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Angel Oak Multi-Strategy Income Fund

Angel Oak Funds Trust

Assets: $3.0B Net: $2.7B Series: S000048360 EDGAR ↗
+445
New
-416
Exited
1525
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 First American Government Obli FGUXX Apr 2022 89,048,740 +64,779,215 $89.0M +266.9% 3.25% STIV
2 HELIOS 2024-1 N/A Apr 2022 60,781,622 +55,781,622 $64.3M +1712.1% 2.35% ABS-MBS
3 Government National Mortgage A G2SF Apr 2024 50,000,000 +5,000,000 $50.0M +13.3% 1.82% ABS-CBDO
4 GS Mortgage-Backed Securities 36266VAR5 Apr 2022 59,557,500 — $42.0M +5.0% 1.53% ABS-MBS
5 Goldman Sachs Mortgage Pass-Th 38151AAA2 Apr 2024 45,308,085 -4,583,256 $41.2M -9.1% 1.50% ABS-MBS
6 Fannie Mae or Freddie Mac FNCL Apr 2025 40,000,000 New $36.1M — 1.32% DBT
7 Saluda Grade Alternative Mortg 79584QAA8 Apr 2024 37,897,498 -164,102 $35.8M +2.6% 1.31% ABS-MBS
8 Fannie Mae 3140XRN35 Apr 2025 25,719,135 New $25.7M — 0.94% ABS-MBS
9 DSLA Mortgage Loan Trust DSLA Apr 2022 30,228,352 -1,772,390 $24.5M -2.7% 0.89% ABS-MBS
10 Marlette Funding Trust 57109LAD5 Apr 2024 23,640,000 +18,890,000 $23.9M +405.7% 0.87% ABS-O
11 Freddie Mac 3132DSWC2 Apr 2025 21,405,804 New $21.8M — 0.79% ABS-MBS
12 Marlette Funding Trust 57110PAD3 Apr 2025 20,477,000 New $20.8M — 0.76% ABS-O
13 Angel Oak High Yield Opportuni AOHY Apr 2024 1,920,240 -1,410,700 $20.8M -42.1% 0.76% EC
14 Fannie Mae or Freddie Mac FNCL Apr 2025 20,000,000 New $20.0M — 0.73% ABS-CBDO
15 Fannie Mae 3140ARQC7 Apr 2025 20,204,121 New $19.8M — 0.72% ABS-MBS
16 PMT Loan Trust 73015DBE0 Apr 2025 16,822,000 New $17.1M — 0.62% ABS-MBS
17 Freddie Mac 3133C7AE7 Apr 2025 17,598,724 New $16.8M — 0.61% ABS-MBS
18 Angel Oak Mortgage-Backed Secu MBS Apr 2024 1,778,882 -1,861,590 $15.4M -48.7% 0.56% EC
19 Saluda Grade Alternative Mortg 79583QAA9 Apr 2022 15,000,000 — $15.1M +4.8% 0.55% ABS-O
20 Carvana Auto Receivables Trust 14687HAF0 Apr 2022 14,895,947 +7,225,947 $14.3M +101.3% 0.52% ABS-O
21 HarborView Mortgage Loan Trust HVMLT Apr 2022 15,147,616 -934,007 $14.0M -1.4% 0.51% ABS-MBS
22 Pagaya AI Debt Selection Trust 69546MAC1 Apr 2022 13,978,735 +7,679,568 $13.7M +148.3% 0.50% ABS-O
23 Freddie Mac 3133CWJG8 Apr 2025 13,690,891 New $13.4M — 0.49% ABS-MBS
24 Carvana Auto Receivables Trust 14686KAF4 Apr 2022 13,718,770 -9,344,407 $13.2M -39.0% 0.48% ABS-O
25 Freddie Mac 3133CXFX3 Apr 2025 12,736,159 New $12.5M — 0.45% ABS-MBS
26 Hertz Vehicle Financing LLC 42806MAH2 Apr 2022 12,935,000 +9,000,000 $12.3M +252.2% 0.45% ABS-O
27 DSLA Mortgage Loan Trust DSLA Apr 2022 15,970,047 -1,041,141 $12.2M -6.0% 0.45% ABS-MBS
28 HarborView Mortgage Loan Trust HVMLT Apr 2022 14,655,351 -770,889 $11.8M -7.6% 0.43% ABS-MBS
29 DSLA Mortgage Loan Trust DSLA Apr 2022 17,530,045 -1,234,066 $11.8M -6.8% 0.43% ABS-MBS
30 Gaea Mortgage Loan Trust 362928AA1 Apr 2025 11,606,272 New $11.6M — 0.42% ABS-MBS
31 Western Alliance Bank 95763PNF4 Apr 2024 11,770,452 -834,697 $11.6M -6.7% 0.42% ABS-MBS
32 Ellington Financial Mortgage T 268432AG6 Apr 2025 20,820,278 New $11.4M — 0.41% ABS-MBS
33 Freddie Mac 3142GRQU7 Apr 2025 11,550,686 New $11.3M — 0.41% ABS-MBS
34 Freddie Mac 3133CQHA6 Apr 2025 10,872,337 New $11.1M — 0.40% ABS-MBS
35 JP Morgan Mortgage Trust 46654WCL3 Apr 2022 13,919,468 -320,620 $10.9M +7.2% 0.40% ABS-MBS
36 Freddie Mac 3132DPX52 Apr 2025 11,094,563 New $10.8M — 0.40% ABS-MBS
37 New Residential Mortgage Loan 64831XAJ7 Apr 2025 11,758,000 New $10.8M — 0.39% ABS-MBS
38 Fannie Mae 3140XPCS6 Apr 2025 10,844,549 New $10.6M — 0.39% ABS-MBS
39 Saluda Grade Alternative Mortg 79582BAA3 Apr 2025 10,554,553 New $10.6M — 0.39% ABS-MBS
40 Morgan Stanley Capital Inc MSAC Apr 2022 11,852,303 -911,855 $10.5M -8.2% 0.38% ABS-MBS
41 Freddie Mac 3133W8HU0 Apr 2025 10,183,545 New $10.4M — 0.38% ABS-MBS
42 Radian Mortgage Capital Trust 749971AF4 Apr 2025 10,368,323 New $10.3M — 0.38% ABS-MBS
43 Freddie Mac 3132DWBB8 Apr 2025 12,765,209 New $10.1M — 0.37% ABS-MBS
44 BCC Middle Market CLO 05554QAA9 Apr 2024 10,000,000 — $10.0M -0.5% 0.37% ABS-CBDO
45 Fannie Mae or Freddie Mac 01F050650 Apr 2025 10,000,000 New $9.8M — 0.36% ABS-MBS
46 UNLOCK HEA TRUST 91530PAB8 Apr 2024 10,000,000 — $9.7M +4.0% 0.35% ABS-MBS
47 Credit Suisse Mortgage Trust 12665EAE0 Apr 2024 9,420,495 +2,449,396 $9.4M +40.4% 0.34% ABS-MBS
48 Fannie Mae 3140QVB60 Apr 2025 9,433,063 New $9.4M — 0.34% ABS-MBS
49 Freddie Mac 3132DS6S6 Apr 2025 9,394,095 New $9.4M — 0.34% ABS-MBS
50 ATLX Trust 049919AA1 Apr 2025 9,609,107 New $9.2M — 0.34% ABS-MBS
51 ATLX Trust 049919AC7 Apr 2025 10,000,000 New $9.1M — 0.33% ABS-MBS
52 Upstart Securitization Trust 91679JAC1 Apr 2022 9,307,500 +207,500 $9.1M +10.6% 0.33% ABS-O
53 LSALT 2019-1B PT 510861AB3 Apr 2022 9,194,942 -84,105,902 $9.0M -90.0% 0.33% ABS-CBDO
54 Freddie Mac 3142GQK43 Apr 2025 8,717,891 New $8.9M — 0.32% ABS-MBS
55 GLS Auto Receivables Trust 36266XAF7 Apr 2025 7,870,000 New $8.8M — 0.32% ABS-O
56 Bridgecrest Lending Auto Secur 108056AG7 Apr 2025 8,000,000 New $8.7M — 0.32% ABS-O
57 Anchorage Credit Funding Ltd. 03331XAJ0 Apr 2025 9,350,000 New $8.7M — 0.32% ABS-CBDO
58 Freddie Mac 3132DT3C2 Apr 2025 8,751,193 New $8.6M — 0.31% ABS-MBS
59 UNLOCK HEA TRUST 91530PAA0 Apr 2024 8,570,148 -375,457 $8.6M -0.3% 0.31% ABS-MBS
60 Exeter Automobile Receivables 30166QAG4 Apr 2025 9,300,000 New $8.6M — 0.31% ABS-O
61 Capital Four US CLO 14016CAQ9 Apr 2024 8,500,000 — $8.5M -0.6% 0.31% ABS-CBDO
62 OCTAVIA US N/A Apr 2022 84,502 New $8.5M — 0.31% EC
63 MULTIFAMILY CONNECTICUT AVENUE MCAS Apr 2022 8,000,000 — $8.3M +6.2% 0.30% ABS-MBS
64 Home Re Ltd 43730VAD0 Apr 2022 8,250,000 — $8.3M -0.0% 0.30% ABS-MBS
65 Government National Mortgage A 36179XLJ3 Apr 2024 8,161,120 -1,409,763 $8.1M -13.2% 0.30% ABS-MBS
66 Freddie Mac 3132DTM64 Apr 2025 7,909,091 New $8.1M — 0.29% ABS-MBS
