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Axonic Strategic Income Fund

AXONIC FUNDS

Assets: $1.9B Net: $1.9B Series: S000067475 EDGAR ↗
+76
New
-12
Exited
337
Positions
Period:
vs
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← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 First American Government Obligations Fund 31846V336 Oct 2022 343,571,352 -22,356,626 $343.6M -6.1% 17.99% STIV
2 Us Treasury N/b 91282CHT1 — 100,000,000 New $92.1M — 4.82% DBT
3 Mfa Financial Inc 55272XAA0 Oct 2022 30,730,000 — $30.1M -0.6% 1.57% DBT
4 Lhome Mortgage Trust 50205TAA2 — 28,498,000 New $28.4M — 1.49% ABS-MBS
5 Hertz Vehicle Financing Llc 42806MAH2 Oct 2022 30,000,000 — $26.1M +0.2% 1.37% ABS-MBS
6 Roc Securities Trust 77118TAA1 — 25,957,740 -1,542,260 $25.6M -2.8% 1.34% ABS-MBS
7 Mfra Trust 55286UAA0 — 25,486,000 New $25.5M — 1.34% ABS-MBS
8 Banc Of America Merrill Lynch Large Loan Inc 05525DAN6 Oct 2022 25,835,000 +9,000,000 $25.2M +58.2% 1.32% ABS-MBS
9 Bcrr Trust 81753WAJ7 — 24,057,599 — $23.3M +1.2% 1.22% ABS-MBS
10 Jp Morgan Chase Commercial Mortgage Sec Trust 46646GAA5 — 25,000,000 New $22.1M — 1.15% ABS-MBS
11 Mtk Mortgage Trust 55379DAG3 — 22,648,900 New $21.7M — 1.14% ABS-MBS
12 Affirm Inc 00833PAA5 — 21,112,908 -6,588,444 $20.8M -23.9% 1.09% ABS-MBS
13 Fremf Mortgage Trust 30307PAC5 Oct 2022 20,662,824 — $20.4M +0.8% 1.07% ABS-MBS
14 Vmc Finance Llc 91835TAC0 Oct 2022 20,580,000 — $19.6M +1.4% 1.03% ABS-MBS
15 Dominion Mortgage Trust 257463AA7 — 20,000,000 — $18.7M +1.5% 0.98% ABS-MBS
16 Cascade Funding Mortgage Trust 12529YBC5 Oct 2022 24,870,000 — $18.4M +1.4% 0.97% ABS-MBS
17 Rwt Holdings Inc 749772AD1 Oct 2022 19,800,000 — $18.3M +0.8% 0.96% DBT
18 Jp Morgan Chase Commercial Mortgage Sec Trust 466317AG9 — 19,525,591 New $17.2M — 0.90% ABS-MBS
19 Lhome Mortgage Trust 50204DAA8 Oct 2023 17,000,000 — $16.5M +2.0% 0.86% ABS-MBS
20 Rithm Capital Corp 64828TAA0 Oct 2022 16,839,000 — $16.0M +0.9% 0.84% DBT
21 Sb Multifamily Repack Trust Series 2020-frr1 78397JAW5 Oct 2022 16,123,490 -1,682,981 $15.9M -9.4% 0.83% ABS-MBS
22 Achieve Mortgage 00111NAA3 — 16,000,000 New $15.8M — 0.83% ABS-MBS
23 Lhome Mortgage Trust 50205BAA1 — 15,000,000 — $15.0M +0.4% 0.78% ABS-MBS
24 Bx Trust 05610JAL3 Oct 2022 13,844,079 — $13.3M +0.2% 0.70% ABS-MBS
25 Bcp Trust 05553BAN5 Oct 2022 15,300,000 — $13.0M +1.0% 0.68% ABS-MBS
26 Upstart Securitization Trust 91683VAA2 — 12,857,492 New $12.8M — 0.67% ABS-MBS
27 Mfra Trust 55284RAB7 Oct 2022 13,000,000 — $12.2M +3.3% 0.64% ABS-MBS
28 Jol Air 46651NAB0 Oct 2022 15,805,372 -377,867 $12.1M -1.2% 0.63% ABS-MBS
29 Tvc Mortgage Trust 873059AA7 — 12,000,000 New $12.0M — 0.63% ABS-MBS
30 Verus Securitization Trust 92539YAB8 — 12,000,000 New $12.0M — 0.63% ABS-MBS
31 Ncmf Trust 628870AN7 Oct 2022 12,600,000 — $11.8M +0.0% 0.62% ABS-MBS
32 Hudsons Bay Simon Jv Trust 44422PAU6 Oct 2022 12,896,000 — $11.6M +3.4% 0.61% ABS-MBS
33 N/A N/A Oct 2022 11,555,014 — $11.5M +0.3% 0.60% LON
34 Point Securitization Trust 73090AAB1 Oct 2022 14,000,001 — $11.5M -7.8% 0.60% ABS-MBS
35 Countrywide Alternative Loan Trust 02147FAR7 Oct 2023 24,846,094 -346,578 $11.5M +4.4% 0.60% ABS-MBS
36 Extended Stay America Trust 30227FAG5 — 11,680,824 New $11.4M — 0.60% ABS-MBS
37 Tlwnd 2019-1 87404LAB8 Oct 2022 13,426,043 -931,263 $11.1M -2.7% 0.58% ABS-MBS
38 Hudsons Bay Simon Jv Trust 44422PAA0 Oct 2022 11,274,447 -10,824,998 $11.0M -48.8% 0.58% ABS-MBS
39 Lhome Mortgage Trust 50205NAA5 — 11,000,000 — $11.0M +0.1% 0.57% ABS-MBS
40 Fat Brands Gfg Royalty Llc 31189WAB3 Oct 2022 12,000,000 — $10.6M +0.6% 0.56% ABS-MBS
41 Acm Auto Trust 00161AAA0 — 10,201,962 -9,925,949 $10.2M -49.4% 0.53% ABS-MBS
42 Saluda Grade Alternative Mortgage Trust 79581RAA9 — 10,665,037 +4,652,521 $10.1M +76.1% 0.53% ABS-MBS
