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Angel Oak Multi-Strategy Income Fund

Angel Oak Funds Trust

Assets: $6.7B Net: $6.1B Series: S000048360 EDGAR ↗
+1585
New
1585
Positions
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# Name Ticker Since Shares Value % Port Cat
1 First American Government Obli FGUXX Apr 2022 440,366,359 $440.4M 7.19% STIV
2 LSALT 2019-1B PT 510861AB3 Apr 2022 397,181,005 $395.0M 6.44% ABS-CBDO
3 GS Mortgage-Backed Securities 36266VAR5 Apr 2022 59,557,500 $54.3M 0.89% ABS-MBS
4 US TREASURY N/B 9128283J7 Apr 2022 50,000,000 $49.1M 0.80% DBT
5 Mello Warehouse Securitization 58552FAD8 Apr 2022 46,750,000 $46.4M 0.76% ABS-MBS
6 UNLOCK RESIDENTIAL INV TRUST 91528C105 Apr 2022 45,000,000 $45.0M 0.73% ABS-MBS
7 Angel Oak Financials Income Fu ANFIX Apr 2022 5,147,772 $44.8M 0.73% EC
8 US TREASURY N/B 91282CDB4 Apr 2022 44,000,000 $41.7M 0.68% DBT
9 Mello Warehouse Securitization 58552FAE6 Apr 2022 41,500,000 $41.2M 0.67% ABS-MBS
10 US TREASURY N/B 9128283P3 Apr 2022 40,000,000 $39.4M 0.64% DBT
11 Angel Oak Core Impact Fund AOIIX Apr 2022 3,985,110 $36.8M 0.60% EC
12 Angel Oak High Yield Opportuni ANHIX Apr 2022 3,336,241 $36.5M 0.60% EC
13 Carvana Auto Receivables Trust 14686KAF4 Apr 2022 35,900,000 $34.1M 0.56% ABS-O
14 DSLA Mortgage Loan Trust DSLA Apr 2022 36,632,635 $33.3M 0.54% ABS-MBS
15 SG Capital Partners 78432YAA7 Apr 2022 33,494,602 $30.8M 0.50% ABS-MBS
16 FHLMC Multifamily Structured P 3137F84S9 Apr 2022 35,000,000 $29.8M 0.49% ABS-MBS
17 BELLEMEADE RE LT 07877TAC5 Apr 2022 28,196,741 $28.3M 0.46% ABS-MBS
18 Mello Warehouse Securitization 58552FAC0 Apr 2022 27,500,000 $27.4M 0.45% ABS-MBS
19 GS Mortgage-Backed Securities 36266VAD6 Apr 2022 28,450,549 $26.5M 0.43% ABS-MBS
20 Eagle Re Ltd 269822AC6 Apr 2022 25,903,000 $25.7M 0.42% ABS-MBS
21 American Home Mortgage Assets AHMA Apr 2022 50,646,193 $25.3M 0.41% ABS-MBS
22 HarborView Mortgage Loan Trust HVMLT Apr 2022 26,822,230 $24.9M 0.41% ABS-MBS
23 Credit Suisse Mortgage Trust 12661XAC6 Apr 2022 24,463,666 $24.2M 0.39% ABS-MBS
24 GS Mortgage-Backed Securities 36263CAH2 Apr 2022 24,397,394 $22.7M 0.37% ABS-MBS
25 Merrill Lynch Mortgage Investo 59024UAA9 Apr 2022 26,197,681 $22.6M 0.37% ABS-MBS
26 Eagle Re Ltd 26982LAD2 Apr 2022 23,461,850 $22.4M 0.37% ABS-MBS
27 Freddie Mac - STACR 3137G1DQ7 Apr 2022 22,572,484 $22.3M 0.36% ABS-MBS
28 HarborView Mortgage Loan Trust HVMLT Apr 2022 23,300,361 $21.7M 0.35% ABS-MBS
29 DSLA Mortgage Loan Trust DSLA Apr 2022 23,484,322 $21.5M 0.35% ABS-MBS
30 Residential Accredit Loans, In RALI Apr 2022 23,098,013 $21.4M 0.35% ABS-MBS
31 BELLEMEADE RE LT 07877BAG5 Apr 2022 22,150,000 $21.4M 0.35% ABS-MBS
32 Radnor Re LTD 750493AD0 Apr 2022 21,731,174 $21.0M 0.34% ABS-MBS
33 J.P. Morgan Alternative Loan T JPALT Apr 2022 29,766,789 $20.4M 0.33% ABS-MBS
34 Home Re Ltd 43731AAB9 Apr 2022 20,083,000 $20.1M 0.33% ABS-MBS
35 BNC Mortgage Loan Trust 055683AE6 Apr 2022 33,000,000 $19.9M 0.32% ABS-MBS
36 FHLMC Multifamily Structured P 3137F72B0 Apr 2022 22,000,000 $19.9M 0.32% ABS-MBS
37 FHLMC Multifamily Structured P 3137F82N2 Apr 2022 23,000,000 $19.9M 0.32% ABS-MBS
38 Impac Secured Assets Corp. IMSA Apr 2022 21,281,057 $19.6M 0.32% ABS-MBS
39 Luminent Mortgage Trust LUM Apr 2022 26,602,924 $19.6M 0.32% ABS-MBS
40 BCAP LLC Trust BCAP Apr 2022 21,072,602 $19.5M 0.32% ABS-MBS
41 ZeroDown LLC 989490AA5 Apr 2022 19,994,099 $19.5M 0.32% ABS-O
42 American Home Mortgage Assets AHMA Apr 2022 21,534,715 $19.2M 0.31% ABS-MBS
43 Residential Accredit Loans, In RALI Apr 2022 20,621,645 $19.0M 0.31% ABS-MBS
44 Western Alliance Bank 95763PER8 Apr 2022 19,198,876 $18.7M 0.31% ABS-MBS
45 Deutsche Alt-A Securities INC DBALT Apr 2022 20,342,157 $18.6M 0.30% ABS-MBS
46 Mello Warehouse Securitization 58552FAF3 Apr 2022 18,750,000 $18.6M 0.30% ABS-MBS
47 Credit Suisse Mortgage Trust 12659TAJ4 Apr 2022 19,210,526 $18.4M 0.30% ABS-MBS
48 DSLA Mortgage Loan Trust DSLA Apr 2022 19,844,667 $17.9M 0.29% ABS-MBS
49 Impac CMB Trust IMM Apr 2022 18,673,889 $17.8M 0.29% ABS-MBS
50 DSLA Mortgage Loan Trust DSLA Apr 2022 20,376,688 $17.8M 0.29% ABS-MBS
51 HarborView Mortgage Loan Trust HVMLT Apr 2022 18,661,826 $17.7M 0.29% ABS-MBS
52 Steele Creek CLO Ltd STCR Apr 2022 17,756,577 $17.4M 0.28% ABS-CBDO
53 HarborView Mortgage Loan Trust HVMLT Apr 2022 17,959,617 $17.1M 0.28% ABS-MBS
54 Impac Secured Assets Corp. IMSA Apr 2022 21,470,688 $17.1M 0.28% ABS-MBS
55 Hertz Vehicle Financing LLC 42806MAD1 Apr 2022 18,000,000 $16.9M 0.28% ABS-O
56 United Wholesale Mortgage LLC 90355RBG6 Apr 2022 18,039,536 $16.6M 0.27% ABS-MBS
57 SYLVAMO CORP 87133LAA8 Apr 2022 17,000,000 $16.4M 0.27% DBT
58 GLS Auto Receivables Trust GCAR Apr 2022 16,800,000 $16.4M 0.27% ABS-O
59 HarborView Mortgage Loan Trust HVMLT Apr 2022 17,930,122 $16.4M 0.27% ABS-MBS
60 GS Mortgage-Backed Securities 36262LAB6 Apr 2022 18,165,418 $16.1M 0.26% ABS-MBS
61 Woodward Capital Management 74938VBU6 Apr 2022 16,248,695 $16.1M 0.26% ABS-MBS
62 Deutsche Alt-A Securities INC DBALT Apr 2022 16,808,183 $16.0M 0.26% ABS-MBS
63 Bear Stearns Mortgage Funding BSMF Apr 2022 17,665,141 $15.9M 0.26% ABS-MBS
64 N/A LIBH22 Apr 2022 -2,528 $15.8M 0.26% DIR
65 HarborView Mortgage Loan Trust HVMLT Apr 2022 16,984,182 $15.3M 0.25% ABS-MBS
66 Saluda Grade Alternative Mortg 795811AD0 Apr 2022 15,187,858 $15.1M 0.25% ABS-MBS
67 HarborView Mortgage Loan Trust HVMLT Apr 2022 15,533,215 $15.0M 0.24% ABS-MBS
68 Saluda Grade Alternative Mortg 79583QAA9 Apr 2022 15,000,000 $14.8M 0.24% ABS-O
69 Saluda Grade Alternative Mortg 795808AB0 Apr 2022 15,000,000 $14.7M 0.24% ABS-MBS
70 FHLMC Multifamily Structured P 3137F83Q4 Apr 2022 17,000,000 $14.7M 0.24% ABS-MBS
71 US TREASURY N/B 91282CDH1 Apr 2022 15,000,000 $14.2M 0.23% DBT
72 Upgrade Master Pass-Thru Trust 91531XAC8 Apr 2022 14,260,933 $14.2M 0.23% ABS-O
73 American Home Mortgage Investm AHM Apr 2022 19,204,038 $14.1M 0.23% ABS-MBS
74 Morgan Stanley Capital Inc MSAC Apr 2022 15,201,276 $13.9M 0.23% ABS-MBS
75 New Residential Mortgage Loan 64828GCT5 Apr 2022 20,713,103 $13.8M 0.23% ABS-MBS
76 AMERICAN AXLE & MFG INC 02406PBB5 Apr 2022 16,000,000 $13.8M 0.23% DBT
77 Saluda Grade Alternative Mortg 79582KAA3 Apr 2022 14,000,000 $13.6M 0.22% ABS-MBS
78 CSMCM Trust Certificates CSMCM Apr 2022 13,709,827 $13.6M 0.22% ABS-MBS
79 Impac CMB Trust IMM Apr 2022 13,921,876 $13.3M 0.22% ABS-MBS
80 Deutsche Mortgage Securities, DMSI Apr 2022 12,759,061 $13.2M 0.22% ABS-MBS
81 BELLEMEADE RE LT 07876LAC3 Apr 2022 13,499,500 $13.2M 0.21% ABS-MBS
82 Flagstar Mortgage Trust 33851GBN4 Apr 2022 13,859,392 $13.1M 0.21% ABS-MBS
83 United Wholesale Mortgage LLC 90355RBF8 Apr 2022 13,939,552 $13.1M 0.21% ABS-MBS
84 Radnor Re LTD RMIR Apr 2022 13,150,000 $12.9M 0.21% ABS-MBS
85 WAMU Mortgage Pass-Through Cer WAMU Apr 2022 12,723,858 $12.5M 0.20% ABS-MBS
86 BELLEMEADE RE LT 07876AAD5 Apr 2022 13,250,000 $12.3M 0.20% ABS-MBS
87 JP Morgan Mortgage Trust 46654WCL3 Apr 2022 14,421,555 $12.3M 0.20% ABS-MBS
88 CPS Auto Trust 12656QAE4 Apr 2022 12,750,000 $12.2M 0.20% ABS-O
89 Morgan Stanley Residential Mor 61772NBU0 Apr 2022 13,190,585 $12.1M 0.20% ABS-MBS
90 JP Morgan Mortgage Trust 46653PBW6 Apr 2022 12,993,506 $12.0M 0.20% ABS-MBS
91 Residential Accredit Loans, In RALI Apr 2022 12,513,224 $11.7M 0.19% ABS-MBS
92 GS Mortgage-Backed Securities 36266VBL7 Apr 2022 12,506,322 $11.7M 0.19% ABS-MBS
93 Residential Asset Securitizati RAST Apr 2022 21,892,538 $11.7M 0.19% ABS-MBS
94 GATEWAY MT PLEASANT CRE N/A Apr 2022 13,412,784 $11.7M 0.19% LON
95 GS Mortgage-Backed Securities 36262CBL3 Apr 2022 13,239,886 $11.6M 0.19% ABS-MBS
96 MASTR Alternative Loans Trust MALT Apr 2022 17,028,186 $11.6M 0.19% ABS-MBS
97 JP Morgan Mortgage Trust 46653PBZ9 Apr 2022 12,993,506 $11.6M 0.19% ABS-MBS
98 WAMU Mortgage Pass-Through Cer WAMU Apr 2022 11,987,412 $11.3M 0.18% ABS-MBS
99 Radnor Re LTD 750493AC2 Apr 2022 11,700,000 $11.3M 0.18% ABS-MBS
100 HarborView Mortgage Loan Trust HVMLT Apr 2022 12,744,974 $11.2M 0.18% ABS-MBS
101 Flagstar Mortgage Trust 33851GBR5 Apr 2022 12,126,968 $11.2M 0.18% ABS-MBS
102 Impac Secured Assets Corp. IMSA Apr 2022 13,671,023 $11.2M 0.18% ABS-MBS
103 Wachovia Mortgage Loan Trust, WMLT Apr 2022 21,715,025 $11.1M 0.18% ABS-MBS
104 FHLMC Multifamily Structured P 3137FWHT0 Apr 2022 13,000,000 $11.1M 0.18% ABS-MBS
105 Monroe Capital MML CLO X LLC 61034WAG6 Apr 2022 11,000,000 $11.0M 0.18% ABS-CBDO
106 Bear Stearns Alt-A Trust BALTA Apr 2022 14,797,347 $11.0M 0.18% ABS-MBS
107 Citigroup Mortgage Loan Trust 17328DAB6 Apr 2022 10,982,000 $10.9M 0.18% ABS-MBS
108 ARBOR REALTY TRUST INC ABR Apr 2022 11,500,000 $10.9M 0.18% DBT
109 FHLMC Multifamily Structured P 3137F64P9 Apr 2022 12,000,000 $10.8M 0.18% ABS-MBS
110 Eagle Re 2018-1 Ltd. 269826AB9 Apr 2022 10,717,000 $10.7M 0.18% ABS-MBS
111 CSMCM 2018-RPL3 C 12655AAA8 Apr 2022 11,322,379 $10.7M 0.18% ABS-MBS
112 Residential Accredit Loans, In RALI Apr 2022 11,815,862 $10.6M 0.17% ABS-MBS
113 BELLEMEADE RE LT 078768AE8 Apr 2022 10,656,665 $10.6M 0.17% ABS-MBS
114 Home Re Ltd 43730VAD0 Apr 2022 11,250,000 $10.6M 0.17% ABS-MBS
115 NewStar Commercial Loan Fundin NWSTR Apr 2022 10,500,000 $10.5M 0.17% ABS-CBDO
116 Upstart Securitization Trust 91680EAC9 Apr 2022 10,427,000 $10.4M 0.17% ABS-O
117 Flagship Credit Auto Trust 33845XAE7 Apr 2022 10,700,000 $10.3M 0.17% ABS-O
118 GS Mortgage-Backed Securities 36262RBF3 Apr 2022 11,118,310 $10.3M 0.17% ABS-MBS
119 FHLMC Multifamily Structured P 3137F63Z8 Apr 2022 12,000,000 $10.3M 0.17% ABS-MBS
120 N/A CNPM2 Apr 2022 -1,067 $10.3M 0.17% DIR
121 Redwood Trust Inc RWT Apr 2022 1,056,366 $10.2M 0.17% EC
122 Prosper Marketplace Issuance T 74362DAD0 Apr 2022 10,000,000 $10.0M 0.16% ABS-O
123 Credit Suisse Mortgage Trust CSMC Apr 2022 10,386,009 $10.0M 0.16% ABS-MBS
124 GS Mortgage-Backed Securities 36266TCE7 Apr 2022 10,800,496 $10.0M 0.16% ABS-MBS
125 CPS Auto Trust 12597JAE2 Apr 2022 10,000,000 $9.9M 0.16% ABS-O
126 Credit Suisse Mortgage Trust 126405AN9 Apr 2022 217,944,062 $9.8M 0.16% ABS-MBS
127 Starwood Mortgage Residential 85573QAC4 Apr 2022 9,967,251 $9.6M 0.16% ABS-MBS
128 Luminent Mortgage Trust LUM Apr 2022 10,185,344 $9.6M 0.16% ABS-MBS
129 Pagaya AI Debt Selection Trust 69547JAB9 Apr 2022 9,995,879 $9.5M 0.15% ABS-O
130 Freddie Mac - STACR 3137G1DF1 Apr 2022 10,186,271 $9.4M 0.15% ABS-MBS
131 Great Lakes CLO Ltd 39056LAA2 Apr 2022 9,950,000 $9.3M 0.15% ABS-CBDO
132 Morgan Stanley Mortgage Loan T MSM Apr 2022 18,165,243 $9.3M 0.15% ABS-MBS
133 Credit Suisse Mortgage Trust 12659TBM6 Apr 2022 9,743,592 $9.2M 0.15% ABS-MBS
134 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 9,821,892 $9.1M 0.15% ABS-MBS
135 BELLEMEADE RE LT 07877BAJ9 Apr 2022 9,180,000 $9.1M 0.15% ABS-MBS
136 X-Caliber 98370JAC8 Apr 2022 9,375,000 $9.1M 0.15% ABS-MBS
137 SG Capital Partners 78432YAB5 Apr 2022 9,871,338 $9.0M 0.15% ABS-MBS
138 Home Re Ltd 437307AC5 Apr 2022 9,182,587 $9.0M 0.15% ABS-MBS
139 JP Morgan Mortgage Trust 46591NCA3 Apr 2022 9,346,135 $8.9M 0.15% ABS-MBS
140 Unison Trust 90919VAA0 Apr 2022 9,483,666 $8.9M 0.15% ABS-MBS
141 Upstart Securitization Trust 91679JAC1 Apr 2022 9,400,000 $8.9M 0.15% ABS-O
142 LSALT SERIES C 510861AC1 Apr 2022 9,165,161 $8.9M 0.14% ABS-CBDO
143 CPS Auto Trust 12656NAJ0 Apr 2022 9,320,000 $8.9M 0.14% ABS-O
144 GS Mortgage-Backed Securities 36264PAF6 Apr 2022 8,940,078 $8.8M 0.14% ABS-MBS
145 CPS Auto Trust CPS Apr 2022 8,856,000 $8.8M 0.14% ABS-O
146 Luminent Mortgage Trust LUM Apr 2022 9,650,289 $8.8M 0.14% ABS-MBS
147 Goldman Home Improvement Trust 38149XAC3 Apr 2022 9,644,000 $8.8M 0.14% ABS-O
148 Flagstar Mortgage Trust 33851RBH3 Apr 2022 14,109,332 $8.7M 0.14% ABS-MBS
149 Mello Mortgage Capital Accepta 58550NBV2 Apr 2022 9,259,666 $8.7M 0.14% ABS-MBS
150 NMI HOLDINGS 629209AA5 Apr 2022 8,307,000 $8.7M 0.14% DBT
151 DSLA Mortgage Loan Trust DSLA Apr 2022 9,483,585 $8.7M 0.14% ABS-MBS
152 FHLMC Multifamily Structured P 3137F72P9 Apr 2022 10,000,000 $8.6M 0.14% ABS-MBS
153 FHLMC Multifamily Structured P 3137FXLX4 Apr 2022 10,000,000 $8.6M 0.14% ABS-MBS
154 Westlake Automobile Receivable 96042QAQ3 Apr 2022 8,750,000 $8.6M 0.14% ABS-O
155 FHLMC Multifamily Structured P 3137F62M8 Apr 2022 10,000,000 $8.6M 0.14% ABS-MBS
156 JP Morgan Mortgage Trust 46591TBW3 Apr 2022 8,601,988 $8.6M 0.14% ABS-MBS
157 GreenPoint Mortgage Funding Tr GPMF Apr 2022 9,293,628 $8.5M 0.14% ABS-MBS
158 Onslow Bay Financial LLC 67115DAA0 Apr 2022 8,920,297 $8.4M 0.14% ABS-MBS
159 Genworth Mortgage Insurance Co 89600HAC3 Apr 2022 8,400,000 $8.4M 0.14% ABS-MBS
160 MULTIFAMILY CONNECTICUT AVENUE MCAS Apr 2022 8,000,000 $8.4M 0.14% ABS-MBS
161 Deutsche Alt-A Securities INC DBALT Apr 2022 8,656,462 $8.4M 0.14% ABS-MBS
162 Deutsche Mortgage Securities, DMSI Apr 2022 8,581,212 $8.4M 0.14% ABS-MBS
163 United Wholesale Mortgage LLC 90354TBD0 Apr 2022 9,089,230 $8.3M 0.14% ABS-MBS
164 Western Alliance Bank 95763PES6 Apr 2022 8,474,784 $8.2M 0.13% ABS-MBS
165 GS Mortgage-Backed Securities 36263CAB5 Apr 2022 9,277,054 $8.2M 0.13% ABS-MBS
166 Starwood Mortgage Residential 85573QAA8 Apr 2022 8,685,300 $8.2M 0.13% ABS-MBS
167 READY CAPITAL CORP 75574U408 Apr 2022 320,000 $8.1M 0.13% EP
168 Eagle Re Ltd 26983BAD3 Apr 2022 8,000,000 $8.1M 0.13% ABS-MBS
169 Radnor Re LTD 75049UAE8 Apr 2022 7,870,678 $8.0M 0.13% ABS-MBS
170 UNITED WHOLESALE MTGE LL 913229AA8 Apr 2022 9,600,000 $8.0M 0.13% DBT
171 DYNEX CAPITAL INC DX Apr 2022 320,000 $8.0M 0.13% EP
172 Residential Accredit Loans, In RALI Apr 2022 10,113,036 $8.0M 0.13% ABS-MBS
173 NATIONSTAR MTG HLD INC 63861CAC3 Apr 2022 8,700,000 $7.9M 0.13% DBT
174 JP Morgan Mortgage Trust 46653LCM6 Apr 2022 8,688,373 $7.9M 0.13% ABS-MBS
175 Woodward Capital Management 74938VBW2 Apr 2022 9,556,953 $7.9M 0.13% ABS-MBS
176 Upstart Securitization Trust 91681NAC8 Apr 2022 8,200,000 $7.9M 0.13% ABS-O
177 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 8,210,776 $7.9M 0.13% ABS-MBS
178 GS Mortgage-Backed Securities 36262CBK5 Apr 2022 8,674,272 $7.9M 0.13% ABS-MBS
179 Merrill Lynch Mortgage Investo MLMI Apr 2022 10,430,288 $7.8M 0.13% ABS-MBS
180 Eagle Re Ltd 269822AD4 Apr 2022 7,909,125 $7.8M 0.13% ABS-MBS
181 United Wholesale Mortgage LLC 90355RBH4 Apr 2022 8,608,879 $7.8M 0.13% ABS-MBS
182 Merrill Lynch Mortgage Investo MLMI Apr 2022 23,886,354 $7.8M 0.13% ABS-MBS
183 JP Morgan Mortgage Trust 46654TCH9 Apr 2022 9,114,242 $7.7M 0.13% ABS-MBS
184 Morgan Stanley Mortgage Loan T MSM Apr 2022 17,664,306 $7.7M 0.13% ABS-MBS
185 Morgan Stanley Mortgage Loan T MSM Apr 2022 17,664,306 $7.6M 0.12% ABS-MBS
186 Flagstar Mortgage Trust 33851RBF7 Apr 2022 9,092,681 $7.6M 0.12% ABS-MBS
187 Deutsche Alt-A Securities INC DBALT Apr 2022 76,432,950 $7.6M 0.12% ABS-MBS
188 Credit Suisse Mortgage Trust 12659TBN4 Apr 2022 8,184,505 $7.6M 0.12% ABS-MBS
189 Woodward Capital Management 74938FBV9 Apr 2022 9,297,781 $7.5M 0.12% ABS-MBS
190 Saluda Grade Alternative Mortg 79581PAC9 Apr 2022 7,318,000 $7.5M 0.12% ABS-MBS
191 Flagstar Mortgage Trust 33851GBS3 Apr 2022 8,661,183 $7.4M 0.12% ABS-MBS
192 Saluda Grade Alternative Mortg 79581PAA3 Apr 2022 7,494,094 $7.4M 0.12% ABS-MBS
193 GS Mortgage-Backed Securities 36264PBH1 Apr 2022 8,123,972 $7.4M 0.12% ABS-MBS
194 FHLMC Multifamily Structured P 3137FTFY8 Apr 2022 8,471,000 $7.4M 0.12% ABS-MBS