67 Saluda Grade Alternative Mortg 79582KAA3 Apr 2022 7,785,447 -4,743,128 $7.9M -35.5% 0.29% ABS-MBS
68 Government National Mortgage A 36179X2K1 Apr 2024 7,963,137 -828,773 $7.8M -7.3% 0.28% ABS-MBS
69 JP Morgan Mortgage Trust 46593NAJ4 Apr 2025 7,500,000 New $7.5M — 0.27% ABS-MBS
70 Exeter Automobile Receivables 30167FAG7 Apr 2025 7,146,000 New $7.5M — 0.27% ABS-O
71 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 8,057,384 -612,639 $7.5M -2.7% 0.27% ABS-MBS
72 Government National Mortgage A 36179XTC0 Apr 2024 7,553,391 -948,740 $7.4M -9.1% 0.27% ABS-MBS
73 Pretium Mortgage Credit Partne 69392LAB0 Apr 2025 8,000,000 New $7.3M — 0.27% ABS-MBS
74 Goldman Home Improvement Trust 38149XAC3 Apr 2022 7,500,515 -1,850,959 $7.3M -16.7% 0.27% ABS-O
75 Woodward Capital Management 74938FBV9 Apr 2022 9,279,922 — $7.1M +6.9% 0.26% ABS-MBS
76 ARES LXVIII CLO Ltd 039942AA5 Apr 2025 7,000,000 New $7.1M — 0.26% ABS-CBDO
77 GEARY US N/A Apr 2022 70,688 New $7.1M — 0.26% EC
78 JP Morgan Mortgage Trust 46654TCH9 Apr 2022 8,491,875 -228,440 $7.1M +7.1% 0.26% ABS-MBS
79 Chase Mortgage Finance Corpora 46591HAM2 Apr 2022 6,690,285 -4,294 $7.0M -0.1% 0.26% ABS-MBS
80 New Residential Mortgage Loan 64831XAC2 Apr 2025 6,900,735 New $7.0M — 0.26% ABS-MBS
81 Fannie Mae 3140QPFL6 Apr 2025 7,739,401 New $7.0M — 0.26% ABS-MBS
82 Freddie Mac 3133CYQ68 Apr 2025 6,959,294 New $7.0M — 0.25% ABS-MBS
83 Exeter Automobile Receivables 30165AAG0 Apr 2025 6,784,000 New $6.9M — 0.25% ABS-O
84 Prestige Auto Receivables Trus 74113QAL5 Apr 2024 6,682,000 +6,182,000 $6.8M +1272.6% 0.25% ABS-O
85 Credit Suisse Mortgage Trust 126405AJ8 Apr 2022 10,124,150 — $6.8M -0.5% 0.25% ABS-MBS
86 Western Alliance Bank 95763PNG2 Apr 2024 6,875,338 -487,562 $6.7M -6.7% 0.24% ABS-MBS
87 CPS Auto Trust 12598VAE4 Apr 2025 6,120,000 New $6.7M — 0.24% ABS-O
88 Freddie Mac - STACR 3137G1DQ7 Apr 2022 9,082,770 -11,360,759 $6.6M -50.0% 0.24% ABS-MBS
89 Western Alliance Bank 95763PNH0 Apr 2024 6,600,000 — $6.6M -0.1% 0.24% ABS-MBS
90 LBA Trust 50177BAN7 Apr 2025 6,500,000 New $6.5M — 0.24% ABS-MBS
91 Affirm Inc 00834BAK3 Apr 2025 6,440,000 New $6.5M — 0.24% ABS-O
92 Anchorage Credit Funding Ltd. 03330HBN6 Apr 2025 7,000,000 New $6.5M — 0.24% ABS-CBDO
93 JP Morgan Mortgage Trust 46659AAA2 Apr 2025 6,324,853 New $6.5M — 0.24% ABS-MBS
94 BELLEMEADE RE LT 07876XAB9 Apr 2024 6,200,000 — $6.4M -0.2% 0.23% ABS-MBS
95 Octane Receivables Trust 67571BAE3 Apr 2025 6,038,000 New $6.2M — 0.23% ABS-O
96 Starwood Mortgage Residential 85573QAC4 Apr 2022 7,130,788 -788,446 $6.1M -5.8% 0.22% ABS-MBS
97 Oaktree CLO Ltd 67401QAG1 Apr 2024 6,000,000 — $6.0M -2.1% 0.22% ABS-CBDO
98 Credit Suisse Mortgage Trust CSMC Apr 2022 6,891,816 -688,492 $6.0M -6.7% 0.22% ABS-MBS
99 Pagaya AI Debt Selection Trust 69548EAA1 Apr 2025 5,999,311 New $6.0M — 0.22% ABS-O
100 Credit Suisse Mortgage Trust 126405AK5 Apr 2022 10,125,738 — $6.0M +2.2% 0.22% ABS-MBS
101 CAL Receivables LLC 12804BAB4 Apr 2024 5,934,370 -3,091,183 $5.9M -34.6% 0.22% ABS-O
102 Verus Securitization Trust 92539NAF3 Apr 2025 6,000,000 New $5.9M — 0.22% ABS-MBS
103 Freddie Mac 3142GRSU5 Apr 2025 5,762,515 New $5.8M — 0.21% ABS-MBS
104 Exeter Automobile Receivables 30167JAG9 Apr 2022 6,000,000 +4,000,000 $5.8M +210.6% 0.21% ABS-O
105 Deutsche Alt-A Securities INC DBALT Apr 2022 83,950,000 +7,517,050 $5.8M +24.6% 0.21% ABS-MBS
106 Cascade Funding Mortgage Trust 12531DAA2 Apr 2025 5,668,510 New $5.8M — 0.21% ABS-MBS
107 Ellington Financial Mortgage T 26844LAG3 Apr 2025 6,155,807 New $5.7M — 0.21% ABS-MBS
108 Deutsche Mortgage Securities, DMSI Apr 2022 6,161,479 -802,487 $5.7M -10.4% 0.21% ABS-MBS
109 GLS Auto Receivables Trust 362929AG6 Apr 2025 5,270,000 New $5.7M — 0.21% ABS-O
110 Fannie Mae 3140QFCQ0 Apr 2025 6,817,314 New $5.7M — 0.21% ABS-MBS
111 GS Mortgage-Backed Securities 36262CBN9 Apr 2022 7,205,504 -203,251 $5.6M +6.9% 0.20% ABS-MBS
112 BELLEMEADE RE LT 078915AC9 Apr 2025 5,430,000 New $5.5M — 0.20% ABS-MBS
113 Avis Budget Rental Car Funding 05377REU4 Apr 2025 5,750,000 New $5.5M — 0.20% ABS-O
114 COMM Mortgage Trust 20047DAE4 Apr 2025 5,500,000 New $5.5M — 0.20% ABS-MBS
115 CPS Auto Trust 12627SAE6 Apr 2024 5,270,000 +2,290,000 $5.4M +82.5% 0.20% ABS-O
116 SPRUCE HILL MORTGAGE LOAN TRUS 85209FAF3 Apr 2022 6,000,000 — $5.4M +10.2% 0.20% ABS-MBS
117 Carvana Auto Receivables Trust 14688FAF3 Apr 2025 5,000,000 New $5.4M — 0.20% ABS-O
118 Trinitas CLO Ltd 89640HAC5 Apr 2024 5,300,000 — $5.3M -1.1% 0.19% ABS-CBDO
119 Freddie Mac 3133CYR83 Apr 2025 5,378,954 New $5.3M — 0.19% ABS-MBS
120 New Residential Mortgage Loan 64831XAG3 Apr 2025 5,116,000 New $5.2M — 0.19% ABS-MBS
121 GS Mortgage-Backed Securities 36260AAJ5 Apr 2022 6,323,000 — $5.2M +10.5% 0.19% ABS-MBS
122 Wells Fargo Commercial Mortgag 94990GAJ8 Apr 2025 5,200,000 New $5.2M — 0.19% ABS-MBS
123 Saluda Grade Alternative Mortg 79581UAA2 Apr 2024 4,961,893 +2,615,371 $5.1M +115.6% 0.19% ABS-MBS
124 Builders Capital Loan Acquisit 12007KAF0 Apr 2025 5,000,000 New $5.1M — 0.19% ABS-MBS
125 GS Mortgage Securities Corp. GSMSC Apr 2022 5,707,000 — $5.1M +6.4% 0.19% ABS-MBS
126 JP Morgan Mortgage Trust 46653QAC9 Apr 2025 6,070,963 New $5.1M — 0.19% ABS-MBS
127 Verus Securitization Trust 92540CAF4 Apr 2025 5,000,000 New $5.0M — 0.18% ABS-MBS
128 GS Mortgage Securities Corp. GSMSC Apr 2022 5,231,076 -475,924 $5.0M -3.2% 0.18% ABS-MBS
129 Park Blue CLO Ltd 70019AAJ8 Apr 2025 5,000,000 New $5.0M — 0.18% ABS-CBDO
130 Barings Middle Market CLO Ltd. 067934AC3 Apr 2024 5,000,000 — $5.0M -0.6% 0.18% ABS-CBDO
131 PMT Loan Trust 73015DAM3 Apr 2025 5,000,000 New $5.0M — 0.18% ABS-MBS
132 East West Investment Managemen 27580XAG3 Apr 2022 5,000,000 — $5.0M -0.6% 0.18% ABS-CBDO
133 Fannie Mae 3140ATLZ7 Apr 2025 4,966,153 New $5.0M — 0.18% ABS-MBS
