Morgan Stanley Mortgage Securities Trust
MORGAN STANLEY MORTGAGE SECURITIES TRUST
+589
New
589
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | Morgan Stanley & Co. LLC | 61747C707 | Apr 2024 | 16,068,246 | $16.1M | 4.80% | STIV |
| 2 | United States Treasury | 912797KC0 | Apr 2024 | 15,000,000 | $14.8M | 4.40% | STIV |
| 3 | UMBS, TBA | 01F060659 | Apr 2024 | 11,000,000 | $10.9M | 3.26% | ABS-MBS |
| 4 | UMBS, TBA | 01F030652 | Apr 2024 | 12,000,000 | $9.9M | 2.96% | ABS-MBS |
| 5 | UMBS, TBA | 01F050650 | Apr 2024 | 10,000,000 | $9.5M | 2.83% | ABS-MBS |
| 6 | UMBS, TBA | 01F040651 | Apr 2024 | 10,000,000 | $8.9M | 2.67% | ABS-MBS |
| 7 | United States Treasury | 912797JU2 | Apr 2024 | 5,434,000 | $5.4M | 1.60% | STIV |
| 8 | United States Treasury | 912797FH5 | Apr 2024 | 5,000,000 | $5.0M | 1.49% | STIV |
| 9 | United States Treasury | 912796ZW2 | Apr 2024 | 5,000,000 | $5.0M | 1.48% | STIV |
| 10 | United States Treasury | 912797KB2 | Apr 2024 | 5,000,000 | $4.9M | 1.47% | STIV |
| 11 | UMBS, TBA | 01F052656 | Apr 2024 | 5,000,000 | $4.9M | 1.45% | ABS-MBS |
| 12 | Government National Mortgage Association | 21H060663 | Apr 2024 | 4,500,000 | $4.5M | 1.34% | ABS-MBS |
| 13 | United States Treasury | 912796Y52 | Apr 2024 | 4,000,000 | $4.0M | 1.18% | STIV |
| 14 | UMBS, TBA | 01F042657 | Apr 2024 | 4,000,000 | $3.7M | 1.10% | ABS-MBS |
| 15 | RMF Buyout Issuance Trust | 76971EAH7 | Apr 2024 | 5,526,536 | $3.6M | 1.07% | ABS-MBS |
| 16 | Cascade Funding Mortgage Trust | 147271AC4 | Apr 2024 | 3,491,983 | $3.2M | 0.95% | ABS-MBS |
| 17 | UMBS, TBA | 01F022659 | Apr 2024 | 4,000,000 | $3.2M | 0.95% | ABS-MBS |
| 18 | RMF Proprietary Issuance Trust | 74968RAA3 | Apr 2024 | 3,683,051 | $3.1M | 0.94% | ABS-MBS |
| 19 | Ocwen Loan Investment Trust | 67578KAC0 | Apr 2024 | 3,500,000 | $3.0M | 0.91% | ABS-MBS |
| 20 | Government National Mortgage Association | 38384JZC1 | Apr 2024 | 2,963,518 | $3.0M | 0.88% | ABS-MBS |
| 21 | United States Treasury | 912797KL0 | Apr 2024 | 3,000,000 | $2.9M | 0.88% | STIV |
| 22 | Freddie Mac | 3133JL4Z9 | Apr 2024 | 3,570,053 | $2.9M | 0.86% | ABS-MBS |
| 23 | Cascade Funding Mortgage Trust | 12526WAE9 | Apr 2024 | 3,500,000 | $2.9M | 0.86% | ABS-MBS |
| 24 | Pnmac Gmsr Issuer Trust | 69354WAJ5 | Apr 2024 | 2,700,000 | $2.7M | 0.82% | ABS-O |
| 25 | Credit Suisse Mortgage Trust | 12659XAA4 | Apr 2024 | 3,000,000 | $2.7M | 0.81% | ABS-MBS |
| 26 | Stanwich Mortgage Loan Trust | 85501YAA8 | Apr 2024 | 2,736,026 | $2.6M | 0.78% | ABS-O |
| 27 | Ellington Financial Mortgage Trust | 26843HAA6 | Apr 2024 | 2,962,522 | $2.6M | 0.78% | ABS-MBS |
| 28 | Fannie Mae | 31418D7B2 | Apr 2024 | 3,540,134 | $2.6M | 0.77% | ABS-MBS |
| 29 | Conn Funding II, L.P | 20824DAB9 | Apr 2024 | 2,500,000 | $2.5M | 0.76% | ABS-O |
| 30 | Pretium Mortgage Credit Partners LLC | 74143PAA5 | Apr 2024 | 2,475,190 | $2.4M | 0.73% | ABS-O |
| 31 | Government National Mortgage Association | 3618FQ2K7 | Apr 2024 | 2,389,834 | $2.4M | 0.72% | ABS-MBS |
| 32 | Freddie Mac - SCRT | 35563PR43 | Apr 2024 | 2,976,660 | $2.4M | 0.72% | ABS-MBS |
| 33 | Freddie Mac - SCRT | 35563PJQ3 | Apr 2024 | 2,550,000 | $2.4M | 0.71% | ABS-MBS |
| 34 | Cascade Funding Mortgage Trust | 12530QAD8 | Apr 2024 | 2,800,000 | $2.4M | 0.71% | ABS-O |
| 35 | Brean Asset Backed Securities Trust | 10638RAC3 | Apr 2024 | 2,813,877 | $2.4M | 0.71% | ABS-MBS |
| 36 | Pnmac Gmsr Issuer Trust | 69346MAE9 | Apr 2024 | 2,200,000 | $2.2M | 0.67% | ABS-O |
| 37 | Harvest SBA Loan Trust | 41757BAA2 | Apr 2024 | 2,042,204 | $2.0M | 0.61% | ABS-O |
| 38 | Cascade Funding Mortgage Trust | 12530QAE6 | Apr 2024 | 2,500,000 | $2.0M | 0.61% | ABS-O |
| 39 | Government National Mortgage Association | 21H062651 | Apr 2024 | 2,000,000 | $2.0M | 0.60% | ABS-MBS |
| 40 | PMT ISSUER TRUST - FMSR | 69346MAD1 | Apr 2024 | 2,000,000 | $2.0M | 0.60% | ABS-O |
| 41 | Conn Funding II, L.P | 20824CAB1 | Apr 2024 | 2,000,000 | $2.0M | 0.60% | ABS-O |
| 42 | UMBS, TBA | 01F062655 | Apr 2024 | 2,000,000 | $2.0M | 0.60% | ABS-MBS |
| 43 | Credit Suisse Mortgage Trust | 12663MAA2 | Apr 2024 | 2,000,000 | $2.0M | 0.60% | ABS-MBS |
| 44 | A&D Mortgage Trust | 00249XAA6 | Apr 2024 | 1,948,533 | $2.0M | 0.59% | ABS-MBS |
| 45 | HSBC USA Inc | 40434PHL3 | Apr 2024 | 2,000,000 | $2.0M | 0.59% | STIV |
| 46 | RMF Proprietary Issuance Trust | 74970FAA5 | Apr 2024 | 2,187,000 | $2.0M | 0.58% | ABS-MBS |
| 47 | Bear Stearns Asset Backed Securities Trust | 073877AJ1 | Apr 2024 | 1,860,323 | $1.9M | 0.58% | ABS-O |
| 48 | Fannie Mae | 3136BRAK3 | Apr 2024 | 1,948,501 | $1.9M | 0.58% | ABS-MBS |
| 49 | RMF Proprietary Issuance Trust | 74969XAA9 | Apr 2024 | 2,262,834 | $1.9M | 0.58% | ABS-MBS |
| 50 | PRP Advisors, LLC | 693972AA9 | Apr 2024 | 1,949,000 | $1.9M | 0.58% | ABS-MBS |
| 51 | PRKCM Trust | 69380GAA7 | Apr 2024 | 1,884,686 | $1.9M | 0.58% | ABS-MBS |
| 52 | Freddie Mac - SCRT | 35563PK73 | Apr 2024 | 2,383,226 | $1.9M | 0.57% | ABS-MBS |
| 53 | Cascade Funding Mortgage Trust | 12526WAD1 | Apr 2024 | 2,000,000 | $1.9M | 0.56% | ABS-MBS |
| 54 | Cascade Funding Mortgage Trust | 12530KAC3 | Apr 2024 | 2,100,000 | $1.8M | 0.55% | ABS-O |
| 55 | Government National Mortgage Association | 3618FQ2F8 | Apr 2024 | 1,793,784 | $1.8M | 0.54% | ABS-MBS |
| 56 | Freddie Mac - SCRT | 35563PPH6 | Apr 2024 | 1,980,000 | $1.8M | 0.54% | ABS-MBS |
| 57 | Freddie Mac | 3133SKBW0 | Apr 2024 | 2,364,048 | $1.8M | 0.54% | ABS-MBS |
| 58 | Brean Asset Backed Securities Trust | 10638BAA2 | Apr 2024 | 1,900,000 | $1.7M | 0.52% | ABS-MBS |
| 59 | Finance of America HECM Buyout | 31735JAF2 | Apr 2024 | 2,000,000 | $1.7M | 0.52% | ABS-O |
| 60 | Fannie Mae | 3136BQ6E4 | Apr 2024 | 1,820,914 | $1.7M | 0.52% | ABS-MBS |
| 61 | RMF Buyout Issuance Trust | 74969TAD2 | Apr 2024 | 2,000,000 | $1.7M | 0.52% | ABS-O |
| 62 | PRP Advisors, LLC | 69380RAA3 | Apr 2024 | 1,829,447 | $1.7M | 0.52% | ABS-MBS |
| 63 | Cascade MH Asset Trust | 14732KAA9 | Apr 2024 | 1,919,772 | $1.7M | 0.52% | ABS-O |
| 64 | Boston Lending Trust | 10085BAA0 | Apr 2024 | 1,996,449 | $1.7M | 0.51% | ABS-MBS |
| 65 | Fannie Mae | 3140MFQM8 | Apr 2024 | 2,239,374 | $1.7M | 0.51% | ABS-MBS |
| 66 | RMF Buyout Issuance Trust | 74969TAE0 | Apr 2024 | 2,000,000 | $1.7M | 0.50% | ABS-O |
| 67 | RMF Buyout Issuance Trust | 74969TAG5 | Apr 2024 | 2,368,655 | $1.7M | 0.50% | ABS-O |
| 68 | Fannie Mae | 3140JCA95 | Apr 2024 | 1,947,129 | $1.7M | 0.49% | ABS-MBS |
| 69 | European Residential Loan Securitization | 000000000 | Apr 2024 | 1,626,566 | $1.6M | 0.49% | ABS-O |
| 70 | European Residential Loan Securitization | 000000000 | Apr 2024 | 1,626,566 | $1.6M | 0.49% | ABS-O |
| 71 | Finance of America HECM Buyout | 317380AG8 | Apr 2024 | 2,500,000 | $1.6M | 0.49% | ABS-O |
| 72 | Pretium Mortgage Credit Partners LLC | 740940AA9 | Apr 2024 | 1,625,748 | $1.6M | 0.48% | ABS-O |
| 73 | Cascade Funding Mortgage Trust | 14727QAD7 | Apr 2024 | 1,857,491 | $1.6M | 0.47% | ABS-MBS |
