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Guggenheim Strategy Fund III

Guggenheim Strategy Funds Trust

Assets: $326M Net: $325M Series: S000045497 EDGAR ↗
+24
New
-13
Exited
241
Positions
Period:
vs
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← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 TREASURY BILL 912797HX8 Dec 2023 60,020,000 New $60.0M — 18.50% DBT
2 BCC Middle Market CLO 05550GAL1 Sep 2023 7,250,000 — $7.2M +0.2% 2.21% ABS-O
3 THL Credit Lake Shore MM CLO I 510760AA9 Sep 2023 7,050,000 — $7.0M +1.2% 2.17% ABS-O
4 AB Private Credit Investors LL 00085KAS2 Sep 2023 7,000,000 — $6.9M +0.2% 2.13% ABS-O
5 Dreyfus Treasury Securities Ca N/A Sep 2023 6,583,328 +5,283,328 $6.6M +406.4% 2.03% STIV
6 ATHENE GLOBAL FUNDING 04685A3B5 Sep 2023 3,850,000 — $3.8M +0.6% 1.18% DBT
7 Palmer Square Loan Funding Ltd 69701CAC4 Sep 2023 3,750,000 — $3.7M +0.1% 1.14% ABS-O
8 Sound Point CLO LTD 83610JAA4 Sep 2023 3,430,301 -319,699 $3.4M -8.2% 1.06% ABS-O
9 BX Trust 05609VAL9 Sep 2023 3,500,000 — $3.4M +0.8% 1.04% ABS-MBS
10 Firstkey Homes Trust 33767JAJ1 Sep 2023 3,550,000 — $3.3M +2.3% 1.02% ABS-O
11 GA GLOBAL FUNDING TRUST 36143L2K0 Sep 2023 3,300,000 — $3.3M +0.9% 1.02% DBT
12 Citigroup Mortgage Loan Trust 17330VAA4 Sep 2023 3,256,010 -51,966 $3.3M -0.3% 1.01% ABS-MBS
13 F&G GLOBAL FUNDING 30321L2B7 Sep 2023 3,250,000 — $3.1M +1.9% 0.96% DBT
14 OWS Structured Asset Trust 67114HAA2 Sep 2023 3,157,010 -99,943 $3.1M +2.9% 0.95% ABS-MBS
15 BOEING CO 097023CZ6 Sep 2023 3,050,000 — $3.0M +1.1% 0.94% DBT
16 WMRK Commercial Mortgage Trust 929342AB9 Sep 2023 2,900,000 — $2.9M -0.0% 0.89% ABS-MBS
17 Woodmont Trust 97988WAA9 Sep 2023 2,850,000 — $2.8M -0.1% 0.87% ABS-O
18 NEXTERA ENERGY CAPITAL 65339KBP4 Sep 2023 2,750,000 — $2.8M +0.7% 0.85% DBT
19 ABPCI Direct Lending Fund CLO 000807AN7 Sep 2023 2,747,820 -212,773 $2.7M -7.0% 0.84% ABS-O
20 Madison Avenue Secured Funding 55663DAA1 Sep 2023 2,700,000 — $2.7M +0.0% 0.83% ABS-O
21 Preston Ridge Partners Mortgag 693582AA6 Sep 2023 2,736,199 -104,619 $2.6M -3.0% 0.81% ABS-MBS
22 BrightSpire Capital, Inc 05591XAE1 Sep 2023 2,750,000 — $2.6M +0.4% 0.81% ABS-O
23 Parliament CLO Ltd 701631AA1 Sep 2023 2,629,685 -322,673 $2.6M -10.8% 0.80% ABS-O
24 Madison Avenue Secured Funding 55661YAA7 Dec 2023 2,550,000 New $2.5M — 0.79% ABS-O
25 New York Mortgage Trust 62955RAA3 Sep 2023 2,518,077 -72,699 $2.4M +1.5% 0.73% ABS-MBS
26 Oak Street Investment Grade Ne 67181DAA9 Sep 2023 2,604,982 -9,139 $2.4M +2.0% 0.73% ABS-O