134 Pagaya AI Debt Selection Trust 69546VAC1 Apr 2025 4,999,702 New $4.9M — 0.18% ABS-O
135 Fannie Mae 3140XPUY3 Apr 2025 4,836,076 New $4.9M — 0.18% ABS-MBS
136 Saluda Grade Alternative Mortg 79581RAD3 Apr 2024 5,213,750 — $4.9M +5.0% 0.18% ABS-MBS
137 Foursight Capital Automobile R 35105JAG3 Apr 2022 5,000,000 — $4.8M +3.9% 0.18% ABS-O
138 BX Trust 05612AAJ5 Apr 2024 4,800,000 — $4.8M -0.9% 0.17% ABS-MBS
139 MFRA Trust 55287GAC6 Apr 2025 4,655,250 New $4.7M — 0.17% ABS-MBS
140 Fannie Mae 3140QVWR1 Apr 2025 4,812,353 New $4.7M — 0.17% ABS-MBS
141 Deutsche Alt-A Securities INC DBALT Apr 2022 4,888,651 -319,658 $4.7M -0.8% 0.17% ABS-MBS
142 Ellington Financial Mortgage T 26846CAG1 Apr 2025 5,008,000 New $4.7M — 0.17% ABS-MBS
143 Fannie Mae 3140A0AH2 Apr 2025 4,665,091 New $4.6M — 0.17% ABS-MBS
144 Pikes Peak CLO 72134DAA7 Apr 2025 4,600,000 New $4.6M — 0.17% ABS-CBDO
145 GS Mortgage Securities Corp. GSMSC Apr 2022 5,709,149 — $4.6M +10.1% 0.17% ABS-MBS
146 Katayma CLO Ltd 48585KAA5 Apr 2025 4,500,000 New $4.5M — 0.17% ABS-CBDO
147 CPS Auto Trust 12663UAE6 Apr 2025 4,100,000 New $4.5M — 0.16% ABS-O
148 BX Trust 05612TAL9 Apr 2025 4,500,000 New $4.5M — 0.16% ABS-MBS
149 Freddie Mac 3133WAZG6 Apr 2025 4,710,600 New $4.5M — 0.16% ABS-MBS
150 ARES Commercial Mortgage Trust 03990DAG2 Apr 2025 4,500,000 New $4.5M — 0.16% ABS-MBS
151 ARES Commercial Mortgage Trust 03990DAQ0 Apr 2025 4,500,000 New $4.5M — 0.16% ABS-MBS
152 Fannie Mae 3140XQMG9 Apr 2025 4,504,384 New $4.5M — 0.16% ABS-MBS
153 Ellington Financial Mortgage T 26846CAE6 Apr 2025 4,532,000 New $4.5M — 0.16% ABS-MBS
154 COLT Funding LLC 12663GAF4 Apr 2025 4,452,000 New $4.5M — 0.16% ABS-MBS
155 Legacy Mortgage Asset Trust 52474XAA3 Apr 2025 4,400,492 New $4.5M — 0.16% ABS-MBS
156 DYNEX CAPITAL INC DX Apr 2022 173,425 — $4.4M +4.8% 0.16% EP
157 Fannie Mae 3140QT3N7 Apr 2025 4,332,124 New $4.4M — 0.16% ABS-MBS
158 Towd Point Mortgage Trust 89183GAD8 Apr 2025 4,966,000 New $4.4M — 0.16% ABS-MBS
159 COLT Funding LLC 19688LAE2 Apr 2025 4,714,000 New $4.3M — 0.16% ABS-MBS
160 Saluda Grade Alternative Mortg 79582GAB0 Apr 2024 4,250,000 — $4.3M +1.4% 0.16% ABS-MBS
161 Theorem Funding Trust 88339FAB9 Apr 2024 4,200,000 — $4.3M -0.9% 0.16% ABS-O
162 Jackson Park Trust 46868RAN4 Apr 2024 5,000,000 +2,750,000 $4.3M +138.1% 0.16% ABS-MBS
163 Provident Funding Mortgage Tru 74389BAA9 Apr 2025 4,226,909 New $4.2M — 0.15% ABS-MBS
164 Carvana Auto Receivables Trust 14686LAF2 Apr 2025 4,000,000 New $4.2M — 0.15% ABS-O
165 Carvana Auto Receivables Trust 14686RAE2 Apr 2025 4,000,000 New $4.2M — 0.15% ABS-O
166 Exeter Automobile Receivables 30166DAG3 Apr 2024 4,096,000 +3,496,000 $4.2M +608.8% 0.15% ABS-O
167 Fannie Mae 3140ADFL0 Apr 2025 4,167,375 New $4.2M — 0.15% ABS-MBS
168 Veros Auto Receivables Trust 92512BAC7 Apr 2024 4,125,612 -12,874,388 $4.1M -75.6% 0.15% ABS-O
169 GS Mortgage-Backed Securities 36262LBB5 Apr 2022 5,235,373 -124,198 $4.0M +7.2% 0.15% ABS-MBS
170 Exeter Automobile Receivables 30165BAH6 Apr 2025 4,000,000 New $4.0M — 0.15% ABS-O
171 JP Morgan Mortgage Trust 46654TCJ5 Apr 2022 4,940,408 -132,902 $4.0M +7.2% 0.14% ABS-MBS
172 COLT Funding LLC 12663GAE7 Apr 2024 3,916,000 +1,916,000 $3.9M +111.6% 0.14% ABS-MBS
173 Residential Accredit Loans, In RALI Apr 2022 4,402,949 -444,784 $3.9M -7.9% 0.14% ABS-MBS
174 X-CALIBER 98370NAA3 Apr 2022 3,950,000 — $3.9M +1.2% 0.14% ABS-MBS
175 Flagship Credit Auto Trust 33844WAJ9 Apr 2022 4,100,000 — $3.9M +5.8% 0.14% ABS-O
176 Sequoia Mortgage Trust 81748EAB2 Apr 2025 3,820,304 New $3.9M — 0.14% ABS-MBS
177 GS Mortgage-Backed Securities 36270FAZ6 Apr 2024 3,883,268 -769,455 $3.9M -14.4% 0.14% ABS-MBS
178 TRINITAS CAPITAL MGMT 89642CAC4 Apr 2022 4,000,000 +2,000,000 $3.9M +106.3% 0.14% DBT
179 ACADIA HEALTHCARE CO INC 00404AAQ2 Apr 2025 3,900,000 New $3.9M — 0.14% DBT
180 Starwood Mortgage Residential 85573JAD8 Apr 2024 5,170,000 — $3.9M +14.0% 0.14% ABS-MBS
181 Marlette Funding Trust 57109NAD1 Apr 2025 3,820,000 New $3.9M — 0.14% ABS-O
182 Octane Receivables Trust 67578YAF3 Apr 2025 3,740,000 New $3.9M — 0.14% ABS-O
183 Residential Accredit Loans, In RALI Apr 2022 4,472,412 -674,915 $3.8M -16.3% 0.14% ABS-MBS
184 Apidos CLO Ltd 03769UAJ7 Apr 2024 3,800,000 — $3.8M -1.4% 0.14% ABS-CBDO
185 Freddie Mac 3132DTKW9 Apr 2025 3,730,451 New $3.8M — 0.14% ABS-MBS
186 MFRA Trust 55283QAD6 Apr 2022 4,500,000 — $3.8M +10.6% 0.14% ABS-MBS
187 Hertz Vehicle Financing LLC 42806MAR0 Apr 2025 4,000,000 New $3.8M — 0.14% ABS-O
188 Credit Suisse Mortgage Trust 126405AN9 Apr 2022 165,773,804 -15,391,892 $3.8M -57.4% 0.14% ABS-MBS
189 GS Mortgage-Backed Securities 36266VBM5 Apr 2022 4,571,705 -123,109 $3.8M +5.6% 0.14% ABS-MBS
190 MASTR Alternative Loans Trust MALT Apr 2022 9,522,417 -36,953 $3.8M -16.2% 0.14% ABS-MBS
191 New Residential Mortgage Loan 64830DCF8 Apr 2024 4,952,711 -7,679 $3.7M +19.1% 0.14% ABS-MBS
192 Enact Mortgage Insurance Corpo 89589AAA7 Apr 2024 3,693,564 -1,306,436 $3.7M -26.6% 0.14% ABS-MBS
193 Upstart Securitization Trust 91682NAC7 Apr 2022 3,791,205 -1,458,795 $3.7M -23.1% 0.14% ABS-O
194 JP Morgan Mortgage Trust 466247XG3 Apr 2022 4,665,973 -373,601 $3.7M -7.0% 0.14% ABS-MBS
195 Pretium Mortgage Credit Partne 69381QAA4 Apr 2025 3,677,489 New $3.7M — 0.14% ABS-MBS
196 Veros Auto Receivables Trust 92512WAD9 Apr 2025 3,500,000 New $3.7M — 0.13% ABS-O
197 GS Mortgage-Backed Securities 36266VBP8 Apr 2022 4,718,400 -127,059 $3.7M +14.6% 0.13% ABS-MBS
198 Pagaya AI Debt Selection Trust 69548VAA3 Apr 2025 3,760,000 New $3.7M — 0.13% ABS-O
199 Upstart Securitization Trust 91679AAC0 Apr 2024 3,600,000 — $3.7M +1.6% 0.13% ABS-O
200 GEORGIA BANKING CO INC 37312RAA3 Apr 2022 4,000,000 — $3.7M +6.7% 0.13% SN
201 Ellington Financial Mortgage T 281907AG0 Apr 2025 3,588,553 New $3.7M — 0.13% ABS-MBS