| 74 | Onslow Bay Financial LLC | 67448KAA2 | Apr 2024 | 1,903,155 | $1.5M | 0.46% | ABS-MBS |
| 75 | Pnmac Gmsr Issuer Trust | 69354WAF3 | Apr 2024 | 1,500,000 | $1.5M | 0.45% | ABS-O |
| 76 | LHOME Mortgage Trust | 50204VAA8 | Apr 2024 | 1,500,000 | $1.5M | 0.45% | ABS-MBS |
| 77 | Waterfall Commercial Mortgage Trust | 94132LAA5 | Apr 2024 | 1,529,272 | $1.5M | 0.45% | ABS-MBS |
| 78 | Government National Mortgage Association | 3618G0P93 | Apr 2024 | 1,492,828 | $1.5M | 0.45% | ABS-MBS |
| 79 | Freddie Mac | 3133SKCK5 | Apr 2024 | 1,953,416 | $1.5M | 0.45% | ABS-MBS |
| 80 | Ocwen Loan Investment Trust | 675952AE5 | Apr 2024 | 2,000,000 | $1.5M | 0.44% | ABS-MBS |
| 81 | Fannie Mae | 3140N7ZQ6 | Apr 2024 | 1,729,501 | $1.5M | 0.44% | ABS-MBS |
| 82 | Loandepot GMSR Master Trust | 53946TAB8 | Apr 2024 | 1,500,000 | $1.5M | 0.44% | ABS-O |
| 83 | Freddie Mac | 3133JL7M5 | Apr 2024 | 1,569,205 | $1.4M | 0.43% | ABS-MBS |
| 84 | Bridge Trust | 10805VAL1 | Apr 2024 | 1,500,000 | $1.4M | 0.42% | ABS-O |
| 85 | Cascade Funding Mortgage Trust | 14727QAA3 | Apr 2024 | 1,438,837 | $1.4M | 0.42% | ABS-MBS |
| 86 | Cascade Funding Mortgage Trust | 12530BAE9 | Apr 2024 | 1,500,000 | $1.4M | 0.42% | ABS-O |
| 87 | Fannie Mae | 31418EDW7 | Apr 2024 | 1,742,587 | $1.4M | 0.42% | ABS-MBS |
| 88 | Boston Lending Trust | 10085BAB8 | Apr 2024 | 1,800,000 | $1.4M | 0.42% | ABS-MBS |
| 89 | Cascade Funding Mortgage Trust | 12530GAD0 | Apr 2024 | 1,650,000 | $1.4M | 0.42% | ABS-O |
| 90 | harvest commercial capital loan trust | 41754FAF5 | Apr 2024 | 1,554,000 | $1.4M | 0.41% | ABS-MBS |
| 91 | Retained Vantage Data Centers Issuer, LLC | 000000000 | Apr 2024 | 2,000,000 | $1.4M | 0.41% | ABS-O |
| 92 | Lehman ABS Manufactured Housing Contract | 52519SAX1 | Apr 2024 | 1,468,427 | $1.4M | 0.41% | ABS-O |
| 93 | Freddie Mac - SCRT | 35563PBE8 | Apr 2024 | 1,539,576 | $1.3M | 0.40% | ABS-MBS |
| 94 | LHOME Mortgage Trust | 50205TAA2 | Apr 2024 | 1,300,000 | $1.3M | 0.40% | ABS-MBS |
| 95 | Freddie Mac - SCRT | 35563PLU1 | Apr 2024 | 1,400,000 | $1.3M | 0.39% | ABS-MBS |
| 96 | Raptor Aircraft Finance LLC | 75383HAA9 | Apr 2024 | 1,590,155 | $1.3M | 0.39% | ABS-O |
| 97 | Cascade Funding Mortgage Trust | 14727QAC9 | Apr 2024 | 1,485,993 | $1.3M | 0.38% | ABS-MBS |
| 98 | NEWDAY FUNDING | 000000000 | Apr 2024 | 1,000,000 | $1.3M | 0.38% | ABS-O |
| 99 | Freddie Mac | 3133JL7L7 | Apr 2024 | 1,445,876 | $1.3M | 0.38% | ABS-MBS |
| 100 | Conseco Financial Corp | 393505MR0 | Apr 2024 | 1,245,621 | $1.2M | 0.37% | ABS-O |
| 101 | Bayview Commercial Asset Trust | 07325YAA6 | Apr 2024 | 1,324,835 | $1.2M | 0.37% | ABS-MBS |
| 102 | Finance of America HECM Buyout | 317380AF0 | Apr 2024 | 1,500,000 | $1.2M | 0.36% | ABS-O |
| 103 | Brean Asset Backed Securities Trust | 10638RAD1 | Apr 2024 | 1,529,743 | $1.2M | 0.36% | ABS-MBS |
| 104 | Credit Suisse Mortgage Trust | 12663TAA7 | Apr 2024 | 1,271,550 | $1.2M | 0.35% | ABS-MBS |
| 105 | NRZ Excess Spread Collateralized Notes | 64830YAA5 | Apr 2024 | 1,194,203 | $1.2M | 0.35% | ABS-O |
| 106 | Portman Square | 000000000 | Apr 2024 | 1,090,041 | $1.2M | 0.35% | ABS-O |
| 107 | Cascade Funding Mortgage Trust | 147271AB6 | Apr 2024 | 1,195,700 | $1.1M | 0.34% | ABS-MBS |
| 108 | Conseco Financial Corp | 393505XW7 | Apr 2024 | 1,172,692 | $1.1M | 0.34% | ABS-O |
| 109 | Cascade Funding Mortgage Trust | 12529GAC5 | Apr 2024 | 1,200,000 | $1.1M | 0.34% | ABS-O |
| 110 | Bayview Financial Revolving Mortgage Loan Trust | 073250BV3 | Apr 2024 | 1,118,674 | $1.1M | 0.33% | ABS-MBS |
| 111 | Government National Mortgage Association | 36179XLL8 | Apr 2024 | 1,089,695 | $1.1M | 0.33% | ABS-MBS |
| 112 | LHOME Mortgage Trust | 50205BAA1 | Apr 2024 | 1,075,000 | $1.1M | 0.33% | ABS-MBS |
| 113 | Freddie Mac | 3133JL7J2 | Apr 2024 | 1,419,091 | $1.1M | 0.33% | ABS-MBS |
| 114 | Freddie Mac | 3137FX3Y2 | Apr 2024 | 8,719,446 | $1.1M | 0.33% | ABS-MBS |
| 115 | Boston Lending Trust 2021-1 | 100842AA1 | Apr 2024 | 1,549,662 | $1.1M | 0.32% | ABS-MBS |
| 116 | RMF Buyout Issuance Trust | 76970HAE8 | Apr 2024 | 1,500,000 | $1.1M | 0.32% | ABS-O |
| 117 | Freddie Mac - SCRT | 35563PTU3 | Apr 2024 | 1,200,000 | $1.1M | 0.32% | ABS-MBS |
| 118 | European Residential Loan Securitization | 000000000 | Apr 2024 | 1,006,451 | $1.1M | 0.32% | ABS-O |
| 119 | Miravet | 000000000 | Apr 2024 | 1,000,000 | $1.1M | 0.32% | ABS-MBS |
| 120 | RMF Proprietary Issuance Trust | 74969MAB1 | Apr 2024 | 1,365,862 | $1.1M | 0.32% | ABS-MBS |
| 121 | FMC GMSR Issuer Trust | 30259RAH8 | Apr 2024 | 1,200,000 | $1.1M | 0.31% | ABS-O |
| 122 | RMF Buyout Issuance Trust | 76971EAF1 | Apr 2024 | 1,200,000 | $1.0M | 0.30% | ABS-MBS |
| 123 | Fannie Mae | 3140MFHA4 | Apr 2024 | 1,344,499 | $1.0M | 0.30% | ABS-MBS |
| 124 | Newtek Small Business Loan Trust | 65254BAA9 | Apr 2024 | 1,023,496 | $1.0M | 0.30% | ABS-O |
| 125 | BELLEMEADE RE LT | 07877GAD1 | Apr 2024 | 1,000,000 | $1.0M | 0.30% | ABS-MBS |
| 126 | Government National Mortgage Association | 3618FSVZ8 | Apr 2024 | 995,358 | $1.0M | 0.30% | ABS-MBS |
| 127 | DBCG Mortgage Trust | 233062AA6 | Apr 2024 | 1,000,000 | $1.0M | 0.30% | ABS-MBS |
| 128 | FMC GMSR Issuer Trust | 30259RAQ8 | Apr 2024 | 1,000,000 | $988K | 0.30% | ABS-O |
| 129 | SLM Student Loan Trust | 000000000 | Apr 2024 | 1,000,000 | $982K | 0.29% | ABS-O |
| 130 | Pretium Mortgage Credit Partners LLC | 74143JAA9 | Apr 2024 | 1,039,918 | $980K | 0.29% | ABS-O |
| 131 | Freddie Mac | 3133JLKE8 | Apr 2024 | 1,177,513 | $966K | 0.29% | ABS-MBS |
| 132 | Government National Mortgage Association | 36179YL36 | Apr 2024 | 1,086,213 | $963K | 0.29% | ABS-MBS |
| 133 | MASTR Asset Backed Securities Trust | 61909QAF3 | Apr 2024 | 1,025,070 | $949K | 0.28% | ABS-MBS |
| 134 | Home Partners of America Trust | 43732TAL5 | Apr 2024 | 1,087,297 | $946K | 0.28% | ABS-O |
| 135 | RMF Proprietary Issuance Trust | 74969MAA3 | Apr 2024 | 1,039,916 | $936K | 0.28% | ABS-MBS |
| 136 | Government National Mortgage Association | 3617UNGT5 | Apr 2024 | 1,153,244 | $935K | 0.28% | ABS-MBS |
| 137 | FMC GMSR ISSUER TRUST | 30259RAE5 | Apr 2024 | 1,000,000 | $917K | 0.27% | ABS-O |
| 138 | Government National Mortgage Association | 21H040657 | Apr 2024 | 1,000,000 | $907K | 0.27% | ABS-MBS |
| 139 | Cascade Funding Mortgage Trust | 12530BAD1 | Apr 2024 | 950,000 | $902K | 0.27% | ABS-O |
| 140 | Argent Securities Inc. | 040104AG6 | Apr 2024 | 782,726 | $891K | 0.27% | ABS-MBS |
| 141 | Finance of America HECM Buyout | 31735JAE5 | Apr 2024 | 1,000,000 | $889K | 0.27% | ABS-O |
| 142 | PRP Advisors, LLC | 693987AC3 | Apr 2024 | 1,019,000 | $889K | 0.27% | ABS-MBS |
| 143 | Jol Air | 46651NAA2 | Apr 2024 | 950,508 | $885K | 0.26% | ABS-O |
| 144 | Freddie Mac - SCRT | 35563PBX6 | Apr 2024 | 1,018,924 | $880K | 0.26% | ABS-MBS |
| 145 | Freddie Mac - SCRT | 35563PAR0 | Apr 2024 | 1,008,235 | $866K | 0.26% | ABS-MBS |
| 146 | FortiFi | 34964YAA6 | Apr 2024 | 920,158 | $856K | 0.26% | ABS-O |