195 DSLA Mortgage Loan Trust 23332UBU7 Apr 2022 8,255,404 $7.4M 0.12% ABS-MBS
196 JP Morgan Mortgage Trust 46653LCK0 Apr 2022 7,700,630 $7.4M 0.12% ABS-MBS
197 Genworth Mortgage Insurance Co 89600FAD5 Apr 2022 7,492,000 $7.3M 0.12% ABS-MBS
198 RBSSP Resecuritization Trust 74928UCB1 Apr 2022 7,949,233 $7.3M 0.12% ABS-MBS
199 Verus Securitization Trust 92538QAA8 Apr 2022 7,518,489 $7.3M 0.12% ABS-MBS
200 Chase Mortgage Finance Corpora 46591HAM2 Apr 2022 6,746,057 $7.3M 0.12% ABS-MBS
201 Credit Suisse Mortgage Trust 12659TBP9 Apr 2022 7,989,971 $7.2M 0.12% ABS-MBS
202 Upstart Securitization Trust 91679LAC6 Apr 2022 7,750,000 $7.2M 0.12% ABS-O
203 METHANEX CORP 59151KAM0 Apr 2022 7,500,000 $7.2M 0.12% DBT
204 Oaktree CLO Ltd 67402KAE8 Apr 2022 10,000,000 $7.2M 0.12% ABS-CBDO
205 B RILEY FINANCIAL INC RILY Apr 2022 280,000 $7.1M 0.12% EP
206 Woodmont Trust 97988WAL5 Apr 2022 7,000,000 $7.1M 0.12% ABS-CBDO
207 Morgan Stanley Residential Mor 61772MAY5 Apr 2022 7,706,822 $7.1M 0.12% ABS-MBS
208 Deutsche Alt-A Securities INC DBALT Apr 2022 7,400,177 $7.0M 0.11% ABS-MBS
209 Impac Secured Assets Corp. 452559AC1 Apr 2022 8,232,278 $7.0M 0.11% ABS-MBS
210 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 7,457,567 $7.0M 0.11% ABS-MBS
211 Woodward Capital Management 74938VBV4 Apr 2022 7,646,154 $7.0M 0.11% ABS-MBS
212 FHLMC Multifamily Structured P FHMS Apr 2022 8,000,000 $7.0M 0.11% ABS-MBS
213 Residential Accredit Loans, In 74924DAA7 Apr 2022 7,559,625 $6.9M 0.11% ABS-MBS
214 Residential Accredit Loans, In RALI Apr 2022 7,649,182 $6.9M 0.11% ABS-MBS
215 Carvana Auto Receivables Trust 14687GAF2 Apr 2022 7,310,000 $6.9M 0.11% ABS-O
216 Fanniemae-Aces 3136BCB90 Apr 2022 8,000,000 $6.9M 0.11% ABS-MBS
217 Sutherland Commercial Mortgage SCML Apr 2022 7,000,000 $6.9M 0.11% ABS-MBS
218 United Wholesale Mortgage LLC 90354XBD1 Apr 2022 7,554,782 $6.9M 0.11% ABS-MBS
219 GLS Auto Receivables Trust 36263LAJ8 Apr 2022 7,500,000 $6.9M 0.11% ABS-O
220 XCALI 2020-2 Mortgage Trust XCALI Apr 2022 7,000,000 $6.9M 0.11% ABS-MBS
221 x-caliber funding llc 98401JAB3 Apr 2022 7,000,000 $6.8M 0.11% ABS-MBS
222 USASF Receivables LLC 90353QAD8 Apr 2022 6,700,000 $6.8M 0.11% ABS-O
223 Pagaya AI Debt Selection Trust 69546MAA5 Apr 2022 6,977,563 $6.8M 0.11% ABS-O
224 FHLMC Multifamily Structured P 3137FX3Q9 Apr 2022 8,000,000 $6.8M 0.11% ABS-MBS
225 CPS Auto Trust 12658VAD3 Apr 2022 7,240,000 $6.8M 0.11% ABS-O
226 Residential Accredit Loans, In RALI Apr 2022 7,019,678 $6.8M 0.11% ABS-MBS
227 Residential Accredit Loans, In RALI Apr 2022 24,141,670 $6.7M 0.11% ABS-MBS
228 JP Morgan Mortgage Trust 46648UBB9 Apr 2022 7,017,610 $6.7M 0.11% ABS-MBS
229 American Home Mortgage Investm AHM Apr 2022 11,386,910 $6.7M 0.11% ABS-MBS
230 Veros Auto Receivables Trust 92511FAD7 Apr 2022 6,755,000 $6.7M 0.11% ABS-O
231 Pagaya AI Debt Selection Trust 69546MAC1 Apr 2022 7,100,000 $6.6M 0.11% ABS-O
232 Deutsche Alt-A Securities INC DBALT Apr 2022 7,112,568 $6.6M 0.11% ABS-MBS
233 RADIAN GROUP INC 750236AW1 Apr 2022 6,800,000 $6.6M 0.11% DBT
234 Saluda Grade Alternative Mortg 79581PAB1 Apr 2022 6,582,396 $6.5M 0.11% ABS-MBS
235 New Residential Investment Cor NRZ Apr 2022 625,000 $6.5M 0.11% EC
236 Morgan Stanley Mortgage Loan T MSM Apr 2022 8,405,072 $6.4M 0.10% ABS-MBS
237 Western Alliance Bank 95763PET4 Apr 2022 6,600,000 $6.4M 0.10% ABS-MBS
238 Carvana Auto Receivables Trust 14687HAF0 Apr 2022 6,870,000 $6.4M 0.10% ABS-O
239 Impac Secured Assets Corp. IMSA Apr 2022 7,099,615 $6.4M 0.10% ABS-MBS
240 Banc of America Funding Corpor BAFC Apr 2022 7,370,623 $6.3M 0.10% ABS-MBS
241 Credit Suisse Mortgage Trust 126405AJ8 Apr 2022 7,204,424 $6.3M 0.10% ABS-MBS
242 GS Mortgage-Backed Securities 36266TCC1 Apr 2022 6,626,175 $6.2M 0.10% ABS-MBS
243 United Wholesale Mortgage LLC 90354TBC2 Apr 2022 6,520,255 $6.2M 0.10% ABS-MBS
244 Preston Ridge Partners Mortgag 69360HAB7 Apr 2022 6,500,000 $6.2M 0.10% ABS-MBS
245 JP Morgan Mortgage Trust 46650PBB5 Apr 2022 6,190,356 $6.1M 0.10% ABS-MBS
246 GS Mortgage-Backed Securities 36262CBN9 Apr 2022 7,761,346 $6.1M 0.10% ABS-MBS
247 GS Mortgage-Backed Securities 36260AAJ5 Apr 2022 6,323,000 $6.1M 0.10% ABS-MBS
248 Residential Accredit Loans, In RALI Apr 2022 6,507,237 $6.1M 0.10% ABS-MBS
249 BCAP LLC Trust BCAP Apr 2022 6,453,868 $6.1M 0.10% ABS-MBS
250 N/A LIYZ20 Apr 2022 -600 $6.1M 0.10% DIR
251 Washington Mutual Mortgage Pas 93934FJB9 Apr 2022 6,557,757 $6.1M 0.10% ABS-MBS
252 Foursight Capital Automobile R 35105WAL3 Apr 2022 6,250,000 $6.0M 0.10% ABS-O
253 United Wholesale Mortgage LLC 90354XBC3 Apr 2022 6,449,636 $6.0M 0.10% ABS-MBS
254 Flagstar Mortgage Trust 33851GBU8 Apr 2022 10,741,743 $6.0M 0.10% ABS-MBS
255 IndyMac IMSC Mortgage Loan Tru IMSC Apr 2022 8,103,286 $6.0M 0.10% ABS-MBS
256 American Home Mortgage Investm AHM Apr 2022 6,408,186 $6.0M 0.10% ABS-MBS
257 FHLMC Multifamily Structured P 3137H4SB7 Apr 2022 5,999,556 $5.9M 0.10% ABS-MBS
258 Preston Ridge Partners Mortgag 69360GAC7 Apr 2022 6,167,000 $5.9M 0.10% ABS-MBS
259 Credit Suisse First Boston Mor CSFB Apr 2022 8,272,796 $5.9M 0.10% ABS-MBS
260 Residential Accredit Loans, In RALI Apr 2022 6,350,252 $5.9M 0.10% ABS-MBS
261 Citigroup Commercial Mortgage 17291HAQ7 Apr 2022 5,980,000 $5.9M 0.10% ABS-MBS
262 XCAL 2019-IL-1 Mortgage Trust XCAL Apr 2022 5,950,000 $5.9M 0.10% ABS-MBS
263 Residential Asset Securitizati RAST Apr 2022 10,382,488 $5.9M 0.10% ABS-MBS
264 LUTHER BURBANK CORP LTHBUR Apr 2022 5,800,000 $5.9M 0.10% DBT
265 SPRUCE HILL MORTGAGE LOAN TRUS 85209FAF3 Apr 2022 6,000,000 $5.8M 0.10% ABS-MBS
266 GS Mortgage-Backed Securities 36264DAR7 Apr 2022 6,222,154 $5.8M 0.10% ABS-MBS
267 Residential Accredit Loans, In RALI Apr 2022 6,122,940 $5.8M 0.10% ABS-MBS
268 American Credit Acceptance Rec 025297AF9 Apr 2022 5,650,000 $5.8M 0.10% ABS-O
269 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 6,246,880 $5.8M 0.09% ABS-MBS
270 Oaktown Re Ltd 67400CAB4 Apr 2022 6,000,000 $5.8M 0.09% ABS-MBS
271 JP Morgan Mortgage Trust 466247XG3 Apr 2022 6,833,416 $5.8M 0.09% ABS-MBS
272 BELLEMEADE RE LT 07876MAD9 Apr 2022 5,750,000 $5.8M 0.09% ABS-MBS
273 Credit Suisse Mortgage Trust CSMC Apr 2022 6,834,800 $5.7M 0.09% ABS-MBS
274 Morgan Stanley Residential Mor 61772NBW6 Apr 2022 6,360,397 $5.7M 0.09% ABS-MBS
275 Flagstar Mortgage Trust 33851GBK0 Apr 2022 5,893,051 $5.7M 0.09% ABS-MBS
276 Residential Accredit Loans, In 74922GBA1 Apr 2022 6,162,893 $5.7M 0.09% ABS-MBS
277 Pagaya AI Debt Selection Trust 69546MAB3 Apr 2022 6,000,000 $5.7M 0.09% ABS-O
278 BLACKROCK ELBERT CLO V, LLC 09260YAB7 Apr 2022 5,625,000 $5.6M 0.09% ABS-CBDO
279 Morgan Stanley ReRemic Trust MSRR Apr 2022 6,130,918 $5.6M 0.09% ABS-MBS
280 Residential Accredit Loans, In RALI Apr 2022 5,829,720 $5.6M 0.09% ABS-MBS
281 Hertz Vehicle Financing LLC 42806MAH2 Apr 2022 6,185,000 $5.6M 0.09% ABS-O
282 Deutsche Alt-A Securities INC DBALT Apr 2022 5,909,002 $5.6M 0.09% ABS-MBS
283 Residential Accredit Loans, In RALI Apr 2022 7,316,092 $5.6M 0.09% ABS-MBS
284 New Residential Mortgage Loan 64830CBZ7 Apr 2022 6,150,320 $5.6M 0.09% ABS-MBS
285 Credit Suisse Mortgage Trust 126405AK5 Apr 2022 7,205,554 $5.6M 0.09% ABS-MBS
286 Adjustable Rate Mortgage Trust ARMT Apr 2022 6,561,157 $5.6M 0.09% ABS-MBS
287 Mello Mortgage Capital Accepta 58550NBU4 Apr 2022 5,765,228 $5.6M 0.09% ABS-MBS
288 Woodward Capital Management 74938VBX0 Apr 2022 8,124,841 $5.6M 0.09% ABS-MBS
289 United Auto Credit Securitizat 90943UAE4 Apr 2022 5,700,000 $5.6M 0.09% ABS-O
290 Radnor Re LTD 75049UAD0 Apr 2022 5,514,740 $5.5M 0.09% ABS-MBS
291 Credit Suisse Mortgage Trust 12661XBN1 Apr 2022 5,843,238 $5.5M 0.09% ABS-MBS
292 X-CALIBER FUNDING LLC 98373XAB6 Apr 2022 5,615,000 $5.5M 0.09% DBT
293 GSR Mortgage Loan Trust GSR Apr 2022 6,677,528 $5.5M 0.09% ABS-MBS
294 Residential Accredit Loans, In RALI Apr 2022 5,837,667 $5.5M 0.09% ABS-MBS
295 LendingClub Receivables Trust 52604L104 Apr 2022 932,340 $5.5M 0.09% ABS-O
296 FREMF Mortgage Trust 30298RAN8 Apr 2022 6,000,000 $5.5M 0.09% ABS-MBS
297 Morgan Stanley Mortgage Loan T MSM Apr 2022 6,336,704 $5.5M 0.09% ABS-MBS
298 Mello Warehouse Securitization 58552FAB2 Apr 2022 5,500,000 $5.4M 0.09% ABS-MBS
299 GS Mortgage-Backed Securities 36266VBN3 Apr 2022 5,857,946 $5.4M 0.09% ABS-MBS
300 GSAA Home Equity Trust GSAA Apr 2022 10,776,482 $5.4M 0.09% ABS-MBS
301 Morgan Stanley Mortgage Loan T MSM Apr 2022 5,936,294 $5.3M 0.09% ABS-MBS
302 JP Morgan Mortgage Trust 46654WCM1 Apr 2022 7,008,876 $5.3M 0.09% ABS-MBS
303 FREMF Mortgage Trust FREMF Apr 2022 5,361,848 $5.3M 0.09% ABS-MBS
304 GS Mortgage Securities Corp. GSMSC Apr 2022 5,707,000 $5.3M 0.09% ABS-MBS
305 Annaly Capital Management Inc NLY Apr 2022 826,922 $5.3M 0.09% EC
306 MortgageIT Trust MHL Apr 2022 5,895,620 $5.2M 0.08% ABS-MBS
307 Banc of America Alternative Lo BOAA Apr 2022 10,682,097 $5.2M 0.08% ABS-MBS
308 ZeroDown LLC 989490AB3 Apr 2022 5,331,702 $5.2M 0.08% ABS-O
309 RBSSP Resecuritization Trust 74932DAD1 Apr 2022 5,922,385 $5.2M 0.08% ABS-MBS
310 Hertz Vehicle Financing LLC 42806MAC3 Apr 2022 5,500,000 $5.2M 0.08% ABS-O
311 GS Mortgage-Backed Securities 36264DAS5 Apr 2022 5,600,327 $5.2M 0.08% ABS-MBS
312 CPS Auto Trust 12659WAJ7 Apr 2022 5,400,000 $5.2M 0.08% ABS-O
313 United Wholesale Mortgage LLC 90355RBJ0 Apr 2022 6,149,482 $5.1M 0.08% ABS-MBS
314 MFRA Trust 55284CBV5 Apr 2022 5,986,577 $5.1M 0.08% ABS-MBS
315 Upstart Securitization Trust 91680FAC6 Apr 2022 5,500,000 $5.1M 0.08% ABS-O
316 BIG RIVER STEEL/BRS FIN 08949LAB6 Apr 2022 4,998,000 $5.1M 0.08% DBT
317 FREEDOM MORTGAGE CORP 35640YAF4 Apr 2022 5,600,000 $5.1M 0.08% DBT
318 Washington Mutual Mortgage Pas WMALT Apr 2022 5,826,921 $5.1M 0.08% ABS-MBS
319 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 5,134,381 $5.1M 0.08% ABS-MBS
320 Morgan Stanley Mortgage Loan T MSM Apr 2022 12,058,150 $5.1M 0.08% ABS-MBS
321 United Wholesale Mortgage LLC 90355RBL5 Apr 2022 10,249,467 $5.1M 0.08% ABS-MBS
322 Lehman XS Trust 525161AM7 Apr 2022 5,941,307 $5.1M 0.08% ABS-MBS
323 HarborView Mortgage Loan Trust HVMLT Apr 2022 5,348,198 $5.0M 0.08% ABS-MBS
324 Credit Suisse Mortgage Trust 12661XBP6 Apr 2022 5,452,508 $5.0M 0.08% ABS-MBS
325 GS Mortgage Securities Corp. GSMSC Apr 2022 5,707,000 $5.0M 0.08% ABS-MBS
326 Avis Budget Rental Car Funding 05377REP5 Apr 2022 5,250,000 $5.0M 0.08% ABS-O
327 LMST 2019-1 CERT 510861AA5 Apr 2022 4,941,344 $5.0M 0.08% ABS-CBDO
328 Deutsche Alt-A Securities INC DBALT Apr 2022 5,373,205 $5.0M 0.08% ABS-MBS
329 Monroe Capital MML CLO VII Ltd 61033VAA2 Apr 2022 5,150,000 $5.0M 0.08% ABS-CBDO
330 Consumer Loan Underlying Bond 21055JAC2 Apr 2022 5,000,000 $5.0M 0.08% ABS-O
331 Foursight Capital Automobile R 35105WAN9 Apr 2022 5,105,000 $5.0M 0.08% ABS-O
332 Washington Mutual Mortgage Pas WMALT Apr 2022 5,225,616 $5.0M 0.08% ABS-MBS
333 Freddie Mac - STACR 3137G1CW5 Apr 2022 5,335,476 $5.0M 0.08% ABS-MBS
334 Westlake Automobile Receivable 96042HAQ3 Apr 2022 5,000,000 $5.0M 0.08% ABS-O
335 GSR Mortgage Loan Trust GSR Apr 2022 6,817,201 $5.0M 0.08% ABS-MBS
336 Mello Warehouse Securitization 58552NAF6 Apr 2022 5,000,000 $5.0M 0.08% ABS-MBS
337 Deutsche Alt-A Securities INC 251513AT4 Apr 2022 5,286,406 $5.0M 0.08% ABS-MBS
338 Morgan Stanley Mortgage Loan T MSM Apr 2022 12,698,563 $5.0M 0.08% ABS-MBS
339 East West Investment Managemen 27580XAG3 Apr 2022 5,000,000 $4.9M 0.08% ABS-CBDO
340 Freddie Mac - STACR 35564KPP8 Apr 2022 5,550,000 $4.9M 0.08% ABS-MBS
341 Countrywide Home Loans CWHL Apr 2022 5,205,450 $4.9M 0.08% ABS-MBS
342 Saranac CLO LTD SRANC Apr 2022 5,250,000 $4.9M 0.08% ABS-CBDO
343 STEWART PARK CLO LTD 860443AE0 Apr 2022 5,250,000 $4.9M 0.08% ABS-CBDO
344 x-caliber funding llc 98401JAA5 Apr 2022 5,000,000 $4.9M 0.08% ABS-MBS
345 Morgan Stanley Mortgage Loan T MSM Apr 2022 11,567,533 $4.9M 0.08% ABS-MBS
346 Upstart Securitization Trust 91682NAC7 Apr 2022 5,250,000 $4.9M 0.08% ABS-O
347 MULTIFAMILY CONNECTICUT AVENUE MCAS Apr 2022 5,000,000 $4.8M 0.08% ABS-MBS
348 Mercury Financial Credit Card 58940BAB2 Apr 2022 5,000,000 $4.8M 0.08% ABS-O
349 TIAA 29976EAA6 Apr 2022 5,000,000 $4.8M 0.08% DBT
350 UNIFY Auto Receivables Trust 90775QAE6 Apr 2022 5,000,000 $4.8M 0.08% ABS-O
351 Freddie Mac - STACR 35564KLV9 Apr 2022 5,100,000 $4.8M 0.08% ABS-MBS
352 JP Morgan Chase Commercial Mor 46654EAQ4 Apr 2022 5,000,000 $4.8M 0.08% ABS-MBS
353 GS Mortgage-Backed Securities 36264PBG3 Apr 2022 5,156,591 $4.8M 0.08% ABS-MBS
354 Morgan Stanley Capital Inc MSAC Apr 2022 5,233,932 $4.8M 0.08% ABS-MBS
355 Impac Secured Assets Corp. IMSA Apr 2022 5,273,487 $4.8M 0.08% ABS-MBS
356 DT Auto Owner Trust 23344QAE9 Apr 2022 5,250,000 $4.8M 0.08% ABS-O
357 Capital Funding Mortgage Trust 14019QAB8 Apr 2022 4,825,000 $4.8M 0.08% ABS-MBS
358 United Wholesale Mortgage LLC 90354TBE8 Apr 2022 5,335,563 $4.8M 0.08% ABS-MBS
359 Chase Mortgage Finance Corpora CHASE Apr 2022 4,882,735 $4.8M 0.08% ABS-MBS
360 Rockford Tower CLO Ltd 77342NAE4 Apr 2022 5,000,000 $4.7M 0.08% ABS-CBDO
361 Capital Funding Mortgage Trust 14020FAB9 Apr 2022 4,750,000 $4.7M 0.08% ABS-MBS
362 Exeter Automobile Receivables 30166NAL0 Apr 2022 4,750,000 $4.7M 0.08% ABS-O
363 GLS Auto Receivables Trust 36263DAE7 Apr 2022 5,000,000 $4.7M 0.08% ABS-O
364 BANC OF CALIFORNIA INC BANC Apr 2022 4,650,000 $4.7M 0.08% DBT
365 Wells Fargo Mortgage Backed Se 95003HBJ7 Apr 2022 4,832,545 $4.7M 0.08% ABS-MBS
366 GS Mortgage-Backed Securities 36266VBM5 Apr 2022 4,908,036 $4.6M 0.08% ABS-MBS
367 DIRECTV FIN LLC/COINC 25461LAA0 Apr 2022 4,900,000 $4.6M 0.08% DBT
368 Carvana Auto Receivables Trust 14687TAG2 Apr 2022 5,000,000 $4.6M 0.08% ABS-O
369 Freddie Mac - STACR 35565JBD2 Apr 2022 4,899,856 $4.6M 0.08% ABS-MBS
370 SAVANNAH GRAND N/A Apr 2022 4,600,000 $4.6M 0.08% LON
371 JP Morgan Mortgage Trust 46651BBB5 Apr 2022 4,773,884 $4.6M 0.08% ABS-MBS
372 GS Mortgage Securities Corp. GSMSC Apr 2022 5,709,149 $4.6M 0.07% ABS-MBS
373 NOAH BANK ROYASB Apr 2022 4,500,000 $4.6M 0.07% DBT
374 Foundation Finance Trust 35041LAB6 Apr 2022 5,000,000 $4.6M 0.07% ABS-O
375 CPS Auto Trust 12597TAE0 Apr 2022 4,625,000 $4.6M 0.07% ABS-O
376 PENNYMAC FIN SVCS INC 70932MAA5 Apr 2022 4,800,000 $4.5M 0.07% DBT
377 X-CALIBER FUNDING LLC 98373XAU4 Apr 2022 4,532,394 $4.5M 0.07% DBT
378 GS Mortgage-Backed Securities 36262LBB5 Apr 2022 5,591,203 $4.5M 0.07% ABS-MBS
379 ALM Loan Funding 00166DAC5 Apr 2022 6,000,000 $4.5M 0.07% ABS-CBDO
380 Homebanc Mortgage Trust HMBT Apr 2022 4,709,575 $4.5M 0.07% ABS-MBS
381 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 4,984,417 $4.5M 0.07% ABS-MBS
382 Mello Warehouse Securitization 58552NAE9 Apr 2022 4,500,000 $4.5M 0.07% ABS-MBS
383 GS Mortgage-Backed Securities 36262RBC0 Apr 2022 4,710,259 $4.5M 0.07% ABS-MBS
384 Washington Mutual Mortgage Pas WMALT Apr 2022 7,218,492 $4.5M 0.07% ABS-MBS
385 READY CAPITAL CORP RC Apr 2022 180,000 $4.5M 0.07% EP
386 Garrison Funding LTD GRMML Apr 2022 4,500,000 $4.4M 0.07% ABS-CBDO
387 FREMF Mortgage Trust 302964AC5 Apr 2022 4,542,320 $4.4M 0.07% ABS-MBS
388 GS Mortgage-Backed Securities 36264JAS2 Apr 2022 4,864,380 $4.4M 0.07% ABS-MBS
389 Countrywide Alternative Loan T CWALT Apr 2022 6,921,697 $4.4M 0.07% ABS-MBS
390 WHITE CAP BUYER LLC 96350RAA2 Apr 2022 4,800,000 $4.4M 0.07% DBT
391 BCAP LLC Trust BCAP Apr 2022 5,354,128 $4.4M 0.07% ABS-MBS