43 Morgan Stanley Residential Mortgage Loan Trust 61775VAA4 — 10,000,000 New $10.0M — 0.52% ABS-MBS
44 Achieve Personal Loan Master Pass-through Trust 00446KAA5 — 9,872,180 New $10.0M — 0.52% ABS-MBS
45 Credit Suisse Mortgage Trust 12659RAN9 Oct 2022 11,700,000 — $9.9M +26.7% 0.52% ABS-MBS
46 Pennymac Corp 70932AAF0 Oct 2022 10,682,000 +534,000 $9.6M +5.6% 0.50% DBT
47 Smr 2022-ind Mortgage Trust 78458MAJ3 Oct 2022 10,483,290 — $9.6M -0.3% 0.50% ABS-MBS
48 Towd Point Asset Funding, Llc 89180DAA4 — 10,150,465 -1,118,385 $9.5M -9.6% 0.50% ABS-MBS
49 Credit Suisse Mortgage Trust 126395AQ5 Oct 2022 10,500,000 — $9.4M +1.3% 0.49% ABS-MBS
50 Prosper Marketplace Issuance Trust 74390NAA0 — 9,331,680 New $9.3M — 0.49% ABS-MBS
51 Slg Office Trust 78449RAL9 — 13,600,000 New $9.2M — 0.48% ABS-MBS
52 Mtn Commercial Mortgage Trust 2022-lpfl 62475WAL9 Oct 2022 10,000,000 — $9.2M -2.2% 0.48% ABS-MBS
53 Starwood Mortgage Residential Trust 85572JAC1 — 9,421,834 New $8.9M — 0.47% ABS-MBS
54 Toorak Mortgage Corp. 89053BAC8 Oct 2022 9,500,000 — $8.9M -1.2% 0.47% ABS-MBS
55 Barclays Commercial Mortgage Securities Llc 05548WAJ6 Oct 2022 14,615,000 +678,000 $8.9M +14.1% 0.46% ABS-MBS
56 Redwood Trust Inc 758075AD7 Oct 2022 8,763,000 — $8.6M +0.9% 0.45% DBT
57 Fat Brands Twin Peaks Llc 31200AAA8 — 9,038,000 — $8.6M +0.7% 0.45% ABS-MBS
58 Preston Ridge Partners Mortgage Trust 74390KAL2 — 8,370,000 New $8.3M — 0.43% ABS-MBS
59 Lhome Mortgage Trust 50203RAC4 Oct 2022 9,000,000 — $8.2M +5.8% 0.43% ABS-MBS
60 Bx Trust 056058AS9 Oct 2022 8,242,707 — $7.7M +1.2% 0.41% ABS-MBS
61 Chnge Mortgage Trust 12569QAA8 — 7,671,948 New $7.6M — 0.40% ABS-MBS
62 Fat Brands Gfg Royalty Llc 31189WAA5 — 8,553,000 +2,319,000 $7.6M +35.9% 0.40% ABS-MBS
63 Castlelake Aircraft Securitization Trust 14856GAC4 Oct 2022 10,634,667 +183,956 $7.6M +0.3% 0.40% ABS-MBS
64 Reach Financial Llc 75525AAA3 — 7,492,552 -2,507,448 $7.5M -25.3% 0.39% ABS-MBS
65 Mfra Trust 55285RAA8 — 7,500,000 — $7.4M +0.7% 0.39% ABS-MBS
66 New York Mortgage Trust 62955TAA9 — 7,545,000 New $7.3M — 0.38% ABS-MBS
67 VERUS SECURITIZATION TRUST 92539LAA8 Oct 2023 8,858,969 -315,975 $7.0M -7.0% 0.37% ABS-MBS
68 Castlelake Aircraft Securitization Trust 14856JAC8 Oct 2022 14,232,380 +304,237 $6.8M +2.7% 0.36% ABS-MBS
69 Flexential Issuer, Llc 33938MAC3 Oct 2022 8,000,000 — $6.8M -0.1% 0.36% ABS-MBS
70 Starwood Mortgage Residential Trust 85573PAA0 — 8,534,420 -222,342 $6.7M -5.7% 0.35% ABS-MBS
71 Morgan Stanley Residential Mortgage Loan Trust 61775QAC1 — 7,000,000 New $6.7M — 0.35% ABS-MBS
72 Pagaya Ai Debt Selection Trust 69546PAA8 — 6,662,774 -337,226 $6.7M -4.9% 0.35% ABS-MBS
73 Bcp Trust 05553BAQ8 Oct 2022 8,500,000 — $6.6M +1.7% 0.35% ABS-MBS
74 N/A COPPERHI Oct 2022 7,082,719 New $6.6M — 0.34% LON
75 Stonepeak 78433XAD2 Oct 2022 8,537,721 -1,173,281 $6.5M -16.5% 0.34% ABS-MBS
76 Jp Morgan Chase Commercial Mortgage Sec Trust 466317AS3 Oct 2022 7,400,199 -144,681 $6.3M -1.7% 0.33% ABS-MBS
77 Bravo Residential Funding Trust 105690AA9 — 7,207,726 -340,264 $6.3M -7.1% 0.33% ABS-MBS
78 Toorak Mortgage Corp. 89054JAA4 — 6,506,000 +3,000,000 $6.2M +86.1% 0.32% ABS-MBS
79 Mrcd Mortgage Trust 55348UAW8 Oct 2022 8,311,000 — $6.2M -7.5% 0.32% ABS-MBS
80 Countrywide Alternative Loan Trust 02150EAU7 Oct 2023 13,075,397 -113,704 $6.2M +5.5% 0.32% ABS-MBS
81 Thunderbolt Aircraft Lease Limited/ Us Llc 88607AAB5 Oct 2022 10,868,487 — $6.1M +5.1% 0.32% ABS-MBS
82 Solrr Aircraft 2021-1 Limited 83438LAC5 Oct 2022 7,363,093 — $6.1M -4.6% 0.32% ABS-MBS
83 Roc Securities Trust 77118TAC7 Oct 2022 6,745,000 — $6.0M +1.8% 0.31% ABS-MBS
84 Great Wolf Trust 39152TAJ9 — 6,000,000 -5,000,000 $5.9M -45.3% 0.31% ABS-MBS