| 147 | RMF Proprietary Issuance Trust | 74970CAC8 | Apr 2024 | 1,250,000 | $855K | 0.26% | ABS-MBS |
| 148 | FMC GMSR Issuer Trust | 30259RAJ4 | Apr 2024 | 1,000,000 | $848K | 0.25% | ABS-O |
| 149 | Newtek Small Business Loan Trust 2023-1 | 65254RAA4 | Apr 2024 | 848,722 | $848K | 0.25% | ABS-O |
| 150 | Freddie Mac - SCRT | 35563PDD8 | Apr 2024 | 957,365 | $845K | 0.25% | ABS-MBS |
| 151 | Cascade Funding Mortgage Trust | 12530JAC6 | Apr 2024 | 1,044,712 | $843K | 0.25% | ABS-O |
| 152 | Bayview Commercial Asset Trust | 07324NAE3 | Apr 2024 | 878,801 | $842K | 0.25% | ABS-MBS |
| 153 | Credit Suisse Mortgage Trust | 12658RAA8 | Apr 2024 | 877,836 | $841K | 0.25% | ABS-MBS |
| 154 | PRP Advisors, LLC | 69377EAA7 | Apr 2024 | 871,062 | $840K | 0.25% | ABS-MBS |
| 155 | Conn Funding II, L.P | 20825YAD8 | Apr 2024 | 900,000 | $832K | 0.25% | ABS-O |
| 156 | PMC PLS ESR Issuer LLC | 69375JAB6 | Apr 2024 | 848,769 | $829K | 0.25% | ABS-O |
| 157 | Brean Asset Backed Securities Trust | 10638RAA7 | Apr 2024 | 859,616 | $827K | 0.25% | ABS-MBS |
| 158 | Natixis Commercial Mortgage Securities | 63874UAL8 | Apr 2024 | 1,000,000 | $823K | 0.25% | ABS-MBS |
| 159 | Cascade Funding Mortgage Trust | 12530KAE9 | Apr 2024 | 1,000,000 | $814K | 0.24% | ABS-O |
| 160 | Ocwen Loan Investment Trust | 675952AD7 | Apr 2024 | 1,000,000 | $813K | 0.24% | ABS-MBS |
| 161 | Government National Mortgage Association | 38376RVD5 | Apr 2024 | 16,447,855 | $810K | 0.24% | ABS-MBS |
| 162 | Government National Mortgage Association | 38382LAC5 | Apr 2024 | 6,941,467 | $807K | 0.24% | ABS-MBS |
| 163 | Palatino SPV | 000000000 | Apr 2024 | 771,018 | $785K | 0.23% | ABS-O |
| 164 | Government National Mortgage Association | 3618BWLP6 | Apr 2024 | 771,104 | $782K | 0.23% | ABS-MBS |
| 165 | CREDIT SUISSE FIRST BOSTON MTG | 22540A3K2 | Apr 2024 | 1,020,000 | $776K | 0.23% | ABS-O |
| 166 | Eurosail Plc | 000000000 | Apr 2024 | 718,803 | $765K | 0.23% | ABS-MBS |
| 167 | Government National Mortgage Association | 3617VAGH8 | Apr 2024 | 872,912 | $765K | 0.23% | ABS-MBS |
| 168 | PRKCM Trust | 693981AA0 | Apr 2024 | 756,718 | $762K | 0.23% | ABS-MBS |
| 169 | Freddie Mac - SCRT | 35563PJE0 | Apr 2024 | 891,743 | $761K | 0.23% | ABS-MBS |
| 170 | LoanMe Trust Prime 2018-1 | 53958AAB4 | Apr 2024 | 764,307 | $726K | 0.22% | ABS-O |
| 171 | Impac CMB Trust | 45254NQX8 | Apr 2024 | 778,168 | $694K | 0.21% | ABS-MBS |
| 172 | Government National Mortgage Association | 3617UNGV0 | Apr 2024 | 851,494 | $688K | 0.21% | ABS-MBS |
| 173 | Prosil Acquisition | 000000000 | Apr 2024 | 759,095 | $673K | 0.20% | ABS-O |
| 174 | SHENTON AIRCRAFT INVESTMENT LTD | 82321UAA1 | Apr 2024 | 693,409 | $649K | 0.19% | ABS-O |
| 175 | Countrywide Asset-Backed Certificates | 1266716Z4 | Apr 2024 | 649,480 | $635K | 0.19% | ABS-O |
| 176 | 510 Assets Backed Trust | 33835CAA3 | Apr 2024 | 633,890 | $615K | 0.18% | ABS-O |
| 177 | NRZ Excess Spread Collateralized Notes | 62955MAA4 | Apr 2024 | 596,894 | $574K | 0.17% | ABS-O |
| 178 | GMRF Mortgage Acquisition Co., LLC | 36418WAJ8 | Apr 2024 | 617,131 | $571K | 0.17% | ABS-MBS |
| 179 | Freddie Mac - SCRT | 35563PDT3 | Apr 2024 | 681,197 | $569K | 0.17% | ABS-MBS |
| 180 | Government National Mortgage Association | 3618BWLL5 | Apr 2024 | 558,916 | $567K | 0.17% | ABS-MBS |
| 181 | E-MAC | 000000000 | Apr 2024 | 1,000,000 | $564K | 0.17% | ABS-MBS |
| 182 | European Residential Loan Securitization | 000000000 | Apr 2024 | 524,759 | $561K | 0.17% | ABS-O |
| 183 | Bayview Commercial Asset Trust | 07324NAD5 | Apr 2024 | 573,085 | $552K | 0.16% | ABS-MBS |
| 184 | Delta Funding Home Equity Loan Trust | 24763LFX3 | Apr 2024 | 575,361 | $552K | 0.16% | ABS-MBS |
| 185 | Fannie Mae | 3138WELB3 | Apr 2024 | 600,326 | $546K | 0.16% | ABS-MBS |
| 186 | Government National Mortgage Association | 38376RVS2 | Apr 2024 | 6,788,910 | $542K | 0.16% | ABS-MBS |
| 187 | Fannie Mae | 3140L6M76 | Apr 2024 | 734,593 | $540K | 0.16% | ABS-MBS |
| 188 | Freddie Mac - SCRT | 35563PTN9 | Apr 2024 | 619,960 | $537K | 0.16% | ABS-MBS |
| 189 | Velocity Commercial Capital Loan Trust | 91824FAA7 | Apr 2024 | 535,401 | $533K | 0.16% | ABS-MBS |
| 190 | VMC Finance LLC | 91835TAA4 | Apr 2024 | 537,820 | $533K | 0.16% | ABS-CBDO |
| 191 | Eurosail Plc | 000000000 | Apr 2024 | 500,000 | $528K | 0.16% | ABS-MBS |
| 192 | Miravet | 000000000 | Apr 2024 | 500,000 | $523K | 0.16% | ABS-MBS |
| 193 | Amortizing Residential Collateral Trust | 86358RND5 | Apr 2024 | 541,674 | $523K | 0.16% | ABS-O |
| 194 | Great Hall Mortgages Plc | 000000000 | Apr 2024 | 500,000 | $520K | 0.16% | ABS-MBS |
| 195 | Eurosail Plc | 000000000 | Apr 2024 | 500,000 | $519K | 0.16% | ABS-MBS |
| 196 | Sutherland Commercial Mortgage Trust | 86935JAB3 | Apr 2024 | 599,039 | $512K | 0.15% | ABS-MBS |
| 197 | Government National Mortgage Association | 36179WRT7 | Apr 2024 | 569,490 | $507K | 0.15% | ABS-MBS |
| 198 | NRZ Excess Spread Collateralized Notes | 64830YAB3 | Apr 2024 | 515,386 | $506K | 0.15% | ABS-O |
| 199 | Government National Mortgage Association | 36179X2B1 | Apr 2024 | 495,547 | $502K | 0.15% | ABS-MBS |
| 200 | Cascade Funding Mortgage Trust | 12529HAB5 | Apr 2024 | 537,206 | $500K | 0.15% | ABS-MBS |
| 201 | Freddie Mac - SCRT | 35563PAA7 | Apr 2024 | 597,104 | $497K | 0.15% | ABS-MBS |
| 202 | Bayview Commercial Asset Trust | 07324NAB9 | Apr 2024 | 505,519 | $486K | 0.15% | ABS-MBS |
| 203 | Freddie Mac - SCRT | 35563PHK8 | Apr 2024 | 531,938 | $486K | 0.15% | ABS-MBS |
| 204 | Government National Mortgage Association | 3618AVMX1 | Apr 2024 | 462,286 | $471K | 0.14% | ABS-MBS |
| 205 | Government National Mortgage Association | 3618BWLQ4 | Apr 2024 | 461,051 | $468K | 0.14% | ABS-MBS |
| 206 | Conn Funding II, L.P | 20825YAB2 | Apr 2024 | 465,285 | $466K | 0.14% | ABS-O |
| 207 | Freddie Mac - SCRT | 35563PHZ5 | Apr 2024 | 538,941 | $454K | 0.14% | ABS-MBS |
| 208 | RMF Buyout Issuance Trust | 74969TAC4 | Apr 2024 | 500,000 | $451K | 0.13% | ABS-O |
| 209 | Government National Mortgage Association | 38382YTV5 | Apr 2024 | 8,730,007 | $448K | 0.13% | ABS-MBS |
| 210 | GS Mortgage Securities Trust | 36250PAM7 | Apr 2024 | 500,000 | $441K | 0.13% | ABS-MBS |
| 211 | Freddie Mac Whole Loan Securities Trust | 3137G1BS5 | Apr 2024 | 524,561 | $436K | 0.13% | ABS-MBS |
| 212 | Government National Mortgage Association | 36179VVR8 | Apr 2024 | 500,678 | $433K | 0.13% | ABS-MBS |
| 213 | Freddie Mac - SCRT | 35563PFA2 | Apr 2024 | 510,302 | $432K | 0.13% | ABS-MBS |
| 214 | Quest Trust | 748351AD5 | Apr 2024 | 416,628 | $430K | 0.13% | ABS-O |
| 215 | Freddie Mac - SCRT | 35563PMT3 | Apr 2024 | 471,729 | $427K | 0.13% | ABS-MBS |
| 216 | Newgate Funding PLC | 000000000 | Apr 2024 | 344,569 | $424K | 0.13% | ABS-MBS |
| 217 | Mansard Mortgages Plc | 000000000 | Apr 2024 | 360,417 | $421K | 0.13% | ABS-MBS |
| 218 | Titulizacion De Activos | 000000000 | Apr 2024 | 450,279 | $419K | 0.13% | ABS-MBS |
