXIS Real Estat 617463AC8 Sep 2023 3,788,270 -11,268 $1.2M -4.7% 0.03% ABS-MBS
394 New Residential Mortgage Loan 64828GAD2 Sep 2023 1,292,200 -44,347 $1.2M +1.0% 0.03% ABS-MBS
395 Bear Stearns Asset Backed Secu 07389MAD9 Sep 2023 1,238,187 -83,928 $1.2M -5.7% 0.03% ABS-MBS
396 BENCHMARK Mortgage Trust 08161CAG6 Sep 2023 92,066,852 -1,777,825 $1.2M -9.2% 0.03% ABS-MBS
397 BRAVO Residential Funding Trus 10569QAB0 Sep 2023 1,198,865 -146,118 $1.2M -10.6% 0.03% ABS-MBS
398 CLI Funding LLC 12563LAN7 Sep 2023 1,334,500 -49,500 $1.2M -0.3% 0.03% ABS-O
399 CNO FINANCIAL GROUP INC 12621EAK9 Sep 2023 1,200,000 — $1.2M +1.3% 0.03% DBT
400 GSAA Home Equity Trust 362334BS2 Sep 2023 2,241,504 -14,953 $1.2M +0.1% 0.03% ABS-MBS
401 Credit-Based Asset Servicing a 12498NAW3 Sep 2023 1,254,426 -99,047 $1.2M -7.0% 0.03% ABS-MBS
402 CARPENTER TECHNOLOGY 144285AL7 Sep 2023 1,145,000 — $1.1M +3.3% 0.03% DBT
403 Deutsche Bank Commercial Mortg 23312JAG8 Sep 2023 50,449,561 -349,992 $1.1M -7.2% 0.03% ABS-MBS
404 LUMEN TECHNOLOGIES INC N/A Sep 2023 2,150,000 New $1.1M — 0.03% DBT
405 Dryden Senior Loan Fund 26249YAG6 Sep 2023 1,500,000 — $1.1M -2.1% 0.03% ABS-O
406 MOLINA HEALTHCARE INC 60855RAJ9 Sep 2023 1,115,000 — $1.1M +5.6% 0.02% DBT
407 HARVEST PARTNERS LP N/A Sep 2023 1,685,692 New $1.1M — 0.02% LON
408 Lehman XS Trust 52522DAM3 Sep 2023 1,207,371 -33,269 $1.0M -1.3% 0.02% ABS-MBS
409 QORVO INC 74736KAJ0 Sep 2023 1,200,000 — $1.0M +8.0% 0.02% DBT
410 AVANTOR FUNDING INC 05352TAA7 Sep 2023 1,050,000 — $1.0M +6.0% 0.02% DBT
411 Soundview Home Equity Loan Tru 83611MGU6 Sep 2023 1,024,558 -123,931 $1.0M -10.2% 0.02% ABS-MBS
412 JP Morgan Chase Commercial Mor 46590MAT7 Sep 2023 30,261,840 -156,718 $1.0M -10.5% 0.02% ABS-MBS
413 PMH SPV - C LLC N/A Sep 2023 1,000,000 New $1000K — 0.02% ABS-O
414 GoldenTree Loan Management US 38138JAG8 Sep 2023 1,000,000 — $982K +0.4% 0.02% ABS-O
415 Freddie Mac 3132DQTS5 Dec 2023 1,063,053 New $946K — 0.02% ABS-MBS
416 CATALENT PHARMA SOLUTION 14879EAH1 Sep 2023 1,050,000 — $919K +6.7% 0.02% DBT
417 QORVO INC 74736KAH4 Sep 2023 963,000 — $914K +7.9% 0.02% DBT
418 COLT Funding LLC 19685WAD3 Sep 2023 1,500,000 — $909K +10.7% 0.02% ABS-MBS
419 TWILIO INC 90138FAC6 Sep 2023 994,000 — $907K +9.0% 0.02% DBT
420 Morgan Stanley Home Equity Loa 61744CYP5 Sep 2023 899,757 -285,015 $888K -23.7% 0.02% ABS-MBS
421 TRINITY ACQUISITION PLC 89641UAC5 Sep 2023 881,000 — $870K +2.8% 0.02% DBT
422 Barclays Commercial Mortgage S 05491UBE7 Sep 2023 29,227,516 -70,796 $844K -3.8% 0.02% ABS-MBS
423 IQVIA INC 46266TAA6 Sep 2023 850,000 — $834K +4.1% 0.02% DBT
424 Ellington Financial Mortgage T 31573WAC5 Sep 2023 901,209 -37,687 $805K -3.6% 0.02% ABS-MBS