202 Residential Accredit Loans, In 74922GBA1 Apr 2022 4,392,335 -530,427 $3.6M -7.3% 0.13% ABS-MBS
203 Woodward Capital Management 74938FBW7 Apr 2022 5,197,193 — $3.6M +11.3% 0.13% ABS-MBS
204 FIGRE Trust 31684HAA8 Apr 2024 3,501,456 -885,778 $3.6M -17.4% 0.13% ABS-MBS
205 Republic Finance Issuance Trus 76042GAD6 Apr 2025 3,590,000 New $3.6M — 0.13% ABS-O
206 Upstart Securitization Trust 91679TAC9 Apr 2024 4,072,992 +2,572,992 $3.6M +180.2% 0.13% ABS-O
207 Fannie Mae 3140QUVC7 Apr 2025 3,533,927 New $3.6M — 0.13% ABS-MBS
208 JP Morgan Mortgage Trust 46650PBB5 Apr 2022 3,698,014 -713,804 $3.5M -10.6% 0.13% ABS-MBS
209 Flagship Credit Auto Trust 33845AAE7 Apr 2022 4,000,000 — $3.5M +7.0% 0.13% ABS-O
210 Parallel Ltd 69916MAA7 Apr 2025 3,500,000 New $3.5M — 0.13% ABS-CBDO
211 Chase Mortgage Finance Corpora CHASE Apr 2022 3,430,360 -268,329 $3.5M -7.4% 0.13% ABS-MBS
212 X-CALIBER FUNDING LLC 98373XAU4 Apr 2022 3,510,418 -480,000 $3.5M -12.0% 0.13% DBT
213 X-CALIBER FUNDING LLC XCALFD Apr 2022 3,500,000 — $3.5M +2.2% 0.13% DBT
214 MFRA Trust 55283QAB0 Apr 2022 4,106,000 — $3.5M +7.5% 0.13% ABS-MBS
215 MARBLE PT LOAN FIN/MPLF MRBLPT Apr 2025 3,500,000 New $3.5M — 0.13% DBT
216 Verus Securitization Trust 92539XAF1 Apr 2025 3,450,000 New $3.5M — 0.13% ABS-MBS
217 Verus Securitization Trust 92539JAE5 Apr 2024 3,483,000 — $3.5M +4.6% 0.13% ABS-MBS
218 PRP Advisors, LLC 69378KAE4 Apr 2024 3,500,000 — $3.4M +8.3% 0.13% ABS-MBS
219 CIM Trust 17181YAA8 Apr 2025 3,447,683 New $3.4M — 0.12% ABS-MBS
220 Affirm Inc 00834BAE7 Apr 2024 3,350,000 +2,850,000 $3.4M +578.3% 0.12% ABS-O
221 Government National Mortgage A 36179XX43 Apr 2024 3,537,267 -304,843 $3.4M -5.4% 0.12% ABS-MBS
222 Credit Suisse Mortgage Trust 12661XBQ4 Apr 2022 4,012,548 -139,076 $3.4M +5.9% 0.12% ABS-MBS
223 GS Mortgage-Backed Securities 362924AE2 Apr 2024 4,114,311 -272,190 $3.4M -2.2% 0.12% ABS-MBS
224 X-CALIBER FUNDING LLC 98373XAN0 Apr 2022 3,621,300 — $3.4M +0.6% 0.12% DBT
225 PRP Advisors, LLC 693972AA9 Apr 2024 3,283,318 -371,058 $3.4M -8.1% 0.12% ABS-MBS
226 ATLX Trust 049915AC5 Apr 2025 3,500,000 New $3.3M — 0.12% ABS-MBS
227 Boston Lending Trust 2021-1 100842AA1 Apr 2022 3,551,792 -322,363 $3.3M -1.8% 0.12% ABS-MBS
228 GS Mortgage-Backed Securities 36263KBJ9 Apr 2022 3,939,983 -112,842 $3.3M +7.1% 0.12% ABS-MBS
229 ICNQ Mortgage Trust 450953AL8 Apr 2025 3,250,000 New $3.3M — 0.12% ABS-MBS
230 BX Trust 05612AAL0 Apr 2024 3,300,000 — $3.3M -0.9% 0.12% ABS-MBS
231 Banc of America Merrill Lynch 05494CAE5 Apr 2025 3,250,000 New $3.3M — 0.12% ABS-MBS
232 Exeter Automobile Receivables 301989AG4 Apr 2025 3,028,000 New $3.3M — 0.12% ABS-O
233 COLT Funding LLC 19685GAE6 Apr 2025 3,535,000 New $3.3M — 0.12% ABS-MBS
234 Octane Receivables Trust 67578QAB9 Apr 2025 3,243,000 New $3.2M — 0.12% ABS-O
235 Banc of America Funding Corpor BAFC Apr 2022 3,488,785 -358,186 $3.2M -2.2% 0.12% ABS-MBS
236 JP Morgan Mortgage Trust 46658PAB8 Apr 2025 3,223,010 New $3.2M — 0.12% ABS-MBS
237 GLS Auto Receivables Trust 379928AL8 Apr 2025 3,000,000 New $3.2M — 0.12% ABS-O
238 Government National Mortgage A 36179XVU7 Apr 2024 3,167,750 -1,081,925 $3.2M -24.9% 0.12% ABS-MBS
239 Home Re Ltd 43731BAC5 Apr 2024 3,000,000 — $3.2M -2.2% 0.12% ABS-MBS
240 PMT Loan Trust 73015CAA1 Apr 2025 3,131,645 New $3.2M — 0.12% ABS-MBS
241 Towd Point Mortgage Trust 89175JAH3 Apr 2025 4,500,000 New $3.2M — 0.12% ABS-MBS
242 Saluda Grade Alternative Mortg 79582AAA5 Apr 2024 3,079,845 -712,915 $3.2M -18.6% 0.12% ABS-MBS
243 Fannie Mae 3140NGD80 Apr 2025 3,133,860 New $3.1M — 0.11% ABS-MBS
244 COLT Funding LLC 12656GAE6 Apr 2022 3,605,000 — $3.1M +10.4% 0.11% ABS-MBS
245 JP Morgan Mortgage Trust 46593DBT3 Apr 2025 3,319,991 New $3.1M — 0.11% ABS-MBS
246 Eagle Re Ltd 26982AAG9 Apr 2022 3,000,000 — $3.1M -1.2% 0.11% ABS-MBS
247 SAVANNAH GRAND N/A Apr 2022 3,111,177 New $3.1M — 0.11% LON
248 Verus Securitization Trust 92539NAE6 Apr 2025 3,119,000 New $3.1M — 0.11% ABS-MBS
249 GS Mortgage-Backed Securities 362948AF8 Apr 2025 3,500,000 New $3.1M — 0.11% ABS-MBS
250 Sequoia Mortgage Trust 81749HAM0 Apr 2024 3,000,000 — $3.1M +2.5% 0.11% ABS-MBS
251 WHITE CAP BUYER LLC 96350RAA2 Apr 2022 3,100,000 — $3.0M +0.8% 0.11% DBT
252 Park Blue CLO Ltd 70019BAA5 Apr 2025 3,000,000 New $3.0M — 0.11% ABS-CBDO
253 Carlyle Global Market Strategi 14318HAA8 Apr 2025 3,000,000 New $3.0M — 0.11% ABS-CBDO
254 Government National Mortgage A 36179YFF6 Apr 2024 3,386,630 -457,930 $3.0M -8.5% 0.11% ABS-MBS
255 Owl Rock CLO Ltd 69120GAA2 Apr 2024 3,000,000 — $3.0M -0.6% 0.11% ABS-CBDO
256 Trinitas CLO Ltd 89640NAA6 Apr 2025 3,000,000 New $3.0M — 0.11% ABS-CBDO
257 MCF CLO LLC 55281FAS9 Apr 2022 3,000,000 — $3.0M -0.2% 0.11% ABS-CBDO
258 NBBLUE 2025-1A B N/A Apr 2022 3,000,000 New $3.0M — 0.11% ABS-CBDO
259 Marble Point CLO XXIV Ltd 56607XAA4 Apr 2024 3,000,000 — $3.0M -0.4% 0.11% ABS-CBDO
260 READYCAP HOLDINGS LLC 755763AE9 Apr 2025 3,000,000 New $3.0M — 0.11% DBT
261 Saluda Grade Alternative Mortg 79581PAD7 Apr 2022 26,202,262 -6,858,473 $3.0M -23.1% 0.11% ABS-MBS
262 Trinitas CLO Ltd 89641QAJ9 Apr 2024 3,000,000 — $3.0M -0.9% 0.11% ABS-CBDO
263 PRP Advisors, LLC 69381KAA7 Apr 2025 2,935,979 New $3.0M — 0.11% ABS-MBS
264 ARES CLO Ltd 04018ABJ7 Apr 2025 3,000,000 New $3.0M — 0.11% ABS-CBDO
265 Citimortgage Alternative Loan CMALT Apr 2022 3,631,997 +209,645 $2.9M +8.2% 0.11% ABS-MBS
266 LEAVENWORTH US N/A Apr 2022 29,450 New $2.9M — 0.11% EC
267 New Residential Mortgage Loan 64831HAE3 Apr 2024 3,000,000 — $2.9M -0.6% 0.11% ABS-MBS
268 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 3,741,358 -219,213 $2.9M -7.3% 0.11% ABS-MBS
269 Fannie Mae 3140ATLV6 Apr 2025 2,934,639 New $2.9M — 0.11% ABS-MBS