27 BRAVO Residential Funding Trus 105692AA5 Sep 2023 2,419,672 -62,987 $2.3M +3.2% 0.69% ABS-MBS
28 Golub Capital Partners CLO Ltd 38178GAA8 Sep 2023 2,250,000 — $2.2M +0.9% 0.69% ABS-O
29 WARNERMEDIA HOLDINGS INC 55903VAZ6 Sep 2023 2,150,000 — $2.1M +1.4% 0.65% DBT
30 BANK OF AMERICA CORP 06051GJU4 Sep 2023 2,100,000 — $2.1M +0.1% 0.65% DBT
31 Golub Capital Partners CLO Ltd 38175BAA2 Sep 2023 2,104,109 -165,417 $2.1M -7.1% 0.65% ABS-O
32 BXMT Ltd 12434LAC8 Sep 2023 2,250,000 — $2.1M +0.7% 0.64% ABS-O
33 Taco Bell Funding, LLC 87342RAC8 Sep 2023 2,062,500 — $2.0M +2.2% 0.63% ABS-O
34 Anchorage Credit Funding Ltd. 03329TAG9 Sep 2023 2,250,000 — $2.0M +0.9% 0.60% ABS-O
35 AMERIPRISE FINANCIAL INC 03076CAK2 Sep 2023 2,000,000 — $2.0M +1.7% 0.60% DBT
36 GRAPHIC PACKAGING INTERN 38869PAN4 Sep 2023 1,950,000 — $1.9M +1.8% 0.59% DBT
37 MACQUARIE BANK LTD 55608PBJ2 Sep 2023 1,950,000 — $1.9M +1.4% 0.59% DBT
38 CREDIT SUISSE NEW YORK 22550UAF8 Sep 2023 1,850,000 — $1.9M +0.2% 0.57% DBT
39 ENBRIDGE INC 29250NBM6 Sep 2023 1,850,000 — $1.9M +0.0% 0.57% DBT
40 AMERICAN EXPRESS CO 025816CR8 Sep 2023 1,800,000 — $1.8M -0.2% 0.56% DBT
41 ABPCI Direct Lending Fund CLO 000806AJ8 Sep 2023 1,800,000 — $1.8M -0.0% 0.55% ABS-O
42 RASPRO TRUST N/A Sep 2023 1,772,897 New $1.8M — 0.54% ABS-O
43 CREDIT SUISSE NEW YORK 22550UAB7 Sep 2023 1,750,000 — $1.7M +0.2% 0.54% DBT
44 Cerberus 15674RAC7 Sep 2023 1,750,000 — $1.7M +0.6% 0.54% ABS-O
45 SUMITOMO MITSUI TR BK LT 86563VAZ2 Sep 2023 1,800,000 — $1.7M +1.6% 0.54% DBT
46 GLOBAL PAYMENTS INC 37940XAF9 Sep 2023 1,800,000 — $1.7M +1.5% 0.53% DBT
47 Government National Mortgage A 38384EJU0 Sep 2023 1,682,302 -17,698 $1.7M +2.5% 0.53% ABS-MBS
48 Golub Capital Partners CLO Ltd 381743AA1 Sep 2023 1,750,000 — $1.7M +0.7% 0.53% ABS-O
49 Fortress Credit Opportunities 34961WAC9 Sep 2023 1,735,595 -84,282 $1.7M -4.5% 0.53% ABS-O
50 ASSURANT INC 04621XAP3 Sep 2023 1,650,000 — $1.7M +2.1% 0.52% DBT
51 DB Master Finance LLC 233046AK7 Sep 2023 1,740,735 -4,545 $1.7M +2.7% 0.52% ABS-O
52 RYDER SYSTEM INC 78355HKR9 Sep 2023 1,700,000 — $1.7M +1.8% 0.51% DBT
53 MORGAN STANLEY BANK NA 61690U7W4 Dec 2023 1,600,000 New $1.6M — 0.51% DBT
54 MACQUARIE GROUP LTD 55608JBA5 Sep 2023 1,700,000 — $1.6M +1.8% 0.51% DBT
55 ENBRIDGE INC 29250NBW4 Dec 2023 1,570,000 New $1.6M — 0.50% DBT
56 Credit Suisse Mortgage Trust 12660KAC5 Sep 2023 1,640,761 -45,179 $1.6M +2.6% 0.49% ABS-MBS
57 GCAT 36169DAA0 Sep 2023 1,560,760 -62,626 $1.6M -1.8% 0.48% ABS-MBS