85 Amsr Trust 00180UAH8 Oct 2022 7,000,000 — $5.9M -2.3% 0.31% ABS-MBS
86 Lehman Xs Trust 52524PAZ5 Oct 2022 6,824,711 +3,170,597 $5.9M +79.8% 0.31% ABS-MBS
87 Fhlmc Multifamily Structured Pass Through Certs. 3137H9PE3 — 19,488,345 New $5.7M — 0.30% ABS-MBS
88 Westlake Automobile Receivables Trust 96043FAE3 — 5,684,791 -2,420,209 $5.6M -29.4% 0.29% ABS-MBS
89 Bear Stearns Mortgage Funding Trust 07401TAB2 Oct 2022 6,264,738 -67,186 $5.5M -3.0% 0.29% ABS-MBS
90 Onslow Bay Financial Llc 67114BAA5 — 7,031,890 -2,277,941 $5.5M -27.0% 0.29% ABS-MBS
91 Credit Suisse N/A Oct 2022 1 New $5.5M — 0.29% DIR
92 Clsec Holdings 22t Llc 12567UAC7 Oct 2022 6,940,122 -76,827 $5.3M -6.0% 0.28% ABS-MBS
93 Credit Suisse Mortgage Trust 12659RAQ2 Oct 2022 6,311,003 — $5.3M +27.4% 0.27% ABS-MBS
94 Structured Asset Mortgage Investments Inc 86363DAB7 Oct 2022 4,888,531 -75,432 $5.1M -4.7% 0.27% ABS-MBS
95 Bear Stearns Mortgage Funding Trust 073324AB1 Oct 2022 5,689,353 -119,847 $5.1M -4.8% 0.27% ABS-MBS
96 Jp Morgan Chase Commercial Mortgage Sec Trust 46632HAL5 Oct 2022 5,222,610 -322,091 $5.0M -5.5% 0.26% ABS-MBS
97 Pagaya Ai Debt Selection Trust 69548HAA4 — 4,910,909 New $5.0M — 0.26% ABS-MBS
98 Home Partners Of America Trust 43732VAN6 Oct 2022 5,775,901 -6,805 $4.9M +0.8% 0.26% ABS-MBS
99 Pennymac Corp 70932AAD5 Oct 2022 5,000,000 — $4.9M +1.5% 0.26% DBT
100 Imperial Fund Llc 452764AC7 — 6,027,906 -322,993 $4.8M -7.3% 0.25% ABS-MBS
101 Fremf Mortgage Trust 30307PAA9 — 4,849,698 — $4.7M +1.1% 0.24% ABS-MBS
102 Chnge Mortgage Trust 17030AAA3 — 4,693,258 New $4.6M — 0.24% ABS-MBS
103 Great Wolf Trust 39152TAJ9 — 4,695,000 New $4.6M — 0.24% ABS-MBS
104 Castlelake Aircraft Securitization Trust 14855MAA6 Oct 2022 5,177,266 -37,852 $4.6M -0.5% 0.24% ABS-MBS
105 Sfave Commercial Mortgage Securities Trust 78413MAE8 — 7,000,000 — $4.5M -5.3% 0.24% ABS-MBS
106 Onslow Bay Financial Llc 670857AA9 Oct 2023 6,199,993 -178,199 $4.5M -9.0% 0.24% ABS-MBS
107 Imperial Fund Llc 452764AB9 — 5,525,581 -296,077 $4.4M -6.3% 0.23% ABS-MBS
108 Countrywide Alternative Loan Trust 02147FAA4 Oct 2022 9,385,700 -130,921 $4.4M +4.2% 0.23% ABS-MBS
109 Verus Securitization Trust 92539YAC6 — 4,388,000 New $4.4M — 0.23% ABS-MBS
110 Horizon Aircraft Finance Iii Limited 44040JAA6 Oct 2022 5,542,618 — $4.4M +2.5% 0.23% ABS-MBS
111 Achieve Personal Loan Master Pass-through Trust 00446DAA1 — 4,258,656 New $4.3M — 0.23% ABS-MBS
112 Lhome Mortgage Trust 501895AC0 Oct 2022 4,750,000 — $4.3M +5.5% 0.23% ABS-MBS
113 Horizon Aircraft Finance I Limited 440405AE8 Oct 2022 5,022,849 -66,706 $4.3M -1.6% 0.23% ABS-MBS
114 New Residential Mortgage Loan Trust 64831KAQ9 Oct 2022 5,000,000 — $4.2M -2.0% 0.22% ABS-MBS
115 A&d Mortgage Trust 00002MAB5 — 4,170,000 New $4.2M — 0.22% ABS-MBS
116 Granite Point Mtge Trst 38741L305 Oct 2022 257,360 — $4.1M -6.3% 0.22% EP
117 Lhome Mortgage Trust 50204TAC9 Oct 2022 4,413,000 — $4.1M +2.8% 0.21% ABS-MBS
118 Pagaya Ai Debt Selection Trust 69546RAB2 — 4,159,774 New $4.1M — 0.21% ABS-MBS
119 Wave Usa 94354KAB6 Oct 2022 6,963,966 — $4.0M +5.0% 0.21% ABS-MBS
120 Lunar Aircraft 2020-1 Limited 55037LAB0 Oct 2022 5,476,292 +2,114,910 $4.0M +85.8% 0.21% ABS-MBS
121 Residential Asset Mortgage Products, Inc. 74923RAD1 — 17,244,743 — $3.9M +3.2% 0.21% ABS-MBS
122 Apollo Cmmrl Real Est Fi 03762UAD7 Oct 2022 5,000,000 — $3.9M -4.1% 0.20% DBT
123 Acres Commercial Realty 00489Q300 Oct 2022 200,000 — $3.8M -8.0% 0.20% EP
124 Angel Oak Mortgage Trust 03464MAD6 — 3,880,848 -1,104,599 $3.8M -22.0% 0.20% ABS-MBS
125 Rmf Proprietary Issuance Trust 74969XAC5 Oct 2022 5,000,000 — $3.8M -9.6% 0.20% ABS-MBS
126 Maps Ltd 55292RAC5 Oct 2022 5,314,447 +71,587 $3.8M +10.3% 0.20% ABS-MBS
127 Wells Fargo Commercial Mortgage Trust 95002GAJ1 — 3,742,000 New $3.7M — 0.19% ABS-MBS