270 GS Mortgage-Backed Securities 36262RBH9 Apr 2022 3,484,144 -100,484 $2.9M +6.9% 0.11% ABS-MBS
271 Saluda Grade Alternative Mortg 79581RAE1 Apr 2024 3,153,250 — $2.9M +9.7% 0.11% ABS-MBS
272 Freddie Mac 3133C4YU2 Apr 2025 2,875,521 New $2.9M — 0.11% ABS-MBS
273 Radnor Re LTD 75050KAA4 Apr 2024 2,900,422 -1,599,578 $2.9M -35.9% 0.11% ABS-MBS
274 Westlake Automobile Receivable 96043JAQ8 Apr 2022 3,000,000 — $2.9M +6.1% 0.11% ABS-O
275 Fannie Mae 3140ATJA5 Apr 2025 2,977,823 New $2.9M — 0.11% ABS-MBS
276 Fannie Mae 3140QPXT9 Apr 2024 3,039,910 -206,560 $2.9M -2.8% 0.11% ABS-MBS
277 GLS Auto Receivables Trust 36263DAE7 Apr 2022 3,000,000 — $2.9M +3.7% 0.11% ABS-O
278 GS Mortgage-Backed Securities 36262RBL0 Apr 2022 3,493,603 -100,757 $2.9M +7.7% 0.11% ABS-MBS
279 Pagaya AI Debt Selection Trust 69548YAA7 Apr 2025 3,000,000 New $2.9M — 0.11% ABS-O
280 Invitation Homes Trust 46188DAA6 Apr 2025 2,994,870 New $2.9M — 0.11% ABS-O
281 Rithm Capital Corp RITM Apr 2022 258,870 — $2.9M +0.5% 0.11% EC
282 Fannie Mae 3140AUDG5 Apr 2025 2,960,717 New $2.9M — 0.11% ABS-MBS
283 ATLX Trust 049915AB7 Apr 2025 3,000,000 New $2.9M — 0.10% ABS-MBS
284 GS Mortgage-Backed Securities 36266TCJ6 Apr 2022 3,644,066 -105,210 $2.9M +14.0% 0.10% ABS-MBS
285 Ellington Financial Mortgage T 28225GAE4 Apr 2025 2,854,000 New $2.9M — 0.10% ABS-MBS
286 Residential Accredit Loans, In RALI Apr 2022 3,174,584 -299,950 $2.8M -5.6% 0.10% ABS-MBS
287 Exeter Automobile Receivables 30168CAG3 Apr 2024 2,640,000 +2,040,000 $2.8M +346.9% 0.10% ABS-O
288 JP Morgan Mortgage Trust 46657WBH0 Apr 2024 3,008,007 -38,993 $2.8M -3.4% 0.10% ABS-MBS
289 Fannie Mae 3140W0FB6 Apr 2025 2,827,096 New $2.8M — 0.10% ABS-MBS
290 Chase Mortgage Finance Corpora 46591HAH3 Apr 2022 2,755,245 -378,876 $2.8M -12.1% 0.10% ABS-MBS
291 Morgan Stanley Capital I Trust 61776EAA1 Apr 2025 2,675,333 New $2.8M — 0.10% ABS-MBS
292 Ellington Financial Mortgage T 26845DAH8 Apr 2025 2,897,500 New $2.8M — 0.10% ABS-MBS
293 GS Mortgage-Backed Securities 36270XAZ7 Apr 2024 2,769,391 -728,928 $2.8M -19.7% 0.10% ABS-MBS
294 Freddie Mac 3133CWYT3 Apr 2025 2,865,383 New $2.8M — 0.10% ABS-MBS
295 Anchorage Credit Funding Ltd. 03330HBS5 Apr 2025 3,000,000 New $2.8M — 0.10% ABS-CBDO
296 Fannie Mae 3140XKHC7 Apr 2025 3,199,851 New $2.8M — 0.10% ABS-MBS
297 PRP Advisors, LLC 74448MAC0 Apr 2025 2,936,000 New $2.8M — 0.10% ABS-MBS
298 Fannie Mae 3140AQYY2 Apr 2025 2,826,547 New $2.8M — 0.10% ABS-MBS
299 GS Mortgage-Backed Securities 36268FBB2 Apr 2024 2,693,038 -1,347,392 $2.8M -32.4% 0.10% ABS-MBS
300 Cascade MH Asset Trust 14731QAG4 Apr 2022 3,000,000 — $2.8M +24.0% 0.10% ABS-O
301 Bryant Park Funding Ltd 117651AA7 Apr 2025 2,750,000 New $2.8M — 0.10% ABS-CBDO
302 FIDELITY FINANCIAL CORP 316144AC8 Apr 2025 3,000,000 New $2.8M — 0.10% DBT
303 Exeter Automobile Receivables 30168AAG7 Apr 2025 2,500,000 New $2.8M — 0.10% ABS-O
304 Nomura Resecuritization Trust NMRR Apr 2022 3,531,609 -272,388 $2.7M -8.3% 0.10% ABS-MBS
305 Impac Secured Assets Corp. IMSA Apr 2022 3,060,359 -645,660 $2.7M -15.4% 0.10% ABS-MBS
306 JP Morgan Mortgage Trust 46653PCA3 Apr 2022 3,535,112 -98,911 $2.7M +7.2% 0.10% ABS-MBS
307 Chase Mortgage Finance Corpora 16159YAB6 Apr 2025 2,742,436 New $2.7M — 0.10% ABS-MBS
308 PRP Advisors, LLC 74448LAA6 Apr 2025 2,722,660 New $2.7M — 0.10% ABS-MBS
309 Voya CLO Ltd 92915CAU8 Apr 2025 2,740,000 New $2.7M — 0.10% ABS-CBDO
310 GS Mortgage-Backed Securities 36262WBN5 Apr 2022 3,666,350 -107,289 $2.7M +7.6% 0.10% ABS-MBS
311 UNITED WHOLESALE MTGE LL 913229AA8 Apr 2022 2,800,000 — $2.7M +4.2% 0.10% DBT
312 Goodgreen Trust GOODG Apr 2022 2,946,992 -452,218 $2.7M -7.6% 0.10% ABS-O
313 American Home Mortgage Investm AHM Apr 2022 3,186,613 -229,826 $2.7M -4.6% 0.10% ABS-MBS
314 Freddie Mac 3132DWJ46 Apr 2025 2,710,845 New $2.7M — 0.10% ABS-MBS
315 LMST 2019-1 CERT 510861AA5 Apr 2022 2,710,263 -478,744 $2.7M -14.2% 0.10% ABS-CBDO
316 JP Morgan Mortgage Trust 465988AS2 Apr 2025 2,976,232 New $2.7M — 0.10% ABS-MBS
317 FIGRE Trust 31684UAA9 Apr 2025 2,643,008 New $2.7M — 0.10% ABS-MBS
318 GLS Auto Receivables Trust 36267PAL0 Apr 2024 2,500,000 — $2.7M +2.8% 0.10% ABS-O
319 SPDR Bloomberg High Yield Bond JNK Apr 2025 27,900 New $2.6M — 0.10% EC
320 iShares iBoxx $ High Yield Cor HYG Apr 2025 33,500 New $2.6M — 0.10% EC
321 JP Morgan Mortgage Trust 46657CAS1 Apr 2025 3,035,099 New $2.6M — 0.10% ABS-MBS
322 Towd Point Mortgage Trust 89183GAC0 Apr 2025 2,897,000 New $2.6M — 0.10% ABS-MBS
323 Luminent Mortgage Trust LUM Apr 2022 2,945,909 -247,891 $2.6M -5.0% 0.10% ABS-MBS
324 J.P. Morgan Wealth Management 46652HAJ5 Apr 2024 2,980,398 -19,602 $2.6M +5.5% 0.10% ABS-MBS
325 x-caliber funding llc 98401JAB3 Apr 2022 2,623,002 — $2.6M -0.3% 0.10% ABS-MBS
326 Sequoia Mortgage Trust 81749NCL7 Apr 2025 2,831,008 New $2.6M — 0.10% ABS-MBS
327 Saluda Grade Alternative Mortg 79581PAA3 Apr 2022 2,645,803 -1,182,422 $2.6M -25.6% 0.09% ABS-MBS
328 SG Capital Partners 78432YAA7 Apr 2022 3,064,716 -263,707 $2.6M -3.6% 0.09% ABS-MBS
329 Carvana Auto Receivables Trust 14686YAK3 Apr 2025 13,000 New $2.6M — 0.09% ABS-O
330 Citimortgage Alternative Loan CMALT Apr 2022 3,083,603 -348,307 $2.6M -5.5% 0.09% ABS-MBS
331 Ellington Financial Mortgage T 26845DAJ4 Apr 2025 2,739,000 New $2.6M — 0.09% ABS-MBS
332 GS Mortgage-Backed Securities 36263CBP3 Apr 2022 3,198,681 -93,759 $2.5M +6.8% 0.09% ABS-MBS
333 Pagaya AI Debt Selection Trust 69548PAA6 Apr 2025 2,499,888 New $2.5M — 0.09% ABS-O
334 Black Diamond CLO Ltd 09203GAA8 Apr 2025 2,500,000 New $2.5M — 0.09% ABS-CBDO
335 JP Morgan Mortgage Trust 46653LCL8 Apr 2022 2,961,461 -69,434 $2.5M +7.5% 0.09% ABS-MBS
336 KINGSTONE COMPANIES INC WARRANTS N/A Apr 2022 142,744 New $2.5M — 0.09% DE
337 Freddie Mac 3142GQ5G3 Apr 2025 2,460,408 New $2.5M — 0.09% ABS-MBS