58 GCAT 36168MAC7 Sep 2023 1,661,290 -21,388 $1.5M +2.2% 0.47% ABS-MBS
59 Fannie Mae 3136BQRA9 Dec 2023 1,454,460 New $1.5M — 0.46% ABS-MBS
60 Triton Container Finance LLC 89680HAE2 Sep 2023 1,724,063 -47,812 $1.5M +1.5% 0.46% ABS-O
61 Golub Capital Partners CLO Ltd 38178EAA3 Sep 2023 1,500,000 — $1.5M +0.3% 0.46% ABS-O
62 Owl Rock CLO Ltd 691200AC3 Sep 2023 1,500,000 — $1.5M +0.0% 0.46% ABS-O
63 Imperial Fund LLC 45276PAB2 Sep 2023 1,531,119 -23,710 $1.4M +1.9% 0.43% ABS-MBS
64 EBAY INC 278642AX1 Sep 2023 1,500,000 — $1.4M +3.4% 0.43% DBT
65 EQUINIX INC 29444UBQ8 Sep 2023 1,500,000 — $1.4M +3.5% 0.43% DBT
66 Onslow Bay Financial LLC 670843AA9 Sep 2023 1,352,731 -30,797 $1.4M -1.1% 0.42% ABS-MBS
67 FACTSET RESEARCH SYSTEMS 303075AA3 Sep 2023 1,450,000 — $1.4M +2.7% 0.42% DBT
68 CARLYLE GMS FINANCE MM CLO LLC 14310QAA6 Sep 2023 1,350,000 — $1.3M +0.6% 0.41% ABS-O
69 VALERO ENERGY CORP 91913YBA7 Sep 2023 1,350,000 — $1.3M +1.3% 0.41% DBT
70 ELEMENT FLEET MANAGEMENT 286181AF9 Sep 2023 1,350,000 — $1.3M +1.2% 0.41% DBT
71 Home Equity Loan Trust 43710XAA6 Sep 2023 1,418,816 -33,773 $1.3M -1.4% 0.41% ABS-MBS
72 Station Place Securitization T 85778HAA1 Dec 2023 1,300,000 New $1.3M — 0.40% ABS-O
73 Ladder Capital Commercial Mort 50190FAA9 Sep 2023 1,300,000 — $1.3M +0.9% 0.39% ABS-O
74 Morgan Stanley Capital I Trust 61767YBA7 Sep 2023 46,110,134 -155,436 $1.3M -4.7% 0.39% ABS-MBS
75 CDW LLC/CDW FINANCE 12513GBG3 Sep 2023 1,350,000 — $1.3M +3.7% 0.39% DBT
76 Palmer Square Loan Funding Ltd 69702DAE7 Sep 2023 1,250,000 — $1.2M +1.8% 0.39% ABS-O
77 Cerberus 15674JAA9 Sep 2023 1,250,000 — $1.2M -0.1% 0.38% ABS-O
78 TOWD POINT REVOLVING TRUST TPRT_22-A N/A Sep 2023 1,250,000 New $1.2M — 0.38% ABS-MBS
79 Citigroup Commercial Mortgage 17327GAU8 Sep 2023 41,087,138 -1,342,982 $1.2M -3.2% 0.38% ABS-MBS
80 CROWN CASTLE TOWERS LLC 22822RBD1 Sep 2023 1,250,000 — $1.2M +1.8% 0.37% ABS-O
81 Golub Capital Partners CLO Ltd 38174TAE6 Sep 2023 1,250,000 — $1.2M +0.3% 0.37% ABS-O
82 Structured Asset Securities Co 86365DAA7 Sep 2023 1,255,810 -55,399 $1.2M -3.8% 0.37% ABS-MBS
83 CLI Funding LLC 12565KAA5 Sep 2023 1,341,445 -50,757 $1.2M -0.5% 0.36% ABS-O
84 BXMT Ltd 05608XAC6 Sep 2023 1,250,000 — $1.2M -0.2% 0.36% ABS-O
85 Aligned Data Centers Issuer LL 01627AAA6 Sep 2023 1,300,000 +350,000 $1.2M +40.2% 0.36% ABS-O
86 PMH NEWCO LP N/A Sep 2023 1,165,119 New $1.2M — 0.36% ABS-O
87 WARNERMEDIA HOLDINGS INC 55903VBG7 Sep 2023 1,150,000 — $1.2M +0.1% 0.35% DBT
88 Dominos Pizza Master Issuer LL 25755TAK6 Sep 2023 1,187,500 -3,125 $1.1M +3.5% 0.35% ABS-O