425 Ace Securities Corp. 004421MG5 Sep 2023 838,747 -46,813 $804K -4.5% 0.02% ABS-MBS
426 BRUNDAGE-BONE CONCRETE 66981QAA4 Sep 2023 800,000 — $800K +5.1% 0.02% DBT
427 BofA Securities, Inc. N/A Sep 2023 197,000,000 New $795K — 0.02% DIR
428 Capital Automotive Reit 12510HAC4 Sep 2023 888,399 -1,186 $774K +6.4% 0.02% ABS-O
429 CDW LLC/CDW FINANCE 12513GBF5 Sep 2023 810,000 — $741K +7.2% 0.02% DBT
430 ANGLO AMERICAN CAPITAL 034863AT7 Sep 2023 750,000 — $720K +2.9% 0.02% DBT
431 CUSHMAN & WAKEFIELD PLC N/A Sep 2023 723,515 New $716K — 0.02% LON
432 Banc of America Commercial Mor 06427DAT0 Sep 2023 28,931,068 -97,819 $714K -7.7% 0.02% ABS-MBS
433 CSAIL Commercial Mortgage Trus 22945DAL7 Sep 2023 19,244,844 -40,682 $701K -3.4% 0.02% ABS-MBS
434 1011778 BC / NEW RED FIN 68245XAK5 Sep 2023 700,000 — $698K +0.4% 0.02% DBT
435 NEW TROJAN PARENT INC N/A Sep 2023 2,681,250 New $695K — 0.02% LON
436 MFRA Trust 552747AC1 Sep 2023 750,504 -91,843 $687K -6.7% 0.02% ABS-MBS
437 DAVITA INC N/A Sep 2023 684,240 New $684K — 0.02% LON
438 Residential Mortgage Loan Trus 76119CAA9 Sep 2023 706,957 -66,615 $674K -7.9% 0.02% ABS-MBS
439 OLD REPUBLIC INTL CORP 680223AK0 Sep 2023 700,000 — $673K +1.8% 0.02% DBT
440 Verus Securitization Trust 92536PAA2 Sep 2023 698,377 -43,471 $667K -4.6% 0.02% ABS-MBS
441 Morgan Stanley Capital Inc 61753KAC0 Sep 2023 1,568,415 -11,419 $659K -0.7% 0.02% ABS-MBS
442 UBS Commercial Mortgage Trust 90276CAF8 Sep 2023 21,817,476 -177,033 $654K -6.6% 0.02% ABS-MBS
443 CAESARS ENTERTAIN INC 28470RAH5 Dec 2023 650,000 New $652K — 0.02% DBT
444 Long Beach Mortgage Loan Trust 54251UAD8 Sep 2023 2,321,294 -16,840 $631K -0.6% 0.01% ABS-MBS
445 Cascade Funding Mortgage Trust 147271AA8 Sep 2023 645,458 -254,570 $629K -27.9% 0.01% ABS-MBS
446 EQUINIX INC 29444UBL9 Sep 2023 700,000 — $614K +5.3% 0.01% DBT
447 Morgan Stanley Capital Inc 617451DR7 Sep 2023 639,406 -31,683 $611K -4.1% 0.01% ABS-MBS
448 BofA Securities, Inc. N/A Sep 2023 106,500,000 New $608K — 0.01% DIR
449 ANGLO AMERICAN CAPITAL 034863AV2 Sep 2023 600,000 — $597K +0.8% 0.01% DBT
450 Nationstar Home Equity Loan Tr 63860LAA8 Sep 2023 602,308 -139,179 $596K -18.7% 0.01% ABS-MBS
451 Fanniemae-Aces 3136B9J32 Sep 2023 6,016,781 -7,811 $589K -1.0% 0.01% ABS-MBS
452 JPMDB Commercial Mortgage Secu 46591ABC8 Sep 2023 30,424,251 -140,565 $569K -4.5% 0.01% ABS-MBS
453 COMM Mortgage Trust 12595VAE7 Sep 2023 35,056,142 -41,430 $549K -4.6% 0.01% ABS-MBS
454 TENET HEALTHCARE CORP 88033GCZ1 Dec 2023 550,000 New $544K — 0.01% DBT
455 Wells Fargo Commercial Mortgag 95001MAH3 Sep 2023 21,994,472 -71,575 $535K -6.5% 0.01% ABS-MBS