338 Octagon Investments Partners 3 67591UAJ6 Apr 2025 2,500,000 New $2.5M — 0.09% ABS-CBDO
339 Pagaya AI Debt Selection Trust 69546UAA7 Apr 2025 2,499,788 New $2.5M — 0.09% ABS-O
340 NATIONSTAR MTG HLD INC 63861CAC3 Apr 2022 2,500,000 — $2.5M +5.4% 0.09% DBT
341 COLUMBIA BANKING SYSTEM BOCH Apr 2022 2,500,000 — $2.5M +1.0% 0.09% DBT
342 Countrywide Home Loans CWHL Apr 2022 3,090,132 -198,602 $2.5M -0.8% 0.09% ABS-MBS
343 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 2,948,553 -274,577 $2.5M +3.1% 0.09% ABS-MBS
344 BX Trust 05612RAG4 Apr 2025 2,467,516 New $2.5M — 0.09% ABS-MBS
345 JP Morgan Mortgage Trust 46658RBA5 Apr 2025 2,615,164 New $2.5M — 0.09% ABS-MBS
346 FREMF Mortgage Trust 35709DAG6 Apr 2022 2,487,563 — $2.5M +3.3% 0.09% ABS-MBS
347 HERC HOLDINGS INC 42704LAE4 Apr 2025 2,500,000 New $2.5M — 0.09% DBT
348 A&D Mortgage Trust 00249YAJ5 Apr 2025 2,586,000 New $2.5M — 0.09% ABS-MBS
349 New Residential Mortgage Loan 64830RAL6 Apr 2024 2,554,000 — $2.4M +12.3% 0.09% ABS-O
350 Freddie Mac 3133CYR26 Apr 2025 2,482,355 New $2.4M — 0.09% ABS-MBS
351 Exeter Automobile Receivables 30167PAG5 Apr 2024 2,375,000 +1,775,000 $2.4M +310.3% 0.09% ABS-O
352 JP Morgan Mortgage Trust 46591NBZ9 Apr 2022 2,719,524 -66,494 $2.4M +6.5% 0.09% ABS-MBS
353 GS Mortgage-Backed Securities 36261HBB5 Apr 2022 3,529,747 -108,929 $2.4M +7.5% 0.09% ABS-MBS
354 Washington Mutual Mortgage Pas 93934FAL6 Apr 2022 2,680,382 -292,495 $2.4M -9.9% 0.09% ABS-MBS
355 Banc of America Merrill Lynch 05555CAA9 Apr 2025 2,400,000 New $2.4M — 0.09% ABS-MBS
356 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 2,569,876 -143,358 $2.4M +1.9% 0.09% ABS-MBS
357 PRA GROUP INC 69354NAD8 Apr 2022 2,600,000 — $2.4M +10.1% 0.09% DBT
358 Freddie Mac 3133W9H38 Apr 2025 2,327,245 New $2.4M — 0.09% ABS-MBS
359 Towd Point Mortgage Trust 89180LAC2 Apr 2025 2,548,781 New $2.4M — 0.09% ABS-MBS
360 FLUSHING FINANCIAL CORP 343873AB1 Apr 2025 3,000,000 New $2.4M — 0.09% DBT
361 CONSOLIDATED COMMUNICATI 20903XAF0 Apr 2022 2,400,000 — $2.4M +13.2% 0.09% DBT
362 Verus Securitization Trust 92539FAD5 Apr 2024 2,300,000 — $2.4M +3.8% 0.09% ABS-MBS
363 COLT Funding LLC 19688DAG5 Apr 2024 2,862,000 — $2.4M +5.4% 0.09% ABS-MBS
364 Starwood Residential Mortgage 85573GAE2 Apr 2024 2,743,000 +1,584,500 $2.4M +154.6% 0.09% ABS-MBS
365 JP Morgan Mortgage Trust 46658GAB8 Apr 2025 2,359,827 New $2.3M — 0.09% ABS-MBS
366 SUNCOKE ENERGY INC 86722AAD5 Apr 2022 2,550,000 — $2.3M +3.4% 0.09% DBT
367 Lehman XS Trust 52524GAA0 Apr 2025 2,499,032 New $2.3M — 0.09% ABS-MBS
368 GRAY MEDIA INC 389286AA3 Apr 2022 3,900,000 — $2.3M -0.7% 0.09% DBT
369 GS Mortgage-Backed Securities 362918AE4 Apr 2024 2,300,000 — $2.3M +4.2% 0.08% ABS-MBS
370 Wind River CLO Ltd 88432UAJ5 Apr 2025 2,340,000 New $2.3M — 0.08% ABS-CBDO
371 Tricolor Auto Securitization T 89616KAE4 Apr 2024 2,200,000 — $2.3M +1.0% 0.08% ABS-O
372 JP Morgan Mortgage Trust 46658GBG6 Apr 2025 2,611,000 New $2.3M — 0.08% ABS-MBS
373 JP Morgan Mortgage Trust 46592TCD3 Apr 2022 2,954,836 -82,726 $2.3M +6.9% 0.08% ABS-MBS
374 Flagstar Mortgage Trust 33851HBD4 Apr 2022 2,598,271 -141,321 $2.3M +3.3% 0.08% ABS-MBS
375 JP Morgan Mortgage Trust 46651GBH1 Apr 2022 2,738,724 -113,026 $2.3M +9.1% 0.08% ABS-MBS
376 COLT Funding LLC 12598UAF3 Apr 2025 2,260,000 New $2.3M — 0.08% ABS-MBS
377 PMT Loan Trust 73015DAC5 Apr 2025 2,250,000 New $2.3M — 0.08% ABS-MBS
378 Citimortgage Alternative Loan 17309VAC7 Apr 2022 2,525,225 -246,512 $2.3M -6.6% 0.08% ABS-MBS
379 Flagstar Mortgage Trust 33851GBT1 Apr 2022 2,921,201 -68,592 $2.3M +13.2% 0.08% ABS-MBS
380 Pagaya AI Debt Selection Trust 69548MAA3 Apr 2025 2,145,401 New $2.2M — 0.08% ABS-O
381 Verus Securitization Trust 92539DAB4 Apr 2024 2,159,002 -644,283 $2.2M -20.8% 0.08% ABS-MBS
382 JP Morgan Mortgage Trust 46657YBC7 Apr 2025 2,512,639 New $2.2M — 0.08% ABS-MBS
383 Flagstar Mortgage Trust 33851MAJ1 Apr 2022 189,098,920 -23,005,604 $2.2M -28.0% 0.08% ABS-MBS
384 Towd Point Mortgage Trust 89177BAF2 Apr 2025 3,000,000 New $2.2M — 0.08% ABS-MBS
385 Banc of America Funding Corpor 05953LAD1 Apr 2022 2,763,570 -818,386 $2.2M -9.6% 0.08% ABS-MBS
386 Sequoia Mortgage Trust 81743JAK6 Apr 2024 2,152,898 -1,565,469 $2.2M -41.1% 0.08% ABS-MBS
387 Ellington Financial Mortgage T 31573JAF7 Apr 2025 2,910,000 New $2.2M — 0.08% ABS-MBS
388 Freddie Mac - STACR 35564KWT2 Apr 2025 2,100,000 New $2.2M — 0.08% ABS-MBS
389 Starwood Mortgage Residential 85571RAC4 Apr 2025 2,307,624 New $2.2M — 0.08% ABS-MBS
390 Verus Securitization Trust 92539JAF2 Apr 2025 2,200,000 New $2.2M — 0.08% ABS-MBS
391 DEUTSCHE ALT-B SECURITIES INC DBALT Apr 2022 2,331,791 -300,028 $2.1M -8.7% 0.08% ABS-MBS
392 VT TOPCO INC 91838PAA9 Apr 2024 2,040,000 +1,540,000 $2.1M +312.2% 0.08% DBT
393 JP Morgan Mortgage Trust 46651YBZ2 Apr 2022 2,398,549 -87,009 $2.1M +5.2% 0.08% ABS-MBS
394 Saluda Grade Alternative Mortg GRADE Apr 2024 2,254,499 -54,701 $2.1M +7.0% 0.08% ABS-MBS
395 Whitehorse Ltd 96525YAG4 Apr 2025 2,130,000 New $2.1M — 0.08% ABS-CBDO
396 Towd Point Mortgage Trust 89175VAH6 Apr 2025 3,000,000 New $2.1M — 0.08% ABS-MBS
397 Verus Securitization Trust 92538UAD3 Apr 2022 2,500,000 — $2.1M +13.8% 0.08% ABS-MBS
398 Prosper Marketplace Issuance T 74363CAD1 Apr 2024 2,000,000 +1,500,000 $2.1M +316.7% 0.08% ABS-O
399 Flagstar Mortgage Trust 33852DBT7 Apr 2022 2,601,035 -84,570 $2.1M +5.4% 0.08% ABS-MBS
400 Kingstone Cos Inc KINS Apr 2025 122,236 New $2.1M — 0.08% EC
401 Towd Point Mortgage Trust 89176VAG7 Apr 2025 3,000,000 New $2.1M — 0.08% ABS-MBS
402 Towd Point Mortgage Trust 89177HAG7 Apr 2024 2,294,000 — $2.1M -9.0% 0.08% ABS-MBS
403 STRIKE ACCEPTANCE AUTO FUNDING 862942AA7 Apr 2024 2,061,080 -1,495,437 $2.1M -41.8% 0.08% ABS-O
404 CARS.COM INC 14575EAA3 Apr 2025 2,100,000 New $2.1M — 0.08% DBT