89 MidOcean Credit CLO 59801WAM8 Sep 2023 1,144,136 -432,039 $1.1M -27.2% 0.35% ABS-O
90 SBA TOWER TRUST 78403DAN0 Sep 2023 1,175,000 — $1.1M +0.9% 0.35% ABS-O
91 HYATT HOTELS CORP 448579AN2 Sep 2023 1,150,000 — $1.1M +1.1% 0.34% DBT
92 BRAVO Residential Funding Trus 10568PAA5 Sep 2023 1,183,193 -3,930 $1.1M +3.9% 0.34% ABS-MBS
93 Taco Bell Funding, LLC 87342RAG9 Sep 2023 1,228,125 — $1.1M +3.6% 0.34% ABS-O
94 Preston Ridge Partners Mortgag 69358DAA2 Sep 2023 1,075,945 -36,869 $1.0M +2.1% 0.32% ABS-MBS
95 Legacy Mortgage Asset Trust 52475WAA4 Sep 2023 1,081,560 -38,331 $1.0M +1.5% 0.32% ABS-MBS
96 Legacy Mortgage Asset Trust 52474XAA3 Sep 2023 1,068,741 -33,460 $1.0M +0.1% 0.32% ABS-MBS
97 GOLDMAN SACHS GROUP INC 38141GZJ6 Sep 2023 1,000,000 — $999K +0.3% 0.31% DBT
98 BIO-RAD LABS 090572AR9 Sep 2023 1,050,000 — $998K +3.1% 0.31% DBT
99 ABPCI Direct Lending Fund CLO 000823AJ3 Sep 2023 1,000,000 — $992K +0.3% 0.31% ABS-O
100 Cerberus 15674LAA4 Sep 2023 1,000,000 — $990K +0.3% 0.31% ABS-O
101 IQVIA INC 46266TAA6 Sep 2023 1,000,000 — $981K +4.1% 0.30% DBT
102 BDS Ltd 05493JAG6 Sep 2023 1,000,000 — $966K +0.5% 0.30% ABS-O
103 Greystone Commercial Real Esta 39809PAE5 Sep 2023 1,000,000 — $956K +0.5% 0.29% ABS-O
104 Angel Oak Mortgage Trust 03465JAC4 Sep 2023 1,193,889 -28,161 $952K +0.6% 0.29% ABS-MBS
105 Ladder Capital Commercial Mort 50202KAE6 Sep 2023 1,000,000 — $950K +0.5% 0.29% ABS-O
106 BOEING CO 097023DE2 Sep 2023 950,000 — $946K +1.2% 0.29% DBT
107 CITIGROUP INC 17327CAP8 Sep 2023 950,000 — $944K -0.2% 0.29% DBT
108 ONE GAS INC 68235PAL2 Sep 2023 946,000 — $938K +1.2% 0.29% DBT
109 JACKSON NATL LIFE GLOBAL 46849LUV1 Sep 2023 950,000 — $911K +2.1% 0.28% DBT
110 HERA Commercial Mortgage Ltd 42704RAA9 Sep 2023 927,933 -150,505 $895K -14.4% 0.28% ABS-O
111 Novastar Home Equity Loan 66989EAA3 Sep 2023 919,110 -25,863 $886K -2.5% 0.27% ABS-MBS
112 FS KKR CAPITAL CORP 30313RAA7 Sep 2023 900,000 — $876K +1.7% 0.27% DBT
113 New Economy Assets Phase 1 Iss 643821AA9 Sep 2023 1,000,000 — $875K +1.5% 0.27% ABS-O
114 ROGERS COMMUNICATIONS IN 775109CF6 Sep 2023 900,000 — $873K +1.7% 0.27% DBT
115 Voya CLO Ltd 92917NAJ7 Sep 2023 858,980 -57,555 $860K -5.8% 0.27% ABS-O
116 RS IVY HOLDCO INC N/A Sep 2023 847,875 New $850K — 0.26% LON
117 HarborView Mortgage Loan Trust 41162NAC1 Sep 2023 946,986 -25,137 $840K -1.9% 0.26% ABS-MBS
118 Cascade Funding Mortgage Trust 12530GAA6 Sep 2023 904,807 -21,482 $833K +0.5% 0.26% ABS-MBS
119 TD SYNNEX CORP 87162WAD2 Sep 2023 850,000 — $828K +2.0% 0.26% DBT