392 Credit Suisse Mortgage Trust 12659TBW4 Apr 2022 191,753,181 $4.4M 0.07% ABS-MBS
393 FHLMC Multifamily Structured P 3137F9CT6 Apr 2022 5,000,000 $4.4M 0.07% ABS-MBS
394 GS Mortgage Securities Corp. GSMSC Apr 2022 4,481,937 $4.4M 0.07% ABS-MBS
395 GS Mortgage-Backed Securities 36266VBP8 Apr 2022 5,065,524 $4.4M 0.07% ABS-MBS
396 Hildene CLO HITR Apr 2022 4,372,318 $4.4M 0.07% ABS-CBDO
397 Residential Accredit Loans, In RALI Apr 2022 6,428,123 $4.4M 0.07% ABS-MBS
398 Barclays Commercial Mortgage S 05492VAF2 Apr 2022 5,000,000 $4.4M 0.07% ABS-MBS
399 FHLMC Multifamily Structured P 3137F8ZV8 Apr 2022 5,000,000 $4.3M 0.07% ABS-MBS
400 IndyMac IMSC Mortgage Loan Tru IMSC Apr 2022 5,368,134 $4.3M 0.07% ABS-MBS
401 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 4,966,586 $4.3M 0.07% ABS-MBS
402 COPPER MOUNTAIN MINING C BO8204600 Apr 2022 4,224,000 $4.3M 0.07% DBT
403 Residential Accredit Loans, In RALI Apr 2022 4,801,294 $4.3M 0.07% ABS-MBS
404 GS Mortgage-Backed Securities 36264JAT0 Apr 2022 4,865,369 $4.3M 0.07% ABS-MBS
405 Deutsche Alt-A Securities INC 25150PAB5 Apr 2022 10,360,538 $4.3M 0.07% ABS-MBS
406 Avis Budget Rental Car Funding 05377REQ3 Apr 2022 4,750,000 $4.3M 0.07% ABS-O
407 Flagship Credit Auto Trust 33845VAG6 Apr 2022 4,500,000 $4.3M 0.07% ABS-O
408 GS Mortgage-Backed Securities 36262PAH4 Apr 2022 4,621,670 $4.3M 0.07% ABS-MBS
409 MFRA Trust 55283QAD6 Apr 2022 4,500,000 $4.3M 0.07% ABS-MBS
410 Residential Funding Mtg Sec I RFMSI Apr 2022 4,623,050 $4.3M 0.07% ABS-MBS
411 NATIONSTAR MTG HLD INC NSM Apr 2022 4,400,000 $4.3M 0.07% DBT
412 Monroe Capital MML CLO 61034TAE8 Apr 2022 4,440,822 $4.3M 0.07% ABS-CBDO
413 Foursight Capital Automobile R 35105JAG3 Apr 2022 4,500,000 $4.3M 0.07% ABS-O
414 FHLMC Multifamily Structured P 3137F84B6 Apr 2022 4,244,989 $4.3M 0.07% ABS-MBS
415 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 4,877,049 $4.3M 0.07% ABS-MBS
416 HarborView Mortgage Loan Trust HVMLT Apr 2022 5,132,589 $4.2M 0.07% ABS-MBS
417 Radnor Re LTD 75049SAC7 Apr 2022 4,464,215 $4.2M 0.07% ABS-MBS
418 GSR Mortgage Loan Trust GSR Apr 2022 5,565,401 $4.2M 0.07% ABS-MBS
419 Homebanc Mortgage Trust HMBT Apr 2022 4,793,134 $4.2M 0.07% ABS-MBS
420 Residential Accredit Loans, In RALI Apr 2022 5,529,697 $4.2M 0.07% ABS-MBS
421 Goodgreen Trust GOODG Apr 2022 4,529,240 $4.2M 0.07% ABS-O
422 Affirm Inc 00834DAD5 Apr 2022 4,500,000 $4.2M 0.07% ABS-O
423 JP Morgan Mortgage Trust 46654TCJ5 Apr 2022 5,302,488 $4.2M 0.07% ABS-MBS
424 Pagaya AI Debt Selection Trust 69547JAC7 Apr 2022 4,398,187 $4.2M 0.07% ABS-O
425 Residential Asset Securitizati RAST Apr 2022 10,453,445 $4.1M 0.07% ABS-MBS
426 Banc of America Funding Corpor BAFC Apr 2022 4,724,621 $4.1M 0.07% ABS-MBS
427 CLEARWATER PAPER CORP 18538RAJ2 Apr 2022 4,700,000 $4.1M 0.07% DBT
428 PFCA Home Equity Investment Tr PFCA Apr 2022 4,170,476 $4.1M 0.07% ABS-MBS
429 Merrill Lynch Mortgage Investo 59023NAC2 Apr 2022 5,680,425 $4.1M 0.07% ABS-MBS
430 GSAA Home Equity Trust GSAA Apr 2022 5,935,010 $4.1M 0.07% ABS-MBS
431 Luminent Mortgage Trust LUM Apr 2022 4,154,046 $4.1M 0.07% ABS-MBS
432 Chase Mortgage Finance Corpora 46591HAH3 Apr 2022 4,148,838 $4.1M 0.07% ABS-MBS
433 Ellington Financial Inc EFC Apr 2022 250,000 $4.0M 0.07% EC
434 SUNCOKE ENERGY INC 86722AAD5 Apr 2022 4,500,000 $4.0M 0.07% DBT
435 JP Morgan Mortgage Trust 46651YCA6 Apr 2022 5,046,138 $4.0M 0.07% ABS-MBS
436 United Wholesale Mortgage LLC 90354XBE9 Apr 2022 4,421,567 $4.0M 0.07% ABS-MBS
437 Merrill Lynch Mortgage Investo MLMI Apr 2022 5,496,568 $4.0M 0.07% ABS-MBS
438 HarborView Mortgage Loan Trust HVMLT Apr 2022 4,334,521 $4.0M 0.07% ABS-MBS
439 Woodward Capital Management 74938FBW7 Apr 2022 5,207,195 $4.0M 0.07% ABS-MBS
440 GS Mortgage-Backed Securities 36266TCG2 Apr 2022 4,418,113 $4.0M 0.07% ABS-MBS
441 Hildene CLO HITR Apr 2022 4,000,000 $4.0M 0.07% ABS-CBDO
442 Countrywide Alternative Loan T CWALT Apr 2022 4,224,681 $4.0M 0.06% ABS-MBS
443 Credit Suisse Mortgage Trust 12661XBQ4 Apr 2022 4,414,601 $4.0M 0.06% ABS-MBS
444 Boston Lending Trust 2021-1 100842AA1 Apr 2022 4,320,896 $4.0M 0.06% ABS-MBS
445 WEBSTER FINANCIAL CORP STL Apr 2022 4,000,000 $4.0M 0.06% DBT
446 Deutsche Alt-A Securities INC 251510MH3 Apr 2022 4,080,719 $4.0M 0.06% ABS-MBS
447 PHH Alternative Mortgage Trust PHHAM Apr 2022 4,580,767 $4.0M 0.06% ABS-MBS
448 Babson CLO Ltd 06762KAC4 Apr 2022 5,000,000 $4.0M 0.06% ABS-CBDO
449 RENASANT CORP 75970EAD9 Apr 2022 4,000,000 $3.9M 0.06% DBT
450 N/A LIYH22 Apr 2022 -559 $3.9M 0.06% DIR
451 Flagstar Mortgage Trust 33851MAJ1 Apr 2022 269,247,482 $3.9M 0.06% ABS-MBS
452 Nomura Resecuritization Trust NMRR Apr 2022 4,484,957 $3.9M 0.06% ABS-MBS
453 Babson CLO Ltd 06759NAA7 Apr 2022 4,300,000 $3.9M 0.06% ABS-CBDO
454 X-CALIBER FUNDING LLC 98373XAG5 Apr 2022 4,125,000 $3.9M 0.06% DBT
455 Morgan Stanley Residential Mor 61772NBY2 Apr 2022 4,475,324 $3.9M 0.06% ABS-MBS
456 Sound Point CLO LTD 83607GAA5 Apr 2022 4,500,000 $3.9M 0.06% ABS-CBDO
457 Residential Accredit Loans, In RALI Apr 2022 4,203,682 $3.9M 0.06% ABS-MBS
458 Deutsche Alt-A Securities INC DBALT Apr 2022 4,066,009 $3.9M 0.06% ABS-MBS
459 Affirm Inc 00833MAE4 Apr 2022 4,000,000 $3.9M 0.06% ABS-O
460 Flagship Credit Auto Trust 33844WAJ9 Apr 2022 4,100,000 $3.9M 0.06% ABS-O
461 GRAY ESCROW II INC 389286AA3 Apr 2022 4,500,000 $3.9M 0.06% DBT
462 PHH MORTGAGE CORP 69356NAA2 Apr 2022 4,300,000 $3.9M 0.06% DBT
463 Westlake Automobile Receivable 96043FAH6 Apr 2022 4,000,000 $3.9M 0.06% ABS-O
464 American Home Mortgage Investm AHM Apr 2022 4,228,017 $3.9M 0.06% ABS-MBS
465 BX Trust 05609VAQ8 Apr 2022 4,000,000 $3.9M 0.06% ABS-MBS
466 X-CALIBER FUNDING LLC 98373XAD2 Apr 2022 4,000,000 $3.9M 0.06% DBT
467 Eaton Vance CDO Ltd 27830VAE0 Apr 2022 5,000,000 $3.9M 0.06% ABS-CBDO
468 X-CALIBER 98370NAA3 Apr 2022 3,950,000 $3.8M 0.06% ABS-MBS
469 MFA FINANCIAL INC MFA Apr 2022 168,900 $3.8M 0.06% EP
470 GS Mortgage-Backed Securities 36263KBC4 Apr 2022 4,107,535 $3.8M 0.06% ABS-MBS
471 TCP Whitney CLO LTD 87240GAG6 Apr 2022 4,000,000 $3.8M 0.06% ABS-CBDO
472 Santander Retail Auto Lease Tr 80286CAG5 Apr 2022 4,000,000 $3.8M 0.06% ABS-O
473 WSFS CAP TR III CAP FLT 144A 35 92933AAA4 Apr 2022 4,000,000 $3.8M 0.06% DBT
474 Upstart Pass Through Trust 91680VAB3 Apr 2022 5,450,000 $3.8M 0.06% ABS-O
475 ACC Trust 00108GAC9 Apr 2022 3,800,000 $3.8M 0.06% ABS-O
476 Legacy Mortgage Asset Trust 52474JAB2 Apr 2022 4,000,000 $3.8M 0.06% ABS-MBS
477 TCW CLO 2021-1, Ltd. 87190LAC4 Apr 2022 5,000,000 $3.8M 0.06% ABS-CBDO
478 Pagaya AI Debt Selection Trust 69546RAB2 Apr 2022 3,999,957 $3.8M 0.06% ABS-O
479 Wachovia Mortgage Loan Trust, WMLT Apr 2022 7,401,850 $3.8M 0.06% ABS-MBS
480 Exeter Automobile Receivables 30165XAG0 Apr 2022 4,000,000 $3.8M 0.06% ABS-O
481 Credit Suisse Mortgage Trust 12659TBQ7 Apr 2022 4,481,789 $3.8M 0.06% ABS-MBS
482 GEORGIA BANKING CO INC 37312RAA3 Apr 2022 4,000,000 $3.8M 0.06% SN
483 GS Mortgage-Backed Securities 36263KBJ9 Apr 2022 4,260,140 $3.8M 0.06% ABS-MBS
484 Morgan Stanley Mortgage Loan T MSM Apr 2022 8,718,596 $3.8M 0.06% ABS-MBS
485 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 3,876,523 $3.7M 0.06% ABS-MBS
486 Flagship Credit Auto Trust 33845AAE7 Apr 2022 4,000,000 $3.7M 0.06% ABS-O
487 LCM Ltd Partnership 50202GAA3 Apr 2022 4,800,000 $3.7M 0.06% ABS-CBDO
488 MFRA Trust 55283QAB0 Apr 2022 4,106,000 $3.7M 0.06% ABS-MBS
489 GS Mortgage-Backed Securities 36263KBF7 Apr 2022 4,107,535 $3.7M 0.06% ABS-MBS
490 Theorem Funding Trust 2020-1 88337YAB0 Apr 2022 3,711,640 $3.7M 0.06% ABS-O
491 JP Morgan Mortgage Trust 46651XBZ4 Apr 2022 4,017,693 $3.7M 0.06% ABS-MBS
492 Consumer Loan Underlying Bond 21054AAC2 Apr 2022 3,686,466 $3.7M 0.06% ABS-O
493 Hildene CLO HITR Apr 2022 3,758,716 $3.7M 0.06% ABS-CBDO
494 Countrywide Alternative Loan T CWALT Apr 2022 4,832,843 $3.7M 0.06% ABS-MBS
495 Bear Stearns Mortgage Funding BSMF Apr 2022 4,122,005 $3.7M 0.06% ABS-MBS
496 GS Mortgage-Backed Securities 36264DAT3 Apr 2022 4,148,103 $3.7M 0.06% ABS-MBS
497 X-CALIBER FUNDING LLC 98373XAN0 Apr 2022 3,671,353 $3.6M 0.06% DBT
498 JP Morgan Mortgage Trust 46654TCL0 Apr 2022 8,483,683 $3.6M 0.06% ABS-MBS
499 Residential Asset Securitizati RAST Apr 2022 8,157,055 $3.6M 0.06% ABS-MBS
500 Freddie Mac - STACR STACR Apr 2022 3,800,000 $3.6M 0.06% ABS-MBS
501 Multifamily Structured Credit 35563FAB7 Apr 2022 3,700,000 $3.6M 0.06% ABS-MBS
502 Luminent Mortgage Trust LUM Apr 2022 3,973,205 $3.6M 0.06% ABS-MBS
503 Voya CLO Ltd 92917QAC5 Apr 2022 4,900,000 $3.6M 0.06% ABS-CBDO
504 CPS Auto Trust 12596UAF5 Apr 2022 3,500,000 $3.6M 0.06% ABS-O
505 COLT Funding LLC 12656GAE6 Apr 2022 3,605,000 $3.6M 0.06% ABS-MBS
506 DSLA Mortgage Loan Trust DSLA Apr 2022 3,732,437 $3.6M 0.06% ABS-MBS
507 BRAVO Residential Funding Trus 105690AB7 Apr 2022 3,641,532 $3.6M 0.06% ABS-MBS
508 CPS Auto Trust 12658VAE1 Apr 2022 3,750,000 $3.6M 0.06% ABS-O
509 FIRSTCASH INC 33767DAB1 Apr 2022 3,900,000 $3.6M 0.06% DBT
510 Wells Fargo Mortgage Loan Trus WFMLT Apr 2022 4,124,411 $3.5M 0.06% ABS-MBS
511 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 4,233,678 $3.5M 0.06% ABS-MBS
512 Citimortgage Alternative Loan CMALT Apr 2022 4,508,706 $3.5M 0.06% ABS-MBS
513 BELLEMEADE RE LT 078774AD8 Apr 2022 3,750,000 $3.5M 0.06% ABS-MBS
514 Continental Credit Card llc CFCC Apr 2022 3,700,000 $3.5M 0.06% ABS-O
515 Citimortgage Alternative Loan CMALT Apr 2022 4,707,538 $3.5M 0.06% ABS-MBS
516 Mello Warehouse Securitization 58551VAG7 Apr 2022 3,600,000 $3.5M 0.06% ABS-MBS
517 JP Morgan Mortgage Trust 46650HBB3 Apr 2022 3,624,177 $3.5M 0.06% ABS-MBS
518 GS Mortgage-Backed Securities 36266TCJ6 Apr 2022 3,926,549 $3.5M 0.06% ABS-MBS
519 Residential Accredit Loans, In RALI Apr 2022 6,349,884 $3.5M 0.06% ABS-MBS
520 Woodward Capital Management 74939KCC8 Apr 2022 4,831,182 $3.5M 0.06% ABS-MBS
521 Washington Mutual Mortgage Pas 93934FAL6 Apr 2022 3,771,248 $3.5M 0.06% ABS-MBS
522 JP Morgan Chase Commercial Mor JPMCC Apr 2022 3,500,000 $3.5M 0.06% ABS-MBS
523 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 3,547,081 $3.5M 0.06% ABS-MBS
524 CVR PARTNERS/CVR NITROGE 12663QAC9 Apr 2022 3,500,000 $3.4M 0.06% DBT
525 United Wholesale Mortgage LLC 90355RBK7 Apr 2022 4,509,884 $3.4M 0.06% ABS-MBS
526 Residential Accredit Loans, In 761118SD1 Apr 2022 4,203,356 $3.4M 0.06% ABS-MBS
527 MED Trust 58403YAX4 Apr 2022 3,500,000 $3.4M 0.06% ABS-MBS
528 GS Mortgage-Backed Securities 36262RBH9 Apr 2022 3,768,801 $3.4M 0.06% ABS-MBS
529 CONSOLIDATED COMMUNICATI 20903XAF0 Apr 2022 3,900,000 $3.4M 0.06% DBT
530 Sound Point CLO LTD 83611FAA1 Apr 2022 3,800,000 $3.4M 0.06% ABS-CBDO
531 JP Morgan Mortgage Trust 46653JCD1 Apr 2022 3,610,002 $3.4M 0.06% ABS-MBS
532 Banc of America Funding Corpor 05953LAD1 Apr 2022 4,212,930 $3.4M 0.06% ABS-MBS
533 Monroe Capital MML CLO 61034PAA4 Apr 2022 3,486,461 $3.4M 0.06% ABS-CBDO
534 GSAA Home Equity Trust GSAA Apr 2022 9,431,613 $3.4M 0.06% ABS-MBS
535 HarborView Mortgage Loan Trust HVMLT Apr 2022 3,521,094 $3.4M 0.05% ABS-MBS
536 American Credit Acceptance Rec 02528BAJ3 Apr 2022 3,500,000 $3.4M 0.05% ABS-O
537 PRA GROUP INC 69354NAD8 Apr 2022 3,600,000 $3.3M 0.05% DBT
538 Saluda Grade Alternative Mortg 795811AA6 Apr 2022 3,388,307 $3.3M 0.05% ABS-MBS
539 Eagle Re Ltd 26982LAC4 Apr 2022 3,500,000 $3.3M 0.05% ABS-MBS
540 Countrywide Alternative Loan T CWALT Apr 2022 3,759,592 $3.3M 0.05% ABS-MBS
541 Hildene CLO HITR Apr 2022 3,400,000 $3.3M 0.05% ABS-CBDO
542 Generate CLO Ltd. 98625WAC2 Apr 2022 5,500,000 $3.3M 0.05% ABS-CBDO
543 JP Morgan Mortgage Trust 46653JCF6 Apr 2022 4,062,829 $3.3M 0.05% ABS-MBS
544 Residential Asset Securitizati RAST Apr 2022 6,320,758 $3.3M 0.05% ABS-MBS
545 Residential Accredit Loans, In RALI Apr 2022 3,552,880 $3.3M 0.05% ABS-MBS
546 Washington Mutual Mortgage Pas WMALT Apr 2022 3,459,566 $3.3M 0.05% ABS-MBS
547 Monroe Capital MML CLO X LLC 61034XAA7 Apr 2022 3,250,000 $3.2M 0.05% ABS-CBDO
548 Morgan Stanley Residential Mor 61772MAZ2 Apr 2022 3,651,323 $3.2M 0.05% ABS-MBS
549 Tesla Auto Lease Trust 88161FAH9 Apr 2022 3,350,000 $3.2M 0.05% ABS-O
550 SOUTHCOAST CAP 3 PPE05Q100 Apr 2022 4,000,000 $3.2M 0.05% DBT
551 GoodLeap Sustainable Home Impr 38237GAA7 Apr 2022 3,598,475 $3.2M 0.05% ABS-O
552 Mello Warehouse Securitization 58551VAF9 Apr 2022 3,300,000 $3.2M 0.05% ABS-MBS
553 Home Re Ltd 437307AE1 Apr 2022 3,333,042 $3.2M 0.05% ABS-MBS
554 Credit Suisse Mortgage Trust 12659TBC8 Apr 2022 23,379,441 $3.2M 0.05% ABS-MBS
555 Impac Secured Assets Corp. IMSA Apr 2022 4,319,799 $3.2M 0.05% ABS-MBS
556 JP Morgan Mortgage Trust 46654TCK2 Apr 2022 4,240,799 $3.2M 0.05% ABS-MBS
557 GS Mortgage-Backed Securities 36262RBL0 Apr 2022 3,768,801 $3.2M 0.05% ABS-MBS
558 Citimortgage Alternative Loan 17309VAC7 Apr 2022 3,316,139 $3.2M 0.05% ABS-MBS
559 HANMI FINANCIAL CORP 410495AB1 Apr 2022 3,300,000 $3.2M 0.05% DBT
560 Saluda Grade Alternative Mortg 79581PAD7 Apr 2022 51,524,554 $3.2M 0.05% ABS-MBS
561 Countrywide Home Loans CWHL Apr 2022 3,828,233 $3.2M 0.05% ABS-MBS
562 American Home Mortgage Investm AHM Apr 2022 4,332,577 $3.2M 0.05% ABS-MBS
563 Carvana Auto Receivables Trust 14687DAE2 Apr 2022 3,300,000 $3.2M 0.05% ABS-O
564 GSAA Home Equity Trust GSAA Apr 2022 4,851,160 $3.2M 0.05% ABS-MBS
565 DEUTSCHE ALT-B SECURITIES INC DBALT Apr 2022 3,361,272 $3.2M 0.05% ABS-MBS
566 First Investors Auto Owner Tru 32058RAF1 Apr 2022 3,170,000 $3.2M 0.05% ABS-O
567 Deutsche Alt-A Securities INC 25150NAA2 Apr 2022 7,660,568 $3.1M 0.05% ABS-MBS
568 JP Morgan Mortgage Trust 46653PCA3 Apr 2022 3,822,022 $3.1M 0.05% ABS-MBS
569 Deutsche Alt-A Securities INC DBALT Apr 2022 3,867,602 $3.1M 0.05% ABS-MBS
570 Upstart Securitization Trust 91678W109 Apr 2022 17,192 $3.1M 0.05% ABS-O
571 BEAZER HOMES USA 07556QBR5 Apr 2022 3,400,000 $3.1M 0.05% DBT
572 Radnor Re LTD 75049GAB5 Apr 2022 3,100,541 $3.1M 0.05% ABS-MBS
573 Residential Asset Securitizati RAST Apr 2022 4,179,968 $3.1M 0.05% ABS-MBS
574 Credit Suisse Mortgage Trust 12662QAB2 Apr 2022 3,312,116 $3.1M 0.05% ABS-MBS
575 LendingPoint Asset Securitizat 52605AAE7 Apr 2022 3,320,000 $3.1M 0.05% ABS-O
576 LendingPoint Asset Securitizat 52607HAB6 Apr 2022 3,235,000 $3.1M 0.05% ABS-O
577 Anchorage Credit Funding Ltd. 03330CAA6 Apr 2022 3,500,000 $3.1M 0.05% ABS-CBDO
578 Residential Accredit Loans, In 761118HA9 Apr 2022 3,644,444 $3.1M 0.05% ABS-MBS
579 Babson CLO Ltd 06760KAC6 Apr 2022 5,000,000 $3.1M 0.05% ABS-CBDO
580 AGNC INVESTMENT CORP AGNC Apr 2022 129,224 $3.1M 0.05% EP
581 JP Morgan Mortgage Trust 46653LCL8 Apr 2022 3,159,183 $3.1M 0.05% ABS-MBS
582 Winwater Mortgage Loan Trust 97653BCD1 Apr 2022 3,954,627 $3.1M 0.05% ABS-MBS
583 Morgan Stanley Mortgage Loan T MSM Apr 2022 5,910,813 $3.1M 0.05% ABS-MBS
584 Citigroup Mortgage Loan Trust CMLTI Apr 2022 3,277,355 $3.1M 0.05% ABS-MBS
585 PennyMac Mortgage Investment T PMT Apr 2022 200,000 $3.1M 0.05% EC
586 Countrywide Alternative Loan T CWALT Apr 2022 44,762,172 $3.1M 0.05% ABS-MBS
587 MGIC INVESTMENT CORP 552848AG8 Apr 2022 3,250,000 $3.1M 0.05% DBT
588 Adjustable Rate Mortgage Trust 007037AB0 Apr 2022 3,303,409 $3.1M 0.05% ABS-MBS
589 Radnor Re LTD 75279YAD3 Apr 2022 3,250,000 $3.0M 0.05% ABS-MBS
590 Home Re Ltd 43730GAC5 Apr 2022 3,000,000 $3.0M 0.05% ABS-MBS
591 ARBOR REALTY TRUST INC ABR Apr 2022 3,000,000 $3.0M 0.05% DBT