405 COLT Funding LLC 12659YAE4 Apr 2025 2,362,000 New $2.1M — 0.08% ABS-MBS
406 GS Mortgage-Backed Securities 36264JAU7 Apr 2022 2,445,429 -85,717 $2.1M +8.0% 0.07% ABS-MBS
407 Flagstar Mortgage Trust 33851FBT3 Apr 2022 2,478,000 — $2.1M +13.4% 0.07% ABS-MBS
408 COLT Funding LLC 12598UAE6 Apr 2024 2,000,000 — $2.0M +3.1% 0.07% ABS-MBS
409 CLARIOS GLOBAL LP/US FIN 18060TAD7 Apr 2025 2,000,000 New $2.0M — 0.07% DBT
410 COLT Funding LLC 19688RAE9 Apr 2025 2,000,000 New $2.0M — 0.07% ABS-MBS
411 Vista Point Securitization Tru 92841WAC3 Apr 2025 2,000,000 New $2.0M — 0.07% ABS-MBS
412 Multifamily Connecticut Avenue MCAS Apr 2022 2,000,000 — $2.0M +3.0% 0.07% ABS-MBS
413 JP Morgan Mortgage Trust 46658RBB3 Apr 2025 2,366,000 New $2.0M — 0.07% ABS-MBS
414 Chase Mortgage Finance Corpora 46591HCC2 Apr 2022 2,159,000 — $2.0M -0.3% 0.07% ABS-MBS
415 Apidos CLO Ltd 03769YAA8 Apr 2025 2,000,000 New $2.0M — 0.07% ABS-CBDO
416 Blackrock Mt. Hood CLO X LLC. 09263GAS6 Apr 2025 2,000,000 New $2.0M — 0.07% ABS-CBDO
417 Orion CLO Ltd. BCC3CWD22 Apr 2025 2,000,000 New $2.0M — 0.07% ABS-CBDO
418 NRZ Excess Spread Collateraliz 64832EAA7 Apr 2025 2,000,000 New $2.0M — 0.07% ABS-MBS
419 x-caliber funding llc 98372NAC7 Apr 2022 2,000,000 — $2.0M +0.8% 0.07% ABS-MBS
420 Aqua Finance Trust 03842VAC1 Apr 2022 2,220,000 — $2.0M +12.4% 0.07% ABS-O
421 Man US CLO Ltd 56167CAN4 Apr 2025 2,000,000 New $2.0M — 0.07% ABS-CBDO
422 Neuberger Berman Loan Advisers 64135QAA4 Apr 2024 2,000,000 — $2.0M +0.1% 0.07% ABS-CBDO
423 TEXAS STATE BNKSHRS INC TXSTBK Apr 2025 2,000,000 New $2.0M — 0.07% DBT
424 Exeter Automobile Receivables 30167MAG2 Apr 2025 1,989,000 New $2.0M — 0.07% ABS-O
425 CIFC Funding Ltd 12551YAG8 Apr 2025 2,000,000 New $2.0M — 0.07% ABS-CBDO
426 Rate Mortgage Trust 75410RDJ2 Apr 2022 3,475,795 -101,233 $2.0M +15.6% 0.07% ABS-MBS
427 UPBOUND GROUP INC 76009NAL4 Apr 2022 2,100,000 — $2.0M -1.7% 0.07% DBT
428 Bankers Healthcare Group Secur 08860AAE9 Apr 2025 2,000,000 New $2.0M — 0.07% ABS-O
429 CLEAR STREET HOLDINGS 18469LAA7 Apr 2025 2,000,000 New $2.0M — 0.07% DBT
430 STAR 2022-SFR3 Trust 78474PAA5 Apr 2024 1,969,614 -11,245 $2.0M -0.6% 0.07% ABS-O
431 GOEASY LTD 380355AJ6 Apr 2024 1,950,000 +1,550,000 $2.0M +388.9% 0.07% DBT
432 Goldman Home Improvement Trust 38149XAD1 Apr 2022 2,038,454 -503,045 $2.0M -14.3% 0.07% ABS-O
433 JP Morgan Mortgage Trust 46658LBT7 Apr 2025 2,843,931 New $2.0M — 0.07% ABS-MBS
434 Credit Suisse Mortgage Trust 12657LAE4 Apr 2022 3,031,450 — $2.0M +14.5% 0.07% ABS-MBS
435 GLOBAL AIR LEASE CO LTD 37960JAC2 Apr 2025 1,950,000 New $1.9M — 0.07% DBT
436 Fat Brands Fazoli's Native I, 31200BAA6 Apr 2022 1,930,000 -40,000 $1.9M +5.8% 0.07% ABS-O
437 Freddie Mac 3132DU6T9 Apr 2025 1,978,790 New $1.9M — 0.07% ABS-MBS
438 EQUIPMENTSHARE.COM INC 29450YAA7 Apr 2024 1,900,000 +1,400,000 $1.9M +275.8% 0.07% DBT
439 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 3,095,124 -207,397 $1.9M -6.7% 0.07% ABS-MBS
440 HarborView Mortgage Loan Trust HVMLT Apr 2022 2,070,733 -311,371 $1.9M -8.0% 0.07% ABS-MBS
441 Fannie Mae 3140XNVT8 Apr 2025 2,314,014 New $1.9M — 0.07% ABS-MBS
442 TASEKO MINES LTD 876511AG1 Apr 2025 1,900,000 New $1.9M — 0.07% DBT
443 Chase Mortgage Finance Corpora 46591HBZ2 Apr 2022 2,016,442 -181,305 $1.9M -4.7% 0.07% ABS-MBS
444 Freddie Mac 3132DUY27 Apr 2025 1,939,017 New $1.9M — 0.07% ABS-MBS
445 GS Mortgage-Backed Securities 36269TCA2 Apr 2025 2,340,000 New $1.9M — 0.07% ABS-MBS
446 Chase Mortgage Finance Corpora 46591HCA6 Apr 2022 2,086,010 -187,560 $1.9M -8.3% 0.07% ABS-MBS
447 STENA INTERNATIONAL SA 85858EAD5 Apr 2024 1,925,000 +1,300,000 $1.9M +202.9% 0.07% DBT
448 FREEDOM MORTGAGE CORP 35640YAH0 Apr 2024 1,900,000 — $1.9M +0.1% 0.07% DBT
449 OWENS-BROCKWAY 69073TAU7 Apr 2024 1,900,000 +1,675,000 $1.9M +738.7% 0.07% DBT
450 FIRST QUANTUM MINERALS L 335934AW5 Apr 2025 1,900,000 New $1.9M — 0.07% DBT
451 PRP Advisors, LLC 693987AC3 Apr 2024 2,000,000 — $1.9M +8.9% 0.07% ABS-MBS
452 Pretium Mortgage Credit Partne 74136TAA6 Apr 2025 1,856,871 New $1.9M — 0.07% ABS-MBS
453 Residential Asset Securitizati 761128AA5 Apr 2024 3,905,941 -5,723 $1.9M -6.1% 0.07% ABS-MBS
454 JP Morgan Chase Commercial Mor JPMCC Apr 2022 3,500,000 — $1.9M -17.8% 0.07% ABS-MBS
455 Banc of America Funding Corpor BAFC Apr 2022 2,242,398 -287,218 $1.9M -7.9% 0.07% ABS-MBS
456 CAPSTONE COPPER CORP 14071LAA6 Apr 2025 1,900,000 New $1.9M — 0.07% DBT
457 CREDIT ACCEPTANC 225310AS0 Apr 2025 1,900,000 New $1.9M — 0.07% DBT
458 Winwater Mortgage Loan Trust 97652PAY7 Apr 2022 2,370,000 — $1.9M +13.6% 0.07% ABS-MBS
459 Ellington Financial Mortgage T 31572LAD8 Apr 2024 2,710,000 — $1.9M +9.5% 0.07% ABS-MBS
460 Verus Securitization Trust 92539LAD2 Apr 2025 2,500,000 New $1.9M — 0.07% ABS-MBS
461 SMYRNA READY MIX CONCRET 85236FAA1 Apr 2024 1,900,000 +1,700,000 $1.9M +858.7% 0.07% DBT
462 RAVEN ACQUISITION HOLDIN 75420NAA1 Apr 2025 1,900,000 New $1.9M — 0.07% DBT
463 JP Morgan Mortgage Trust 46593DBV8 Apr 2025 2,676,609 New $1.8M — 0.07% ABS-MBS
464 Saluda Grade Alternative Mortg 79581RAF8 Apr 2024 2,011,000 — $1.8M +8.6% 0.07% ABS-MBS
465 Pagaya AI Debt Selection Trust 69546UAB5 Apr 2025 1,999,831 New $1.8M — 0.07% ABS-O
466 NARRAGANSETT FINANCIAL 631004AE8 Apr 2025 2,000,000 New $1.8M — 0.07% SN
467 DIRECTV FIN LLC/COINC 25461LAA0 Apr 2022 1,900,000 — $1.8M +3.7% 0.07% DBT
468 JPMorgan Chase Bank, NA - CACL 48128U2S7 Apr 2025 1,828,874 New $1.8M — 0.07% ABS-CBDO
469 Pretium Mortgage Credit Partne 69391UAA3 Apr 2024 1,823,274 -176,726 $1.8M -8.8% 0.07% ABS-MBS
470 X-CALIBER 98373XAQ3 Apr 2022 1,788,000 — $1.8M -1.4% 0.07% ABS-MBS
471 BANKGUAM HOLDING CO 06644AAB2 Apr 2025 2,000,000 New $1.8M — 0.07% SN
472 COHERENT CORP 902104AC2 Apr 2025 1,900,000 New $1.8M — 0.07% DBT