120 BX Trust 05610HAE3 Sep 2023 850,573 — $826K +0.8% 0.25% ABS-MBS
121 Soundview Home Equity Loan Tru 83612CAA7 Sep 2023 871,446 -57,688 $823K -5.6% 0.25% ABS-MBS
122 AMERICAN EQUITY INVESTME 025676AM9 Sep 2023 850,000 — $816K +2.2% 0.25% DBT
123 Newstar Fairfield Fund CLO LTD 65252BAA1 Sep 2023 799,984 -122,137 $797K -12.8% 0.25% ABS-O
124 COOPERATIEVE RABOBANK UA 74977RDR2 Sep 2023 800,000 — $788K +3.7% 0.24% DBT
125 ROCKETMTGE CO-ISSUER INC 77313LAA1 Sep 2023 850,000 — $784K +4.7% 0.24% DBT
126 Cerberus 15674UAA4 Sep 2023 771,874 -164,369 $772K -17.3% 0.24% ABS-O
127 MITSUBISHI UFJ FIN GRP 606822CV4 Sep 2023 750,000 — $753K +1.0% 0.23% DBT
128 THL Credit Lake Shore MM CLO I 510800AC9 Sep 2023 750,000 — $744K +0.6% 0.23% ABS-O
129 ABPCI Direct Lending Fund CLO 00086AAQ7 Sep 2023 750,000 — $743K -0.1% 0.23% ABS-O
130 Cerberus 15674PAA5 Sep 2023 750,000 — $742K +0.5% 0.23% ABS-O
131 SBA TOWER TRUST 78403DAP5 Sep 2023 800,000 — $742K +2.6% 0.23% ABS-O
132 CAPITAL ONE FINANCIAL CO 14040HCU7 Sep 2023 750,000 — $741K +1.9% 0.23% DBT
133 JP Morgan Chase Commercial Mor 46654EAG6 Sep 2023 850,000 — $728K -2.6% 0.22% ABS-MBS
134 Angel Oak Mortgage Trust 03465WAB7 Sep 2023 746,344 -16,702 $728K +1.0% 0.22% ABS-MBS
135 BDS Ltd 05493FAA7 Sep 2023 733,276 -117,680 $715K -14.7% 0.22% ABS-O
136 Life Financial Services Trust 53218CAE0 Sep 2023 737,228 — $714K -0.3% 0.22% ABS-MBS
137 Credit Suisse Mortgage Trust 12597XAC5 Sep 2023 698,807 -22,715 $707K -0.2% 0.22% ABS-MBS
138 New Residential Mortgage Loan 64830TAD0 Sep 2023 747,697 -24,791 $698K -0.6% 0.22% ABS-MBS
139 Bear Stearns Asset Backed Secu 07389MAD9 Sep 2023 714,338 -48,420 $696K -5.7% 0.21% ABS-MBS
140 New York Mortgage Trust 62956BAA7 Sep 2023 706,749 -19,805 $686K -2.1% 0.21% ABS-MBS
141 SILGAN HOLDINGS INC 827048AX7 Sep 2023 750,000 — $685K +2.9% 0.21% DBT
142 New Residential Mortgage Loan 64828CAG4 Sep 2023 734,216 -36,969 $684K -2.0% 0.21% ABS-MBS
143 TRITON CONTAINER 89680YAB1 Sep 2023 700,000 — $683K +1.4% 0.21% DBT
144 Credit Suisse Mortgage Trust 12598JAC5 Sep 2023 713,716 -26,598 $683K +0.7% 0.21% ABS-MBS
145 ALCOA NEDERLAND HOLDING 013822AE1 Sep 2023 700,000 — $682K +2.6% 0.21% DBT
146 Verus Securitization Trust 92538CAA9 Sep 2023 738,143 -43,913 $682K -5.0% 0.21% ABS-MBS
147 ELANCO ANIMAL HEALTH INC N/A Sep 2023 673,339 New $669K — 0.21% LON
148 Castlelake Aircraft Structured 14856CAA7 Sep 2023 731,012 -751 $666K +0.2% 0.21% ABS-O
149 CELESTIAL-SATURN PARENT INC N/A Sep 2023 685,965 New $666K — 0.21% LON