456 JPMDB Commercial Mortgage Secu 46646RAL7 Sep 2023 33,009,194 -135,397 $533K -8.6% 0.01% ABS-MBS
457 BAT CAPITAL CORP 05526DBB0 Sep 2023 527,000 — $503K +4.3% 0.01% DBT
458 Morgan Stanley BAML Trust 61767EAF1 Sep 2023 22,939,723 -99,239 $493K -5.9% 0.01% ABS-MBS
459 UPLAND SOFTWARE INC N/A Sep 2023 498,828 New $488K — 0.01% LON
460 PENSKE TRUCK LEASING/PTL 709599AX2 Sep 2023 500,000 — $483K +3.8% 0.01% DBT
461 Parliament CLO Ltd 701631AC7 Sep 2023 500,000 — $478K +0.2% 0.01% ABS-O
462 Falcon Aerospace Ltd 30605YAB7 Sep 2023 507,061 -30,629 $474K -5.7% 0.01% ABS-O
463 New Residential Mortgage Loan 64828NAA3 Sep 2023 473,553 -28,001 $470K -5.6% 0.01% ABS-MBS
464 Structured Asset Securities Co 86359RAD8 Sep 2023 477,759 -17,152 $457K -3.0% 0.01% ABS-MBS
465 VENTURE GLOBAL LNG INC N/A Sep 2023 444,419 New $443K — 0.01% LON
466 ALTICE USA INC N/A Sep 2023 452,616 New $443K — 0.01% LON
467 LUX NEWCO N/A Sep 2023 434,250 New $434K — 0.01% LON
468 Citigroup Commercial Mortgage 17326CBE3 Sep 2023 19,635,608 -54,790 $425K -6.1% 0.01% ABS-MBS
469 Wells Fargo Commercial Mortgag 95000PAH7 Sep 2023 24,021,955 -2,299,528 $414K -11.8% 0.01% ABS-MBS
470 CD Commercial Mortgage Trust 12515DAS3 Sep 2023 13,391,030 -68,435 $410K -7.4% 0.01% ABS-MBS
471 COMM Mortgage Trust 12593JBG0 Sep 2023 51,075,042 -384,410 $410K -17.7% 0.01% ABS-MBS
472 TRIPADVISOR INC 896945AA0 Sep 2023 400,000 — $401K +0.4% 0.01% DBT
473 VODAFONEZIGGO GROUP HOLDING BV N/A Sep 2023 400,000 New $398K — 0.01% LON
474 Wells Fargo Commercial Mortgag 95001GAG8 Sep 2023 14,255,645 -48,653 $394K -5.2% 0.01% ABS-MBS
475 GULFSTREAM NATURAL GAS 402740AD6 Sep 2023 400,000 — $393K +1.8% 0.01% DBT
476 BNP PARIBAS 09659W2L7 Sep 2023 400,000 — $382K +2.3% 0.01% DBT
477 OUTCOMES GROUP HOLDINGS INC N/A Sep 2023 379,722 New $380K — 0.01% LON
478 CREDIT AGRICOLE LONDON 22535WAG2 Sep 2023 400,000 — $379K +2.0% 0.01% DBT
479 Towd Point Mortgage Trust 89176EAA8 Sep 2023 389,820 -39,551 $376K -8.1% 0.01% ABS-MBS
480 SOCIETE GENERALE 83368RAT9 Sep 2023 350,000 — $348K +0.8% 0.01% DBT
481 MSCI INC 55354GAL4 Sep 2023 379,000 — $346K +7.8% 0.01% DBT
482 ASSURANT INC 04621XAJ7 Sep 2023 350,000 — $346K +3.5% 0.01% DBT
483 AASET 2017-1 Trust 000366AA2 Sep 2023 376,612 -38,826 $344K -5.8% 0.01% ABS-O
484 MORGAN STANLEY 61744YAP3 Sep 2023 361,000 — $344K +4.6% 0.01% DBT
485 TEMPUR SEALY INTL INC 88023UAH4 Sep 2023 375,000 — $339K +8.2% 0.01% DBT
486 SMITHFIELD FOODS INC 832248AZ1 Sep 2023 350,000 — $335K +3.6% 0.01% DBT
487 Nomura Resecuritization Trust 65540WCC1 Sep 2023 344,788 -23,961 $324K -4.8% 0.01% ABS-MBS
488 AMSTED INDUSTRIES 032177AJ6 Sep 2023 350,000 — $320K +8.1% 0.01% DBT