592 GS Mortgage-Backed Securities 36262WBN5 Apr 2022 3,953,541 $3.0M 0.05% ABS-MBS
593 TASEKO MINES LTD 876511AF3 Apr 2022 3,000,000 $3.0M 0.05% DBT
594 MCF CLO LLC 55281FAS9 Apr 2022 3,000,000 $3.0M 0.05% ABS-CBDO
595 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 3,278,255 $3.0M 0.05% ABS-MBS
596 LendingPoint Asset Securitizat 52606YAA2 Apr 2022 3,000,000 $3.0M 0.05% ABS-O
597 Fanniemae-Aces 3136BFRV7 Apr 2022 3,500,000 $3.0M 0.05% ABS-MBS
598 Aimco 00900DAE2 Apr 2022 4,350,000 $3.0M 0.05% ABS-CBDO
599 Vibrant CLO Ltd 92558XAC4 Apr 2022 4,350,000 $3.0M 0.05% ABS-CBDO
600 Babson CLO Ltd 06761PAE0 Apr 2022 3,000,000 $3.0M 0.05% ABS-CBDO
601 GLS Auto Receivables Trust 36258HAG0 Apr 2022 3,000,000 $3.0M 0.05% ABS-O
602 Credit Suisse Mortgage Trust 12657LAE4 Apr 2022 3,031,450 $2.9M 0.05% ABS-MBS
603 Greystone Commercial Real Esta 39809XAG3 Apr 2022 3,000,000 $2.9M 0.05% ABS-CBDO
604 DT Auto Owner Trust 23345YAE1 Apr 2022 3,000,000 $2.9M 0.05% ABS-O
605 GS Mortgage-Backed Securities 36266TCN7 Apr 2022 5,647,072 $2.9M 0.05% ABS-MBS
606 Affirm Inc 00833MAD6 Apr 2022 3,000,000 $2.9M 0.05% ABS-O
607 HarborView Mortgage Loan Trust 41161PP98 Apr 2022 5,102,919 $2.9M 0.05% ABS-MBS
608 JP Morgan Mortgage Trust 46651YBY5 Apr 2022 2,930,683 $2.9M 0.05% ABS-MBS
609 BX Trust 05609VAS4 Apr 2022 3,000,000 $2.9M 0.05% ABS-MBS
610 JP Morgan Mortgage Trust 46591NBZ9 Apr 2022 2,903,521 $2.9M 0.05% ABS-MBS
611 JP Morgan Mortgage Trust 46651XCB6 Apr 2022 3,467,089 $2.9M 0.05% ABS-MBS
612 Wells Fargo Alternative Loan T 94984TAA7 Apr 2022 3,571,282 $2.9M 0.05% ABS-MBS
613 Eagle Re Ltd 26982AAG9 Apr 2022 3,000,000 $2.9M 0.05% ABS-MBS
614 PFCA Home Equity Investment Tr PFCA Apr 2022 2,874,260 $2.9M 0.05% ABS-MBS
615 Residential Accredit Loans, In RALI Apr 2022 3,167,584 $2.9M 0.05% ABS-MBS
616 Westlake Automobile Receivable 96043JAQ8 Apr 2022 3,000,000 $2.8M 0.05% ABS-O
617 GS Mortgage-Backed Securities 36266VBR4 Apr 2022 5,699,872 $2.8M 0.05% ABS-MBS
618 RR Ltd 74979RAC6 Apr 2022 4,000,000 $2.8M 0.05% ABS-CBDO
619 JP Morgan Mortgage Trust 46651GBH1 Apr 2022 3,014,341 $2.8M 0.05% ABS-MBS
620 Oaktown Re Ltd 67389JAB4 Apr 2022 3,000,000 $2.8M 0.05% ABS-MBS
621 Pagaya AI Debt Selection Trust 69546RAC0 Apr 2022 2,999,968 $2.8M 0.05% ABS-O
622 Marlette Funding Trust 57110NAD8 Apr 2022 3,000,000 $2.8M 0.05% ABS-O
623 STONEX GROUP INC 46116VAE5 Apr 2022 2,700,000 $2.8M 0.05% DBT
624 ChaseFlex Trust CFLX Apr 2022 3,024,482 $2.8M 0.05% ABS-MBS
625 MFRA Trust 55284CBU7 Apr 2022 3,263,509 $2.8M 0.05% ABS-MBS
626 GS Mortgage-Backed Securities 36263CBP3 Apr 2022 3,445,826 $2.8M 0.05% ABS-MBS
627 GS Mortgage-Backed Securities 36261HBB5 Apr 2022 3,794,256 $2.8M 0.05% ABS-MBS
628 Goldman Home Improvement Trust 38149XAA7 Apr 2022 2,975,266 $2.8M 0.05% ABS-O
629 GSAA Home Equity Trust GSAA Apr 2022 3,041,373 $2.8M 0.05% ABS-MBS
630 Upstart Securitization Trust 91679JAB3 Apr 2022 3,000,000 $2.8M 0.05% ABS-O
631 GSAA Home Equity Trust GSAA Apr 2022 6,598,103 $2.8M 0.05% ABS-MBS
632 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 3,077,767 $2.8M 0.05% ABS-MBS
633 Deutsche Alt-A Securities INC DBALT Apr 2022 2,887,946 $2.8M 0.05% ABS-MBS
634 Residential Accredit Loans, In RALI Apr 2022 3,229,553 $2.8M 0.05% ABS-MBS
635 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 2,731,895 $2.8M 0.05% ABS-MBS
636 Morgan Stanley Mortgage Loan T MSM Apr 2022 3,220,774 $2.8M 0.05% ABS-MBS
637 Flagstar Mortgage Trust 33851HBD4 Apr 2022 2,899,119 $2.8M 0.05% ABS-MBS
638 MORGAN STANLEY MS Apr 2022 130,497 $2.8M 0.05% EP
639 Rate Mortgage Trust 75410RDJ2 Apr 2022 3,769,856 $2.8M 0.05% ABS-MBS
640 JP Morgan Mortgage Trust 46650PBD1 Apr 2022 2,849,040 $2.8M 0.04% ABS-MBS
641 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 3,527,739 $2.8M 0.04% ABS-MBS
642 Banc of America Funding Corpor BAFC Apr 2022 3,175,384 $2.8M 0.04% ABS-MBS
643 Fannie Mae - CAS CAS Apr 2022 3,017,089 $2.7M 0.04% ABS-MBS
644 HarborView Mortgage Loan Trust HVMLT Apr 2022 3,096,566 $2.7M 0.04% ABS-MBS
645 DT Auto Owner Trust 26253WAJ7 Apr 2022 3,000,000 $2.7M 0.04% ABS-O
646 Chase Mortgage Finance Corpora 46591HCA6 Apr 2022 2,765,517 $2.7M 0.04% ABS-MBS
647 Washington Mutual Mortgage Pas WMALT Apr 2022 2,968,375 $2.7M 0.04% ABS-MBS
648 American Home Mortgage Investm AHM Apr 2022 6,296,986 $2.7M 0.04% ABS-MBS
649 Starwood Mortgage Residential 85573TAA2 Apr 2022 2,854,653 $2.7M 0.04% ABS-MBS
650 Bear Stearns Alt-A Trust BALTA Apr 2022 2,993,306 $2.7M 0.04% ABS-MBS
651 JP Morgan Mortgage Trust 46648RAY7 Apr 2022 2,712,279 $2.7M 0.04% ABS-MBS
652 Trinitas CLO Ltd 89641BAE3 Apr 2022 2,850,000 $2.7M 0.04% ABS-CBDO
653 GreenPoint Mortgage Funding Tr GPMF Apr 2022 2,819,437 $2.7M 0.04% ABS-MBS
654 BELLEMEADE RE LT 078777AE9 Apr 2022 2,900,000 $2.7M 0.04% ABS-MBS
655 JP Morgan Mortgage Trust 46643UDS5 Apr 2022 3,000,000 $2.7M 0.04% ABS-MBS
656 JP Morgan Mortgage Trust 46592TCD3 Apr 2022 3,194,993 $2.7M 0.04% ABS-MBS
657 Freedom Financial 30322MAD1 Apr 2022 2,780,000 $2.7M 0.04% ABS-O
658 Chase Mortgage Finance Corpora 46591HBZ2 Apr 2022 2,673,287 $2.6M 0.04% ABS-MBS
659 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 3,613,663 $2.6M 0.04% ABS-MBS
660 Chase Mortgage Finance Corpora 46591HAL4 Apr 2022 2,547,834 $2.6M 0.04% ABS-MBS
661 Mello Mortgage Capital Accepta 58550NBX8 Apr 2022 3,145,391 $2.6M 0.04% ABS-MBS
662 XCALI 2020-1 Mortgage Trust XCALI Apr 2022 2,700,000 $2.6M 0.04% ABS-MBS
663 Cascade MH Asset Trust 14731QAG4 Apr 2022 3,000,000 $2.6M 0.04% ABS-MBS
664 Oaktree CLO Ltd 67400JAC7 Apr 2022 3,500,000 $2.6M 0.04% ABS-CBDO
665 HOWARD HUGHES CORP 44267DAD9 Apr 2022 2,700,000 $2.6M 0.04% DBT
666 TRINITY CAPITAL INC/MD TRIN Apr 2022 100,000 $2.6M 0.04% EP
667 FREMF Mortgage Trust 30313MAA8 Apr 2022 2,660,355 $2.6M 0.04% ABS-MBS
668 MERCER INTL INC 588056AW1 Apr 2022 2,600,000 $2.6M 0.04% DBT
669 Mello Mortgage Capital Accepta 58550NBW0 Apr 2022 2,794,361 $2.6M 0.04% ABS-MBS
670 BCAP LLC Trust BCAP Apr 2022 3,239,170 $2.6M 0.04% ABS-MBS
671 Fannie Mae - CAS 20754PAD2 Apr 2022 2,500,000 $2.6M 0.04% ABS-MBS
672 GS Mortgage-Backed Securities 36263KBM2 Apr 2022 3,043,238 $2.6M 0.04% ABS-MBS
673 CPS Auto Trust 12597JAF9 Apr 2022 2,500,000 $2.5M 0.04% ABS-O
674 Citigroup Mortgage Loan Trust CMLTI Apr 2022 3,057,096 $2.5M 0.04% ABS-MBS
675 Residential Accredit Loans, In RALI Apr 2022 3,468,921 $2.5M 0.04% ABS-MBS
676 Home Re Ltd 43731WAC9 Apr 2022 2,500,000 $2.5M 0.04% ABS-MBS
677 MortgageIT Trust MHL Apr 2022 2,669,000 $2.5M 0.04% ABS-MBS
678 Flagstar Mortgage Trust 33851GBT1 Apr 2022 3,118,363 $2.5M 0.04% ABS-MBS
679 BANK OF COMMERCE HLDGS BOCH Apr 2022 2,500,000 $2.5M 0.04% DBT
680 ABPCI Direct Lending Fund CLO 000844AL4 Apr 2022 2,500,000 $2.5M 0.04% ABS-CBDO
681 GSAA Home Equity Trust GSAA Apr 2022 2,584,325 $2.5M 0.04% ABS-MBS
682 Residential Accredit Loans, In RALI Apr 2022 3,072,246 $2.5M 0.04% ABS-MBS
683 Apidos CLO 03768YAE1 Apr 2022 3,000,000 $2.5M 0.04% ABS-CBDO
684 OZLM Ltd 67111MAC0 Apr 2022 7,000,000 $2.5M 0.04% ABS-CBDO
685 GS Mortgage-Backed Securities 36261MBF5 Apr 2022 340,949,160 $2.4M 0.04% ABS-MBS
686 BELLEMEADE RE LT 07876UAC3 Apr 2022 2,500,000 $2.4M 0.04% ABS-MBS
687 GS Mortgage-Backed Securities 36266VBK9 Apr 2022 217,098,252 $2.4M 0.04% ABS-MBS
688 Flagstar Mortgage Trust 33852DBT7 Apr 2022 2,844,994 $2.4M 0.04% ABS-MBS
689 FREMF Mortgage Trust 35709DAG6 Apr 2022 2,487,563 $2.4M 0.04% ABS-MBS
690 Carvana Auto Receivables Trust 14687DAG7 Apr 2022 2,500,000 $2.4M 0.04% ABS-O
691 BELLEMEADE RE LT 078774AC0 Apr 2022 2,500,000 $2.4M 0.04% ABS-MBS
692 JP Morgan Mortgage Trust 46651YBZ2 Apr 2022 2,605,477 $2.4M 0.04% ABS-MBS
693 UNITED AIRLINES INC 90932LAG2 Apr 2022 2,500,000 $2.4M 0.04% DBT
694 Flagstar Mortgage Trust 33851FBT3 Apr 2022 2,478,000 $2.4M 0.04% ABS-MBS
695 GS Mortgage-Backed Securities 36260RBL2 Apr 2022 397,322,411 $2.4M 0.04% ABS-MBS
696 Foursight Capital Automobile R 35105UAG8 Apr 2022 2,500,000 $2.4M 0.04% ABS-O
697 Nomura Resecuritization Trust NMRR Apr 2022 2,708,248 $2.4M 0.04% ABS-MBS
698 Residential Accredit Loans, In RALI Apr 2022 3,142,801 $2.4M 0.04% ABS-MBS
699 GS Mortgage-Backed Securities 36261MAL3 Apr 2022 320,102,595 $2.4M 0.04% ABS-MBS
700 United Wholesale Mortgage LLC 90354TBF5 Apr 2022 2,963,213 $2.4M 0.04% ABS-MBS
701 Veros Auto Receivables Trust 92511FAC9 Apr 2022 2,410,000 $2.4M 0.04% ABS-O
702 Goldman Home Improvement Trust 38149XAD1 Apr 2022 2,621,000 $2.4M 0.04% ABS-O
703 Residential Accredit Loans, In RALI Apr 2022 2,859,087 $2.4M 0.04% ABS-MBS
704 OCP CLO Ltd 67118JAC0 Apr 2022 3,000,000 $2.4M 0.04% ABS-CBDO
705 Verus Securitization Trust 92538UAD3 Apr 2022 2,500,000 $2.4M 0.04% ABS-MBS
706 BTH Mortgage-Backed Securities MSBT Apr 2022 2,392,246 $2.4M 0.04% ABS-MBS
707 Avant Credit Card Master Trust 05351KAC3 Apr 2022 2,500,000 $2.4M 0.04% ABS-O
708 GS Mortgage-Backed Securities 36264DAX4 Apr 2022 357,397,379 $2.4M 0.04% ABS-MBS
709 Residential Asset Securitizati RAST Apr 2022 3,958,384 $2.4M 0.04% ABS-MBS
710 Citimortgage Alternative Loan CMALT Apr 2022 2,450,141 $2.4M 0.04% ABS-MBS
711 Residential Accredit Loans, In RALI Apr 2022 2,504,713 $2.3M 0.04% ABS-MBS
712 Cedar Funding Ltd 15032CAB9 Apr 2022 3,000,000 $2.3M 0.04% ABS-CBDO
713 Strata CLO, Ltd 86271WAC4 Apr 2022 3,000,000 $2.3M 0.04% ABS-CBDO
714 Marlette Funding Trust 57108QAD5 Apr 2022 2,500,000 $2.3M 0.04% ABS-O
715 Flagship Credit Auto Trust 33843WAJ0 Apr 2022 2,600,000 $2.3M 0.04% ABS-O
716 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 2,502,748 $2.3M 0.04% ABS-MBS
717 GS Mortgage-Backed Securities 36264JAU7 Apr 2022 2,684,205 $2.3M 0.04% ABS-MBS
718 Prime Mortgage Trust PRIME Apr 2022 2,835,440 $2.3M 0.04% ABS-MBS
719 American Home Mortgage Assets AHMA Apr 2022 65,922,595 $2.3M 0.04% ABS-MBS
720 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 2,416,491 $2.3M 0.04% ABS-MBS
721 JP Morgan Mortgage Trust 46654WCN9 Apr 2022 6,039,914 $2.3M 0.04% ABS-MBS
722 Shellpoint Asset Funding Trust 822804AG5 Apr 2022 2,735,781 $2.3M 0.04% ABS-MBS
723 Race Point CLO Ltd BCC2CSPL8 Apr 2022 2,500,000 $2.3M 0.04% ABS-CBDO
724 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 2,538,570 $2.3M 0.04% ABS-MBS
725 JP Morgan Mortgage Trust 46653PCB1 Apr 2022 3,057,813 $2.3M 0.04% ABS-MBS
726 MFRA Trust 55284CBX1 Apr 2022 2,885,001 $2.3M 0.04% ABS-MBS
727 Residential Asset Securitizati RAST Apr 2022 3,993,042 $2.3M 0.04% ABS-MBS
728 FREMF Mortgage Trust FREMF Apr 2022 2,312,743 $2.3M 0.04% ABS-MBS
729 Banc of America Funding Corpor BAFC Apr 2022 2,421,715 $2.3M 0.04% ABS-MBS
730 Residential Accredit Loans, In RALI Apr 2022 2,495,444 $2.3M 0.04% ABS-MBS
731 Helios Issuer VI, LLC 86744TAA4 Apr 2022 2,548,180 $2.3M 0.04% ABS-O
732 Carlyle Global Market Strategi 14314GAC0 Apr 2022 5,525,000 $2.3M 0.04% ABS-CBDO
733 LendingClub Receivables Trust 52605F106 Apr 2022 8,602,377 $2.3M 0.04% ABS-O
734 Terwin Mortgage Trust TMTS Apr 2022 26,313,689 $2.3M 0.04% ABS-MBS
735 Structured Asset Mortgage Inve 86360JAR2 Apr 2022 37,035,537 $2.3M 0.04% ABS-MBS
736 Wellfleet CLO Ltd WELF Apr 2022 4,900,000 $2.3M 0.04% ABS-CBDO
737 Woodward Capital Management 74938VBY8 Apr 2022 6,294,411 $2.3M 0.04% ABS-MBS
738 OCP CLO Ltd 670897AC1 Apr 2022 3,000,000 $2.2M 0.04% ABS-CBDO
739 BLACKROCK ELBERT CLO V, LLC 09260RAG1 Apr 2022 2,250,000 $2.2M 0.04% ABS-CBDO
740 Chase Mortgage Finance Corpora 46591HBY5 Apr 2022 2,254,497 $2.2M 0.04% ABS-MBS
741 BELLEMEADE RE LT 078782AC3 Apr 2022 2,271,692 $2.2M 0.04% ABS-MBS
742 BELLEMEADE RE LT 07876UAB5 Apr 2022 2,226,004 $2.2M 0.04% ABS-MBS
743 Winwater Mortgage Loan Trust 97652PAY7 Apr 2022 2,370,000 $2.2M 0.04% ABS-MBS
744 Wachovia Mortgage Loan Trust, WMLT Apr 2022 4,910,182 $2.2M 0.04% ABS-MBS
745 Regatta XXIV Funding Ltd. 75889TAC8 Apr 2022 3,000,000 $2.2M 0.04% ABS-CBDO
746 Credit Suisse Mortgage Trust 12659TBR5 Apr 2022 2,922,702 $2.2M 0.04% ABS-MBS
747 LL ABS Trust 50202HAC7 Apr 2022 2,200,000 $2.2M 0.04% ABS-O
748 FREMF Mortgage Trust 30305CAC6 Apr 2022 2,206,219 $2.2M 0.04% ABS-MBS
749 JP Morgan Mortgage Trust 46650PBC3 Apr 2022 2,286,448 $2.2M 0.04% ABS-MBS
750 CIFC Funding Ltd BCC2942B2 Apr 2022 5,000,000 $2.2M 0.04% ABS-CBDO
751 GreenPoint Mortgage Funding Tr GPMF Apr 2022 23,481,842 $2.2M 0.04% ABS-MBS
752 United Wholesale Mortgage LLC 90354TBH1 Apr 2022 4,545,109 $2.2M 0.04% ABS-MBS
753 Deutsche Alt-A Securities INC DBALT Apr 2022 2,561,375 $2.2M 0.04% ABS-MBS
754 Freedom Financial 35635BAC8 Apr 2022 2,200,000 $2.2M 0.04% ABS-O
755 Sequoia Mortgage Trust 81748ACF9 Apr 2022 2,430,767 $2.2M 0.04% ABS-MBS
756 Countrywide Home Loans CWHL Apr 2022 2,822,809 $2.2M 0.04% ABS-MBS
757 HarborView Mortgage Loan Trust HVMLT Apr 2022 2,451,458 $2.2M 0.04% ABS-MBS
758 Residential Accredit Loans, In RALI Apr 2022 2,280,213 $2.2M 0.04% ABS-MBS
759 Flagship Credit Auto Trust 33844TAJ6 Apr 2022 2,150,000 $2.2M 0.04% ABS-O
760 FORD MOTOR CREDIT CO LLC 345397B51 Apr 2022 2,500,000 $2.2M 0.04% DBT
761 Chase Mortgage Finance Corpora 46591HCC2 Apr 2022 2,159,000 $2.2M 0.04% ABS-MBS
762 XCAL 2021-MI3 98401YAC8 Apr 2022 2,200,000 $2.2M 0.04% ABS-MBS
763 Multifamily Connecticut Avenue MCAS Apr 2022 2,000,000 $2.1M 0.04% ABS-MBS
764 SMR 2022-IND Mortgage Trust 78458MAG9 Apr 2022 2,170,329 $2.1M 0.03% ABS-MBS
765 Sequoia Mortgage Trust SEMT Apr 2022 2,382,278 $2.1M 0.03% ABS-MBS
766 Upstart Pass Through Trust 91683NAB8 Apr 2022 2,400,000 $2.1M 0.03% ABS-O
767 FHLMC Multifamily Structured P 3137F84T7 Apr 2022 36,959,073 $2.1M 0.03% ABS-MBS
768 Genworth Mortgage Insurance Co 89600HAE9 Apr 2022 2,200,000 $2.1M 0.03% ABS-MBS
769 FREMF Mortgage Trust FREMF Apr 2022 2,250,000 $2.1M 0.03% ABS-MBS
770 JP Morgan Mortgage Trust 46591KBY8 Apr 2022 2,522,090 $2.1M 0.03% ABS-MBS
771 MortgageIT Trust MHL Apr 2022 2,475,563 $2.1M 0.03% ABS-MBS
772 MED Trust 58403YBA3 Apr 2022 2,155,000 $2.1M 0.03% ABS-MBS
773 Marble Point CLO XXI Ltd. 56606PAA2 Apr 2022 3,000,000 $2.1M 0.03% ABS-CBDO
774 DT Auto Owner Trust 23344GAJ0 Apr 2022 2,225,000 $2.1M 0.03% ABS-O
775 JP Morgan Mortgage Trust 46651XCA8 Apr 2022 2,227,216 $2.1M 0.03% ABS-MBS
776 Radnor Re LTD 75049GAC3 Apr 2022 2,214,672 $2.1M 0.03% ABS-MBS
777 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 2,276,296 $2.1M 0.03% ABS-MBS
778 FREMF Mortgage Trust 30303DAC6 Apr 2022 2,161,803 $2.1M 0.03% ABS-MBS
779 Credit Suisse Mortgage Trust 12661XBR2 Apr 2022 2,466,544 $2.1M 0.03% ABS-MBS
780 Structured Adjustable Rate Mor SARM Apr 2022 2,347,601 $2.1M 0.03% ABS-MBS
781 STERLING BANCORP/MI STEBAN Apr 2022 2,050,000 $2.1M 0.03% DBT
782 X-Caliber 98370JAD6 Apr 2022 2,180,000 $2.0M 0.03% ABS-MBS
783 Impac CMB Trust IMM Apr 2022 2,240,717 $2.0M 0.03% ABS-MBS
784 Countrywide Alternative Loan T CWALT Apr 2022 4,066,260 $2.0M 0.03% ABS-MBS
785 Citimortgage Alternative Loan CMALT Apr 2022 2,676,261 $2.0M 0.03% ABS-MBS
786 FIDELITY BANK ATLANTA LION Apr 2022 2,000,000 $2.0M 0.03% DBT
787 UNITED WHOLESALE MTGE LL 91153LAA5 Apr 2022 2,200,000 $2.0M 0.03% DBT
788 WESTERN ALLIANCE BANK 95763PEF4 Apr 2022 2,000,000 $2.0M 0.03% DBT
789 Banc of America Alternative Lo BOAA Apr 2022 3,980,042 $2.0M 0.03% ABS-MBS
790 GS Mortgage-Backed Securities 36262RBN6 Apr 2022 4,334,691 $2.0M 0.03% ABS-MBS
791 American Home Mortgage Investm AHM Apr 2022 4,055,950 $2.0M 0.03% ABS-MBS