150 COLT Funding LLC 19688RAA7 Dec 2023 639,879 New $655K — 0.20% ABS-MBS
151 TRITON CONTAINER 89680YAA3 Sep 2023 700,000 — $640K +2.7% 0.20% DBT
152 COREBRIDGE GLOB FUNDING 00138CAU2 Sep 2023 600,000 — $608K +2.5% 0.19% DBT
153 CF Hippolyta Issuer LLC 12530MAG0 Sep 2023 706,836 — $599K -0.9% 0.18% ABS-O
154 VONTIER CORP 928881AB7 Sep 2023 650,000 — $598K +2.7% 0.18% DBT
155 Cerberus 15674EAA0 Sep 2023 590,877 -81,403 $590K -11.9% 0.18% ABS-O
156 UNITED AIRLINES HOLDINGS INC N/A Sep 2023 560,000 New $578K — 0.18% LON
157 AASET 2018-2 Trust 04546KAA6 Sep 2023 656,769 -218,845 $575K -24.5% 0.18% ABS-O
158 Sapphire Aviation Finance I Li 80307AAA7 Sep 2023 665,384 -17,983 $568K -1.8% 0.17% ABS-O
159 Argent Securities Inc. 040104ND9 Sep 2023 583,008 -77,746 $567K -11.2% 0.17% ABS-MBS
160 Verus Securitization Trust 92538KAC7 Sep 2023 665,287 -17,907 $546K +1.7% 0.17% ABS-MBS
161 Verus Securitization Trust 92538MAC3 Sep 2023 653,165 -10,427 $533K +1.3% 0.16% ABS-MBS
162 Bear Stearns Asset Backed Secu 07389MAE7 Sep 2023 545,098 -70,633 $531K -10.7% 0.16% ABS-MBS
163 Credit Suisse Mortgage Trust 12662GAC2 Sep 2023 535,884 -14,540 $521K +1.6% 0.16% ABS-MBS
164 Cascade Funding Mortgage Trust 14727QAA3 Sep 2023 503,593 -9,163 $504K -0.4% 0.16% ABS-MBS
165 GCAT 36169GAA3 Sep 2023 490,608 -9,392 $498K -0.0% 0.15% ABS-MBS
166 Preston Ridge Partners Mortgag 69360MAA8 Sep 2023 516,565 -19,401 $497K +1.2% 0.15% ABS-MBS
167 Angel Oak Mortgage Trust 03464BAC2 Sep 2023 567,315 -12,829 $487K +1.7% 0.15% ABS-MBS
168 Credit Suisse Mortgage Trust 126401AA6 Sep 2023 534,385 -78,598 $485K -11.3% 0.15% ABS-MBS
169 T-MOBILE USA INC 87264ABU8 Sep 2023 500,000 — $476K +2.8% 0.15% DBT
170 Textainer Marine Containers Li 88315LAL2 Sep 2023 541,333 -14,000 $474K +1.3% 0.15% ABS-O
171 Dominos Pizza Master Issuer LL 25755TAJ9 Sep 2023 475,000 -1,250 $461K +2.1% 0.14% ABS-O
172 Countrywide Alternative Loan T 126680AB3 Sep 2023 538,888 -13,497 $455K -1.5% 0.14% ABS-MBS
173 BXHPP Trust 05609JAL6 Sep 2023 500,000 — $448K -0.6% 0.14% ABS-MBS
174 JPMDB Commercial Mortgage Secu 46591ABC8 Sep 2023 23,764,532 -109,796 $445K -4.5% 0.14% ABS-MBS
175 Towd Point Mortgage Trust 89175VAA1 Sep 2023 437,237 -33,695 $424K -5.8% 0.13% ABS-MBS
176 LSTAR Securities Investment Lt 54912MAA3 Sep 2023 429,884 -10,402 $421K -2.5% 0.13% ABS-MBS
177 GA GLOBAL FUNDING TRUST 36143L2A2 Sep 2023 450,000 — $414K +3.1% 0.13% DBT
178 Banc of America Funding Corpor 05990TAG2 Sep 2023 408,888 -21,189 $403K -4.4% 0.12% ABS-MBS