489 GS Mortgage Securities Trust 36253PAE2 Sep 2023 11,010,949 -26,161 $302K -6.9% 0.01% ABS-MBS
490 SABINE PASS LIQUEFACTION 785592AS5 Sep 2023 300,000 — $301K +3.5% 0.01% DBT
491 First Franklin Mtg Loan Asset 32027NMJ7 Sep 2023 309,664 -32,327 $301K -8.5% 0.01% ABS-MBS
492 ABPCI Direct Lending Fund CLO 000823AL8 Sep 2023 300,000 — $298K +0.0% 0.01% ABS-O
493 CD Commercial Mortgage Trust 125039AG2 Sep 2023 12,592,471 -55,055 $296K +1.5% 0.01% ABS-MBS
494 Banc of America Commercial Mor 06054MAF0 Sep 2023 10,040,781 -72,960 $285K -11.9% 0.01% ABS-MBS
495 Morgan Stanley BAML Trust 61690AAF1 Sep 2023 28,154,269 -372,792 $277K -17.5% 0.01% ABS-MBS
496 UBS Commercial Mortgage Trust 90276TAH7 Sep 2023 10,736,599 -49,679 $275K -6.4% 0.01% ABS-MBS
497 Bank 060352AG6 Sep 2023 13,382,207 -111,887 $272K -7.4% 0.01% ABS-MBS
498 SUMMIT MATERIALS LLC/FIN 86614RAN7 Sep 2023 275,000 — $266K +6.6% 0.01% DBT
499 Starwood Mortgage Residential 85573AAA3 Sep 2023 284,227 -6,688 $263K -0.5% 0.01% ABS-MBS
500 UNITED WHOLESALE MTGE LL 913229AA8 Sep 2023 275,000 — $260K +12.0% 0.01% DBT
501 Morgan Stanley Capital Inc 61744CYB6 Sep 2023 260,719 -44,569 $257K -14.2% 0.01% ABS-MBS
502 CARLYLE GMS FINANCE MM CLO LLC 14310QAC2 Sep 2023 250,000 — $249K +0.6% 0.01% ABS-O
503 Wells Fargo Commercial Mortgag 95000TBV7 Sep 2023 7,917,345 -25,294 $235K -3.0% 0.01% ABS-MBS
504 BILLIKEN BUYER INC N/A Sep 2023 485,000 New $235K — 0.01% LON
505 LIBERTY GLOBAL HOLDINGS LTD N/A Sep 2023 200,000 New $199K — 0.00% LON
506 CSC HOLDINGS LLC 126307BB2 Sep 2023 250,000 — $190K +7.5% 0.00% DBT
507 AZALEA TOPCO INC N/A Sep 2023 190,708 New $188K — 0.00% LON
508 GATX CORP 361448BA0 Sep 2023 200,000 — $188K +4.8% 0.00% DBT
509 Citigroup Commercial Mortgage 17291CBW4 Sep 2023 5,935,671 -28,590 $185K -9.7% 0.00% ABS-MBS
510 CSAIL Commercial Mortgage Trus 12636MAG3 Sep 2023 5,969,194 -31,714 $185K -11.8% 0.00% ABS-MBS
511 Wells Fargo Commercial Mortgag 94989TBC7 Sep 2023 18,062,196 -352,693 $177K -15.7% 0.00% ABS-MBS
512 Morgan Stanley Capital Services LLC N/A Sep 2023 120,100,000 New $176K — 0.00% DIR
513 SAMSONITE INTERNATIONAL SA N/A Sep 2023 175,087 New $175K — 0.00% LON
514 BARCLAYS BANK PLC N/A Sep 2023 119,000,000 New $174K — 0.00% DIR
515 AMERICAN EQUITY INVESTME 025676503 Sep 2023 8,000 — $173K -4.0% 0.00% EP
516 AMC NETWORKS INC 00164VAF0 Sep 2023 225,000 — $172K +24.4% 0.00% DBT
517 JPMDB Commercial Mortgage Secu 46590LAV4 Sep 2023 6,206,608 -31,679 $157K -10.6% 0.00% ABS-MBS
518 CD Commercial Mortgage Trust 12514MBD6 Sep 2023 5,674,301 -28,131 $138K -10.8% 0.00% ABS-MBS
519 MINERALS TECHNOLOGIES IN 603158AA4 Sep 2023 140,000 — $135K +4.9% 0.00% DBT
520 VALVOLINE INC 92047WAD3 Sep 2023 125,000 — $124K +1.0% 0.00% DBT