128 Gcat 36168HAA2 Oct 2023 5,009,967 -106,067 $3.7M -7.0% 0.19% ABS-MBS
129 Residential Asset Securitization Trust 76113MAB1 Oct 2022 9,989,869 -24,363 $3.7M +6.7% 0.19% ABS-MBS
130 Cantor Commercial Real Estate Lending 12528YBK8 Oct 2022 4,988,052 — $3.6M -2.9% 0.19% ABS-MBS
131 Fhlmc Multifamily Structured Pass Through Certs. 3137H9UG2 — 11,437,000 +7,400,000 $3.6M +168.6% 0.19% ABS-MBS
132 Verus Securitization Trust 92538BAC7 Oct 2023 3,978,617 -316,874 $3.6M -7.8% 0.19% ABS-MBS
133 Gkn Sub Ctl Pt Trust Aub 36175XAA8 Oct 2022 7,076,849 — $3.6M -3.2% 0.19% DBT
134 Arbor Realty Trust, Inc. 038923850 Oct 2022 200,000 — $3.5M -14.2% 0.18% EP
135 Spruce Hill Mortgage Acquisition Company, Llc 85214RAB9 — 3,520,221 New $3.4M — 0.18% ABS-MBS
136 Credit Suisse Mortgage Trust 12659RAA7 — 3,900,000 New $3.4M — 0.18% ABS-MBS
137 Stellar Jay Ireland Dac 858558AB5 Oct 2022 4,220,577 -514,123 $3.4M -9.0% 0.18% ABS-MBS
138 Rithm Capital Corp 64828T706 Oct 2022 166,420 — $3.3M -6.2% 0.17% EP
139 Alternative Loan Trust 02151HAF2 Oct 2023 6,742,962 -56,515 $3.3M -0.3% 0.17% ABS-MBS
140 Avant Credit Card Master Trust 05351KAD1 Oct 2022 3,500,000 — $3.2M +3.1% 0.17% ABS-MBS
141 Castlelake Aircraft Structured Trust 14856CAB5 Oct 2022 4,334,216 — $3.2M +6.3% 0.17% ABS-MBS
142 Bmo Mortgage Trust 055986AD5 — 134,095,153 -5,597 $3.2M -8.0% 0.17% ABS-MBS
143 New York Mortgage Trust 649604865 Oct 2022 173,386 -14,554 $3.2M -11.9% 0.17% EP
144 Countrywide Alternative Loan Trust 02148YAA2 Oct 2023 6,411,341 -121,709 $3.2M +5.1% 0.17% ABS-MBS
145 Progress Residential Trust 74333WAQ5 Oct 2022 3,980,603 -4,804 $3.2M -3.4% 0.17% ABS-MBS
146 Antler Mortgage Trust 2018-rtl1 00201QAA7 — 3,158,458 New $3.1M — 0.16% ABS-MBS
147 Cantor Commercial Real Estate Lending 12529MDH8 Oct 2022 4,600,000 — $3.1M -19.8% 0.16% ABS-MBS
148 Fremf Mortgage Trust 30295TAA5 Oct 2022 3,152,937 -28,206 $3.1M -0.3% 0.16% ABS-MBS
149 Cologix Data Centers Issuer Llc 19521UAE3 Oct 2022 3,700,000 — $3.0M -0.8% 0.16% ABS-MBS
150 Ambac Assurance Corp 023138AA8 Oct 2022 2,079,758 — $3.0M -1.7% 0.16% DBT
151 Velocity Commercial Capital Loan Trust 92258XAF0 Oct 2022 3,857,986 — $3.0M -1.0% 0.16% ABS-MBS
152 Dt Auto Owner Trust 23345YAJ0 Oct 2022 3,170,000 — $3.0M -0.0% 0.16% ABS-MBS
153 Arbor Realty Trust, Inc. 038923876 Oct 2022 184,013 -15,987 $3.0M -22.5% 0.15% EP
154 Lhome Mortgage Trust 50205TAB0 — 3,000,000 New $2.9M — 0.15% ABS-MBS
155 Dominion Mortgage Trust 257463AC3 Oct 2022 3,500,000 — $2.9M +1.6% 0.15% ABS-MBS
156 Velocity Commercial Capital Loan Trust 92257DAA6 — 2,903,000 — $2.9M +0.4% 0.15% ABS-MBS
157 Bear Stearns Asset Backed Securities Trust 07387VAG4 Oct 2022 3,986,727 — $2.8M -4.3% 0.15% ABS-MBS
158 Velocity Commercial Capital Loan Trust 92259UAF5 Oct 2022 3,750,383 — $2.8M -2.9% 0.15% ABS-MBS
159 Lehman Mortgage Trust 52520MBS1 Oct 2022 4,918,486 -239,046 $2.8M -0.7% 0.15% ABS-MBS
160 Bravo Residential Funding Trust 10569TAA6 Oct 2023 3,236,507 -123,413 $2.8M -4.7% 0.15% ABS-MBS
161 Lehman Xs Trust 52524PAY8 Oct 2022 3,217,628 — $2.8M -4.0% 0.14% ABS-MBS
162 Fat Brands Twin Peaks Llc 31200AAB6 Oct 2022 3,000,000 — $2.7M +1.7% 0.14% ABS-MBS
163 Rmf Buyout Issuance Trust 74969TAE0 Oct 2022 3,250,000 — $2.7M -0.8% 0.14% ABS-MBS
164 Theorem Funding Trust 88339VAB4 — 2,735,688 New $2.7M — 0.14% ABS-MBS
165 Countrywide Alternative Loan Trust 02148KAC8 Oct 2022 4,587,653 -4,074 $2.7M +4.7% 0.14% ABS-MBS
166 Countrywide Alternative Loan Trust 02146TAE7 — 5,371,579 -29,668 $2.7M +5.3% 0.14% ABS-MBS
167 Barclays Commercial Mortgage Securities Llc 05548WAE7 — 3,312,000 New $2.7M — 0.14% ABS-MBS
168 Bx Trust 12434EAG5 — 2,751,100 New $2.7M — 0.14% ABS-MBS