179 Morgan Stanley Capital Inc 61744CYB6 Sep 2023 408,460 -69,825 $402K -14.2% 0.12% ABS-MBS
180 Legacy Mortgage Asset Trust 52476DAA5 Sep 2023 415,074 -11,939 $401K +1.6% 0.12% ABS-MBS
181 Wingstop Funding LLC 974153AB4 Sep 2023 443,250 — $399K +3.9% 0.12% ABS-O
182 BofA Securities, Inc. N/A Sep 2023 -3,000,000 New $393K — 0.12% DIR
183 PMH SPV - C LLC N/A Sep 2023 376,829 New $377K — 0.12% ABS-O
184 Encore Credit Receivables Trus 126673J37 Sep 2023 374,193 -44,232 $366K -10.2% 0.11% ABS-MBS
185 Towd Point Mortgage Trust 89175JAA8 Sep 2023 378,037 -22,250 $362K -4.7% 0.11% ABS-MBS
186 CHCP 2021-FL1 Ltd. 12546JAA2 Sep 2023 356,626 -558,235 $351K -61.3% 0.11% ABS-O
187 STERICYCLE INC 858912AF5 Sep 2023 350,000 — $348K +0.8% 0.11% DBT
188 Wellfleet CLO Ltd 94951MAJ2 Sep 2023 345,397 -105,061 $345K -23.2% 0.11% ABS-O
189 INTL FLAVOR & FRAGRANCES 459506AN1 Sep 2023 370,000 — $342K +3.3% 0.11% DBT
190 Onslow Bay Financial LLC 67118LAA9 Sep 2023 309,156 -11,250 $312K -1.9% 0.10% ABS-MBS
191 BRIGHTHSE FIN GLBL FUND 10921U2B3 Sep 2023 300,000 — $299K +0.3% 0.09% DBT
192 WORLD WIDE TECHNOLOGY HOLDING CO LLC N/A Sep 2023 297,750 New $299K — 0.09% LON
193 ACRE COMMERCIAL MORTGAGE TRUST 00489TAC0 Sep 2023 300,000 — $295K +1.9% 0.09% ABS-O
194 Verus Securitization Trust 92537KAB0 Sep 2023 284,041 -13,569 $275K -2.9% 0.08% ABS-MBS
195 IRON MOUNTAIN INC 46284VAG6 Sep 2023 275,000 — $264K +5.6% 0.08% DBT
196 Textainer Marine Containers Li 88315LAE8 Sep 2023 282,743 -13,511 $264K -2.0% 0.08% ABS-O
197 Verus Securitization Trust 92538HAC4 Sep 2023 322,222 -7,981 $254K +2.1% 0.08% ABS-MBS
198 New Residential Mortgage Loan 64828NAA3 Sep 2023 243,542 -14,401 $242K -5.6% 0.07% ABS-MBS
199 Towd Point Mortgage Trust 89169EAA7 Sep 2023 223,522 -34,558 $226K -12.9% 0.07% ABS-MBS
200 Residential Mortgage Loan Trus 76119CAA9 Sep 2023 235,652 -22,205 $225K -7.9% 0.07% ABS-MBS
201 Venture CDO Ltd 92328GBA3 Sep 2023 224,423 -240,596 $224K -51.7% 0.07% ABS-O
202 BRAVO Residential Funding Trus 10569QAB0 Sep 2023 223,134 -27,196 $222K -10.6% 0.07% ABS-MBS
203 PEACHTREE FUNDING TRUST 70466WAA7 Sep 2023 200,000 — $197K +1.9% 0.06% DBT
204 Verus Securitization Trust 92536PAA2 Sep 2023 205,405 -12,786 $196K -4.6% 0.06% ABS-MBS
205 T-MOBILE USA INC 87264ABR5 Sep 2023 200,000 — $190K +2.9% 0.06% DBT
206 Nationstar Home Equity Loan Tr 63860LAA8 Sep 2023 191,347 -44,216 $189K -18.7% 0.06% ABS-MBS
207 WEIR GROUP PLC (THE) 94876QAA4 Sep 2023 200,000 — $186K +3.5% 0.06% DBT