| 219 | Freddie Mac - SCRT | 35563PDY2 | Apr 2024 | 505,008 | $417K | 0.12% | ABS-MBS |
| 220 | Fannie Mae | 3140L2AS2 | Apr 2024 | 539,034 | $396K | 0.12% | ABS-MBS |
| 221 | ECAF LTD | 26827EAC9 | Apr 2024 | 565,822 | $396K | 0.12% | ABS-O |
| 222 | Government National Mortgage Association | 36179XJR8 | Apr 2024 | 391,307 | $392K | 0.12% | ABS-MBS |
| 223 | NRZ Excess Spread Collateralized Notes | 64830YAC1 | Apr 2024 | 409,793 | $385K | 0.11% | ABS-O |
| 224 | Government National Mortgage Association | 38376RUX2 | Apr 2024 | 12,571,864 | $383K | 0.11% | ABS-MBS |
| 225 | IMS Ecuadorian Mortagage Trust | 44970EAA1 | Apr 2024 | 390,795 | $383K | 0.11% | ABS-MBS |
| 226 | Fannie Mae | 3140J9LM1 | Apr 2024 | 432,084 | $364K | 0.11% | ABS-MBS |
| 227 | Government National Mortgage Association | 36179VR77 | Apr 2024 | 437,809 | $364K | 0.11% | ABS-MBS |
| 228 | Merit Securities Corporation | 589962DH9 | Apr 2024 | 392,770 | $355K | 0.11% | ABS-MBS |
| 229 | Credit Suisse First Boston Mortgage Securities | 22540VTZ5 | Apr 2024 | 321,391 | $353K | 0.11% | ABS-MBS |
| 230 | Freddie Mac | 3133N3XX7 | Apr 2024 | 477,043 | $350K | 0.10% | ABS-MBS |
| 231 | Government National Mortgage Association | 36179U3T7 | Apr 2024 | 396,615 | $344K | 0.10% | ABS-MBS |
| 232 | Freddie Mac - SCRT | 35563PMK2 | Apr 2024 | 412,686 | $339K | 0.10% | ABS-MBS |
| 233 | Freddie Mac - SCRT | 35563PDU0 | Apr 2024 | 365,331 | $333K | 0.10% | ABS-MBS |
| 234 | Government National Mortgage Association | 38375UZJ2 | Apr 2024 | 5,714,294 | $326K | 0.10% | ABS-MBS |
| 235 | Solaris Trust | 000000000 | Apr 2024 | 500,000 | $324K | 0.10% | ABS-MBS |
| 236 | Government National Mortgage Association | 38375UQU7 | Apr 2024 | 5,002,993 | $317K | 0.09% | ABS-MBS |
| 237 | NRZ Excess Spread Collateralized Notes | 433674AA6 | Apr 2024 | 330,152 | $317K | 0.09% | ABS-O |
| 238 | ReadyCap lending | 75576QAA6 | Apr 2024 | 311,517 | $312K | 0.09% | ABS-O |
| 239 | Government National Mortgage Association | 3618BDKS3 | Apr 2024 | 306,365 | $312K | 0.09% | ABS-MBS |
| 240 | Bear Stearns Asset Backed Securities Trust | 073879JT6 | Apr 2024 | 305,690 | $304K | 0.09% | ABS-MBS |
| 241 | ResLoC UK PLC | 000000000 | Apr 2024 | 309,000 | $300K | 0.09% | ABS-MBS |
| 242 | Alba Plc | 000000000 | Apr 2024 | 252,175 | $299K | 0.09% | ABS-MBS |
| 243 | Lansdowne Mortgage Securities PLC | 000000000 | Apr 2024 | 308,280 | $298K | 0.09% | ABS-MBS |
| 244 | Asset Backed Funding Certificates | 04542BFU1 | Apr 2024 | 304,060 | $296K | 0.09% | ABS-MBS |
| 245 | Freddie Mac - SCRT | 35563PGZ6 | Apr 2024 | 349,749 | $293K | 0.09% | ABS-MBS |
| 246 | WAVE 2017-1 LLC | 94353WAA3 | Apr 2024 | 330,227 | $292K | 0.09% | ABS-O |
| 247 | Freddie Mac | 31281BWC0 | Apr 2024 | 319,300 | $289K | 0.09% | ABS-MBS |
| 248 | Government National Mortgage Association | 38380QSV5 | Apr 2024 | 6,107,640 | $286K | 0.09% | ABS-MBS |
| 249 | Government National Mortgage Association | 36179VHF0 | Apr 2024 | 350,303 | $280K | 0.08% | ABS-MBS |
| 250 | Freddie Mac - SCRT | 35563PME6 | Apr 2024 | 332,337 | $277K | 0.08% | ABS-MBS |
| 251 | Asset Backed Funding Certificates | 04542BHD7 | Apr 2024 | 276,925 | $275K | 0.08% | ABS-MBS |
| 252 | Fannie Mae | 3136BAS21 | Apr 2024 | 539,807 | $270K | 0.08% | ABS-MBS |
| 253 | New Century Home Equity Loan Trust | 64352VEG2 | Apr 2024 | 326,605 | $268K | 0.08% | ABS-MBS |
| 254 | Amortizing Residential Collateral Trust | 86358R7H4 | Apr 2024 | 293,354 | $266K | 0.08% | ABS-O |
| 255 | Terwin Mortgage Trust | 881561FE9 | Apr 2024 | 265,991 | $256K | 0.08% | ABS-MBS |
| 256 | E-MAC | 000000000 | Apr 2024 | 243,590 | $254K | 0.08% | ABS-MBS |
| 257 | Government National Mortgage Association | 38383DDC9 | Apr 2024 | 1,844,913 | $253K | 0.08% | ABS-MBS |
| 258 | Government National Mortgage Association | 38376RP34 | Apr 2024 | 5,244,160 | $247K | 0.07% | ABS-MBS |
| 259 | Freddie Mac - SCRT | 35563PCS6 | Apr 2024 | 256,242 | $245K | 0.07% | ABS-MBS |
| 260 | GSR Mortgage Loan Trust | 362341NC9 | Apr 2024 | 253,273 | $242K | 0.07% | ABS-MBS |
| 261 | Saxon Asset Securities Trust | 805564MK4 | Apr 2024 | 266,457 | $240K | 0.07% | ABS-MBS |
| 262 | UBS Commercial Mortgage Trust | 90291JAX5 | Apr 2024 | 8,275,726 | $239K | 0.07% | ABS-MBS |
| 263 | Real Estate Asset Liquidity Trust | 75585RRY3 | Apr 2024 | 8,357,719 | $237K | 0.07% | ABS-MBS |
| 264 | Government National Mortgage Association | 36179VHG8 | Apr 2024 | 283,861 | $236K | 0.07% | ABS-MBS |
| 265 | Freddie Mac - SCRT | 35563PKL2 | Apr 2024 | 258,241 | $235K | 0.07% | ABS-MBS |
| 266 | Fannie Mae | 31398THK0 | Apr 2024 | 243,947 | $233K | 0.07% | ABS-MBS |
| 267 | Fannie Mae | 3140KUWL2 | Apr 2024 | 304,685 | $226K | 0.07% | ABS-MBS |
| 268 | Fannie Mae | 3138WHQP0 | Apr 2024 | 264,204 | $223K | 0.07% | ABS-MBS |
| 269 | Residential Asset Securitization Trust | 761120AN4 | Apr 2024 | 13,196,016 | $220K | 0.07% | ABS-MBS |
| 270 | Kestrel Aircraft Funding Limited | 49255PAA1 | Apr 2024 | 235,950 | $220K | 0.07% | ABS-O |
| 271 | Government National Mortgage Association | 38375U5C0 | Apr 2024 | 5,592,093 | $217K | 0.06% | ABS-MBS |
| 272 | Fannie Mae | 31418D3A8 | Apr 2024 | 272,303 | $210K | 0.06% | ABS-MBS |
| 273 | TLWND 2019-1 | 87404LAA0 | Apr 2024 | 222,393 | $208K | 0.06% | ABS-O |
| 274 | Start Ltd. | 85573LAA9 | Apr 2024 | 211,614 | $198K | 0.06% | ABS-O |
| 275 | Credit Suisse First Boston Mortgage Securities | 22541SFA1 | Apr 2024 | 211,166 | $193K | 0.06% | ABS-MBS |
| 276 | Banc of America Funding Corporation | 05946XE74 | Apr 2024 | 207,602 | $192K | 0.06% | ABS-MBS |
| 277 | Fannie Mae | 31418D5S7 | Apr 2024 | 249,384 | $192K | 0.06% | ABS-MBS |
| 278 | EMF-NL Bv | 000000000 | Apr 2024 | 200,000 | $189K | 0.06% | ABS-MBS |
| 279 | Freddie Mac - SCRT | 35563PLQ0 | Apr 2024 | 207,953 | $189K | 0.06% | ABS-MBS |
| 280 | Business Loan Express | 12328RAA8 | Apr 2024 | 206,674 | $188K | 0.06% | ABS-O |
| 281 | Fannie Mae | 3140Q8HY4 | Apr 2024 | 214,179 | $188K | 0.06% | ABS-MBS |
| 282 | Freddie Mac - SCRT | 35563PGA1 | Apr 2024 | 215,197 | $180K | 0.05% | ABS-MBS |
| 283 | Government National Mortgage Association | 38376R4N3 | Apr 2024 | 4,531,471 | $176K | 0.05% | ABS-MBS |
| 284 | Countrywide Home Loans | 12669F4G5 | Apr 2024 | 182,568 | $175K | 0.05% | ABS-MBS |
| 285 | Government National Mortgage Association | 38380LFF5 | Apr 2024 | 4,834,346 | $174K | 0.05% | ABS-MBS |
| 286 | Fannie Mae | 3140K8XN6 | Apr 2024 | 205,781 | $173K | 0.05% | ABS-MBS |
| 287 | Freddie Mac | 3133N3WH3 | Apr 2024 | 221,184 | $171K | 0.05% | ABS-MBS |
| 288 | MASTR Adjustable Rate Mortgages Trust | 576433MY9 | Apr 2024 | 187,526 | $170K | 0.05% | ABS-MBS |
| 289 | Fannie Mae | 3140LWVS3 | Apr 2024 | 196,858 | $167K | 0.05% | ABS-MBS |
| 290 | Freddie Mac | 3129457G7 | Apr 2024 | 174,197 | $167K | 0.05% | ABS-MBS |
| 291 | Government National Mortgage Association | 36179U6L1 | Apr 2024 | 192,037 | $167K | 0.05% | ABS-MBS |