169 Government National Mortgage Association 38380JNU8 Oct 2022 72,681,648 -369,852 $2.6M -5.4% 0.14% ABS-MBS
170 Bear Stearns Mortgage Funding Trust 07400JAA7 Oct 2022 2,661,425 -16,082 $2.6M -3.2% 0.14% ABS-MBS
171 Colt Funding Llc 19688BAC8 — 3,222,548 -90,220 $2.6M -4.0% 0.14% ABS-MBS
172 Verus Securitization Trust 92539XAC8 — 2,589,000 New $2.6M — 0.13% ABS-MBS
173 Credit Suisse Mortgage Trust 12659RAJ8 — 3,000,000 New $2.6M — 0.13% ABS-MBS
174 Benchmark Mortgage Trust 08163VAD9 — 76,610,789 -5,211 $2.5M -5.7% 0.13% ABS-MBS
175 Falcon Aerospace Ltd 30610GAB9 Oct 2022 3,389,332 — $2.5M +2.4% 0.13% ABS-MBS
176 Lendingpoint Asset Securitization Trust 52607HAD2 Oct 2022 3,000,000 — $2.5M +1.2% 0.13% ABS-MBS
177 Mtk Mortgage Trust 55379DAQ1 Oct 2022 2,600,000 — $2.5M +0.1% 0.13% ABS-MBS
178 Barclays Commercial Mortgage Securities Llc 054976AT2 Oct 2022 5,223,000 — $2.4M -4.4% 0.13% ABS-MBS
179 Raac Series 74978AAF7 Oct 2022 3,219,351 — $2.4M -1.6% 0.12% ABS-MBS
180 Colt Funding Llc 12597QAA4 — 2,555,179 New $2.3M — 0.12% ABS-MBS
181 Horizon Aircraft Finance Iii Limited 44040JAB4 Oct 2022 4,880,953 -2,201,310 $2.3M -19.0% 0.12% ABS-MBS
182 Prosper Marketplace Issuance Trust 74390NAC6 — 2,300,000 New $2.3M — 0.12% ABS-MBS
183 Multifamily Structured Credit Risk 35563QAB3 — 2,300,000 New $2.3M — 0.12% ABS-MBS
184 Colt Funding Llc 19688RAC3 — 2,288,000 New $2.3M — 0.12% ABS-MBS
185 Jpmorgan Chase Bank, Na - Cacln 48128U2S7 Oct 2022 2,350,000 — $2.3M +0.5% 0.12% ABS-MBS
186 Fresb Multifamily Mortgage Pass-through Certifica 30316XAK9 Oct 2022 56,678,113 -847,944 $2.3M -9.5% 0.12% ABS-MBS
187 Credit Suisse Mortgage Trust 12643PAW2 Oct 2022 2,945,132 -15,265 $2.2M -4.9% 0.12% ABS-MBS
188 Tpg Re Finance Trust Inc 87266M206 Oct 2022 160,000 — $2.2M -16.8% 0.12% EP
189 Gam Resecuritization Trust 36459DBJ9 — 2,445,000 — $2.2M +2.3% 0.12% ABS-MBS
190 Sfave Commercial Mortgage Securities Trust 78413MAL2 — 3,692,000 +1,500,000 $2.2M +58.1% 0.11% ABS-MBS
191 Starwood Mortgage Residential Trust 85573PAF9 Oct 2022 3,700,000 — $2.1M -11.8% 0.11% ABS-MBS
192 Pioneer Aircraft Finance Limited 72353PAA4 Oct 2022 2,444,666 -59,010 $2.1M -2.0% 0.11% ABS-MBS
193 Lehman Mortgage Trust 52520UAA3 — 7,825,658 — $2.1M +8.4% 0.11% ABS-MBS
194 N/A N/A Oct 2022 2,113,859 New $2.1M — 0.11% LON
195 Veros Auto Receivables Trust 92512VAB5 — 2,114,000 New $2.1M — 0.11% ABS-MBS
196 Verus Securitization Trust 92538BAA1 — 2,238,418 -178,277 $2.0M -7.8% 0.11% ABS-MBS
197 Hudsons Bay Simon Jv Trust 44422PBN1 Oct 2022 2,214,207 — $2.0M +0.2% 0.10% ABS-MBS
198 Credit Suisse N/A Oct 2022 1 New $2.0M — 0.10% DIR
199 Jp Morgan Chase Commercial Mortgage Sec Trust 46632MCJ7 Oct 2022 3,705,455 -31,289 $2.0M +0.1% 0.10% ABS-MBS
200 Ellington Financial Mortgage Trust 31574XAA6 Oct 2023 2,442,256 -130,752 $1.9M -7.7% 0.10% ABS-MBS
201 Bear Stearns Mortgage Funding Trust 07400NAT7 Oct 2022 2,160,451 -59,966 $1.9M -3.5% 0.10% ABS-MBS
202 Banc Of America Merrill Lynch Large Loan Inc 05530SAN6 — 2,000,000 — $1.9M +0.3% 0.10% ABS-MBS
203 Fat Brands Fazoli's Native I, Llc 31200BAB4 Oct 2022 2,000,000 — $1.9M +1.3% 0.10% ABS-MBS
204 Verus Securitization Trust 92538EAF4 Oct 2022 3,000,000 — $1.9M -9.2% 0.10% ABS-MBS
205 Kkr Real Estate Fin 48251K209 Oct 2022 114,412 -69,579 $1.9M -50.1% 0.10% EP
206 Countrywide Alternative Loan Trust 02147MAD3 — 4,951,168 -20,981 $1.9M +4.2% 0.10% ABS-MBS
207 Boston Lending Trust 2022-1 10084LAC5 Oct 2022 2,621,501 +17,941 $1.9M -3.2% 0.10% ABS-MBS
208 Castlelake Aircraft Securitization Trust 14856GAB6 Oct 2022 2,215,762 — $1.9M +1.8% 0.10% ABS-MBS
209 Fhlmc Multifamily Structured Pass Through Certs. 3137H9JK6 — 6,840,000 — $1.8M -4.0% 0.10% ABS-MBS
210 Velocity Commercial Capital Loan Trust 92258XAG8 Oct 2022 2,281,768 — $1.7M -1.3% 0.09% ABS-MBS