208 JABIL INC 466313AL7 Sep 2023 200,000 — $185K +3.1% 0.06% DBT
209 Golub Capital Partners CLO Ltd 38175JAA5 Sep 2023 185,173 -16,233 $185K -7.7% 0.06% ABS-O
210 ALTICE USA INC N/A Sep 2023 184,186 New $181K — 0.06% LON
211 Verus Securitization Trust 92537KAA2 Sep 2023 152,033 -7,263 $147K -2.9% 0.05% ABS-MBS
212 COGENT COMMUNICATIONS GR 19240CAC7 Sep 2023 152,000 — $146K +3.6% 0.04% DBT
213 Verus Securitization Trust 92539LAC4 Sep 2023 174,702 -6,079 $145K -2.8% 0.04% ABS-MBS
214 BRAVO Residential Funding Trus 10569CAC9 Sep 2023 125,380 -17,685 $124K -12.0% 0.04% ABS-MBS
215 Morgan Stanley Home Equity Loa 61744CYP5 Sep 2023 125,487 -39,750 $124K -23.7% 0.04% ABS-MBS
216 BLOCK INC 852234AN3 Sep 2023 100,000 — $94K +4.9% 0.03% DBT
217 Cascade Funding Mortgage Trust 147271AA8 Sep 2023 80,682 -31,821 $79K -27.9% 0.02% ABS-MBS
218 BofA Securities, Inc. N/A Sep 2023 -1,360,000 New $77K — 0.02% DIR
219 BofA Securities, Inc. N/A Sep 2023 -1,800,000 New $64K — 0.02% DIR
220 BofA Securities, Inc. N/A Sep 2023 -980,000 New $57K — 0.02% DIR
221 BofA Securities, Inc. N/A Sep 2023 -850,000 New $55K — 0.02% DIR
222 BofA Securities, Inc. N/A Sep 2023 -1,800,000 New $54K — 0.02% DIR
223 Credit Suisse Mortgage Trust 12648ELS9 Sep 2023 31,790 -25,228 $32K -44.0% 0.01% ABS-MBS
224 Starwood Mortgage Residential 85573AAA3 Sep 2023 33,837 -796 $31K -0.5% 0.01% ABS-MBS
225 Structured Asset Investment Lo 86358ERB4 Sep 2023 10,481 -7,523 $10K -41.6% 0.00% ABS-MBS
226 Dreyfus Treasury Obligations C N/A Sep 2023 8,224 New $8K — 0.00% STIV
227 Countrywide Asset-Backed Certi 126670ZH4 Sep 2023 0 — $0 +0.0% 0.00% ABS-MBS
228 FBR Securitization Trust 30246QAH6 Sep 2023 0 — $0 +0.0% 0.00% ABS-O
✕ FED HOME LN DISCOUNT NT 313384ML0 — 62,933,000 Exited $62.9M — — —
✕ Station Place Securitization T 85778GAA3 — 1,600,000 Exited $1.6M — — —
✕ Madison Avenue Secured Funding 55662KAA6 — 1,600,000 Exited $1.6M — — —
✕ ALEXANDER FUNDING TRUST 014621AA4 — 1,350,000 Exited $1.3M — — —
✕ MORGAN STANLEY 61747YEN1 — 950,000 Exited $1.0M — — —
✕ Shackleton CLO LTD 81882EAN2 — 579,894 Exited $0.6M — — —
✕ JEFFERIES FIN GROUP INC 527288BE3 — 350,000 Exited $0.3M — — —
✕ Cascade Funding Mortgage Trust 12526PAA2 — 346,859 Exited $0.3M — — —
✕ PARAMOUNT GLOBAL 92556HAA5 — 330,000 Exited $0.3M — — —
✕ Marathon CLO LTD 56576QAQ1 — 80,939 Exited $0.1M — — —
✕ Park Place Securities Inc 70069FJS7 — 58,439 Exited $0.1M — — —
✕ CIT Mortgage Loan Trust 12559QAA0 — 27,100 Exited $0.0M — — —
✕ GreenPoint Mortgage Funding Tr 39539KAA1 — 0 Exited $0.0M — — —