| 292 | Government National Mortgage Association | 38375UPK0 | Apr 2024 | 2,415,957 | $166K | 0.05% | ABS-MBS |
| 293 | METAL Cayman | 59111RAA0 | Apr 2024 | 254,832 | $166K | 0.05% | ABS-O |
| 294 | Fannie Mae | 3140KBZB3 | Apr 2024 | 203,396 | $164K | 0.05% | ABS-MBS |
| 295 | Structured Adjustable Rate Mortgage Loan Trust | 863579MY1 | Apr 2024 | 175,709 | $159K | 0.05% | ABS-MBS |
| 296 | Eurohome Mortgages PLC | 000000000 | Apr 2024 | 166,159 | $158K | 0.05% | ABS-MBS |
| 297 | Government National Mortgage Association | 3618APTE9 | Apr 2024 | 152,065 | $155K | 0.05% | ABS-MBS |
| 298 | Fannie Mae | 3140K8XM8 | Apr 2024 | 191,581 | $155K | 0.05% | ABS-MBS |
| 299 | Structured Adjustable Rate Mortgage Loan Trust | 863579LA4 | Apr 2024 | 155,378 | $151K | 0.05% | ABS-MBS |
| 300 | RBSSP Resecuritization Trust | 74927BAK6 | Apr 2024 | 39,289 | $151K | 0.05% | ABS-MBS |
| 301 | Government National Mortgage Association | 38380LYZ0 | Apr 2024 | 2,540,987 | $150K | 0.04% | ABS-MBS |
| 302 | CoreVest American Finance Ltd | 21873AAC1 | Apr 2024 | 2,944,511 | $150K | 0.04% | ABS-O |
| 303 | EMF-NL Bv | 000000000 | Apr 2024 | 142,882 | $148K | 0.04% | ABS-MBS |
| 304 | GSR Mortgage Loan Trust | 36242DPF4 | Apr 2024 | 160,052 | $148K | 0.04% | ABS-MBS |
| 305 | CoreVest American Finance Ltd | 21873BAC9 | Apr 2024 | 3,323,993 | $146K | 0.04% | ABS-O |
| 306 | Lansdowne Mortgage Securities PLC | 000000000 | Apr 2024 | 140,392 | $144K | 0.04% | ABS-MBS |
| 307 | AAA Trust | 31738PAV0 | Apr 2024 | 149,043 | $143K | 0.04% | ABS-MBS |
| 308 | Freddie Mac | 3133N3VV3 | Apr 2024 | 172,556 | $142K | 0.04% | ABS-MBS |
| 309 | Government National Mortgage Association | 36179UZH8 | Apr 2024 | 168,422 | $141K | 0.04% | ABS-MBS |
| 310 | Fannie Mae | 3140HDJW5 | Apr 2024 | 154,168 | $140K | 0.04% | ABS-MBS |
| 311 | SHENTON AIRCRAFT INVESTMENT LTD | 82321UAB9 | Apr 2024 | 214,104 | $139K | 0.04% | ABS-O |
| 312 | Government National Mortgage Association | 36179VKA7 | Apr 2024 | 166,146 | $138K | 0.04% | ABS-MBS |
| 313 | Government National Mortgage Association | 36179VHJ2 | Apr 2024 | 153,658 | $137K | 0.04% | ABS-MBS |
| 314 | E-MAC Program B.V. | 000000000 | Apr 2024 | 142,749 | $137K | 0.04% | ABS-MBS |
| 315 | Countrywide Home Loans | 12669EU79 | Apr 2024 | 142,760 | $137K | 0.04% | ABS-MBS |
| 316 | Government National Mortgage Association | 36180UMA4 | Apr 2024 | 151,563 | $132K | 0.04% | ABS-MBS |
| 317 | Fannie Mae | 3140Q8Z32 | Apr 2024 | 146,628 | $129K | 0.04% | ABS-MBS |
| 318 | Bear Stearns Asset Backed Securities Trust | 07387UGC9 | Apr 2024 | 439,492 | $126K | 0.04% | ABS-MBS |
| 319 | Freddie Mac - SCRT | 35563PBS7 | Apr 2024 | 152,001 | $126K | 0.04% | ABS-MBS |
| 320 | Government National Mortgage Association | 36179VL24 | Apr 2024 | 156,237 | $125K | 0.04% | ABS-MBS |
| 321 | Lehman ABS Manufactured Housing Contract | 52519SAL7 | Apr 2024 | 122,465 | $123K | 0.04% | ABS-O |
| 322 | TIAA Bank Mortgage Loan Trust | 88632AAA6 | Apr 2024 | 136,406 | $122K | 0.04% | ABS-MBS |
| 323 | Structured Asset Securities Corporation | 863572Z97 | Apr 2024 | 126,230 | $121K | 0.04% | ABS-MBS |
| 324 | E-MAC | 000000000 | Apr 2024 | 114,091 | $119K | 0.04% | ABS-MBS |
| 325 | Government National Mortgage Association | 38375URW2 | Apr 2024 | 3,098,467 | $116K | 0.03% | ABS-MBS |
| 326 | Freddie Mac | 3132M7C55 | Apr 2024 | 121,851 | $112K | 0.03% | ABS-MBS |
| 327 | GSAA Home Equity Trust | 36228FT55 | Apr 2024 | 115,517 | $112K | 0.03% | ABS-MBS |
| 328 | Freddie Mac | 31323ABF8 | Apr 2024 | 128,358 | $112K | 0.03% | ABS-MBS |
| 329 | Government National Mortgage Association | 36179UXJ6 | Apr 2024 | 127,707 | $111K | 0.03% | ABS-MBS |
| 330 | Government National Mortgage Association | 36184YE78 | Apr 2024 | 122,464 | $110K | 0.03% | ABS-MBS |
| 331 | Freddie Mac - SCRT | 35563PLB3 | Apr 2024 | 129,299 | $108K | 0.03% | ABS-MBS |
| 332 | Equifirst Mortgage Loan Trust | 29445FBP2 | Apr 2024 | 110,393 | $106K | 0.03% | ABS-MBS |
| 333 | Countrywide Alternative Loan Trust | 12667FAQ8 | Apr 2024 | 110,381 | $105K | 0.03% | ABS-MBS |
| 334 | MASTR Alternative Loans Trust | 576434EJ9 | Apr 2024 | 119,128 | $105K | 0.03% | ABS-MBS |
| 335 | Asset Backed Funding Certificates | 04542BMC3 | Apr 2024 | 108,615 | $105K | 0.03% | ABS-MBS |
| 336 | Freddie Mac | 31335ABF4 | Apr 2024 | 114,933 | $104K | 0.03% | ABS-MBS |
| 337 | Government National Mortgage Association | 38378HP26 | Apr 2024 | 628,360 | $98K | 0.03% | ABS-MBS |
| 338 | Merit Securities Corporation | 589962CV9 | Apr 2024 | 97,217 | $97K | 0.03% | ABS-O |
| 339 | Government National Mortgage Association | 38375UWZ9 | Apr 2024 | 3,851,121 | $97K | 0.03% | ABS-MBS |
| 340 | Fannie Mae | 3138WFK88 | Apr 2024 | 106,984 | $94K | 0.03% | ABS-MBS |
| 341 | Government National Mortgage Association | 36179VFE5 | Apr 2024 | 108,720 | $94K | 0.03% | ABS-MBS |
| 342 | Fannie Mae | 3140K8P62 | Apr 2024 | 114,966 | $93K | 0.03% | ABS-MBS |
| 343 | Oakwood Mortgage Investors Inc. | 67087TCM1 | Apr 2024 | 848,508 | $91K | 0.03% | ABS-O |
| 344 | COMM Mortgage Trust | 12632QAE3 | Apr 2024 | 100,000 | $91K | 0.03% | ABS-MBS |
| 345 | Fannie Mae | 3138WGJ21 | Apr 2024 | 102,783 | $91K | 0.03% | ABS-MBS |
| 346 | Newtek Small Business Loan Trust | 65252MAA7 | Apr 2024 | 90,299 | $90K | 0.03% | ABS-O |
| 347 | E-MAC Program B.V. | 000000000 | Apr 2024 | 91,236 | $89K | 0.03% | ABS-MBS |
| 348 | DP FACILITIES TRUST | 23341GAA2 | Apr 2024 | 350,000 | $89K | 0.03% | DBT |
| 349 | Citigroup Mortgage Loan Trust Inc | 17307GW95 | Apr 2024 | 88,972 | $88K | 0.03% | ABS-MBS |
| 350 | Government National Mortgage Association | 36179VKB5 | Apr 2024 | 100,187 | $87K | 0.03% | ABS-MBS |
| 351 | Credit Suisse First Boston Mortgage Securities | 225470EA7 | Apr 2024 | 470,230 | $87K | 0.03% | ABS-MBS |
| 352 | Flagstar Mortgage Trust | 33851YAC0 | Apr 2024 | 112,628 | $86K | 0.03% | ABS-MBS |
| 353 | Fannie Mae | 31418DBW1 | Apr 2024 | 90,488 | $83K | 0.02% | ABS-MBS |
| 354 | Cendant Mortgage Corporation | 151314FP1 | Apr 2024 | 87,854 | $82K | 0.02% | ABS-O |
| 355 | Fannie Mae | 31418AJZ2 | Apr 2024 | 93,045 | $82K | 0.02% | ABS-MBS |
| 356 | Oakwood Mortgage Investors Inc. | 67087TAQ4 | Apr 2024 | 81,884 | $82K | 0.02% | ABS-O |
| 357 | Freddie Mac | 3132GLN75 | Apr 2024 | 87,031 | $81K | 0.02% | ABS-MBS |
| 358 | Merrill Lynch Mortgage Investors Trust | 59020UFY6 | Apr 2024 | 82,931 | $79K | 0.02% | ABS-O |
| 359 | Fannie Mae | 31400HWA7 | Apr 2024 | 75,360 | $78K | 0.02% | ABS-MBS |
| 360 | HarborView Mortgage Loan Trust | 41161PBM4 | Apr 2024 | 83,624 | $78K | 0.02% | ABS-MBS |
| 361 | Government National Mortgage Association | 36181CNU8 | Apr 2024 | 83,761 | $77K | 0.02% | ABS-MBS |
| 362 | Fannie Mae | 31418DD90 | Apr 2024 | 83,681 | $77K | 0.02% | ABS-MBS |
| 363 | Countrywide Home Loans | 12669FNP4 | Apr 2024 | 83,627 | $76K | 0.02% | ABS-MBS |
| 364 | MASTR Reperforming Loan Trust | 57643QAH8 | Apr 2024 | 99,872 | $76K | 0.02% | ABS-MBS |