211 Sfave Commercial Mortgage Securities Trust 78413MAN8 — 3,179,000 — $1.7M -5.8% 0.09% ABS-MBS
212 Start Ltd. 85573LAB7 Oct 2022 2,079,592 -55,211 $1.7M +9.4% 0.09% ABS-MBS
213 Credit Suisse Mortgage Trust 12659RAL3 — 2,000,000 New $1.7M — 0.09% ABS-MBS
214 New Residential Mortgage Loan Trust 64831MAE2 Oct 2022 3,087,000 — $1.7M -12.8% 0.09% ABS-MBS
215 Falcon Aerospace Ltd 30610GAA1 Oct 2022 1,852,157 -305,693 $1.7M -15.2% 0.09% ABS-MBS
216 Specialty Underwriting & Residential Finance 84751PEV7 Oct 2022 1,986,367 +5,152 $1.6M -2.0% 0.08% ABS-MBS
217 Imperial Fund Llc 452764AF0 Oct 2022 2,785,000 — $1.6M -14.5% 0.08% ABS-MBS
218 Residential Accredit Loans, Inc. 74924AAA3 Oct 2022 9,462,102 — $1.6M -1.0% 0.08% ABS-MBS
219 Progress Residential Trust 74333YAQ1 Oct 2022 2,000,000 — $1.6M -6.3% 0.08% ABS-MBS
220 Horizon Aircraft Finance Ii Llc 44040HAB8 Oct 2022 2,483,333 — $1.6M +2.8% 0.08% ABS-MBS
221 Countrywide Alternative Loan Trust 02149CAY7 Oct 2022 3,203,755 -2,298 $1.6M +7.3% 0.08% ABS-MBS
222 Castlelake Aircraft Securitization Trust 14855MAB4 Oct 2022 2,422,091 — $1.6M -8.2% 0.08% ABS-MBS
223 Deephaven Residential Mortgage Trust 24381VAF7 Oct 2022 2,800,000 — $1.5M -12.2% 0.08% ABS-MBS
224 Fresb Multifamily Mortgage Pass-through Certifica 30318CAJ6 Oct 2022 45,893,510 -646,453 $1.5M -3.5% 0.08% ABS-MBS
225 Verus Securitization Trust 92538BAB9 Oct 2023 1,661,418 -132,322 $1.5M -7.8% 0.08% ABS-MBS
226 Deephaven Residential Mortgage Trust 24382JAF3 Oct 2022 2,628,000 — $1.5M -12.5% 0.08% ABS-MBS
227 Countrywide Alternative Loan Trust 02149CAX9 Oct 2022 3,057,287 -2,173 $1.5M +7.3% 0.08% ABS-MBS
228 Structured Asset Mortgage Investments Inc 86362XAQ1 Oct 2022 1,549,988 -4,040 $1.5M -6.6% 0.08% ABS-MBS
229 Bear Stearns Asset Backed Securities Trust 07388BAB8 — 4,492,876 New $1.5M — 0.08% ABS-MBS
230 Wells Fargo Commercial Mortgage Trust 95002GAL6 — 1,469,000 New $1.4M — 0.07% ABS-MBS
231 Toorak Mortgage Corp. 89053BAA2 — 1,461,047 New $1.4M — 0.07% ABS-MBS
232 Horizon Aircraft Finance Ii Llc 44040HAA0 Oct 2022 1,602,642 -89,060 $1.4M -4.1% 0.07% ABS-MBS
233 Countrywide Alternative Loan Trust 12668BUB7 Oct 2022 3,954,804 -135 $1.4M +7.7% 0.07% ABS-MBS
234 Santander Consumer Auto Receivables Trust 80282YAJ5 Oct 2022 1,370,000 — $1.2M +0.9% 0.06% ABS-MBS
235 Corevest American Finance Ltd 124764AA9 — 1,280,000 New $1.2M — 0.06% ABS-MBS
236 Countrywide Alternative Loan Trust 02146TAU1 — 2,478,672 New $1.2M — 0.06% ABS-MBS
237 Fresb Multifamily Mortgage Pass-through Certifica 35802DAD9 — 118,412,909 -420,933 $1.2M -8.9% 0.06% ABS-MBS
238 Morgan Stanley Reremic Trust 61690WAW6 Oct 2022 1,753,165 -20,292 $1.2M -4.5% 0.06% ABS-MBS
239 Pioneer Aircraft Finance Limited 72353PAB2 Oct 2022 1,656,250 — $1.2M -0.3% 0.06% ABS-MBS
240 First Investors Auto Owner Trust 32059FAL3 Oct 2022 1,270,000 — $1.2M +0.6% 0.06% ABS-MBS
241 Bx Trust 056058AG5 — 1,200,000 New $1.2M — 0.06% ABS-MBS
242 Velocity Commercial Capital Loan Trust 92259TAQ4 Oct 2022 1,979,181 -66,966 $1.2M -6.8% 0.06% ABS-MBS
243 Countrywide Alternative Loan Trust 021468AE3 Oct 2022 2,223,130 -29,356 $1.1M +4.3% 0.06% ABS-MBS
244 Citimortgage Alternative Loan Trust 12566UAA2 Oct 2022 1,319,938 -33,811 $1.1M -3.6% 0.06% ABS-MBS
245 Residential Asset Securitization Trust 761136AA8 — 3,524,933 New $1.1M — 0.06% ABS-MBS
246 Velocity Commercial Capital Loan Trust 92257CAG5 Oct 2022 1,446,067 -40,253 $1.1M -5.4% 0.06% ABS-MBS
247 Fresb Multifamily Mortgage Pass-through Certifica 30316KAE1 Oct 2022 28,559,352 -239,198 $1.1M +3.8% 0.06% ABS-MBS
248 Starwood Mortgage Residential Trust 85573HAC4 — 1,198,590 -83,370 $1.0M -8.7% 0.05% ABS-MBS
249 Countrywide Alternative Loan Trust 02150EAW3 — 2,094,606 -18,176 $1.0M +5.4% 0.05% ABS-MBS