792 CITADEL LP CITADL Apr 2022 2,000,000 $2.0M 0.03% DBT
793 Residential Asset Securitizati RAST Apr 2022 2,960,135 $2.0M 0.03% ABS-MBS
794 GS Mortgage-Backed Securities 36263CBR9 Apr 2022 5,679,016 $2.0M 0.03% ABS-MBS
795 FREMF Mortgage Trust 35709BAC9 Apr 2022 2,074,126 $2.0M 0.03% ABS-MBS
796 GS Mortgage-Backed Securities 36260DBB5 Apr 2022 2,199,996 $2.0M 0.03% ABS-MBS
797 TH MSR ISSUER TRUST 87271AAA4 Apr 2022 2,000,000 $2.0M 0.03% ABS-O
798 Residential Accredit Loans, In 761118HD3 Apr 2022 2,100,300 $2.0M 0.03% ABS-MBS
799 KINGSTONE COS INC KINS Apr 2022 2,000,000 $2.0M 0.03% DBT
800 Deutsche Alt-A Securities INC DBALT Apr 2022 2,128,199 $2.0M 0.03% ABS-MBS
801 Residential Accredit Loans, In RALI Apr 2022 2,178,554 $2.0M 0.03% ABS-MBS
802 XCAL 2021-WY4 98402DAC3 Apr 2022 2,020,000 $2.0M 0.03% ABS-MBS
803 Morgan Stanley Capital Inc MSAC Apr 2022 2,188,984 $2.0M 0.03% ABS-MBS
804 GOODYEAR TIRE & RUBBER 382550BN0 Apr 2022 2,200,000 $2.0M 0.03% DBT
805 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 2,227,597 $2.0M 0.03% ABS-MBS
806 x-caliber funding llc 98372NAC7 Apr 2022 2,000,000 $2.0M 0.03% ABS-MBS
807 MERCER INTL INC 588056BB6 Apr 2022 2,100,000 $2.0M 0.03% DBT
808 Morgan Stanley Mortgage Loan T MSM Apr 2022 4,650,690 $2.0M 0.03% ABS-MBS
809 Wells Fargo Mortgage Backed Se 95002FBL7 Apr 2022 2,124,000 $2.0M 0.03% ABS-MBS
810 Santander Consumer Auto Receiv 802830BA6 Apr 2022 1,900,000 $1.9M 0.03% ABS-O
811 Agate Bay Mortgage Loan Trust 00842ACF4 Apr 2022 2,018,000 $1.9M 0.03% ABS-MBS
812 MFRA Trust 55284CBZ6 Apr 2022 4,167,555 $1.9M 0.03% ABS-MBS
813 Homebanc Mortgage Trust HMBT Apr 2022 2,001,860 $1.9M 0.03% ABS-MBS
814 LendingPoint Asset Securitizat 52607HAC4 Apr 2022 2,000,000 $1.9M 0.03% ABS-O
815 Fat Brands Fazoli's Native I, 31200BAA6 Apr 2022 2,000,000 $1.9M 0.03% ABS-O
816 GLS Auto Receivables Trust 36261AAJ4 Apr 2022 2,000,000 $1.9M 0.03% ABS-O
817 Eagle Re Ltd 26982LAH3 Apr 2022 2,000,000 $1.9M 0.03% ABS-MBS
818 Exeter Automobile Receivables 30167JAG9 Apr 2022 2,000,000 $1.9M 0.03% ABS-O
819 LL ABS Trust 50202HAB9 Apr 2022 1,900,000 $1.9M 0.03% ABS-O
820 Exeter Automobile Receivables 30165JAG1 Apr 2022 2,000,000 $1.9M 0.03% ABS-O
821 Rockford Tower CLO Ltd 77342NAC8 Apr 2022 2,500,000 $1.9M 0.03% ABS-CBDO
822 RR Ltd 78110LAA4 Apr 2022 2,000,000 $1.9M 0.03% ABS-CBDO
823 TRINITAS CAPITAL MGMT 89642CAC4 Apr 2022 2,000,000 $1.9M 0.03% DBT
824 GLS Auto Receivables Trust 36261XAJ4 Apr 2022 2,000,000 $1.9M 0.03% ABS-O
825 Arroyo Mortgage Trust 042855AD8 Apr 2022 2,000,000 $1.9M 0.03% ABS-MBS
826 Oaktown Re Ltd 67400KAC4 Apr 2022 1,921,930 $1.9M 0.03% ABS-MBS
827 WAMU Mortgage Pass-Through Cer WAMU Apr 2022 2,037,083 $1.9M 0.03% ABS-MBS
828 First Horizon Alternative Mort FHAMS Apr 2022 3,797,367 $1.9M 0.03% ABS-MBS
829 Mello Mortgage Capital Accepta 58550NBZ3 Apr 2022 4,019,001 $1.9M 0.03% ABS-MBS
830 Morgan Stanley Mortgage Loan T MSM Apr 2022 16,290,448 $1.9M 0.03% ABS-MBS
831 Generate CLO Ltd. 98625RAC3 Apr 2022 4,000,000 $1.9M 0.03% ABS-CBDO
832 ICG US CLO Ltd 449289AA5 Apr 2022 2,000,000 $1.9M 0.03% ABS-CBDO
833 Credit Suisse Mortgage Trust 12659FAB1 Apr 2022 1,972,561 $1.9M 0.03% ABS-MBS
834 Foundation Finance Trust 35041LAA8 Apr 2022 1,974,842 $1.9M 0.03% ABS-O
835 Banc of America Alternative Lo BOAA Apr 2022 3,630,208 $1.9M 0.03% ABS-MBS
836 Residential Asset Securitizati RAST Apr 2022 2,269,719 $1.9M 0.03% ABS-MBS
837 Banc of America Funding Corpor BAFC Apr 2022 2,612,224 $1.9M 0.03% ABS-MBS
838 Credit Suisse Mortgage Trust 12659TBH7 Apr 2022 333,179,855 $1.8M 0.03% ABS-MBS
839 Upstart Pass Through Trust 91683LAB2 Apr 2022 2,370,000 $1.8M 0.03% ABS-O
840 GS Mortgage-Backed Securities 36261MBB4 Apr 2022 2,417,121 $1.8M 0.03% ABS-MBS
841 Freddie Mac - STACR 35564KQY8 Apr 2022 2,000,000 $1.8M 0.03% ABS-MBS
842 HarborView Mortgage Loan Trust HVMLT Apr 2022 51,327,672 $1.8M 0.03% ABS-MBS
843 RENT-A-CENTER INC 76009NAL4 Apr 2022 2,100,000 $1.8M 0.03% DBT
844 Banc of America Funding Corpor BAFC Apr 2022 2,005,108 $1.8M 0.03% ABS-MBS
845 GSR Mortgage Loan Trust 362341DZ9 Apr 2022 2,081,751 $1.8M 0.03% ABS-MBS
846 Sequoia Mortgage Trust 81747KCF8 Apr 2022 2,564,676 $1.8M 0.03% ABS-MBS
847 Residential Accredit Loans, In RALI Apr 2022 1,956,631 $1.8M 0.03% ABS-MBS
848 GS Mortgage-Backed Securities 36264PBK4 Apr 2022 2,729,444 $1.8M 0.03% ABS-MBS
849 DSLA Mortgage Loan Trust DSLA Apr 2022 1,932,029 $1.8M 0.03% ABS-MBS
850 Morgan Stanley Residential Mor 61772MBA6 Apr 2022 2,163,129 $1.8M 0.03% ABS-MBS
851 Bear Stearns Adjustable Rate M BSARM Apr 2022 2,065,434 $1.8M 0.03% ABS-MBS
852 Rate Mortgage Trust 75409XDJ2 Apr 2022 2,659,156 $1.8M 0.03% ABS-MBS
853 GSR Mortgage Loan Trust GSR Apr 2022 4,748,638 $1.8M 0.03% ABS-MBS
854 Credit Suisse First Boston Mor CSFB Apr 2022 2,279,116 $1.8M 0.03% ABS-MBS
855 GS Mortgage-Backed Securities 36266VAT1 Apr 2022 15,799,560 $1.8M 0.03% ABS-MBS
856 United Wholesale Mortgage LLC 90354XBF6 Apr 2022 2,211,276 $1.8M 0.03% ABS-MBS
857 Northwoods Capital Ltd 66860LAC7 Apr 2022 2,650,000 $1.8M 0.03% ABS-CBDO
858 PPM Clo, Ltd. 69356BAC4 Apr 2022 2,500,000 $1.8M 0.03% ABS-CBDO
859 JP Morgan Mortgage Trust 46592KCA8 Apr 2022 2,140,617 $1.8M 0.03% ABS-MBS
860 Banc of America Alternative Lo BOAA Apr 2022 2,548,459 $1.8M 0.03% ABS-MBS
861 JP Morgan Mortgage Trust 46651HCA3 Apr 2022 1,844,318 $1.8M 0.03% ABS-MBS
862 JP Morgan Mortgage Trust 46592KCB6 Apr 2022 2,577,895 $1.8M 0.03% ABS-MBS
863 Mello Mortgage Capital Accepta 585498BK3 Apr 2022 1,799,000 $1.8M 0.03% ABS-MBS
864 Adjustable Rate Mortgage Trust ARMT Apr 2022 1,832,122 $1.8M 0.03% ABS-MBS
865 Wells Fargo Alternative Loan T WFALT Apr 2022 2,020,437 $1.8M 0.03% ABS-MBS
866 Affirm Inc 00834DAE3 Apr 2022 1,900,000 $1.8M 0.03% ABS-O
867 Morgan Stanley Mortgage Loan T MSM Apr 2022 2,714,749 $1.8M 0.03% ABS-MBS
868 Impac CMB Trust IMM Apr 2022 1,867,300 $1.8M 0.03% ABS-MBS
869 Luminent Mortgage Trust LUM Apr 2022 1,892,515 $1.8M 0.03% ABS-MBS
870 Avant Loans Funding Trust 05353LAB1 Apr 2022 1,793,000 $1.8M 0.03% ABS-O
871 Home Re Ltd 43731WAD7 Apr 2022 1,750,000 $1.8M 0.03% ABS-MBS
872 Countrywide Alternative Loan T CWALT Apr 2022 2,845,762 $1.8M 0.03% ABS-MBS
873 Deephaven Residential Mortgage 24381JAA5 Apr 2022 1,823,772 $1.8M 0.03% ABS-MBS
874 JP Morgan Mortgage Trust 46651BBC3 Apr 2022 1,911,665 $1.8M 0.03% ABS-MBS
875 Countrywide Alternative Loan T CWALT Apr 2022 2,843,780 $1.8M 0.03% ABS-MBS
876 Banc of America Funding Corpor 05991BAH8 Apr 2022 1,861,317 $1.8M 0.03% ABS-MBS
877 Citigroup Mortgage Loan Trust CMLTI Apr 2022 1,964,015 $1.8M 0.03% ABS-MBS
878 Freddie Mac - STACR 35564KUW7 Apr 2022 1,750,000 $1.8M 0.03% ABS-MBS
879 Saluda Grade Alternative Mortg 79582DAD3 Apr 2022 1,449,524 $1.8M 0.03% ABS-MBS
880 Upstart Pass Through Trust 91679VAB6 Apr 2022 3,500,000 $1.7M 0.03% ABS-O
881 Morgan Stanley Mortgage Loan T MSM Apr 2022 2,365,467 $1.7M 0.03% ABS-MBS
882 Adjustable Rate Mortgage Trust ARMT Apr 2022 1,930,661 $1.7M 0.03% ABS-MBS
883 Banc of America Funding Corpor BAFC Apr 2022 1,903,938 $1.7M 0.03% ABS-MBS
884 X-CALIBER 98373XAQ3 Apr 2022 1,788,000 $1.7M 0.03% ABS-MBS
885 Chase Mortgage Finance Corpora CHASE Apr 2022 1,807,740 $1.7M 0.03% ABS-MBS
886 TBW Mortgage Backed Pass Throu TBW Apr 2022 3,233,414 $1.7M 0.03% ABS-MBS
887 Morgan Stanley Mortgage Loan T MSM Apr 2022 2,282,332 $1.7M 0.03% ABS-MBS
888 Morgan Stanley Mortgage Loan T MSM Apr 2022 3,687,571 $1.7M 0.03% ABS-MBS
889 LendingPoint Pass-Through Trus 52607TAB0 Apr 2022 1,576,000 $1.7M 0.03% ABS-O
890 Marble Point CLO LTD 56606EAC3 Apr 2022 2,600,000 $1.7M 0.03% ABS-CBDO
891 DEUTSCHE ALT-B SECURITIES INC DBALT Apr 2022 1,802,167 $1.7M 0.03% ABS-MBS
892 GS Mortgage-Backed Securities 36266VBC7 Apr 2022 281,243,511 $1.7M 0.03% ABS-MBS
893 JP Morgan Mortgage Trust 46591KBX0 Apr 2022 1,834,999 $1.7M 0.03% ABS-MBS
894 JP Morgan Mortgage Trust 46653JCE9 Apr 2022 1,804,038 $1.7M 0.03% ABS-MBS
895 First Investors Auto Owner Tru 32057KAE0 Apr 2022 1,750,000 $1.7M 0.03% ABS-O
896 JP Morgan Mortgage Trust 46654ACE7 Apr 2022 2,495,988 $1.7M 0.03% ABS-MBS
897 Morgan Stanley Mortgage Loan T MSM Apr 2022 2,167,834 $1.7M 0.03% ABS-MBS
898 JP Morgan Mortgage Trust 46650HBA5 Apr 2022 1,741,787 $1.7M 0.03% ABS-MBS
899 Morgan Stanley Mortgage Loan T MSM Apr 2022 2,690,550 $1.7M 0.03% ABS-MBS
900 ABPCI Direct Lending Fund CLO 000840AC2 Apr 2022 1,750,000 $1.7M 0.03% ABS-CBDO
901 Woodward Capital Management 74936RBZ6 Apr 2022 2,559,621 $1.7M 0.03% ABS-MBS
902 PARK INTERMED HOLDINGS 70052LAC7 Apr 2022 1,800,000 $1.7M 0.03% DBT
903 Santander Consumer Auto Receiv 80282YAH9 Apr 2022 1,750,000 $1.6M 0.03% ABS-O
904 Jay Park CLO, Ltd. BCC2BRQH9 Apr 2022 4,000,000 $1.6M 0.03% ABS-CBDO
905 American Home Mortgage Assets 02660WAB2 Apr 2022 1,745,970 $1.6M 0.03% ABS-MBS
906 LD HOLDINGS GROUP LLC 521088AC8 Apr 2022 2,100,000 $1.6M 0.03% DBT
907 Wells Fargo Alternative Loan T WFALT Apr 2022 1,841,789 $1.6M 0.03% ABS-MBS
908 JP Morgan Mortgage Trust 46592ACA0 Apr 2022 1,706,585 $1.6M 0.03% ABS-MBS
909 Residential Asset Securitizati RAST Apr 2022 3,082,524 $1.6M 0.03% ABS-MBS
910 CENTURY COMMUNITIES 156504AL6 Apr 2022 1,600,000 $1.6M 0.03% DBT
911 Continental Credit Card llc 66981PAC2 Apr 2022 1,700,000 $1.6M 0.03% ABS-O
912 JP Morgan Mortgage Trust JPMMT Apr 2022 1,836,863 $1.6M 0.03% ABS-MBS
913 Winwater Mortgage Loan Trust 97652QBN8 Apr 2022 1,938,000 $1.6M 0.03% ABS-MBS
914 JP Morgan Mortgage Trust JPMMT Apr 2022 1,694,824 $1.6M 0.03% ABS-MBS
915 GSAA Home Equity Trust GSAA Apr 2022 2,567,997 $1.6M 0.03% ABS-MBS
916 GS Mortgage-Backed Securities 36262LAS9 Apr 2022 899,292,655 $1.6M 0.03% ABS-MBS
917 Oaktown Re Ltd 67400KAE0 Apr 2022 1,620,000 $1.6M 0.03% ABS-MBS
918 Nomura Asset Acceptance Corpor NAA Apr 2022 3,525,736 $1.6M 0.03% ABS-MBS
919 Residential Accredit Loans, In RALI Apr 2022 1,776,454 $1.6M 0.03% ABS-MBS
920 JP Morgan Mortgage Trust 46653PCC9 Apr 2022 4,692,922 $1.6M 0.03% ABS-MBS
921 RBSSP Resecuritization Trust RBSSP Apr 2022 1,779,467 $1.6M 0.03% ABS-MBS
922 NESCO HOLDINGS II INC 64083YAA9 Apr 2022 1,700,000 $1.6M 0.03% DBT
923 Apidos CLO 03768NAB1 Apr 2022 2,000,000 $1.6M 0.03% ABS-CBDO
924 TOWNSQUARE MEDIA INC 892231AB7 Apr 2022 1,600,000 $1.6M 0.03% DBT
925 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 1,624,325 $1.6M 0.03% ABS-MBS
926 HarborView Mortgage Loan Trust HVMLT Apr 2022 1,727,995 $1.6M 0.03% ABS-MBS
927 MASTR Alternative Loans Trust MALT Apr 2022 2,085,075 $1.6M 0.03% ABS-MBS
928 Carvana Auto Receivables Trust 14686GAF3 Apr 2022 1,650,000 $1.6M 0.03% ABS-O
929 BROOKFIELD RESID PROPERT 11283YAG5 Apr 2022 1,800,000 $1.6M 0.03% DBT
930 BRUNDAGE-BONE CONCRETE 66981QAA4 Apr 2022 1,700,000 $1.6M 0.03% DBT
931 United Wholesale Mortgage LLC 90354TBG3 Apr 2022 2,173,748 $1.6M 0.03% ABS-MBS
932 Residential Accredit Loans, In RALI Apr 2022 1,609,749 $1.6M 0.03% ABS-MBS
933 Merrill Lynch Mortgage Backed MLMBS Apr 2022 1,752,167 $1.6M 0.03% ABS-MBS
934 Structured Asset Mortgage Inve 86361WAL5 Apr 2022 87,732,491 $1.6M 0.03% ABS-MBS
935 X-CALIBER FUNDING LLC 98373XAK6 Apr 2022 1,628,000 $1.6M 0.03% DBT
936 Bear Stearns Asset Backed Secu BSABS Apr 2022 2,273,675 $1.6M 0.03% ABS-MBS
937 MFRA Trust 55284CBY9 Apr 2022 2,082,288 $1.6M 0.03% ABS-MBS
938 Lehman XS Trust LXS Apr 2022 1,535,593 $1.6M 0.03% ABS-MBS
939 Residential Accredit Loans, In RALI Apr 2022 1,693,575 $1.6M 0.03% ABS-MBS
940 GS Mortgage-Backed Securities 36262LBD1 Apr 2022 4,670,429 $1.5M 0.03% ABS-MBS
941 Wells Fargo Mortgage Backed Se 949831BL4 Apr 2022 1,627,000 $1.5M 0.03% ABS-MBS
942 JP Morgan Mortgage Trust 46592NCD6 Apr 2022 1,873,879 $1.5M 0.03% ABS-MBS
943 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 2,250,909 $1.5M 0.02% ABS-MBS
944 GS Mortgage-Backed Securities 36260RBG3 Apr 2022 1,838,672 $1.5M 0.02% ABS-MBS
945 Aqua Finance Trust 03842VAC1 Apr 2022 1,700,000 $1.5M 0.02% ABS-O
946 Countrywide Alternative Loan T CWALT Apr 2022 3,336,120 $1.5M 0.02% ABS-MBS
947 GS Mortgage-Backed Securities 36260DBC3 Apr 2022 1,799,469 $1.5M 0.02% ABS-MBS
948 Impac CMB Trust 45254NRK5 Apr 2022 1,650,187 $1.5M 0.02% ABS-MBS
949 JP Morgan Mortgage Trust 46592TCE1 Apr 2022 2,281,718 $1.5M 0.02% ABS-MBS
950 LendingClub Receivables Trust 52606PAA1 Apr 2022 1,507,786 $1.5M 0.02% ABS-O
951 Foundation Finance Trust 35042PAD2 Apr 2022 1,590,000 $1.5M 0.02% ABS-O
952 RESOLUTE FOREST PRODUCTS 76117WAC3 Apr 2022 1,575,000 $1.5M 0.02% DBT
953 Regatta X Funding Ltd. REG10 Apr 2022 2,500,000 $1.5M 0.02% ABS-CBDO
954 Citigroup Mortgage Loan Trust CMLTI Apr 2022 1,793,072 $1.5M 0.02% ABS-MBS
955 Upstart Pass Through Trust 91680UAB5 Apr 2022 1,500,000 $1.5M 0.02% ABS-O
956 MASTR Adjustable Rate Mortgage 576433D45 Apr 2022 1,569,108 $1.5M 0.02% ABS-MBS
957 Residential Asset Securitizati RAST Apr 2022 1,690,400 $1.5M 0.02% ABS-MBS
958 Credit Suisse Mortgage Trust 12657LAF1 Apr 2022 1,539,950 $1.5M 0.02% ABS-MBS
959 Morgan Stanley Residential Mor 61772NCA3 Apr 2022 2,120,461 $1.5M 0.02% ABS-MBS
960 GS Mortgage-Backed Securities 36257QAV8 Apr 2022 1,833,316 $1.5M 0.02% ABS-MBS
961 American Credit Acceptance Rec 02530WAL8 Apr 2022 1,540,000 $1.5M 0.02% ABS-O
962 Citimortgage Alternative Loan CMALT Apr 2022 1,859,967 $1.5M 0.02% ABS-MBS
963 Newtek Small Business Loan Tru NWSB Apr 2022 1,457,695 $1.5M 0.02% ABS-O
964 Wachovia Mortgage Loan Trust, WMLT Apr 2022 2,383,857 $1.5M 0.02% ABS-MBS
965 BCAP LLC Trust BCAP Apr 2022 2,191,976 $1.5M 0.02% ABS-MBS
966 Mello Mortgage Capital Accepta 585498BL1 Apr 2022 1,499,000 $1.5M 0.02% ABS-MBS
967 BCAP LLC Trust BCAP Apr 2022 1,633,395 $1.5M 0.02% ABS-MBS
968 Genworth Mortgage Insurance Co 89600FAE3 Apr 2022 1,500,000 $1.5M 0.02% ABS-MBS
969 ACC Trust 00091HAD4 Apr 2022 1,500,000 $1.5M 0.02% ABS-O
970 Multifamily Connecticut Avenue MCAS Apr 2022 1,500,000 $1.5M 0.02% ABS-MBS
971 American Home Mortgage Assets AHMA Apr 2022 18,975,024 $1.5M 0.02% ABS-MBS
972 Marble Point CLO 56606JAA6 Apr 2022 2,500,000 $1.4M 0.02% ABS-CBDO
973 United Wholesale Mortgage LLC 90354XBH2 Apr 2022 3,501,597 $1.4M 0.02% ABS-MBS
974 Residential Accredit Loans, In RALI Apr 2022 1,564,182 $1.4M 0.02% ABS-MBS
975 JP Morgan Mortgage Trust JPMMT Apr 2022 1,547,330 $1.4M 0.02% ABS-MBS
976 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 1,533,024 $1.4M 0.02% ABS-MBS
977 GS Mortgage-Backed Securities 36257TAT7 Apr 2022 1,500,000 $1.4M 0.02% ABS-MBS
978 Continental Credit Card llc 66981PAA6 Apr 2022 1,500,000 $1.4M 0.02% ABS-O
979 PHH Alternative Mortgage Trust 69337HBD2 Apr 2022 1,769,408 $1.4M 0.02% ABS-MBS
980 New Residential Mortgage Loan 64828GCH1 Apr 2022 15,858,999 $1.4M 0.02% ABS-MBS
981 Flagship Credit Auto Trust 33845VAJ0 Apr 2022 1,500,000 $1.4M 0.02% ABS-O
982 PREFERRED BANK LA CALIF 740367NL7 Apr 2022 1,500,000 $1.4M 0.02% DBT
983 Countrywide Alternative Loan T CWALT Apr 2022 1,660,678 $1.4M 0.02% ABS-MBS
984 Continental Credit Card llc 66981PAB4 Apr 2022 1,500,000 $1.4M 0.02% ABS-O
985 FHLMC Multifamily Structured P 3137FPHQ1 Apr 2022 1,500,000 $1.4M 0.02% ABS-MBS
986 Adjustable Rate Mortgage Trust ARMT Apr 2022 1,648,494 $1.4M 0.02% ABS-MBS
987 Triangle Re 2019-1 Ltd. 89600TAB9 Apr 2022 1,418,498 $1.4M 0.02% ABS-MBS
988 Wind River CLO Ltd 97314GAC5 Apr 2022 1,500,000 $1.4M 0.02% ABS-CBDO
989 MASTR Resecuritization Trust MARS Apr 2022 1,584,305 $1.4M 0.02% ABS-MBS