| 365 | Government National Mortgage Association | 38375UV72 | Apr 2024 | 1,164,673 | $75K | 0.02% | ABS-MBS |
| 366 | MASTR Alternative Loans Trust | 576434DZ4 | Apr 2024 | 79,814 | $74K | 0.02% | ABS-MBS |
| 367 | Freddie Mac | 3137ALMT3 | Apr 2024 | 83,349 | $73K | 0.02% | ABS-MBS |
| 368 | Countrywide Home Loans | 12669GP47 | Apr 2024 | 75,504 | $73K | 0.02% | ABS-MBS |
| 369 | Government National Mortgage Association | 36183FLP2 | Apr 2024 | 78,526 | $70K | 0.02% | ABS-MBS |
| 370 | IndyMac INDX Mortgage Loan Trust | 45660N3Q6 | Apr 2024 | 72,753 | $70K | 0.02% | ABS-MBS |
| 371 | Fannie Mae | 3140JVWS7 | Apr 2024 | 79,213 | $69K | 0.02% | ABS-MBS |
| 372 | Fannie Mae | 31418DFD9 | Apr 2024 | 75,049 | $69K | 0.02% | ABS-MBS |
| 373 | Government National Mortgage Association | 38375UUS7 | Apr 2024 | 2,161,738 | $69K | 0.02% | ABS-MBS |
| 374 | JP Morgan Mortgage Trust | 46652KAC3 | Apr 2024 | 89,840 | $69K | 0.02% | ABS-MBS |
| 375 | Structured Asset Mortgage Investments Inc | 86359LJA8 | Apr 2024 | 77,078 | $67K | 0.02% | ABS-MBS |
| 376 | Government National Mortgage Association | 38376R5Q5 | Apr 2024 | 1,189,177 | $67K | 0.02% | ABS-MBS |
| 377 | E-MAC | 000000000 | Apr 2024 | 71,043 | $66K | 0.02% | ABS-MBS |
| 378 | Government National Mortgage Association | 36179UUC4 | Apr 2024 | 69,424 | $66K | 0.02% | ABS-MBS |
| 379 | Mortgage Equity Conversion Asset Trust | 61911CAA1 | Apr 2024 | 65,939 | $66K | 0.02% | ABS-MBS |
| 380 | Adjustable Rate Mortgage Trust | 007036ES1 | Apr 2024 | 70,217 | $65K | 0.02% | ABS-MBS |
| 381 | Bear Stearns Asset Backed Securities Trust | 07384YBN5 | Apr 2024 | 64,183 | $64K | 0.02% | ABS-MBS |
| 382 | Government National Mortgage Association | 36179UUB6 | Apr 2024 | 68,612 | $64K | 0.02% | ABS-MBS |
| 383 | JP Morgan Mortgage Trust | 46632TAA3 | Apr 2024 | 70,848 | $63K | 0.02% | ABS-MBS |
| 384 | JPMBB Commercial Mortgage Securities Trust | 46641WAG2 | Apr 2024 | 62,587 | $62K | 0.02% | ABS-MBS |
| 385 | Government National Mortgage Association | 38378TAH3 | Apr 2024 | 391,253 | $61K | 0.02% | ABS-MBS |
| 386 | Government National Mortgage Association | 38375UJZ4 | Apr 2024 | 1,208,615 | $60K | 0.02% | ABS-MBS |
| 387 | Government National Mortgage Association | 36179VA83 | Apr 2024 | 66,775 | $60K | 0.02% | ABS-MBS |
| 388 | Fannie Mae | 31418DD74 | Apr 2024 | 69,724 | $60K | 0.02% | ABS-MBS |
| 389 | Morgan Stanley Mortgage Loan Trust | 61748HAD3 | Apr 2024 | 61,959 | $59K | 0.02% | ABS-MBS |
| 390 | WAMU Mortgage Pass-Through Certificates | 92922FBV9 | Apr 2024 | 61,932 | $58K | 0.02% | ABS-MBS |
| 391 | Government National Mortgage Association | 36179UQV7 | Apr 2024 | 60,644 | $58K | 0.02% | ABS-MBS |
| 392 | JP Morgan Mortgage Trust | 466247GS6 | Apr 2024 | 64,137 | $55K | 0.02% | ABS-MBS |
| 393 | Fannie Mae | 31418DCP5 | Apr 2024 | 58,063 | $53K | 0.02% | ABS-MBS |
| 394 | B2R Mortgage Trust | 05607YAG6 | Apr 2024 | 24,032,109 | $52K | 0.02% | ABS-O |
| 395 | National City Mortgage Capital Trust | 635419AE4 | Apr 2024 | 55,960 | $52K | 0.02% | ABS-MBS |
| 396 | Freddie Mac | 3133N3U51 | Apr 2024 | 59,270 | $51K | 0.02% | ABS-MBS |
| 397 | Fannie Mae | 3138ARHD9 | Apr 2024 | 52,847 | $50K | 0.02% | ABS-MBS |
| 398 | Government National Mortgage Association | 38376R5X0 | Apr 2024 | 1,041,437 | $50K | 0.01% | ABS-MBS |
| 399 | Government National Mortgage Association | 38380VPT2 | Apr 2024 | 974,801 | $49K | 0.01% | ABS-MBS |
| 400 | Fannie Mae | 3138YYTZ6 | Apr 2024 | 52,146 | $48K | 0.01% | ABS-MBS |
| 401 | Freddie Mac | 3137B6US8 | Apr 2024 | 56,035 | $47K | 0.01% | ABS-MBS |
| 402 | Government National Mortgage Association | 38375UN55 | Apr 2024 | 830,323 | $47K | 0.01% | ABS-MBS |
| 403 | Countrywide Alternative Loan Trust | 02150GBP2 | Apr 2024 | 70,729 | $47K | 0.01% | ABS-MBS |
| 404 | Freddie Mac | 3132M9WH3 | Apr 2024 | 50,608 | $46K | 0.01% | ABS-MBS |
| 405 | Government National Mortgage Association | 38375UF39 | Apr 2024 | 1,601,230 | $46K | 0.01% | ABS-MBS |
| 406 | Government National Mortgage Association | 36176D5L3 | Apr 2024 | 45,531 | $45K | 0.01% | ABS-MBS |
| 407 | Sequoia Mortgage Trust | 81744JAA7 | Apr 2024 | 59,985 | $43K | 0.01% | ABS-MBS |
| 408 | Bear Stearns Asset Backed Securities Trust | 073888AN9 | Apr 2024 | 43,774 | $43K | 0.01% | ABS-O |
| 409 | COOF Securitization Trust | 12592NAA6 | Apr 2024 | 748,348 | $43K | 0.01% | ABS-O |
| 410 | COOF Securitization Trust II | 12593RAA6 | Apr 2024 | 775,659 | $42K | 0.01% | ABS-O |
| 411 | Government National Mortgage Association | 38376RQY5 | Apr 2024 | 1,567,503 | $41K | 0.01% | ABS-MBS |
| 412 | Government National Mortgage Association | 38375UJE1 | Apr 2024 | 1,087,629 | $40K | 0.01% | ABS-MBS |
| 413 | Freddie Mac Whole Loan Securities Trust | 3137G1AK3 | Apr 2024 | 48,616 | $40K | 0.01% | ABS-MBS |
| 414 | Government National Mortgage Association | 36176DZN6 | Apr 2024 | 40,717 | $40K | 0.01% | ABS-MBS |
| 415 | Fannie Mae | 31418DCK6 | Apr 2024 | 46,454 | $40K | 0.01% | ABS-MBS |
| 416 | Government National Mortgage Association | 36179U3S9 | Apr 2024 | 45,248 | $38K | 0.01% | ABS-MBS |
| 417 | Government National Mortgage Association | 3617JUSZ5 | Apr 2024 | 38,645 | $36K | 0.01% | ABS-MBS |
| 418 | Government National Mortgage Association | 36179UQU9 | Apr 2024 | 38,341 | $35K | 0.01% | ABS-MBS |
| 419 | Countrywide Home Loans | 12544NAA5 | Apr 2024 | 61,008 | $35K | 0.01% | ABS-MBS |
| 420 | Freddie Mac Whole Loan Securities Trust | 3137G1AA5 | Apr 2024 | 42,709 | $35K | 0.01% | ABS-MBS |
| 421 | Freddie Mac | 3128M8W83 | Apr 2024 | 36,789 | $35K | 0.01% | ABS-MBS |
| 422 | UBS AG | 000000000 | Apr 2024 | 1 | $35K | 0.01% | DFE |
| 423 | Oakwood Mortgage Investors Inc. | 67087TBN0 | Apr 2024 | 34,589 | $34K | 0.01% | ABS-O |
| 424 | Fannie Mae | 3140QCDT0 | Apr 2024 | 39,658 | $34K | 0.01% | ABS-MBS |
| 425 | Government National Mortgage Association | 36179VKC3 | Apr 2024 | 37,887 | $34K | 0.01% | ABS-MBS |
| 426 | Impac CMB Trust | 45254NJK4 | Apr 2024 | 34,059 | $34K | 0.01% | ABS-MBS |
| 427 | Government National Mortgage Association | 36179VA91 | Apr 2024 | 35,230 | $33K | 0.01% | ABS-MBS |
| 428 | Merrill Lynch Mortgage Investors Trust | 59020UAE5 | Apr 2024 | 32,567 | $31K | 0.01% | ABS-MBS |
| 429 | Structured Asset Mortgage Investments Inc | 86359LGT0 | Apr 2024 | 35,375 | $30K | 0.01% | ABS-MBS |
| 430 | Fannie Mae | 31418CTP9 | Apr 2024 | 34,806 | $30K | 0.01% | ABS-MBS |
| 431 | Fannie Mae | 31418CVJ0 | Apr 2024 | 34,564 | $30K | 0.01% | ABS-MBS |
| 432 | Fannie Mae | 3136AQ7J3 | Apr 2024 | 808,770 | $30K | 0.01% | ABS-MBS |
| 433 | Fannie Mae | 3136A6WV2 | Apr 2024 | 390,492 | $30K | 0.01% | ABS-MBS |
| 434 | Freddie Mac | 31323AEC2 | Apr 2024 | 31,891 | $29K | 0.01% | ABS-MBS |
| 435 | Freddie Mac | 3133N3U77 | Apr 2024 | 32,868 | $29K | 0.01% | ABS-MBS |
| 436 | Freddie Mac | 312944BB6 | Apr 2024 | 29,257 | $29K | 0.01% | ABS-MBS |
| 437 | Government National Mortgage Association | 3617JUST9 | Apr 2024 | 31,548 | $28K | 0.01% | ABS-MBS |