521 ENVIRI CORP 415864AM9 Sep 2023 125,000 — $117K +6.0% 0.00% DBT
522 Wells Fargo Commercial Mortgag 95000CBE2 Sep 2023 4,519,872 -31,592 $104K -12.1% 0.00% ABS-MBS
523 AMSTED INDUSTRIES 032177AH0 Sep 2023 100,000 — $100K +5.7% 0.00% DBT
524 PERFORMANCE FOOD GROUP I 69346VAA7 Sep 2023 100,000 — $99K +4.0% 0.00% DBT
525 Bank of America, N.A. N/A Sep 2023 59,950,000 New $88K — 0.00% DIR
526 PARKLAND CORP 70137TAP0 Sep 2023 80,000 — $80K +4.7% 0.00% DBT
527 Citigroup Commercial Mortgage 17290XAY6 Sep 2023 2,796,942 -15,815 $75K -12.0% 0.00% ABS-MBS
528 SUMMIT MATERIALS LLC/FIN 86614RAM9 Sep 2023 75,000 — $75K +2.3% 0.00% DBT
529 MATCH GROUP HLD II LLC 57665RAN6 Sep 2023 75,000 — $72K +6.8% 0.00% DBT
530 Goldman Sachs International N/A Sep 2023 48,900,000 New $72K — 0.00% DIR
531 CUSHMAN & WAKEFIELD PLC N/A Sep 2023 70,924 New $71K — 0.00% LON
532 SIRIUS XM RADIO INC 82967NBM9 Sep 2023 75,000 — $64K +12.9% 0.00% DBT
533 JPMDB Commercial Mortgage Secu 46590TAG0 Sep 2023 3,005,245 -65,635 $60K -8.4% 0.00% ABS-MBS
534 ONEMAIN FINANCE CORP 85172FAN9 Sep 2023 50,000 — $51K +4.0% 0.00% DBT
535 UCFC Manufactured Housing Cont 90263AAV2 Sep 2023 44,617 -10,750 $44K -19.2% 0.00% ABS-MBS
536 Morgan Stanley ReRemic Trust 61759HBA4 Sep 2023 43,435 -1,715 $38K -6.1% 0.00% ABS-MBS
537 Vacasa Inc 91854V206 Dec 2023 4,070 New $33K — 0.00% EC
538 Structured Asset Investment Lo 86358ERB4 Sep 2023 14,973 -10,747 $15K -41.6% 0.00% ABS-MBS
539 KREF FUNDING V LLC N/A Sep 2023 27,272,727 New $13K — 0.00% ABS-O
540 Credit Suisse Mortgage Trust 12648ELS9 Sep 2023 7,771 -6,167 $8K -44.0% 0.00% ABS-MBS
541 GINKGO BIOWORKS HOLDINGS INC 37611X118 Sep 2023 19,663 — $2K -53.2% 0.00% DE
542 Treman Park CLO Ltd 89473MAD4 Sep 2023 325,901 — $1K -60.9% 0.00% ABS-O
543 JPMBB Commercial Mortgage Secu 46640UAF9 Sep 2023 2,712,092 -8,395,053 $58 -91.9% 0.00% ABS-MBS
544 Copper River CLO Ltd 217563AC9 Sep 2023 500,000 — $50 +0.0% 0.00% ABS-O
545 LUMEN TECHNOLOGIES INC N/A Sep 2023 1,413,008 New $1 — 0.00% DBT
546 Countrywide Asset-Backed Certi 126670ZH4 Sep 2023 1 — $1 +0.0% 0.00% ABS-MBS
547 FBR Securitization Trust 30246QAH6 Sep 2023 0 — $0 +0.0% 0.00% ABS-O
548 THUNDERBIRD 2022-1 N/A Sep 2023 2,810,562 New $0 — 0.00% ABS-O
549 THUNDERBIRD 2022-1 N/A Sep 2023 2,864,105 New $0 — 0.00% ABS-O
550 Structured Asset Securities Co 86362PAD7 Sep 2023 0 — $0 +0.0% 0.00% ABS-O
551 FONTAINEBLEAU LAS VEGAS N/A Sep 2023 45,236 New $0 — 0.00% DBT
552 BofA Securities, Inc. N/A Sep 2023 52,000,000 New $-346943 — -0.01% DIR
553 BofA Securities, Inc. N/A Sep 2023 -24,500,000 New $-555948 — -0.01% DCR
554 Barclays Bank plc N/A Sep 2023 -25,718,000 New $-613871 — -0.01% DFE