990 Wells Fargo Mortgage Backed Se 95003HBL2 Apr 2022 1,610,186 $1.4M 0.02% ABS-MBS
991 Saluda Grade Alternative Mortg 79582DAE1 Apr 2022 1,159,619 $1.4M 0.02% ABS-MBS
992 GSAA Home Equity Trust GSAA Apr 2022 2,370,028 $1.4M 0.02% ABS-MBS
993 JP Morgan Mortgage Trust 46592KCC4 Apr 2022 3,197,860 $1.4M 0.02% ABS-MBS
994 Fannie Mae - CAS CAS Apr 2022 1,384,583 $1.4M 0.02% ABS-MBS
995 Impac CMB Trust IMM Apr 2022 1,550,391 $1.4M 0.02% ABS-MBS
996 Morgan Stanley Mortgage Loan T MSM Apr 2022 1,710,489 $1.4M 0.02% ABS-MBS
997 Chase Mortgage Finance Corpora 46591HAK6 Apr 2022 1,326,543 $1.4M 0.02% ABS-MBS
998 VELOCITY COM CAP LLC 92259RAA3 Apr 2022 1,400,000 $1.4M 0.02% DBT
999 Flagstar Mortgage Trust 33852FBX3 Apr 2022 1,715,485 $1.4M 0.02% ABS-MBS
1000 Upgrade Master Pass-Thru Trust 91532RAA4 Apr 2022 1,365,152 $1.4M 0.02% ABS-O
1001 Residential Accredit Loans, In RALI Apr 2022 1,529,099 $1.4M 0.02% ABS-MBS
1002 Wachovia Mortgage Loan Trust, WMLT Apr 2022 2,440,159 $1.4M 0.02% ABS-MBS
1003 GS Mortgage-Backed Securities 36263KBN0 Apr 2022 1,826,337 $1.4M 0.02% ABS-MBS
1004 Deutsche Alt-A Securities INC DBALT Apr 2022 1,461,545 $1.4M 0.02% ABS-MBS
1005 Mosaic Solar Loans LLC MSAIC Apr 2022 1,462,214 $1.4M 0.02% ABS-O
1006 GreenPoint Mortgage Funding Tr GPMF Apr 2022 1,510,300 $1.4M 0.02% ABS-MBS
1007 JP Morgan Mortgage Trust 46654ACF4 Apr 2022 4,027,034 $1.4M 0.02% ABS-MBS
1008 Countrywide Home Loans CWHL Apr 2022 1,471,300 $1.4M 0.02% ABS-MBS
1009 Mello Mortgage Capital Accepta N/A Apr 2022 1,710,638 $1.3M 0.02% ABS-MBS
1010 Residential Asset Securitizati RAST Apr 2022 1,894,233 $1.3M 0.02% ABS-MBS
1011 Chase Mortgage Finance Corpora CHASE Apr 2022 2,075,074 $1.3M 0.02% ABS-MBS
1012 Citimortgage Alternative Loan CMALT Apr 2022 1,651,216 $1.3M 0.02% ABS-MBS
1013 FIRST NBC BANK HOLDING FNBC Apr 2022 13,500,000 $1.3M 0.02% DBT
1014 Washington Mutual Mortgage Pas WMALT Apr 2022 1,867,577 $1.3M 0.02% ABS-MBS
1015 Upstart Pass Through Trust 91683MAB0 Apr 2022 1,629,000 $1.3M 0.02% ABS-O
1016 Citimortgage Alternative Loan CMALT Apr 2022 1,774,840 $1.3M 0.02% ABS-MBS
1017 Countrywide Alternative Loan T CWALT Apr 2022 1,383,315 $1.3M 0.02% ABS-MBS
1018 Barings Middle Market CLO Ltd. BMM Apr 2022 1,500,000 $1.3M 0.02% ABS-CBDO
1019 Residential Funding Mtg Sec I RFMSI Apr 2022 1,400,826 $1.3M 0.02% ABS-MBS
1020 Onslow Bay Financial LLC 67117JAC1 Apr 2022 1,422,634 $1.3M 0.02% ABS-MBS
1021 STARWOOD PROPERTY TRUST 85571BAL9 Apr 2022 1,300,000 $1.3M 0.02% DBT
1022 Residential Accredit Loans, In RALI Apr 2022 1,421,434 $1.3M 0.02% ABS-MBS
1023 Residential Accredit Loans, In RALI Apr 2022 1,695,583 $1.3M 0.02% ABS-MBS
1024 Wells Fargo Mortgage Backed Se 95003ABK9 Apr 2022 1,818,000 $1.3M 0.02% ABS-MBS
1025 GS Mortgage-Backed Securities 36263VAB3 Apr 2022 1,408,570 $1.3M 0.02% ABS-MBS
1026 HAWAIIAN BRAND INTELLECT 41984LAA5 Apr 2022 1,300,000 $1.3M 0.02% DBT
1027 Countrywide Alternative Loan T 12668BEK5 Apr 2022 1,481,164 $1.3M 0.02% ABS-MBS
1028 ARES CLO Ltd ARES Apr 2022 3,000,000 $1.3M 0.02% ABS-CBDO
1029 United Wholesale Mortgage LLC 90354XBG4 Apr 2022 1,657,718 $1.3M 0.02% ABS-MBS
1030 Countrywide Alternative Loan T CWALT Apr 2022 18,103,340 $1.3M 0.02% ABS-MBS
1031 Foursight Capital Automobile R 35105FAH9 Apr 2022 1,250,000 $1.3M 0.02% ABS-O
1032 J.P. Morgan Alternative Loan T 466286AD3 Apr 2022 1,284,598 $1.2M 0.02% ABS-MBS
1033 GS Mortgage-Backed Securities 36262RBM8 Apr 2022 1,507,718 $1.2M 0.02% ABS-MBS
1034 Morgan Stanley Mortgage Loan T MSM Apr 2022 3,368,026 $1.2M 0.02% ABS-MBS
1035 Countrywide Alternative Loan T CWALT Apr 2022 51,759,905 $1.2M 0.02% ABS-MBS
1036 Woodward Capital Management 74938FBX5 Apr 2022 2,245,000 $1.2M 0.02% ABS-MBS
1037 Babson CLO Ltd 06759FAG1 Apr 2022 1,250,000 $1.2M 0.02% ABS-CBDO
1038 BROOKFIELD RESID PROPERT BRPCN Apr 2022 1,300,000 $1.2M 0.02% DBT
1039 ChaseFlex Trust CFLX Apr 2022 1,482,729 $1.2M 0.02% ABS-MBS
1040 JP Morgan Mortgage Trust JPMMT Apr 2022 1,300,605 $1.2M 0.02% ABS-MBS
1041 Bear Stearns Asset Backed Secu BSABS Apr 2022 1,574,587 $1.2M 0.02% ABS-MBS
1042 XCAL 2021-CT-2 Mortgage Trust 98401WAC2 Apr 2022 1,237,000 $1.2M 0.02% ABS-MBS
1043 HarborView Mortgage Loan Trust HVMLT Apr 2022 1,295,884 $1.2M 0.02% ABS-MBS
1044 GoodLeap Sustainable Home Impr 382371AA0 Apr 2022 1,335,034 $1.2M 0.02% ABS-O
1045 Upstart Securitization Trust 91679K104 Apr 2022 20,143 $1.2M 0.02% ABS-O
1046 JAX BANCP STAT TRUST III ABCB Apr 2022 1,200,000 $1.2M 0.02% DBT
1047 Lehman XS Trust LXS Apr 2022 1,264,950 $1.2M 0.02% ABS-MBS
1048 Residential Accredit Loans, In RALI Apr 2022 1,324,173 $1.2M 0.02% ABS-MBS
1049 SEASPAN CORP 81254UAK2 Apr 2022 1,350,000 $1.2M 0.02% DBT
1050 Harvest SBA Loan Trust HSLT Apr 2022 1,217,631 $1.2M 0.02% ABS-O
1051 Countrywide Home Loans CWHL Apr 2022 1,951,673 $1.2M 0.02% ABS-MBS
1052 Oceanview Mortgage Trust 67647ECG0 Apr 2022 1,715,000 $1.2M 0.02% ABS-MBS
1053 FREMF Mortgage Trust 30311LAG9 Apr 2022 1,219,573 $1.2M 0.02% ABS-MBS
1054 BCAP LLC Trust BCAP Apr 2022 1,280,133 $1.2M 0.02% ABS-MBS
1055 x-caliber funding llc 98402TAC8 Apr 2022 1,215,000 $1.2M 0.02% ABS-MBS
1056 Residential Accredit Loans, In RALI Apr 2022 1,806,221 $1.2M 0.02% ABS-MBS
1057 Citigroup Mortgage Loan Trust 17307GL97 Apr 2022 1,386,354 $1.2M 0.02% ABS-MBS
1058 First Investors Auto Owner Tru 32059FAG4 Apr 2022 1,250,000 $1.2M 0.02% ABS-O
1059 Oaktown Re Ltd 67400KAD2 Apr 2022 1,200,000 $1.2M 0.02% ABS-MBS
1060 DSLA Mortgage Loan Trust DSLA Apr 2022 1,223,171 $1.2M 0.02% ABS-MBS
1061 Residential Accredit Loans, In RALI Apr 2022 1,240,084 $1.2M 0.02% ABS-MBS
1062 JP Morgan Mortgage Trust 46592NCE4 Apr 2022 1,873,879 $1.2M 0.02% ABS-MBS
1063 GS Mortgage-Backed Securities 36260RBH1 Apr 2022 1,577,111 $1.2M 0.02% ABS-MBS
1064 FREMF Mortgage Trust FREMF Apr 2022 1,182,007 $1.1M 0.02% ABS-MBS
1065 GSAA Home Equity Trust GSAA Apr 2022 1,938,934 $1.1M 0.02% ABS-MBS
1066 Countrywide Home Loans CWHL Apr 2022 1,316,796 $1.1M 0.02% ABS-MBS
1067 Countrywide Home Loans CWHL Apr 2022 4,529,110 $1.1M 0.02% ABS-MBS
1068 Credit Suisse Mortgage Trust 12661XBS0 Apr 2022 1,687,881 $1.1M 0.02% ABS-MBS
1069 CIM Trust 12564ECJ9 Apr 2022 1,633,753 $1.1M 0.02% ABS-MBS
1070 J.P. Morgan Wealth Management 46591HBQ2 Apr 2022 1,151,000 $1.1M 0.02% ABS-MBS
1071 GS Mortgage-Backed Securities 36262CBP4 Apr 2022 1,825,852 $1.1M 0.02% ABS-MBS
1072 Upstart Pass Through Trust 91683KAB4 Apr 2022 1,500,000 $1.1M 0.02% ABS-O
1073 MLCC Mortgage Investors Inc MLCC Apr 2022 1,183,335 $1.1M 0.02% ABS-MBS
1074 Home Re Ltd 437307AD3 Apr 2022 1,197,000 $1.1M 0.02% ABS-MBS
1075 Countrywide Alternative Loan T CWALT Apr 2022 1,391,873 $1.1M 0.02% ABS-MBS
1076 Banc of America Funding Corpor BAFC Apr 2022 1,233,545 $1.1M 0.02% ABS-MBS
1077 American Home Mortgage Assets AHMA Apr 2022 1,151,571 $1.1M 0.02% ABS-MBS
1078 PHH Alternative Mortgage Trust PHHAM Apr 2022 1,233,718 $1.1M 0.02% ABS-MBS
1079 JP Morgan Mortgage Trust 46592TCF8 Apr 2022 3,256,473 $1.1M 0.02% ABS-MBS
1080 Chase Mortgage Finance Corpora 46591HCB4 Apr 2022 1,106,070 $1.1M 0.02% ABS-MBS
1081 Flagstar Mortgage Trust 33852FBZ8 Apr 2022 3,378,231 $1.1M 0.02% ABS-MBS
1082 Upstart Pass Through Trust 91534HAB2 Apr 2022 1,475,000 $1.1M 0.02% ABS-O
1083 Foursight Capital Automobile R FCRT Apr 2022 1,100,000 $1.1M 0.02% ABS-O
1084 GSR Mortgage Loan Trust GSR Apr 2022 1,170,643 $1.1M 0.02% ABS-MBS
1085 BCAP LLC Trust BCAP Apr 2022 1,220,199 $1.1M 0.02% ABS-MBS
1086 Merrill Lynch Mortgage Investo MLMI Apr 2022 1,134,926 $1.1M 0.02% ABS-MBS
1087 FIRST BANCSHARES INC FBMS Apr 2022 1,000,000 $1.1M 0.02% DBT
1088 GS Mortgage-Backed Securities 36263VBR7 Apr 2022 2,944,289 $1.1M 0.02% ABS-MBS
1089 Mosaic Solar Loans LLC 61946RAB5 Apr 2022 1,196,458 $1.1M 0.02% ABS-O
1090 Residential Accredit Loans, In 761118QQ4 Apr 2022 25,367,998 $1.1M 0.02% ABS-MBS
1091 JP Morgan Mortgage Trust 46651GBJ7 Apr 2022 1,199,000 $1.1M 0.02% ABS-MBS
1092 COMM Mortgage Trust COMM Apr 2022 1,053,665 $1.0M 0.02% ABS-MBS
1093 JP Morgan Mortgage Trust 46651GBK4 Apr 2022 1,414,728 $1.0M 0.02% ABS-MBS
1094 Bankers Healthcare Group Secur 08862BAD7 Apr 2022 1,170,000 $1.0M 0.02% ABS-O
1095 Sequoia Mortgage Trust 81748TCG6 Apr 2022 1,624,858 $1.0M 0.02% ABS-MBS
1096 GS Mortgage-Backed Securities 36262AAU8 Apr 2022 1,289,830 $1.0M 0.02% ABS-MBS
1097 GSAA Home Equity Trust GSAA Apr 2022 1,537,135 $1.0M 0.02% ABS-MBS
1098 Flagstar Mortgage Trust 33852DBV2 Apr 2022 2,932,342 $1.0M 0.02% ABS-MBS
1099 CUSTOMERS BANK 23204HBM9 Apr 2022 1,000,000 $1.0M 0.02% DBT
1100 Flagstar Mortgage Trust 33852FBY1 Apr 2022 1,470,556 $1.0M 0.02% ABS-MBS
1101 Consumer Loan Underlying Bond 21051C107 Apr 2022 125,000 $1.0M 0.02% ABS-O
1102 GS Mortgage-Backed Securities 36262WBQ8 Apr 2022 3,091,101 $1.0M 0.02% ABS-MBS
1103 Countrywide Home Loans CWHL Apr 2022 1,384,296 $1.0M 0.02% ABS-MBS
1104 Residential Mortgage Loan Trus 76119CAF8 Apr 2022 1,075,000 $1.0M 0.02% ABS-MBS
1105 GSAA Home Equity Trust GSAA Apr 2022 2,160,993 $1.0M 0.02% ABS-MBS
1106 GS Mortgage-Backed Securities 36266TCL1 Apr 2022 1,226,922 $1.0M 0.02% ABS-MBS
1107 JP Morgan Mortgage Trust JPMMT Apr 2022 1,193,631 $1.0M 0.02% ABS-MBS
1108 Theorem Funding Trust 2020-1 88337YAC8 Apr 2022 1,000,000 $1.0M 0.02% ABS-O
1109 United Auto Credit Securitizat 90943UAF1 Apr 2022 1,035,000 $1.0M 0.02% ABS-O
1110 Flagstar Mortgage Trust 33850RBC5 Apr 2022 1,153,000 $1.0M 0.02% ABS-MBS
1111 Morgan Stanley Mortgage Loan T MSM Apr 2022 1,309,880 $1.0M 0.02% ABS-MBS
1112 NORTHERN BANCORP INC NOBA Apr 2022 1,000,000 $1.0M 0.02% DBT
1113 MILLENNIUM CONS HOLDINGS MILCON Apr 2022 1,000,000 $1.0M 0.02% DBT
1114 XCAL 2021-GA5 98402AAB1 Apr 2022 1,025,000 $1.0M 0.02% ABS-MBS
1115 Flagstar Mortgage Trust 33851MAX0 Apr 2022 1,467,207 $1.0M 0.02% ABS-MBS
1116 GS Mortgage-Backed Securities 36262CBQ2 Apr 2022 3,252,733 $998K 0.02% ABS-MBS
1117 Morgan Stanley Mortgage Loan T MSM Apr 2022 2,702,765 $997K 0.02% ABS-MBS
1118 TRISTATE CAPITAL HLDGS TSC Apr 2022 40,000 $996K 0.02% EP
1119 Mello Mortgage Capital Accepta 58550NBY6 Apr 2022 1,222,657 $994K 0.02% ABS-MBS
1120 Nomura Resecuritization Trust NMRR Apr 2022 991,531 $994K 0.02% ABS-MBS
1121 GS Mortgage-Backed Securities 36264JAV5 Apr 2022 1,523,773 $993K 0.02% ABS-MBS
1122 Morgan Stanley Mortgage Loan T MSM Apr 2022 1,067,753 $990K 0.02% ABS-MBS
1123 BCAP LLC Trust BCAP Apr 2022 1,064,196 $976K 0.02% ABS-MBS
1124 Woodward Capital Management 74939KCD6 Apr 2022 1,948,000 $974K 0.02% ABS-MBS
1125 Countrywide Alternative Loan T 12667GCE1 Apr 2022 21,243,331 $972K 0.02% ABS-MBS
1126 First Investors Auto Owner Tru 32059FAJ8 Apr 2022 1,000,000 $972K 0.02% ABS-O
1127 MASTR Adjustable Rate Mortgage MARM Apr 2022 1,021,719 $967K 0.02% ABS-MBS
1128 GLS Auto Receivables Trust 36261EAE7 Apr 2022 1,000,000 $967K 0.02% ABS-O
1129 GS Mortgage-Backed Securities 36264DAU0 Apr 2022 1,244,625 $965K 0.02% ABS-MBS
1130 Chase Mortgage Finance Corpora 16163CAG7 Apr 2022 1,060,208 $964K 0.02% ABS-MBS
1131 Luminent Mortgage Trust LUM Apr 2022 27,914,099 $962K 0.02% ABS-MBS
1132 Octagon Investment Partners Lt 67590KAE0 Apr 2022 4,000,000 $960K 0.02% ABS-CBDO
1133 Wells Fargo Alternative Loan T 94985FAA6 Apr 2022 1,004,818 $958K 0.02% ABS-MBS
1134 GS Mortgage-Backed Securities 36261HBD1 Apr 2022 2,987,778 $958K 0.02% ABS-MBS
1135 FIRST CHTR CAP TRUST I FITB Apr 2022 1,000,000 $958K 0.02% DBT
1136 Deutsche Alt-A Securities INC DBALT Apr 2022 1,130,963 $958K 0.02% ABS-MBS
1137 Barings Middle Market CLO Ltd. 06761EAA3 Apr 2022 1,000,000 $957K 0.02% ABS-CBDO
1138 ChaseFlex Trust CFLX Apr 2022 1,631,426 $956K 0.02% ABS-MBS
1139 Credit Suisse Mortgage Trust CSMC Apr 2022 1,821,302 $955K 0.02% ABS-MBS
1140 American Credit Acceptance Rec 02530TAJ0 Apr 2022 1,000,000 $954K 0.02% ABS-O
1141 Flagstar Mortgage Trust 33851RBG5 Apr 2022 1,254,260 $953K 0.02% ABS-MBS
1142 IndyMac INDA Mortgage Loan Tru INDA Apr 2022 977,752 $951K 0.02% ABS-MBS
1143 CIM Trust 12564KCJ5 Apr 2022 1,376,712 $950K 0.02% ABS-MBS
1144 GS Mortgage-Backed Securities 36263VBQ9 Apr 2022 1,606,000 $945K 0.02% ABS-MBS
1145 FHLMC Multifamily Structured P 3137FBA89 Apr 2022 942,287 $944K 0.02% ABS-MBS
1146 GSAA Home Equity Trust GSAA Apr 2022 1,876,584 $943K 0.02% ABS-MBS
1147 American Home Mortgage Investm 026931AC9 Apr 2022 2,211,292 $942K 0.02% ABS-MBS
1148 JP Morgan Mortgage Trust 46592NCF1 Apr 2022 2,871,998 $938K 0.02% ABS-MBS
1149 GS Mortgage-Backed Securities 36263CBQ1 Apr 2022 1,292,555 $938K 0.02% ABS-MBS
1150 Adjustable Rate Mortgage Trust ARMT Apr 2022 1,543,215 $934K 0.02% ABS-MBS
1151 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 1,027,129 $932K 0.02% ABS-MBS
1152 Morgan Stanley Mortgage Loan T MSM Apr 2022 1,563,821 $924K 0.02% ABS-MBS
1153 ChaseFlex Trust CFLX Apr 2022 2,350,702 $923K 0.02% ABS-MBS
1154 PPTT 2006-B BAC CLASS A PFPASS Apr 2022 1,000,000 $920K 0.02% DBT
1155 GS Mortgage-Backed Securities 36260RBJ7 Apr 2022 1,709,317 $918K 0.01% ABS-MBS
1156 GS Mortgage-Backed Securities 36263VBP1 Apr 2022 1,300,000 $915K 0.01% ABS-MBS
1157 Credit Suisse Mortgage Trust 12659TBS3 Apr 2022 2,364,643 $913K 0.01% ABS-MBS
1158 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 997,582 $909K 0.01% ABS-MBS
1159 FREMF Mortgage Trust FREMF Apr 2022 921,939 $907K 0.01% ABS-MBS
1160 X-CALIBER FUNDING LLC 98373XAH3 Apr 2022 900,000 $898K 0.01% DBT
1161 Residential Accredit Loans, In RALI Apr 2022 994,893 $893K 0.01% ABS-MBS
1162 Structured Adjustable Rate Mor SARM Apr 2022 952,211 $892K 0.01% ABS-MBS
1163 Credit Suisse Mortgage Trust CSMC Apr 2022 1,190,479 $891K 0.01% ABS-MBS
1164 GS Mortgage-Backed Securities 36263KBP5 Apr 2022 2,473,320 $884K 0.01% ABS-MBS
1165 GSAA Home Equity Trust 3622EUAA4 Apr 2022 3,466,158 $883K 0.01% ABS-MBS
1166 Mello Mortgage Capital Accepta 585495ES9 Apr 2022 1,119,331 $878K 0.01% ABS-MBS
1167 Banc of America Mortgage Secur BOAMS Apr 2022 955,360 $878K 0.01% ABS-MBS
1168 GS Mortgage-Backed Securities 36264DAW6 Apr 2022 2,352,235 $870K 0.01% ABS-MBS
1169 Foursight Capital Automobile R 35105UAH6 Apr 2022 900,000 $866K 0.01% ABS-O
1170 Residential Asset Securitizati RAST Apr 2022 1,138,260 $864K 0.01% ABS-MBS
1171 JPMorgan Chase Bank, NA - CACL 48128U2Q1 Apr 2022 867,809 $855K 0.01% ABS-O
1172 First Horizon Alternative Mort FHAMS Apr 2022 1,008,914 $854K 0.01% ABS-MBS
1173 X-CALIBER FUNDING LLC 98373XAV2 Apr 2022 849,824 $850K 0.01% DBT
1174 Flagstar Mortgage Trust 33852DBU4 Apr 2022 1,222,000 $847K 0.01% ABS-MBS
1175 Countrywide Alternative Loan T CWALT Apr 2022 1,723,267 $846K 0.01% ABS-MBS
1176 Residential Accredit Loans, In RALI Apr 2022 948,183 $841K 0.01% ABS-MBS
1177 Flagstar Mortgage Trust 33852EBT5 Apr 2022 1,340,188 $838K 0.01% ABS-MBS
1178 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 896,187 $836K 0.01% ABS-MBS
1179 Residential Asset Securitizati RAST Apr 2022 1,642,460 $834K 0.01% ABS-MBS
1180 Morgan Stanley Mortgage Loan T MSM Apr 2022 2,053,019 $830K 0.01% ABS-MBS
1181 Saluda Grade Alternative Mortg 79582DAF8 Apr 2022 165,172 $827K 0.01% ABS-MBS
1182 Residential Accredit Loans, In RALI Apr 2022 932,077 $827K 0.01% ABS-MBS
1183 Residential Accredit Loans, In RALI Apr 2022 1,177,573 $824K 0.01% ABS-MBS
1184 Residential Accredit Loans, In RALI Apr 2022 908,964 $822K 0.01% ABS-MBS