| 438 | Government National Mortgage Association | 38375BKL5 | Apr 2024 | 28,092 | $28K | 0.01% | ABS-MBS |
| 439 | Freddie Mac | 3132GJUA5 | Apr 2024 | 27,661 | $26K | 0.01% | ABS-MBS |
| 440 | Government National Mortgage Association | 36179UVZ2 | Apr 2024 | 28,607 | $26K | 0.01% | ABS-MBS |
| 441 | Fannie Mae | 31418C4L5 | Apr 2024 | 28,533 | $26K | 0.01% | ABS-MBS |
| 442 | Fannie Mae | 3138A8YQ3 | Apr 2024 | 26,052 | $26K | 0.01% | ABS-MBS |
| 443 | Freddie Mac | 3137BBZ37 | Apr 2024 | 524,432 | $25K | 0.01% | ABS-MBS |
| 444 | Fannie Mae | 31418MJT0 | Apr 2024 | 23,395 | $24K | 0.01% | ABS-MBS |
| 445 | Government National Mortgage Association | 38378PFD5 | Apr 2024 | 263,281 | $23K | 0.01% | ABS-MBS |
| 446 | KGS-Alpha SBA COOF Trust | 48250BAA9 | Apr 2024 | 383,974 | $23K | 0.01% | ABS-O |
| 447 | Fannie Mae | 31418MJP8 | Apr 2024 | 21,579 | $23K | 0.01% | ABS-MBS |
| 448 | GSR Mortgage Loan Trust | 36242DYH0 | Apr 2024 | 35,919 | $22K | 0.01% | ABS-MBS |
| 449 | Fannie Mae | 31418MJQ6 | Apr 2024 | 21,116 | $22K | 0.01% | ABS-MBS |
| 450 | Fannie Mae | 31388HBH1 | Apr 2024 | 20,187 | $21K | 0.01% | ABS-MBS |
| 451 | Government National Mortgage Association | 36179UNZ1 | Apr 2024 | 22,090 | $20K | 0.01% | ABS-MBS |
| 452 | Government National Mortgage Association | 38376R5T9 | Apr 2024 | 578,734 | $20K | 0.01% | ABS-MBS |
| 453 | ECAF LTD | 26827EAA3 | Apr 2024 | 33,005 | $19K | 0.01% | ABS-O |
| 454 | Freddie Mac | 3128M7SU1 | Apr 2024 | 17,622 | $19K | 0.01% | ABS-MBS |
| 455 | Government National Mortgage Association | 38376R2M7 | Apr 2024 | 426,313 | $18K | 0.01% | ABS-MBS |
| 456 | Government National Mortgage Association | 36179UKP6 | Apr 2024 | 18,808 | $18K | 0.01% | ABS-MBS |
| 457 | GS Mortgage Securities Trust | 36255MAE7 | Apr 2024 | 5,247,951 | $18K | 0.01% | ABS-MBS |
| 458 | Countrywide Alternative Loan Trust | 12668BAC7 | Apr 2024 | 31,191 | $18K | 0.01% | ABS-MBS |
| 459 | Freddie Mac Whole Loan Securities Trust | 3137G1BC0 | Apr 2024 | 21,056 | $18K | 0.01% | ABS-MBS |
| 460 | Government National Mortgage Association | 38375GA76 | Apr 2024 | 228,301 | $17K | 0.01% | ABS-MBS |
| 461 | Freddie Mac | 3137BCNR5 | Apr 2024 | 458,483 | $17K | 0.01% | ABS-MBS |
| 462 | Fannie Mae | 3138A5GF3 | Apr 2024 | 17,587 | $17K | 0.01% | ABS-MBS |
| 463 | Government National Mortgage Association | 38375UFU9 | Apr 2024 | 653,623 | $17K | 0.01% | ABS-MBS |
| 464 | Government National Mortgage Association | 36179USL7 | Apr 2024 | 18,362 | $17K | 0.01% | ABS-MBS |
| 465 | Government National Mortgage Association | 38375GZ79 | Apr 2024 | 195,897 | $16K | 0.00% | ABS-MBS |
| 466 | Government National Mortgage Association | 36179USM5 | Apr 2024 | 16,914 | $16K | 0.00% | ABS-MBS |
| 467 | JP Morgan Chase Commercial Mortgage Sec Trust | 46645UAV9 | Apr 2024 | 1,437,757 | $16K | 0.00% | ABS-MBS |
| 468 | Freddie Mac | 3137B5SC8 | Apr 2024 | 268,037 | $16K | 0.00% | ABS-MBS |
| 469 | Citigroup Commercial Mortgage Trust | 29425AAK9 | Apr 2024 | 1,920,232 | $15K | 0.00% | ABS-MBS |
| 470 | Freddie Mac | 3132GEB90 | Apr 2024 | 15,456 | $15K | 0.00% | ABS-MBS |
| 471 | Government National Mortgage Association | 3617GTPK7 | Apr 2024 | 15,388 | $15K | 0.00% | ABS-MBS |
| 472 | Freddie Mac | 3128M7S56 | Apr 2024 | 14,217 | $15K | 0.00% | ABS-MBS |
| 473 | Conseco Finance Securitizations Corp. | 20846QJY5 | Apr 2024 | 14,014 | $14K | 0.00% | ABS-O |
| 474 | Fannie Mae | 31397NWG6 | Apr 2024 | 16,378 | $14K | 0.00% | ABS-MBS |
| 475 | Fannie Mae | 3138A6JT8 | Apr 2024 | 13,899 | $14K | 0.00% | ABS-MBS |
| 476 | Government National Mortgage Association | 38375U6A3 | Apr 2024 | 260,929 | $13K | 0.00% | ABS-MBS |
| 477 | Fannie Mae | 3140JMAN2 | Apr 2024 | 14,280 | $13K | 0.00% | ABS-MBS |
| 478 | Government National Mortgage Association | 38375B8A3 | Apr 2024 | 12,786 | $13K | 0.00% | ABS-MBS |
| 479 | Fannie Mae | 31371RFQ4 | Apr 2024 | 12,509 | $13K | 0.00% | ABS-MBS |
| 480 | KGS-Alpha SBA COOF Trust | 48249GAA2 | Apr 2024 | 269,494 | $12K | 0.00% | ABS-O |
| 481 | Fannie Mae | 31418C2G8 | Apr 2024 | 13,409 | $12K | 0.00% | ABS-MBS |
| 482 | Government National Mortgage Association | 36179UKM3 | Apr 2024 | 13,647 | $12K | 0.00% | ABS-MBS |
| 483 | Fannie Mae | 3136AJ4H6 | Apr 2024 | 223,520 | $12K | 0.00% | ABS-MBS |
| 484 | Fannie Mae | 31402CQQ8 | Apr 2024 | 11,518 | $12K | 0.00% | ABS-MBS |
| 485 | Government National Mortgage Association | 38380LAD5 | Apr 2024 | 239,995 | $11K | 0.00% | ABS-MBS |
| 486 | Government National Mortgage Association | 3617JKEK5 | Apr 2024 | 11,543 | $11K | 0.00% | ABS-MBS |
| 487 | GSR Mortgage Loan Trust | 36228FG34 | Apr 2024 | 11,225 | $10K | 0.00% | ABS-MBS |
| 488 | Government National Mortgage Association | 38375BSJ2 | Apr 2024 | 80,245 | $10K | 0.00% | ABS-MBS |
| 489 | Government National Mortgage Association | 3617J6UQ5 | Apr 2024 | 11,236 | $10K | 0.00% | ABS-MBS |
| 490 | Government National Mortgage Association | 3617GTNN3 | Apr 2024 | 10,008 | $10K | 0.00% | ABS-MBS |
| 491 | Government National Mortgage Association | 36179UKN1 | Apr 2024 | 10,442 | $10K | 0.00% | ABS-MBS |
| 492 | Freddie Mac | 3137BBHD5 | Apr 2024 | 118,410 | $9K | 0.00% | ABS-MBS |
| 493 | Freddie Mac | 3128L4EV2 | Apr 2024 | 8,854 | $9K | 0.00% | ABS-MBS |
| 494 | MLCC Mortgage Investors Inc | 59020UAS4 | Apr 2024 | 9,293 | $9K | 0.00% | ABS-MBS |
| 495 | Fannie Mae | 31418DBR2 | Apr 2024 | 10,511 | $9K | 0.00% | ABS-MBS |
| 496 | Fannie Mae | 31386BAG9 | Apr 2024 | 8,547 | $9K | 0.00% | ABS-MBS |
| 497 | Freddie Mac | 3137BCNV6 | Apr 2024 | 226,731 | $9K | 0.00% | ABS-MBS |
| 498 | Government National Mortgage Association | 38375UM72 | Apr 2024 | 393,872 | $9K | 0.00% | ABS-MBS |
| 499 | Fannie Mae | 31416WP71 | Apr 2024 | 8,858 | $8K | 0.00% | ABS-MBS |
| 500 | Government National Mortgage Association | 38375BGT3 | Apr 2024 | 1,429,578 | $8K | 0.00% | ABS-MBS |
| 501 | Government National Mortgage Association | 38375BZ96 | Apr 2024 | 183,416 | $8K | 0.00% | ABS-MBS |
| 502 | Freddie Mac | 3128M7S49 | Apr 2024 | 7,821 | $8K | 0.00% | ABS-MBS |
| 503 | Fannie Mae | 3138A1JH5 | Apr 2024 | 8,047 | $8K | 0.00% | ABS-MBS |
| 504 | MLCC Mortgage Investors Inc | 59023HAD3 | Apr 2024 | 7,396 | $7K | 0.00% | ABS-MBS |
| 505 | Government National Mortgage Association | 36179UHT2 | Apr 2024 | 7,247 | $7K | 0.00% | ABS-MBS |
| 506 | Fannie Mae | 31371KLU3 | Apr 2024 | 6,513 | $7K | 0.00% | ABS-MBS |
| 507 | Freddie Mac | 312944S69 | Apr 2024 | 6,671 | $7K | 0.00% | ABS-MBS |
| 508 | Freddie Mac | 3137B9FK6 | Apr 2024 | 166,135 | $6K | 0.00% | ABS-MBS |
| 509 | Government National Mortgage Association | 38378W6W8 | Apr 2024 | 164,206 | $6K | 0.00% | ABS-MBS |
| 510 | Freddie Mac | 3128M4XA6 | Apr 2024 | 5,939 | $6K | 0.00% | ABS-MBS |
| 511 | KGS-Alpha SBA COOF Trust | 48247KAA5 | Apr 2024 | 401,823 | $6K | 0.00% | ABS-O |
| 512 | Government National Mortgage Association | 38376YU41 | Apr 2024 | 126,398 | $6K | 0.00% | ABS-MBS |