555 BofA Securities, Inc. N/A Sep 2023 -29,205,000 New $-1703611 — -0.04% DCR
556 BofA Securities, Inc. N/A Sep 2023 -168,000,000 New $-9057994 — -0.21% DIR
✕ FED HOME LN DISCOUNT NT 313384ML0 — 188,722,000 Exited $188.7M — — —
✕ TREASURY BILL 912797GV3 — 20,784,000 Exited $20.8M — — —
✕ ALEXANDER FUNDING TRUST 014621AA4 — 19,050,000 Exited $18.9M — — —
✕ Madison Avenue Secured Funding 55662KAA6 — 16,550,000 Exited $16.6M — — —
✕ Station Place Securitization T 85778GAA3 — 16,550,000 Exited $16.6M — — —
✕ TREASURY BILL 912797HB6 — 14,835,000 Exited $14.8M — — —
✕ ROGERS COMMUNICATIONS IN 775109CF6 — 14,400,000 Exited $13.7M — — —
✕ GA GLOBAL FUNDING TRUST 36143L2D6 — 16,600,000 Exited $13.7M — — —
✕ Shackleton CLO LTD 81882EAL6 — 13,228,825 Exited $13.2M — — —
✕ LABORATORY CORP OF AMER 50540RAX0 — 13,700,000 Exited $12.3M — — —
✕ QORVO INC 74739DAA2 — 10,600,000 Exited $10.0M — — —
✕ BOEING CO 097023DG7 — 10,450,000 Exited $9.6M — — —
✕ PRIME SECSRVC BRW/FINANC 74166MAF3 — 10,526,000 Exited $9.2M — — —
✕ LoanCore 2018-CRE1 Issuer, Ltd 53946CAC3 — 7,500,000 Exited $7.3M — — —
✕ Cascade Funding Mortgage Trust 12526PAB0 — 6,950,000 Exited $6.6M — — —
✕ STARWOOD PROPERTY TRUST 85571BAW5 — 5,375,000 Exited $5.1M — — —
✕ LoanCore 2019-CRE2 Issuer, Ltd 53946JAC8 — 4,657,548 Exited $4.6M — — —
✕ PFP III 69290LAE7 — 4,599,770 Exited $4.4M — — —
✕ ESSEX PORTFOLIO LP 29717PAY3 — 5,000,000 Exited $4.2M — — —
✕ TREASURY BILL 912797HA8 — 3,915,000 Exited $3.9M — — —
✕ PARAMOUNT GLOBAL 92556HAA5 — 3,590,000 Exited $3.5M — — —
✕ T-MOBILE USA INC 87264ABU8 — 3,200,000 Exited $3.0M — — —
✕ FAIRFAX FINL HLDGS LTD 303901BB7 — 3,100,000 Exited $2.9M — — —
✕ LEVEL 3 FINANCING INC 527298BS1 — 5,070,000 Exited $2.8M — — —
✕ American Money Management Corp 00175LAS1 — 2,166,281 Exited $2.2M — — —
✕ VIRGIN MEDIA VEND FIN IV 92770QAA5 — 1,850,000 Exited $1.6M — — —
✕ LEVEL 3 FINANCING INC 527298BR3 — 2,277,000 Exited $1.4M — — —
✕ Five Guys Funding, LLC 33830JAA3 — 1,428,250 Exited $1.4M — — —
✕ LEVEL 3 FINANCING INC 527298BT9 — 2,150,000 Exited $1.2M — — —
✕ MUELLER WATER PRODUCTS 624758AF5 — 1,180,000 Exited $1.0M — — —
✕ US FOODS INC 90290MAD3 — 1,011,000 Exited $0.9M — — —
✕ NEWMARK GROUP INC 65158NAB8 — 775,000 Exited $0.8M — — —
✕ ONEMAIN FINANCE CORP 85172FAP4 — 750,000 Exited $0.7M — — —
✕ CIT Mortgage Loan Trust 12559QAA0 — 408,789 Exited $0.4M — — —
✕ Park Place Securities Inc 70069FJS7 — 410,535 Exited $0.4M — — —
✕ Vacasa Inc 91854V107 — 81,407 Exited $0.0M — — —
✕ ACROPOLIS INFRASTRUCTURE - A 005029111 — 28,866 Exited $0.0M — — —
✕ GreenPoint Mortgage Funding Tr 39539KAA1 — 0 Exited $0.0M — — —