1185 Flagstar Mortgage Trust 33851MAY8 Apr 2022 1,827,125 $822K 0.01% ABS-MBS
1186 Flagship Credit Auto Trust 33843FAJ7 Apr 2022 839,000 $809K 0.01% ABS-O
1187 Countrywide Alternative Loan T 12667G4B6 Apr 2022 20,302,772 $806K 0.01% ABS-MBS
1188 HarborView Mortgage Loan Trust HVMLT Apr 2022 904,544 $802K 0.01% ABS-MBS
1189 American Credit Acceptance Rec 02529RAL2 Apr 2022 800,000 $801K 0.01% ABS-O
1190 GS Mortgage-Backed Securities 36264PBM0 Apr 2022 2,489,114 $797K 0.01% ABS-MBS
1191 Morgan Stanley Residential Mor 61772MBB4 Apr 2022 1,240,000 $793K 0.01% ABS-MBS
1192 GS Mortgage-Backed Securities 36262AAV6 Apr 2022 1,289,830 $791K 0.01% ABS-MBS
1193 Shellpoint Asset Funding Trust 822804AF7 Apr 2022 782,566 $791K 0.01% ABS-MBS
1194 Rate Mortgage Trust 75409JDJ3 Apr 2022 1,291,000 $789K 0.01% ABS-MBS
1195 Banc of America Funding Corpor BAFC Apr 2022 799,335 $788K 0.01% ABS-MBS
1196 MOZART DEBT MERGER SUB 62482BAB8 Apr 2022 900,000 $784K 0.01% DBT
1197 Nomura Asset Acceptance Corpor NAA Apr 2022 886,110 $783K 0.01% ABS-MBS
1198 Genworth Mortgage Insurance Co 89600FAB9 Apr 2022 783,369 $783K 0.01% ABS-MBS
1199 Residential Funding Mtg Sec I RFMSI Apr 2022 863,920 $782K 0.01% ABS-MBS
1200 Woodward Capital Management 74936RCA0 Apr 2022 1,566,000 $780K 0.01% ABS-MBS
1201 American Home Mortgage Assets AHMA Apr 2022 17,691,024 $779K 0.01% ABS-MBS
1202 MASTR Alternative Loans Trust MALT Apr 2022 2,103,601 $772K 0.01% ABS-MBS
1203 CIM Trust 12565VDJ9 Apr 2022 1,281,000 $771K 0.01% ABS-MBS
1204 GS Mortgage-Backed Securities 36261MBD0 Apr 2022 2,079,428 $766K 0.01% ABS-MBS
1205 MIDLAND STATES BANCORP MIDLND Apr 2022 750,000 $760K 0.01% DBT
1206 GSR Mortgage Loan Trust GSR Apr 2022 950,355 $758K 0.01% ABS-MBS
1207 MLCC Mortgage Investors Inc MLCC Apr 2022 809,659 $758K 0.01% ABS-MBS
1208 Countrywide Alternative Loan T CWALT Apr 2022 1,185,763 $755K 0.01% ABS-MBS
1209 Residential Accredit Loans, In RALI Apr 2022 870,391 $749K 0.01% ABS-MBS
1210 Morgan Stanley Mortgage Loan T MSM Apr 2022 821,902 $744K 0.01% ABS-MBS
1211 Morgan Stanley Mortgage Loan T MSM Apr 2022 18,056,193 $742K 0.01% ABS-MBS
1212 PENNYMAC FIN SVCS INC 70932MAC1 Apr 2022 900,000 $740K 0.01% DBT
1213 FREMF Mortgage Trust 30304QAC6 Apr 2022 739,953 $739K 0.01% ABS-MBS
1214 Woodward Capital Management 74938FBY3 Apr 2022 2,244,537 $739K 0.01% ABS-MBS
1215 Sequoia Mortgage Trust SEMT Apr 2022 781,833 $738K 0.01% ABS-MBS
1216 Countrywide Alternative Loan T CWALT Apr 2022 18,344,456 $728K 0.01% ABS-MBS
1217 PENNYMAC FIN SVCS INC 70932MAB3 Apr 2022 900,000 $725K 0.01% DBT
1218 Greystone Commercial Real Esta 39809XAJ7 Apr 2022 750,000 $724K 0.01% ABS-CBDO
1219 Wells Fargo Mortgage Backed Se 95003HBM0 Apr 2022 1,158,000 $724K 0.01% ABS-MBS
1220 Allegro CLO Ltd BCC2HJW35 Apr 2022 4,000,000 $720K 0.01% ABS-CBDO
1221 Wells Fargo Mortgage Backed Se 95003HBN8 Apr 2022 1,852,327 $720K 0.01% ABS-MBS
1222 Upgrade Master Pass-Thru Trust UMPT Apr 2022 715,292 $718K 0.01% ABS-O
1223 GSAA Home Equity Trust GSAA Apr 2022 1,504,164 $717K 0.01% ABS-MBS
1224 Residential Funding Mtg Sec I RFMSI Apr 2022 758,386 $716K 0.01% ABS-MBS
1225 Morgan Stanley ReRemic Trust MSRR Apr 2022 1,010,309 $712K 0.01% ABS-MBS
1226 Flagstar Mortgage Trust 33852EBU2 Apr 2022 1,343,000 $711K 0.01% ABS-MBS
1227 WEEKLEY HOMES LLC/ FINAN 948565AD8 Apr 2022 800,000 $707K 0.01% DBT
1228 Countrywide Alternative Loan T CWALT Apr 2022 17,807,154 $704K 0.01% ABS-MBS
1229 GS Mortgage-Backed Securities 36262AAW4 Apr 2022 2,208,829 $703K 0.01% ABS-MBS
1230 Credit Suisse Mortgage Trust 12659TBT1 Apr 2022 368,867,057 $702K 0.01% ABS-MBS
1231 GS Mortgage-Backed Securities 36260DBF6 Apr 2022 179,689,324 $702K 0.01% ABS-MBS
1232 Deutsche Alt-A Securities INC 25150UAA6 Apr 2022 713,385 $698K 0.01% ABS-MBS
1233 Monroe Capital MML CLO 61033WAN2 Apr 2022 700,000 $698K 0.01% ABS-CBDO
1234 PIKE CORP PIKE Apr 2022 707,157 $692K 0.01% LON
1235 Countrywide Alternative Loan T CWALT Apr 2022 19,439,722 $690K 0.01% ABS-MBS
1236 Residential Funding Mtg Sec I RFMSI Apr 2022 756,967 $687K 0.01% ABS-MBS
1237 Residential Asset Securitizati RAST Apr 2022 1,845,030 $685K 0.01% ABS-MBS
1238 GSR Mortgage Loan Trust GSR Apr 2022 910,775 $684K 0.01% ABS-MBS
1239 GMAC Mortgage Corporation Loan GMACM Apr 2022 772,820 $682K 0.01% ABS-MBS
1240 GreenPoint Mortgage Funding Tr GPMF Apr 2022 17,199,536 $681K 0.01% ABS-MBS
1241 Morgan Stanley Residential Mor 61772CBA8 Apr 2022 1,093,000 $680K 0.01% ABS-MBS
1242 Countrywide Alternative Loan T CWALT Apr 2022 13,181,111 $672K 0.01% ABS-MBS
1243 WAMU Mortgage Pass-Through Cer WAMU Apr 2022 718,292 $671K 0.01% ABS-MBS
1244 Residential Asset Mortgage Pro RAMP Apr 2022 693,491 $670K 0.01% ABS-MBS
1245 GS Mortgage-Backed Securities 36264JAX1 Apr 2022 2,037,580 $667K 0.01% ABS-MBS
1246 FHLMC Multifamily Structured P 3137FQZU0 Apr 2022 665,089 $665K 0.01% ABS-MBS
1247 Homebanc Mortgage Trust HMBT Apr 2022 762,146 $660K 0.01% ABS-MBS
1248 ONEMAIN FINANCE CORP 682691AA8 Apr 2022 800,000 $656K 0.01% DBT
1249 GSR Mortgage Loan Trust GSR Apr 2022 644,492 $653K 0.01% ABS-MBS
1250 SEAGATE HDD CAYMAN 81180WBE0 Apr 2022 800,000 $652K 0.01% DBT
1251 JP Morgan Mortgage Trust 46592DBN7 Apr 2022 1,075,745 $651K 0.01% ABS-MBS
1252 ICG US CLO Ltd 449252AC9 Apr 2022 1,000,000 $650K 0.01% ABS-CBDO
1253 GS Mortgage-Backed Securities 36264PBL2 Apr 2022 1,244,000 $647K 0.01% ABS-MBS
1254 Woodward Capital Management 74939KCE4 Apr 2022 1,947,847 $647K 0.01% ABS-MBS
1255 Countrywide Home Loans CWHL Apr 2022 716,418 $647K 0.01% ABS-MBS
1256 HarborView Mortgage Loan Trust 41161XAC0 Apr 2022 729,075 $645K 0.01% ABS-MBS
1257 DSLA Mortgage Loan Trust DSLA Apr 2022 691,960 $644K 0.01% ABS-MBS
1258 GS Mortgage-Backed Securities 36262WBP0 Apr 2022 1,237,000 $642K 0.01% ABS-MBS
1259 GS Mortgage-Backed Securities 36260RAQ2 Apr 2022 370,443,637 $640K 0.01% ABS-MBS
1260 DYCOM INDUSTRIES INC 267475AD3 Apr 2022 700,000 $640K 0.01% DBT
1261 American Credit Acceptance Rec 02528BAL8 Apr 2022 650,000 $635K 0.01% ABS-O
1262 Adjustable Rate Mortgage Trust ARMT Apr 2022 815,175 $635K 0.01% ABS-MBS
1263 GS Mortgage-Backed Securities 36261HBC3 Apr 2022 1,194,000 $628K 0.01% ABS-MBS
1264 Stone Street Receivables Fundi SSCRF Apr 2022 699,901 $622K 0.01% ABS-O
1265 Wells Fargo Mortgage Backed Se 95003ABM5 Apr 2022 1,583,975 $621K 0.01% ABS-MBS
1266 FNMA - HIGH BALANCE 30 YR. FIXED 000000000 Apr 2022 639,431 $619K 0.01% LON
1267 WAMU Mortgage Pass-Through Cer WAMU Apr 2022 635,364 $618K 0.01% ABS-MBS
1268 GS Mortgage-Backed Securities 36261MBC2 Apr 2022 1,039,000 $616K 0.01% ABS-MBS
1269 GS Mortgage-Backed Securities 36266VBQ6 Apr 2022 791,426 $616K 0.01% ABS-MBS
1270 Structured Asset Mortgage Inve 86360JAD3 Apr 2022 12,046,826 $607K 0.01% ABS-MBS
1271 GS Mortgage-Backed Securities 36264DAV8 Apr 2022 1,069,000 $599K 0.01% ABS-MBS
1272 Countrywide Alternative Loan T CWALT Apr 2022 702,560 $599K 0.01% ABS-MBS
1273 Residential Accredit Loans, In RALI Apr 2022 793,629 $597K 0.01% ABS-MBS
1274 Residential Asset Securitizati RAST Apr 2022 977,471 $593K 0.01% ABS-MBS
1275 FREMF Mortgage Trust 30306KAC7 Apr 2022 643,802 $588K 0.01% ABS-MBS
1276 Morgan Stanley Residential Mor 61772ABF1 Apr 2022 988,000 $582K 0.01% ABS-MBS
1277 JP Morgan Mortgage Trust JPMMT Apr 2022 613,434 $577K 0.01% ABS-MBS
1278 Wells Fargo Mortgage Backed Se 95003ABL7 Apr 2022 1,011,000 $576K 0.01% ABS-MBS
1279 GSR Mortgage Loan Trust 362341DU0 Apr 2022 622,210 $575K 0.01% ABS-MBS
1280 Countrywide Alternative Loan T 02146QAJ2 Apr 2022 24,561,760 $574K 0.01% ABS-MBS
1281 Upgrade Master Pass-Thru Trust UMPT Apr 2022 568,558 $571K 0.01% ABS-O
1282 Flagstar Mortgage Trust 33852EBV0 Apr 2022 1,792,016 $570K 0.01% ABS-MBS
1283 DEUTSCHE ALT-B SECURITIES INC DBALT Apr 2022 568,650 $568K 0.01% ABS-MBS
1284 Morgan Stanley Residential Mor 61772ABE4 Apr 2022 826,001 $566K 0.01% ABS-MBS
1285 Countrywide Alternative Loan T CWALT Apr 2022 665,599 $563K 0.01% ABS-MBS
1286 GS Mortgage-Backed Securities 36257TAU4 Apr 2022 577,000 $561K 0.01% ABS-MBS
1287 Countrywide Home Loans CWHL Apr 2022 721,985 $560K 0.01% ABS-MBS
1288 Residential Funding Mtg Sec I RFMSI Apr 2022 584,285 $559K 0.01% ABS-MBS
1289 GreenPoint Mortgage Funding Tr 39538WCF3 Apr 2022 13,058,221 $557K 0.01% ABS-MBS
1290 DSLA Mortgage Loan Trust DSLA Apr 2022 23,796,736 $548K 0.01% ABS-MBS
1291 Impac Secured Assets Corp. IMSA Apr 2022 616,423 $546K 0.01% ABS-MBS
1292 CIM Trust 12556MCT9 Apr 2022 613,000 $537K 0.01% ABS-MBS
1293 Countrywide Alternative Loan T CWALT Apr 2022 671,328 $535K 0.01% ABS-MBS
1294 Countrywide Alternative Loan T CWALT Apr 2022 12,747,871 $532K 0.01% ABS-MBS
1295 GS Mortgage-Backed Securities 36262LBC3 Apr 2022 1,038,000 $530K 0.01% ABS-MBS
1296 Wells Fargo Mortgage Backed Se WFMBS Apr 2022 560,052 $527K 0.01% ABS-MBS
1297 Flagstar Mortgage Trust 33851MAW2 Apr 2022 586,700 $521K 0.01% ABS-MBS
1298 GreenPoint Mortgage Funding Tr 39538WHJ0 Apr 2022 24,871,430 $520K 0.01% ABS-MBS
1299 Countrywide Alternative Loan T CWALT Apr 2022 607,468 $519K 0.01% ABS-MBS
1300 CIM Trust 12564KCL0 Apr 2022 1,416,978 $519K 0.01% ABS-MBS
1301 Merrill Lynch Mortgage Investo MLMI Apr 2022 594,343 $514K 0.01% ABS-MBS
1302 Countrywide Alternative Loan T CWALT Apr 2022 13,904,861 $513K 0.01% ABS-MBS
1303 Morgan Stanley Residential Mor 61772NCC9 Apr 2022 956,000 $512K 0.01% ABS-MBS
1304 Bear Stearns Alt-A Trust BALTA Apr 2022 516,344 $509K 0.01% ABS-MBS
1305 DSLA Mortgage Loan Trust DSLA Apr 2022 1 $502K 0.01% ABS-MBS
1306 Mello Mortgage Capital Accepta 585495EW0 Apr 2022 1,532,628 $499K 0.01% ABS-MBS
1307 Veros Auto Receivables Trust 92512VAD1 Apr 2022 500,000 $498K 0.01% ABS-O
1308 Arivo Acceptance Auto Loan Rec 04047EAD8 Apr 2022 500,000 $497K 0.01% ABS-O
1309 PHH MORTGAGE 30 YR AIM N/A Apr 2022 502,786 $496K 0.01% LON
1310 Santander Consumer Auto Receiv 80282YAJ5 Apr 2022 500,000 $496K 0.01% ABS-O
1311 Countrywide Alternative Loan T CWALT Apr 2022 509,520 $496K 0.01% ABS-MBS
1312 Countrywide Alternative Loan T CWALT Apr 2022 581,474 $492K 0.01% ABS-MBS
1313 FNMA - HIGH BALANCE 30 YR. FIXED 000000000 Apr 2022 493,906 $492K 0.01% LON
1314 JP Morgan Mortgage Trust JPMMT Apr 2022 567,252 $490K 0.01% ABS-MBS
1315 Bear Stearns Mortgage Funding BSMF Apr 2022 528,145 $490K 0.01% ABS-MBS
1316 Residential Asset Securitizati RAST Apr 2022 642,175 $489K 0.01% ABS-MBS
1317 GSAA Home Equity Trust GSAA Apr 2022 1,267,309 $487K 0.01% ABS-MBS
1318 J.P. Morgan Wealth Management 46591HBP4 Apr 2022 491,858 $484K 0.01% ABS-MBS
1319 Citigroup Mortgage Loan Trust 172981AD4 Apr 2022 488,608 $481K 0.01% ABS-MBS
1320 Nomura Asset Acceptance Corpor NAA Apr 2022 582,886 $481K 0.01% ABS-MBS
1321 Residential Accredit Loans, In RALI Apr 2022 1,040,713 $481K 0.01% ABS-MBS
1322 Residential Accredit Loans, In RALI Apr 2022 888,709 $479K 0.01% ABS-MBS
1323 CIM Trust 12564ECL4 Apr 2022 1,438,139 $469K 0.01% ABS-MBS
1324 Credit Suisse Mortgage Trust 12661XBT8 Apr 2022 1,323,281 $468K 0.01% ABS-MBS
1325 Countrywide Alternative Loan T CWALT Apr 2022 689,603 $467K 0.01% ABS-MBS
1326 Countrywide Alternative Loan T CWALT Apr 2022 24,003,618 $465K 0.01% ABS-MBS
1327 Countrywide Alternative Loan T CWALT Apr 2022 516,329 $465K 0.01% ABS-MBS
1328 Residential Accredit Loans, In RALI Apr 2022 502,527 $465K 0.01% ABS-MBS
1329 Chase Mortgage Finance Corpora CHASE Apr 2022 775,479 $465K 0.01% ABS-MBS
1330 Rate Mortgage Trust 75409JDK0 Apr 2022 922,000 $463K 0.01% ABS-MBS
1331 COMM Mortgage Trust 12598EAA0 Apr 2022 500,000 $461K 0.01% ABS-MBS
1332 GS Mortgage-Backed Securities 36264JAW3 Apr 2022 849,000 $458K 0.01% ABS-MBS
1333 Bear Stearns Alt-A Trust BALTA Apr 2022 464,971 $451K 0.01% ABS-MBS
1334 Residential Accredit Loans, In RALI Apr 2022 456,249 $449K 0.01% ABS-MBS
1335 CIM Trust 12564KCK2 Apr 2022 810,000 $447K 0.01% ABS-MBS
1336 LendingClub Receivables Trust 52605F205 Apr 2022 1,679,730 $442K 0.01% ABS-O
1337 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 22,324,270 $441K 0.01% ABS-MBS
1338 Residential Accredit Loans, In RALI Apr 2022 471,089 $440K 0.01% ABS-MBS
1339 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 444,577 $440K 0.01% ABS-MBS
1340 GS Mortgage Securities Trust GSMS Apr 2022 500,000 $439K 0.01% ABS-MBS
1341 Residential Accredit Loans, In 751150AR4 Apr 2022 15,884,338 $438K 0.01% ABS-MBS
1342 American Home Mortgage Investm AHM Apr 2022 468,612 $437K 0.01% ABS-MBS
1343 SLG Office Trust 78449RAA3 Apr 2022 500,000 $433K 0.01% ABS-MBS
1344 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 466,883 $431K 0.01% ABS-MBS
1345 Structured Adjustable Rate Mor SARM Apr 2022 452,195 $430K 0.01% ABS-MBS
1346 Residential Funding Mtg Sec I RFMSI Apr 2022 462,148 $429K 0.01% ABS-MBS
1347 Oceanview Mortgage Trust 67647ECH8 Apr 2022 734,000 $426K 0.01% ABS-MBS
1348 IndyMac INDX Mortgage Loan Tru 45660LKZ1 Apr 2022 31,317,816 $423K 0.01% ABS-MBS
1349 Morgan Stanley Residential Mor 61772ABG9 Apr 2022 1,124,310 $419K 0.01% ABS-MBS
1350 Mello Mortgage Capital Accepta 58549RCK0 Apr 2022 1,137,709 $418K 0.01% ABS-MBS
1351 FREED ABS Trust 35634TAB2 Apr 2022 414,670 $416K 0.01% ABS-O
1352 Bear Stearns Adjustable Rate M BSARM Apr 2022 434,095 $414K 0.01% ABS-MBS
1353 Morgan Stanley Residential Mor 61772CBB6 Apr 2022 781,000 $413K 0.01% ABS-MBS
1354 Deutsche Alt-A Securities INC DBALT Apr 2022 456,932 $410K 0.01% ABS-MBS
1355 CIM Trust 12564ECK6 Apr 2022 718,000 $406K 0.01% ABS-MBS
1356 HSI Asset Loan Obligation HALO Apr 2022 473,196 $404K 0.01% ABS-MBS
1357 Residential Accredit Loans, In RALI Apr 2022 565,341 $404K 0.01% ABS-MBS
1358 Residential Accredit Loans, In RALI Apr 2022 515,843 $402K 0.01% ABS-MBS
1359 Deutsche Alt-A Securities INC DBALT Apr 2022 420,009 $400K 0.01% ABS-MBS
1360 First Horizon Alternative Mort FHAMS Apr 2022 443,962 $399K 0.01% ABS-MBS
1361 Countrywide Home Loans CWHL Apr 2022 9,668,123 $398K 0.01% ABS-MBS
1362 Countrywide Alternative Loan T CWALT Apr 2022 23,239,111 $397K 0.01% ABS-MBS
1363 Morgan Stanley Residential Mor 61772NCE5 Apr 2022 1,196,715 $397K 0.01% ABS-MBS
1364 N/A N/A Apr 2022 200,000,000 $395K 0.01% DCR
1365 ZAIS GROUP LLC ZAISGP Apr 2022 404,200 $395K 0.01% DBT
1366 IndyMac INDA Mortgage Loan Tru INDA Apr 2022 447,227 $395K 0.01% ABS-MBS
1367 Countrywide Alternative Loan T CWALT Apr 2022 405,164 $389K 0.01% ABS-MBS
1368 Mello Mortgage Capital Accepta N/A Apr 2022 1,209,493 $389K 0.01% ABS-MBS
1369 Rate Mortgage Trust 75409XDL7 Apr 2022 1,340,138 $388K 0.01% ABS-MBS
1370 DSLA Mortgage Loan Trust DSLA Apr 2022 15,165,167 $387K 0.01% ABS-MBS
1371 Credit Suisse Mortgage Trust CSMC Apr 2022 391,142 $387K 0.01% ABS-MBS
1372 GS Mortgage-Backed Securities 36264PAZ2 Apr 2022 527,057,030 $385K 0.01% ABS-MBS
1373 DEUTSCHE ALT-B SECURITIES INC DBALT Apr 2022 405,049 $383K 0.01% ABS-MBS
1374 Adjustable Rate Mortgage Trust ARMT Apr 2022 388,101 $381K 0.01% ABS-MBS
1375 DSLA Mortgage Loan Trust DSLA Apr 2022 15,455,608 $380K 0.01% ABS-MBS
1376 Banc of America Funding Corpor BAFC Apr 2022 331,620 $375K 0.01% ABS-MBS
1377 WAMU Mortgage Pass-Through Cer 92922FJ66 Apr 2022 18,916,326 $373K 0.01% ABS-MBS
1378 WAMU Mortgage Pass-Through Cer 93364CAF5 Apr 2022 79,690,265 $367K 0.01% ABS-MBS
1379 DEUTSCHE ALT-B SECURITIES INC DBALT Apr 2022 394,345 $366K 0.01% ABS-MBS
1380 Banc of America Alternative Lo BOAA Apr 2022 373,445 $363K 0.01% ABS-MBS