250 A&d Mortgage Trust 00002MAC3 — 1,000,000 New $1.0M — 0.05% ABS-MBS
251 Lehman Mortgage Trust 52521HAE3 Oct 2022 1,687,015 -11,538 $968K +0.8% 0.05% ABS-MBS
252 Starwood Residential Mortgage Trust 85573GAA0 — 1,124,827 -72,366 $964K -6.0% 0.05% ABS-MBS
253 Fresb Multifamily Mortgage Pass-through Certifica 30318NAG8 Oct 2022 28,855,382 -178,224 $952K -3.8% 0.05% ABS-MBS
254 Washington Mutual Mortgage Pass-through Ctfs 9393365A7 Oct 2022 1,172,555 -19,741 $952K -1.4% 0.05% ABS-MBS
255 Countrywide Alternative Loan Trust 02147FAE6 Oct 2023 2,001,388 -27,917 $924K +4.4% 0.05% ABS-MBS
256 Bmo Mortgage Trust 055986AH6 — 1,000,000 — $920K -2.0% 0.05% ABS-MBS
257 Residential Accredit Loans, Inc. 761118UR7 Oct 2022 1,202,316 -36,419 $908K -2.5% 0.05% ABS-MBS
258 Countrywide Home Loans 12544RCC0 Oct 2022 2,261,388 +320 $895K +2.9% 0.05% ABS-MBS
259 Bravo Residential Funding Trust 10569TAC2 — 1,032,534 -39,372 $883K -3.2% 0.05% ABS-MBS
260 Starwood Mortgage Residential Trust 85573HAB6 — 982,844 -68,363 $870K -5.1% 0.05% ABS-MBS
261 Residential Mortgage Loan Trust 76119CAC5 — 915,153 -98,907 $863K -9.8% 0.05% ABS-MBS
262 Fresb Multifamily Mortgage Pass-through Certifica 30291SAJ2 — 26,852,304 -267,028 $859K -7.6% 0.04% ABS-MBS
263 Fresb Multifamily Mortgage Pass-through Certifica 30312BAL9 Oct 2022 32,419,167 -454,263 $818K -8.7% 0.04% ABS-MBS
264 Countrywide Alternative Loan Trust 02149HAM2 Oct 2022 1,632,782 -15,903 $811K +5.6% 0.04% ABS-MBS
265 Residential Accredit Loans, Inc. 75115AAD3 Oct 2022 1,027,400 -33,652 $743K -2.5% 0.04% ABS-MBS
266 Asset Backed Securities Corp Home Equity Ln Trst 04541GWE8 — 743,513 New $734K — 0.04% ABS-MBS
267 Bear Stearns Asset Backed Securities Trust 073852AC9 Oct 2022 579,516 -42,237 $729K -6.4% 0.04% ABS-MBS
268 Countrywide Alternative Loan Trust 02147MAF8 Oct 2023 1,884,659 -7,987 $727K +4.0% 0.04% ABS-MBS
269 Fresb Multifamily Mortgage Pass-through Certifica 30317QAJ6 Oct 2022 19,017,252 -67,392 $721K +0.8% 0.04% ABS-MBS
270 Bear Stearns Mortgage Funding Trust 07400NAD2 Oct 2022 834,421 -12,568 $718K -5.0% 0.04% ABS-MBS
271 Lehman Mortgage Trust 52520MBY8 Oct 2022 1,373,952 -27,441 $717K +2.2% 0.04% ABS-MBS
272 Velocity Commercial Capital Loan Trust 92259LAU2 Oct 2022 1,010,338 -78,997 $695K -13.5% 0.04% ABS-MBS
273 Series Rr Trust 81753RAA7 — 700,000 — $680K +1.5% 0.04% ABS-MBS
274 Horizon Aircraft Finance I Limited 440405AF5 Oct 2022 1,080,960 — $678K -3.5% 0.04% ABS-MBS
275 Sapphire Aviation Finance I Limited 80307AAC3 — 2,854,229 +48,278 $662K +0.7% 0.03% ABS-MBS
276 Angel Oak Mortgage Trust 03464BAF5 Oct 2022 1,185,369 — $661K -13.0% 0.03% ABS-MBS
277 Acres Commercial Realty Corp 00489Q102 Oct 2022 91,094 — $660K -17.9% 0.03% EC
278 Arivo Acceptance Auto Loan Receivables Trust 04047AAA2 — 662,357 -245,434 $648K -27.0% 0.03% ABS-MBS
279 Colt Funding Llc 19688HAF8 Oct 2022 1,000,000 -1,000,000 $646K -55.1% 0.03% ABS-MBS
280 Lhome Mortgage Trust 501894AA7 — 643,614 -1,047,403 $641K -61.5% 0.03% ABS-MBS
281 Sg Capital Partners 78432BAB5 — 651,001 -125,674 $627K -16.0% 0.03% ABS-MBS
282 Gs Mortgage-backed Securities Trust 36262EAF3 Oct 2022 1,000,000 — $596K -10.1% 0.03% ABS-MBS
283 Angel Oak Mortgage Trust 034651AA7 — 665,588 -85,299 $593K -11.1% 0.03% ABS-MBS
284 Fresb Multifamily Mortgage Pass-through Certifica 30316VAF4 Oct 2022 15,528,688 -57,412 $584K +2.8% 0.03% ABS-MBS
285 Credit Suisse SLV74V9I Oct 2022 1 New $574K — 0.03% DIR
286 Fresb Multifamily Mortgage Pass-through Certifica 30320WAR0 Oct 2022 27,838,959 -539,852 $562K -16.6% 0.03% ABS-MBS
287 Sg Capital Partners 78432BAC3 — 550,297 -106,234 $530K -16.0% 0.03% ABS-MBS
288 Mfra Trust 552747AB3 — 568,357 -25,946 $510K -4.3% 0.03% ABS-MBS