| 513 | Fannie Mae | 3140QAVE7 | Apr 2024 | 6,286 | $5K | 0.00% | ABS-MBS |
| 514 | Freddie Mac | 3137B53F8 | Apr 2024 | 24,075 | $5K | 0.00% | ABS-MBS |
| 515 | Government National Mortgage Association | 38375BRG9 | Apr 2024 | 144,840 | $5K | 0.00% | ABS-MBS |
| 516 | Fannie Mae | 31385HQR6 | Apr 2024 | 5,098 | $5K | 0.00% | ABS-MBS |
| 517 | Bank of America NA | 000000000 | Apr 2024 | 1 | $5K | 0.00% | DFE |
| 518 | Government National Mortgage Association | 38377TZF1 | Apr 2024 | 24,444 | $5K | 0.00% | ABS-MBS |
| 519 | Fannie Mae | 3136AJFH4 | Apr 2024 | 149,109 | $5K | 0.00% | ABS-MBS |
| 520 | Government National Mortgage Association | 38375BHK1 | Apr 2024 | 39,264 | $5K | 0.00% | ABS-MBS |
| 521 | Fannie Mae | 31416BXR4 | Apr 2024 | 4,552 | $5K | 0.00% | ABS-MBS |
| 522 | Freddiemac Strip | 31282YCX5 | Apr 2024 | 36,910 | $5K | 0.00% | ABS-MBS |
| 523 | Government National Mortgage Association | 38375BWD0 | Apr 2024 | 91,483 | $5K | 0.00% | ABS-MBS |
| 524 | Government National Mortgage Association | 3617J6RP1 | Apr 2024 | 4,618 | $4K | 0.00% | ABS-MBS |
| 525 | Freddie Mac | 31293SCC1 | Apr 2024 | 4,339 | $4K | 0.00% | ABS-MBS |
| 526 | Government National Mortgage Association | 38375BYH9 | Apr 2024 | 44,338 | $4K | 0.00% | ABS-MBS |
| 527 | Freddie Mac | 3137BCNT1 | Apr 2024 | 135,029 | $4K | 0.00% | ABS-MBS |
| 528 | Banc of America Funding Corporation | 059523AR1 | Apr 2024 | 4,188 | $4K | 0.00% | ABS-MBS |
| 529 | Government National Mortgage Association | 38377WJ96 | Apr 2024 | 72,208 | $4K | 0.00% | ABS-MBS |
| 530 | Freddie Mac | 3132GECE8 | Apr 2024 | 3,501 | $3K | 0.00% | ABS-MBS |
| 531 | Fannie Mae | 3138AMBK0 | Apr 2024 | 3,415 | $3K | 0.00% | ABS-MBS |
| 532 | Freddie Mac | 3137BFBK6 | Apr 2024 | 81,101 | $3K | 0.00% | ABS-MBS |
| 533 | GSR Mortgage Loan Trust | 36229RJJ9 | Apr 2024 | 3,204 | $3K | 0.00% | ABS-MBS |
| 534 | Government National Mortgage Association | 38375BK92 | Apr 2024 | 25,536 | $3K | 0.00% | ABS-MBS |
| 535 | Government National Mortgage Association | 38375BZM7 | Apr 2024 | 45,866 | $3K | 0.00% | ABS-MBS |
| 536 | Government National Mortgage Association | 38378TCN8 | Apr 2024 | 65,890 | $3K | 0.00% | ABS-MBS |
| 537 | Fannie Mae | 31384WAH3 | Apr 2024 | 2,506 | $3K | 0.00% | ABS-MBS |
| 538 | Government National Mortgage Association | 38375BEJ7 | Apr 2024 | 31,597 | $3K | 0.00% | ABS-MBS |
| 539 | Government National Mortgage Association | 38375BDA7 | Apr 2024 | 31,188 | $2K | 0.00% | ABS-MBS |
| 540 | Fanniemae Strip | 31364JN82 | Apr 2024 | 19,198 | $2K | 0.00% | ABS-MBS |
| 541 | GSR Mortgage Loan Trust | 362341VT3 | Apr 2024 | 2,563 | $2K | 0.00% | ABS-MBS |
| 542 | Government National Mortgage Association | 38375BQU9 | Apr 2024 | 14,693 | $2K | 0.00% | ABS-MBS |
| 543 | Government National Mortgage Association | 38375BL67 | Apr 2024 | 47,565 | $2K | 0.00% | ABS-MBS |
| 544 | Fannie Mae | 31390FAS8 | Apr 2024 | 1,985 | $2K | 0.00% | ABS-MBS |
| 545 | Government National Mortgage Association | 38375BGD8 | Apr 2024 | 32,509 | $2K | 0.00% | ABS-MBS |
| 546 | Government National Mortgage Association | 38375BQW5 | Apr 2024 | 23,046 | $2K | 0.00% | ABS-MBS |
| 547 | Government National Mortgage Association | 38377YTQ3 | Apr 2024 | 25,358 | $1K | 0.00% | ABS-MBS |
| 548 | Government National Mortgage Association | 38375BYV8 | Apr 2024 | 21,112 | $1K | 0.00% | ABS-MBS |
| 549 | Fanniemae Strip | 31364JT29 | Apr 2024 | 10,715 | $1K | 0.00% | ABS-MBS |
| 550 | Government National Mortgage Association | 38375U2D1 | Apr 2024 | 130,373 | $1K | 0.00% | ABS-MBS |
| 551 | Fannie Mae | 31388LC81 | Apr 2024 | 959 | $981 | 0.00% | ABS-MBS |
| 552 | Fannie Mae | 31390RTP8 | Apr 2024 | 933 | $960 | 0.00% | ABS-MBS |
| 553 | Fannie Mae | 31386TQ73 | Apr 2024 | 933 | $956 | 0.00% | ABS-MBS |
| 554 | MASTR Asset Securitization Trust | 57643MLK8 | Apr 2024 | 927 | $933 | 0.00% | ABS-MBS |
| 555 | Government National Mortgage Association | 38376RRJ7 | Apr 2024 | 866 | $852 | 0.00% | ABS-MBS |
| 556 | Government National Mortgage Association | 38375B6R8 | Apr 2024 | 20,262 | $822 | 0.00% | ABS-MBS |
| 557 | Government National Mortgage Association | 38375CAA8 | Apr 2024 | 12,801 | $817 | 0.00% | ABS-MBS |
| 558 | Government National Mortgage Association | 38376RKY1 | Apr 2024 | 43,152 | $808 | 0.00% | ABS-MBS |
| 559 | Fannie Mae | 31389UVE6 | Apr 2024 | 760 | $780 | 0.00% | ABS-MBS |
| 560 | Fannie Mae | 31390EZX3 | Apr 2024 | 739 | $769 | 0.00% | ABS-MBS |
| 561 | Fannie Mae | 31389R3J3 | Apr 2024 | 728 | $735 | 0.00% | ABS-MBS |
| 562 | Fannie Mae | 3136ABVH3 | Apr 2024 | 78,804 | $711 | 0.00% | ABS-MBS |
| 563 | Fannie Mae | 31378YKB9 | Apr 2024 | 695 | $701 | 0.00% | ABS-MBS |
| 564 | Royal Bank of Canada | 000000000 | Apr 2024 | 1 | $688 | 0.00% | DFE |
| 565 | GS Mortgage Securities Trust | 36253GAG7 | Apr 2024 | 1,265,863 | $621 | 0.00% | ABS-MBS |
| 566 | Fannie Mae | 3136A6TR5 | Apr 2024 | 41,681 | $609 | 0.00% | ABS-MBS |
| 567 | Fannie Mae | 31371HTA6 | Apr 2024 | 589 | $598 | 0.00% | ABS-MBS |
| 568 | Government National Mortgage Association | 38375BVM1 | Apr 2024 | 9,297 | $582 | 0.00% | ABS-MBS |
| 569 | Fanniemae Strip | 31364HQ83 | Apr 2024 | 6,792 | $571 | 0.00% | ABS-MBS |
| 570 | COMM Mortgage Trust | 12592MBL3 | Apr 2024 | 806,186 | $531 | 0.00% | ABS-MBS |
| 571 | Fannie Mae | 31381CVM6 | Apr 2024 | 520 | $526 | 0.00% | ABS-MBS |
| 572 | Government National Mortgage Association | 38375B4R0 | Apr 2024 | 4,773 | $469 | 0.00% | ABS-MBS |
| 573 | Government National Mortgage Association | 38375B6P2 | Apr 2024 | 8,938 | $375 | 0.00% | ABS-MBS |
| 574 | Fannie Mae | 31387WTG2 | Apr 2024 | 292 | $299 | 0.00% | ABS-MBS |
| 575 | Government National Mortgage Association | 38375BYF3 | Apr 2024 | 38,937 | $283 | 0.00% | ABS-MBS |
| 576 | Fannie Mae | 31383RFY3 | Apr 2024 | 224 | $226 | 0.00% | ABS-MBS |
| 577 | Government National Mortgage Association | 38375BR79 | Apr 2024 | 10,484 | $216 | 0.00% | ABS-MBS |
| 578 | Government National Mortgage Association | 38375BF23 | Apr 2024 | 44,446 | $211 | 0.00% | ABS-MBS |
| 579 | Fannie Mae | 31371KDL2 | Apr 2024 | 173 | $177 | 0.00% | ABS-MBS |
| 580 | Government National Mortgage Association | 38376RYK6 | Apr 2024 | 50,127 | $85 | 0.00% | ABS-MBS |
| 581 | Fannie Mae | 31379NGV3 | Apr 2024 | 51 | $51 | 0.00% | ABS-MBS |
| 582 | Countrywide Alternative Loan Trust | 12667FT88 | Apr 2024 | 32 | $32 | 0.00% | ABS-MBS |
| 583 | Fanniemae Strip | 31364HK48 | Apr 2024 | 1,033 | $12 | 0.00% | ABS-MBS |
| 584 | BNP Paribas SA | 000000000 | Apr 2024 | 1 | $-941 | -0.00% | DFE |
| 585 | Bank of America NA | 000000000 | Apr 2024 | 1 | $-9387 | -0.00% | DFE |
| 586 | Chicago Board of Trade | 000000000 | Apr 2024 | 19 | $-81195 | -0.02% | DIR |
| 587 | Chicago Board of Trade | 000000000 | Apr 2024 | 196 | $-266155 | -0.08% | DIR |
| 588 | Chicago Board of Trade | 000000000 | Apr 2024 | 117 | $-332719 | -0.10% | DIR |
| 589 | Chicago Board of Trade | 000000000 | Apr 2024 | 1,085 | $-1972778 | -0.59% | DIR |