1381 Morgan Stanley Residential Mor 61772MBC2 Apr 2022 690,000 $362K 0.01% ABS-MBS
1382 Structured Asset Mortgage Inve 86359LKC2 Apr 2022 12,244,983 $362K 0.01% ABS-MBS
1383 MortgageIT Trust MHL Apr 2022 9,924,609 $361K 0.01% ABS-MBS
1384 Residential Accredit Loans, In RALI Apr 2022 470,308 $361K 0.01% ABS-MBS
1385 Mello Mortgage Capital Accepta 585495EU4 Apr 2022 559,178 $360K 0.01% ABS-MBS
1386 MASTR Alternative Loans Trust MALT Apr 2022 368,967 $356K 0.01% ABS-MBS
1387 Rate Mortgage Trust 75410RDL7 Apr 2022 1,112,723 $355K 0.01% ABS-MBS
1388 Residential Asset Securitizati RAST Apr 2022 569,250 $351K 0.01% ABS-MBS
1389 Impac Secured Assets Corp. IMSA Apr 2022 351,679 $349K 0.01% ABS-MBS
1390 Residential Accredit Loans, In RALI Apr 2022 447,892 $349K 0.01% ABS-MBS
1391 Citigroup Mortgage Loan Trust CMLTI Apr 2022 360,801 $347K 0.01% ABS-MBS
1392 Countrywide Home Loans CWHL Apr 2022 15,157,924 $347K 0.01% ABS-MBS
1393 Washington Mutual Mortgage Pas 93936MAE5 Apr 2022 23,826,309 $346K 0.01% ABS-MBS
1394 Rate Mortgage Trust 75410RDK9 Apr 2022 632,000 $341K 0.01% ABS-MBS
1395 JPMorgan Chase Bank, NA - CACL 46591HAR1 Apr 2022 338,672 $339K 0.01% ABS-O
1396 WAMU Mortgage Pass-Through Cer WAMU Apr 2022 350,269 $332K 0.01% ABS-MBS
1397 Residential Accredit Loans, In RALI Apr 2022 383,120 $331K 0.01% ABS-MBS
1398 Deutsche Alt-A Securities INC DBALT Apr 2022 366,288 $329K 0.01% ABS-MBS
1399 HarborView Mortgage Loan Trust HVMLT Apr 2022 7,630,468 $328K 0.01% ABS-MBS
1400 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 19,269,018 $328K 0.01% ABS-MBS
1401 FHLMC Multifamily Structured P 3137FARP5 Apr 2022 325,997 $326K 0.01% ABS-MBS
1402 Credit Suisse Mortgage Trust 12659TBY0 Apr 2022 14,007,244 $320K 0.01% ABS-MBS
1403 PHH MORTGAGE 30 YR AIM N/A Apr 2022 321,206 $317K 0.01% LON
1404 Luminent Mortgage Trust LUM Apr 2022 34,242,717 $317K 0.01% ABS-MBS
1405 American Home Mortgage Assets AHMA Apr 2022 322,335 $315K 0.01% ABS-MBS
1406 Residential Accredit Loans, In RALI Apr 2022 547,932 $314K 0.01% ABS-MBS
1407 Adjustable Rate Mortgage Trust ARMT Apr 2022 318,691 $313K 0.01% ABS-MBS
1408 Conn Funding II, L.P 20825XAE8 Apr 2022 311,591 $311K 0.01% ABS-O
1409 Washington Mutual Mortgage Pas WMALT Apr 2022 14,022,513 $310K 0.01% ABS-MBS
1410 Countrywide Home Loans 12669F2R3 Apr 2022 6,639,957 $303K 0.00% ABS-MBS
1411 Countrywide Alternative Loan T CWALT Apr 2022 25,216,169 $299K 0.00% ABS-MBS
1412 Countrywide Alternative Loan T CWALT Apr 2022 10,652,449 $298K 0.00% ABS-MBS
1413 Residential Accredit Loans, In 75115BAY5 Apr 2022 612,779 $295K 0.00% ABS-MBS
1414 Morgan Stanley Residential Mor 61772CBC4 Apr 2022 938,058 $295K 0.00% ABS-MBS
1415 Deutsche Alt-A Securities INC DBALT Apr 2022 482,986 $292K 0.00% ABS-MBS
1416 Bayview Financial Acquisition BAYV Apr 2022 351,330 $289K 0.00% ABS-MBS
1417 Rate Mortgage Trust 75409XDK9 Apr 2022 575,000 $286K 0.00% ABS-MBS
1418 Mello Mortgage Capital Accepta 58549RCJ3 Apr 2022 488,000 $286K 0.00% ABS-MBS
1419 Credit Suisse Mortgage Trust 12661XBU5 Apr 2022 127,018,337 $286K 0.00% ABS-MBS
1420 HarborView Mortgage Loan Trust HVMLT Apr 2022 6,382,579 $281K 0.00% ABS-MBS
1421 X-CALIBER FUNDING LLC 98373XAC4 Apr 2022 300,000 $281K 0.00% DBT
1422 HarborView Mortgage Loan Trust HVMLT Apr 2022 9,427,977 $281K 0.00% ABS-MBS
1423 Countrywide Alternative Loan T CWALT Apr 2022 379,716 $280K 0.00% ABS-MBS
1424 Residential Accredit Loans, In RALI Apr 2022 313,630 $279K 0.00% ABS-MBS
1425 Sutherland Commercial Mortgage SCML Apr 2022 278,809 $279K 0.00% ABS-MBS
1426 Countrywide Alternative Loan T CWALT Apr 2022 14,083,935 $279K 0.00% ABS-MBS
1427 Woodward Capital Management 74936RCB8 Apr 2022 870,254 $274K 0.00% ABS-MBS
1428 Morgan Stanley Residential Mor 61772MBD0 Apr 2022 827,000 $268K 0.00% ABS-MBS
1429 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 14,638,388 $268K 0.00% ABS-MBS
1430 Wells Fargo Mortgage Backed Se WFMBS Apr 2022 284,857 $266K 0.00% ABS-MBS
1431 Residential Accredit Loans, In RALI Apr 2022 417,840 $262K 0.00% ABS-MBS
1432 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 49,918,072 $254K 0.00% ABS-MBS
1433 PHH MORTGAGE 30 YR AIM N/A Apr 2022 256,766 $253K 0.00% LON
1434 Residential Accredit Loans, In RALI Apr 2022 286,134 $251K 0.00% ABS-MBS
1435 CIM Trust 12565VDL4 Apr 2022 800,773 $243K 0.00% ABS-MBS
1436 Countrywide Alternative Loan T CWALT Apr 2022 3,857,065 $242K 0.00% ABS-MBS
1437 GS Mortgage-Backed Securities 36260RAT6 Apr 2022 38,653,999 $241K 0.00% ABS-MBS
1438 Structured Asset Mortgage Inve SAMI Apr 2022 8,146,990 $238K 0.00% ABS-MBS
1439 CIM Trust 12565VDK6 Apr 2022 481,000 $237K 0.00% ABS-MBS
1440 Rate Mortgage Trust 75409JDL8 Apr 2022 737,919 $236K 0.00% ABS-MBS
1441 Accredited Mortgage Loan Trust ACCR Apr 2022 233,099 $233K 0.00% ABS-MBS
1442 GSR Mortgage Loan Trust GSR Apr 2022 307,270 $233K 0.00% ABS-MBS
1443 GSR Mortgage Loan Trust GSR Apr 2022 301,052 $231K 0.00% ABS-MBS
1444 Structured Asset Mortgage Inve SAMI Apr 2022 8,953,871 $229K 0.00% ABS-MBS
1445 WAMU Mortgage Pass-Through Cer 93364BAF7 Apr 2022 66,190,508 $227K 0.00% ABS-MBS
1446 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 21,148,406 $223K 0.00% ABS-MBS
1447 Residential Accredit Loans, In RALI Apr 2022 444,650 $221K 0.00% ABS-MBS
1448 Luminent Mortgage Trust 55027AAX8 Apr 2022 9,353,931 $216K 0.00% ABS-MBS
1449 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 15,386,078 $204K 0.00% ABS-MBS
1450 PHH MORTGAGE 30 YR AIM N/A Apr 2022 206,278 $202K 0.00% LON
1451 Deutsche Alt-A Securities INC DBALT Apr 2022 252,517 $199K 0.00% ABS-MBS
1452 Residential Accredit Loans, In RALI Apr 2022 219,207 $192K 0.00% ABS-MBS
1453 Residential Accredit Loans, In RALI Apr 2022 261,160 $189K 0.00% ABS-MBS
1454 HarborView Mortgage Loan Trust HVMLT Apr 2022 16,712,710 $186K 0.00% ABS-MBS
1455 Structured Asset Mortgage Inve 86359LAT6 Apr 2022 6,581,609 $185K 0.00% ABS-MBS
1456 Deutsche Alt-A Securities INC DBALT Apr 2022 206,425 $185K 0.00% ABS-MBS
1457 Countrywide Home Loans CWHL Apr 2022 5,771,730 $184K 0.00% ABS-MBS
1458 Residential Accredit Loans, In RALI Apr 2022 362,999 $182K 0.00% ABS-MBS
1459 Mello Mortgage Capital Accepta N/A Apr 2022 349,000 $181K 0.00% ABS-MBS
1460 HarborView Mortgage Loan Trust 41161PRU9 Apr 2022 23,738,080 $171K 0.00% ABS-MBS
1461 GS Mortgage-Backed Securities 36266VBF0 Apr 2022 28,450,549 $165K 0.00% ABS-MBS
1462 Countrywide Home Loans CWHL Apr 2022 3,615,159 $162K 0.00% ABS-MBS
1463 Wells Fargo Mortgage Backed Se WFMBS Apr 2022 169,727 $160K 0.00% ABS-MBS
1464 X-CALIBER 98370NAC9 Apr 2022 165,000 $160K 0.00% ABS-MBS
1465 DSLA Mortgage Loan Trust DSLA Apr 2022 12,710,536 $156K 0.00% ABS-MBS
1466 Marlette Funding Trust 57109EAC3 Apr 2022 155,588 $156K 0.00% ABS-O
1467 First Horizon Alternative Mort FHAMS Apr 2022 224,822 $151K 0.00% ABS-MBS
1468 Credit Suisse Mortgage Trust 12659TBL8 Apr 2022 21,453,970 $148K 0.00% ABS-MBS
1469 Residential Accredit Loans, In RALI Apr 2022 279,122 $146K 0.00% ABS-MBS
1470 Residential Funding Mtg Sec I RFMSI Apr 2022 212,830 $144K 0.00% ABS-MBS
1471 Credit Suisse Mortgage Trust 12661XBM3 Apr 2022 8,645,641 $142K 0.00% ABS-MBS
1472 GS Mortgage-Backed Securities 36257QAW6 Apr 2022 38,588,155 $138K 0.00% ABS-MBS
1473 Luminent Mortgage Trust LUM Apr 2022 29,432,012 $138K 0.00% ABS-MBS
1474 DSLA Mortgage Loan Trust DSLA Apr 2022 159,559 $134K 0.00% ABS-MBS
1475 FREMF Mortgage Trust 30295WAD2 Apr 2022 130,091 $130K 0.00% ABS-MBS
1476 Residential Accredit Loans, In RALI Apr 2022 226,049 $124K 0.00% ABS-MBS
1477 Nomura Asset Acceptance Corpor NAA Apr 2022 128,278 $117K 0.00% ABS-MBS
1478 WAMU Mortgage Pass-Through Cer WAMU Apr 2022 11,285,924 $115K 0.00% ABS-MBS
1479 Residential Accredit Loans, In RALI Apr 2022 196,097 $103K 0.00% ABS-MBS
1480 Morgan Stanley BAML Trust MSBAM Apr 2022 1,000,000 $97K 0.00% ABS-MBS
1481 Banc of America Alternative Lo BOAA Apr 2022 166,931 $95K 0.00% ABS-MBS
1482 Countrywide Home Loans CWHL Apr 2022 16,811,804 $93K 0.00% ABS-MBS
1483 Residential Funding Mtg Sec I RFMSI Apr 2022 116,348 $89K 0.00% ABS-MBS
1484 Lehman XS Trust LXS Apr 2022 20,282,433 $88K 0.00% ABS-MBS
1485 Countrywide Home Loans CWHL Apr 2022 3,642,628 $86K 0.00% ABS-MBS
1486 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 11,832,032 $85K 0.00% ABS-MBS
1487 Sequoia Mortgage Trust SEMT Apr 2022 6,098,184 $83K 0.00% ABS-MBS
1488 PHH MORTGAGE 30 YR AIM N/A Apr 2022 83,660 $82K 0.00% LON
1489 MASTR Alternative Loans Trust MALT Apr 2022 84,457 $76K 0.00% ABS-MBS
1490 HarborView Mortgage Loan Trust 41161PTS2 Apr 2022 35,626,916 $70K 0.00% ABS-MBS
1491 Residential Accredit Loans, In RALI Apr 2022 129,401 $69K 0.00% ABS-MBS
1492 FHLMC Multifamily Structured P 3137FL6K5 Apr 2022 67,888 $68K 0.00% ABS-MBS
1493 Residential Accredit Loans, In RALI Apr 2022 117,439 $67K 0.00% ABS-MBS
1494 Citimortgage Alternative Loan CMALT Apr 2022 127,676 $63K 0.00% ABS-MBS
1495 Citimortgage Alternative Loan CMALT Apr 2022 129,270 $62K 0.00% ABS-MBS
1496 Residential Accredit Loans, In RALI Apr 2022 86,269 $55K 0.00% ABS-MBS
1497 Residential Funding Mtg Sec I RFMSI Apr 2022 59,027 $54K 0.00% ABS-MBS
1498 GMAC Mortgage Corporation Loan GMACM Apr 2022 57,126 $53K 0.00% ABS-MBS
1499 JP Morgan Mortgage Trust 46591KBH5 Apr 2022 65,157,847 $52K 0.00% ABS-MBS
1500 Residential Accredit Loans, In RALI Apr 2022 96,231 $49K 0.00% ABS-MBS
1501 Countrywide Alternative Loan T CWALT Apr 2022 48,474 $48K 0.00% ABS-MBS
1502 HarborView Mortgage Loan Trust HVMLT Apr 2022 8,928,434 $45K 0.00% ABS-MBS
1503 Countrywide Alternative Loan T 12668BA86 Apr 2022 3,316,515 $44K 0.00% ABS-MBS
1504 Residential Accredit Loans, In RALI Apr 2022 558,330 $41K 0.00% ABS-MBS
1505 Citimortgage Alternative Loan CMALT Apr 2022 76,894 $39K 0.00% ABS-MBS
1506 First Horizon Mortgage Pass-Th FHASI Apr 2022 42,555 $39K 0.00% ABS-MBS
1507 Countrywide Home Loans CWHL Apr 2022 1,054,838 $33K 0.00% ABS-MBS
1508 Sequoia Mortgage Trust SEMT Apr 2022 32,183 $31K 0.00% ABS-MBS
1509 Wells Fargo Mortgage Backed Se WFMBS Apr 2022 43,835 $30K 0.00% ABS-MBS
1510 Residential Accredit Loans, In RALI Apr 2022 39,492 $24K 0.00% ABS-MBS
1511 Residential Funding Mtg Sec I RFMSI Apr 2022 39,213 $24K 0.00% ABS-MBS
1512 MASTR Asset Securitization Tru MASTR Apr 2022 34,140 $24K 0.00% ABS-MBS
1513 Bear Stearns Asset Backed Secu BSABS Apr 2022 25,827 $24K 0.00% ABS-MBS
1514 Residential Funding Mtg Sec I RFMSI Apr 2022 33,531 $24K 0.00% ABS-MBS
1515 Citicorp Mortgage Securities, CMSI Apr 2022 36,335 $23K 0.00% ABS-MBS
1516 Residential Accredit Loans, In RALI Apr 2022 40,906 $22K 0.00% ABS-MBS
1517 Residential Accredit Loans, In RALI Apr 2022 33,913 $21K 0.00% ABS-MBS
1518 FHLMC Multifamily Structured P FHMS Apr 2022 18,031 $18K 0.00% ABS-MBS
1519 MASTR Adjustable Rate Mortgage MARM Apr 2022 16,297 $16K 0.00% ABS-MBS
1520 Structured Asset Securities Co SASC Apr 2022 15,515 $15K 0.00% ABS-MBS
1521 JP Morgan Mortgage Trust 46651GAU3 Apr 2022 27,826,352 $15K 0.00% ABS-MBS
1522 Lehman Mortgage Trust LMT Apr 2022 19,036 $14K 0.00% ABS-MBS
1523 Lehman Mortgage Trust LMT Apr 2022 18,220 $13K 0.00% ABS-MBS
1524 HarborView Mortgage Loan Trust HVMLT Apr 2022 1,729,014 $13K 0.00% ABS-MBS
1525 PHH Alternative Mortgage Trust PHHAM Apr 2022 13,781 $11K 0.00% ABS-MBS
1526 DSLA Mortgage Loan Trust DSLA Apr 2022 1,000,000 $10K 0.00% ABS-MBS
1527 IndyMac INDX Mortgage Loan Tru 45660N5L5 Apr 2022 2,390,583 $8K 0.00% ABS-MBS
1528 Residential Funding Mtg Sec I RFMSI Apr 2022 12,554 $8K 0.00% ABS-MBS
1529 First Horizon Alternative Mort FHAMS Apr 2022 6,755 $6K 0.00% ABS-MBS
1530 MASTR Adjustable Rate Mortgage MARM Apr 2022 5,705 $6K 0.00% ABS-MBS
1531 JP Morgan Mortgage Trust JPMMT Apr 2022 5,413 $5K 0.00% ABS-MBS
1532 Residential Accredit Loans, In RALI Apr 2022 14,951 $5K 0.00% ABS-MBS
1533 MASTR Alternative Loans Trust 55275SAV2 Apr 2022 2,913 $966 0.00% ABS-MBS
1534 Washington Mutual MSC Mortgage WAMMS Apr 2022 593 $446 0.00% ABS-MBS
1535 MASTR Asset Securitization Tru MASTR Apr 2022 403 $325 0.00% ABS-MBS
1536 DSLA Mortgage Loan Trust DSLA Apr 2022 1,000 $1 0.00% ABS-MBS
1537 N/A N/A Apr 2022 -200,000,000 $-2132 -0.00% DCR
1538 N/A N/A Apr 2022 -200,000,000 $-87782 -0.00% DCR
1539 REVREPO87240GAG6 N/A Apr 2022 -528,711 $-528711 -0.01% RA
1540 N/A N/A Apr 2022 1 $-653691 -0.01% DCR
1541 REVREPO87240GAG6 N/A Apr 2022 -1,371,289 $-1371289 -0.02% RA
1542 REVREPO83611FAA1 N/A Apr 2022 -1,738,500 $-1738500 -0.03% RA
1543 REVREPO69546RAB2 N/A Apr 2022 -1,897,500 $-1897500 -0.03% RA
1544 REVREPO105690AB7 N/A Apr 2022 -1,950,252 $-1950252 -0.03% RA
1545 REVREPO83607GAA5 N/A Apr 2022 -2,002,500 $-2002500 -0.03% RA
1546 REVREPO33845VAG6 N/A Apr 2022 -2,210,625 $-2210625 -0.04% RA
1547 REVREPO3137G1CW5 N/A Apr 2022 -2,267,577 $-2267577 -0.04% RA
1548 REVREPO14687TAG2 N/A Apr 2022 -2,275,000 $-2275000 -0.04% RA
1549 REVREPO35041LAB6 N/A Apr 2022 -2,328,125 $-2328125 -0.04% RA
1550 REVREPO77342NAE4 N/A Apr 2022 -2,350,000 $-2350000 -0.04% RA
1551 REVREPO58940BAB2 N/A Apr 2022 -2,415,500 $-2415500 -0.04% RA
1552 REVREPO80316RAA9 N/A Apr 2022 -2,441,250 $-2441250 -0.04% RA
1553 REVREPO860443AE0 N/A Apr 2022 -2,441,250 $-2441250 -0.04% RA
1554 REVREPO69546MAB3 N/A Apr 2022 -2,880,000 $-2880000 -0.05% RA
1555 REVREPO35105WAL3 N/A Apr 2022 -2,894,688 $-2894688 -0.05% RA
1556 N/A N/A Apr 2022 1 $-3311597 -0.05% DCR
1557 REVREPO69546MAA5 N/A Apr 2022 -3,442,950 $-3442950 -0.06% RA
1558 REVREPO12658VAD3 N/A Apr 2022 -3,452,575 $-3452575 -0.06% RA
1559 N/A LICZ21 Apr 2022 674 $-3483502 -0.06% DIR
1560 REVREPO96042QAQ3 N/A Apr 2022 -4,366,250 $-4366250 -0.07% RA
1561 REVREPO14686KAF4 N/A Apr 2022 -4,402,155 $-4402155 -0.07% RA
1562 REVREPO12656NAJ0 N/A Apr 2022 -4,403,700 $-4403700 -0.07% RA
1563 REVREPO12659TBM6 N/A Apr 2022 -4,418,592 $-4418592 -0.07% RA
1564 REVREPO12596UAE8 N/A Apr 2022 -4,455,675 $-4455675 -0.07% RA
1565 REVREPO78432YAB5 N/A Apr 2022 -4,540,778 $-4540778 -0.07% RA
1566 REVREPO3137G1DF1 N/A Apr 2022 -4,597,573 $-4597573 -0.08% RA
1567 REVREPO39056LAA2 N/A Apr 2022 -4,626,750 $-4626750 -0.08% RA
1568 REVREPO69547JAB9 N/A Apr 2022 -4,791,525 $-4791525 -0.08% RA
1569 REVREPO33851GBR5 N/A Apr 2022 -5,517,548 $-5517548 -0.09% RA
1570 REVREPO46653PBZ9 N/A Apr 2022 -5,681,005 $-5681005 -0.09% RA
1571 REVREPO36266VBL7 N/A Apr 2022 -5,777,894 $-5777894 -0.09% RA
1572 REVREPO46654WCL3 N/A Apr 2022 -6,021,166 $-6021166 -0.10% RA
1573 REVREPO61772NBU0 N/A Apr 2022 -6,216,985 $-6216985 -0.10% RA
1574 REVREPO33851GBN4 N/A Apr 2022 -6,611,672 $-6611672 -0.11% RA
1575 REVREPO90355RBF8 N/A Apr 2022 -6,643,551 $-6643551 -0.11% RA
1576 REVREPO74938VBU6 N/A Apr 2022 -7,372,332 $-7372332 -0.12% RA
1577 REVREPO36258XAD2 N/A Apr 2022 -8,253,000 $-8253000 -0.13% RA
1578 REVREPO90355RBG6 N/A Apr 2022 -8,280,839 $-8280839 -0.14% RA
1579 REVREPO12659TAJ4 N/A Apr 2022 -8,385,395 $-8385395 -0.14% RA
1580 REVREPO3137G1DQ7 N/A Apr 2022 -10,392,152 $-10392152 -0.17% RA
1581 REVREPO14686KAF4 N/A Apr 2022 -12,303,240 $-12303240 -0.20% RA
1582 REVREPO58552FAC0 N/A Apr 2022 -13,530,000 $-13530000 -0.22% RA
1583 REVREPO36266VAD6 N/A Apr 2022 -13,813,317 $-13813317 -0.23% RA
1584 REVREPO78432YAA7 N/A Apr 2022 -15,865,537 $-15865537 -0.26% RA
1585 REVREPO36266VAR5 N/A Apr 2022 -27,843,131 $-27843131 -0.45% RA