289 Alphaflow Transitional Mortgage Trust 02079YAB3 Oct 2022 573,701 -93,460 $472K -27.3% 0.02% ABS-MBS
290 Bear Stearns Asset Backed Securities Trust 073852AD7 Oct 2022 511,918 — $463K -1.1% 0.02% ABS-MBS
291 Fresb Multifamily Mortgage Pass-through Certifica 30316AAJ2 Oct 2022 17,248,203 -57,511 $460K +14.2% 0.02% ABS-MBS
292 Velocity Commercial Capital Loan Trust 92258RAG1 Oct 2022 687,886 — $453K -2.5% 0.02% ABS-MBS
293 Pennymac Financial Services Inc 70932M107 Oct 2022 6,390 — $429K -10.7% 0.02% EC
294 Fresb Multifamily Mortgage Pass-through Certifica 30315EAE6 Oct 2022 12,715,779 -141,253 $429K -3.8% 0.02% ABS-MBS
295 Tpg Re Finance Trust Inc 87266M107 Oct 2022 77,880 — $429K -29.4% 0.02% EC
296 Credit Suisse Mortgage Trust 12660LAF6 Oct 2022 800,000 — $428K -12.5% 0.02% ABS-MBS
297 Saxon Asset Securities Trust 805564RQ6 Oct 2022 730,404 — $423K -5.7% 0.02% ABS-MBS
298 J.P. Morgan Chase & Co. N/A Oct 2022 1 New $347K — 0.02% DIR
299 Bear Stearns Mortgage Funding Trust 07400HAB9 Oct 2022 332,969 -2,012 $331K -3.2% 0.02% ABS-MBS
300 Credit Suisse N/A Oct 2022 1 New $314K — 0.02% DIR
301 Redwood Trust Inc 758075402 Oct 2022 44,220 — $278K -16.6% 0.01% EC
302 Credit Suisse N/A Oct 2022 1 New $274K — 0.01% DIR
303 Velocity Commercial Capital Loan Trust 92257NAU0 Oct 2022 339,022 -26,114 $265K -12.8% 0.01% ABS-MBS
304 Fhlmc Multifamily Structured Pass Through Certs. 3137FKJJ6 Oct 2022 20,752,626 -7,668,299 $255K -37.2% 0.01% ABS-MBS
305 Velocity Commercial Capital Loan Trust 92257HAF6 Oct 2022 311,071 — $246K -2.3% 0.01% ABS-MBS
306 Mastr Alternative Loans Trust 55275SBM1 Oct 2022 924,970 — $241K +10.9% 0.01% ABS-MBS
307 Velocity Commercial Capital Loan Trust 92257NAR7 Oct 2022 285,177 -9,475 $239K -6.2% 0.01% ABS-MBS
308 Ready Capital Corp 75574U887 Oct 2022 12,474 -5,539 $217K -37.2% 0.01% EP
309 Credit Suisse N/A Oct 2022 1 New $192K — 0.01% DIR
310 Credit Suisse N/A Oct 2022 1 New $173K — 0.01% DIR
311 Rithm Capital Corp 64828T300 Oct 2022 5,470 — $124K +0.0% 0.01% EP
312 Rithm Capital Corp 64828T201 Oct 2022 12,466 — $116K -7.4% 0.01% EC
313 Credit Suisse SLVA57JR Oct 2022 1 New $115K — 0.01% DIR
314 Credit Suisse N/A Oct 2022 1 New $107K — 0.01% DIR
315 Credit Suisse SLV658CQ Oct 2022 1 New $104K — 0.01% DIR
316 Goldman Sachs N/A Oct 2022 1 New $75K — 0.00% DIR
317 J.P. Morgan Chase & Co. N/A Oct 2022 1 New $73K — 0.00% DIR
318 Bank of America Merrill Lynch N/A Oct 2022 1 New $36K — 0.00% DIR
319 RBC Barbados Trading Bank Corp N/A Oct 2022 1 New $35K — 0.00% DIR
320 J.P. Morgan Chase & Co. N/A Oct 2022 1 New $35K — 0.00% DIR
321 Barclays SLT49TNN Oct 2022 1 New $-500344 — -0.03% DIR
322 Goldman Sachs SLT49PRW Oct 2022 1 New $-521303 — -0.03% DIR
323 Goldman Sachs SLT49PJY Oct 2022 1 New $-992898 — -0.05% DIR
324 Goldman Sachs SLV97VFG Oct 2022 1 New $-3265521 — -0.17% DIR
325 Goldman Sachs SLTKO3HL Oct 2022 1 New $-3402803 — -0.18% DIR
✕ Granite Point Mtge Trst 38741LAC1 — 19,986,000 Exited $19.4M — — —
✕ Jp Morgan Mortgage Trust 46656UAA1 — 9,838,522 Exited $9.9M — — —
✕ Colt Funding Llc 12659YAE4 — 6,691,547 Exited $4.8M — — —
✕ Multifamily Structured Credit Risk 35563GAB5 — 4,086,000 Exited $3.8M — — —
✕ Affirm Inc 00834DAE3 — 4,200,000 Exited $3.7M — — —
✕ Colt Funding Llc 12659YAF1 — 3,137,906 Exited $2.2M — — —
✕ Thunderbolt Aircraft Lease Limited/ Us Llc 886065AB7 — 3,491,964 Exited $2.1M — — —
✕ Redwood Trust Inc 758075AC9 — 2,032,000 Exited $2.0M — — —
✕ Colt Funding Llc 19685GAE6 — 2,100,000 Exited $1.7M — — —
✕ Bx Commercial Mortgage Trust 2019-xl 056054AH2 — 1,615,000 Exited $1.6M — — —
✕ Deephaven Residential Mortgage Trust 24380VAF8 — 1,600,000 Exited $1.2M — — —
✕ Multifamily Structured Credit Risk 355920AA7 — 1,000,000 Exited $1.0M — — —