473 Residential Accredit Loans, In RALI Apr 2022 2,209,616 -257,077 $1.8M -6.8% 0.07% ABS-MBS
474 Wells Fargo Commercial Mortgag 95003PAJ0 Apr 2025 1,800,000 New $1.8M — 0.07% ABS-MBS
475 GCAT 36168WAC5 Apr 2025 1,779,732 New $1.8M — 0.07% ABS-MBS
476 Pagaya AI Debt Selection Trust 69544TAE4 Apr 2025 1,800,000 New $1.8M — 0.07% ABS-O
477 CPS Auto Trust 12633SAE8 Apr 2025 1,800,000 New $1.8M — 0.07% ABS-O
478 BCAP LLC Trust BCAP Apr 2022 2,760,590 -78,254 $1.8M -0.8% 0.07% ABS-MBS
479 CLEVELAND-CLIFFS INC 185899AP6 Apr 2025 1,900,000 New $1.8M — 0.07% DBT
480 Carvana Auto Receivables Trust 14686XAJ8 Apr 2025 11,000 New $1.8M — 0.06% ABS-O
481 ONEMAIN FINANCE CORP 682691AA8 Apr 2022 2,000,000 +1,200,000 $1.8M +163.6% 0.06% DBT
482 Republic Finance Issuance Trus 76042UAD5 Apr 2024 1,840,000 — $1.8M +6.2% 0.06% ABS-O
483 Chase Mortgage Finance Corpora 46591HAL4 Apr 2022 1,692,018 -232,670 $1.8M -12.2% 0.06% ABS-MBS
484 Pagaya AI Debt Selection Trust 69547GAA7 Apr 2025 1,750,000 New $1.8M — 0.06% ABS-O
485 JP Morgan Mortgage Trust 46651XCA8 Apr 2022 2,051,289 -73,750 $1.7M +7.5% 0.06% ABS-MBS
486 BX Trust 123911AJ8 Apr 2025 1,750,000 New $1.7M — 0.06% ABS-MBS
487 PRP Advisors, LLC 693986AA9 Apr 2025 1,706,135 New $1.7M — 0.06% ABS-MBS
488 Voya CLO Ltd 92917AAG1 Apr 2025 1,750,000 New $1.7M — 0.06% ABS-CBDO
489 First Help Financial LLC 30339EAE8 Apr 2025 1,717,000 New $1.7M — 0.06% ABS-O
490 ACHV ABS TRUST 00092KAE4 Apr 2025 1,750,000 New $1.7M — 0.06% ABS-O
491 Helios Issuer VI, LLC 86744TAA4 Apr 2022 2,079,040 -129,747 $1.7M -6.8% 0.06% ABS-O
492 Woodward Capital Management 74936RBZ6 Apr 2022 2,401,824 -49,558 $1.7M +7.1% 0.06% ABS-MBS
493 Onslow Bay Financial LLC 67448XAG1 Apr 2025 2,500,000 New $1.7M — 0.06% ABS-MBS
494 Rate Mortgage Trust 75409XDJ2 Apr 2022 2,454,049 -68,772 $1.7M +6.4% 0.06% ABS-MBS
495 AREIT CRE Trust 00193AAC8 Apr 2024 1,700,000 — $1.7M -0.6% 0.06% ABS-CBDO
496 GSAA Home Equity Trust GSAA Apr 2022 1,914,044 -292,679 $1.7M -10.3% 0.06% ABS-MBS
497 Rate Mortgage Trust 753917AB9 Apr 2025 1,701,152 New $1.7M — 0.06% ABS-MBS
498 ACHV ABS TRUST 000876AD4 Apr 2024 1,650,000 — $1.7M -0.5% 0.06% ABS-O
499 Credit Suisse First Boston Mor 22540V2X9 Apr 2024 1,782,622 -159,397 $1.7M -5.5% 0.06% ABS-MBS
500 DAVITA INC 23918KAW8 Apr 2025 1,650,000 New $1.7M — 0.06% DBT
501 AGNC INVESTMENT CORP AGNC Apr 2022 66,529 — $1.7M +2.5% 0.06% EP
502 Freddie Mac - STACR 35564KUW7 Apr 2022 1,647,094 -747,303 $1.7M -31.4% 0.06% ABS-MBS
503 Annaly Capital Management Inc NLY Apr 2024 84,833 — $1.7M +4.6% 0.06% EC
504 BX Trust 12433CAE5 Apr 2025 1,650,223 New $1.7M — 0.06% ABS-MBS
505 Deutsche Alt-A Securities INC DBALT Apr 2022 3,142,556 -165,065 $1.7M +1.9% 0.06% ABS-MBS
506 HLTN Commercial Mortgage Trust 40424UAG2 Apr 2025 1,700,000 New $1.7M — 0.06% ABS-MBS
507 Exeter Automobile Receivables 30166AAG9 Apr 2024 1,700,000 — $1.7M +4.5% 0.06% ABS-O
508 UNLOCK HEA TRUST 91528JAA8 Apr 2024 1,650,571 -143,769 $1.7M -5.7% 0.06% ABS-MBS
509 Winwater Mortgage Loan Trust 97652QBN8 Apr 2022 1,938,000 — $1.7M +11.3% 0.06% ABS-MBS
510 GS Mortgage-Backed Securities 36261MBB4 Apr 2022 2,236,283 -69,581 $1.7M +6.8% 0.06% ABS-MBS
511 Verus Securitization Trust 92539LAF7 Apr 2025 2,270,000 New $1.6M — 0.06% ABS-MBS
512 CVR PARTNERS/CVR NITROGE 12663QAC9 Apr 2022 1,700,000 — $1.6M +2.7% 0.06% DBT
513 JP Morgan Mortgage Trust 46658NAC1 Apr 2025 1,631,525 New $1.6M — 0.06% ABS-MBS
514 DBSG 2024-ALTA Mortgage Trust 239918AG0 Apr 2025 1,600,000 New $1.6M — 0.06% ABS-MBS
515 Pagaya AI Debt Selection Trust 69548EAB9 Apr 2025 1,749,799 New $1.6M — 0.06% ABS-O
516 Deephaven Residential Mortgage 24382JAE6 Apr 2024 2,000,000 — $1.6M +5.1% 0.06% ABS-MBS
517 JP Morgan Mortgage Trust 46654ACE7 Apr 2022 2,307,956 -64,694 $1.6M +11.8% 0.06% ABS-MBS
518 CAESARS ENTERTAIN INC 12769GAA8 Apr 2025 1,730,000 New $1.6M — 0.06% DBT
519 United Wholesale Mortgage LLC 90354TBG3 Apr 2022 2,030,049 -49,198 $1.6M +7.1% 0.06% ABS-MBS
520 Saluda Grade Alternative Mortg 79582DAD3 Apr 2022 1,449,524 — $1.6M -5.4% 0.06% ABS-MBS
521 Ellington Financial Mortgage T 281907AE5 Apr 2025 1,550,000 New $1.6M — 0.06% ABS-MBS
522 Residential Accredit Loans, In 761118QQ4 Apr 2022 19,377,513 -1,784,907 $1.6M +55.9% 0.06% ABS-MBS
523 MAGNERA CORP 377320AA4 Apr 2025 1,800,000 New $1.6M — 0.06% DBT
524 JP Morgan Mortgage Trust 46592KCA8 Apr 2022 1,981,794 -54,392 $1.6M +6.9% 0.06% ABS-MBS
525 BRAVO Residential Funding Trus 105690AB7 Apr 2022 1,681,542 -425,511 $1.6M -17.9% 0.06% ABS-MBS
526 Radnor Re LTD 75049AAC6 Apr 2025 1,500,000 New $1.6M — 0.06% ABS-MBS
527 JP Morgan Mortgage Trust 46651HCA3 Apr 2022 1,717,631 -59,900 $1.6M +6.2% 0.06% ABS-MBS
528 CPS Auto Trust 223920AE9 Apr 2025 1,500,000 New $1.5M — 0.06% ABS-O
529 Towd Point Mortgage Trust 89183FAD0 Apr 2025 1,695,000 New $1.5M — 0.06% ABS-MBS
530 Citimortgage Alternative Loan CMALT Apr 2022 1,900,633 -257,240 $1.5M -9.5% 0.06% ABS-MBS
531 Arroyo Mortgage Trust 042855AD8 Apr 2022 2,000,000 — $1.5M +14.4% 0.06% ABS-MBS
532 JP Morgan Mortgage Trust 46657YBD5 Apr 2025 1,795,000 New $1.5M — 0.06% ABS-MBS
533 Multifamily Connecticut Avenue MCAS Apr 2022 1,500,000 — $1.5M +2.7% 0.06% ABS-MBS
534 WFLD MORTGAGE TRUST 92939GAA5 Apr 2025 1,567,088 New $1.5M — 0.06% ABS-MBS
535 GS Mortgage-Backed Securities 36264PBK4 Apr 2022 2,529,770 -77,958 $1.5M +8.1% 0.05% ABS-MBS
536 Onslow Bay Financial LLC 670857AC5 Apr 2024 1,795,687 -210,355 $1.5M -6.1% 0.05% ABS-MBS
537 Banc of America Funding Corpor BAFC Apr 2022 1,607,529 -182,788 $1.5M -8.1% 0.05% ABS-MBS
538 Lehman XS Trust LXS Apr 2022 1,663,006 +738,381 $1.5M +86.5% 0.05% ABS-MBS
539 EZCORP INC 302301AJ5 Apr 2025 1,425,000 New $1.5M — 0.05% DBT
540 GLS Auto Receivables Trust 36270YAN2 Apr 2025 1,500,000 New $1.5M — 0.05% ABS-O
541 Morgan Stanley Capital Inc MSAC Apr 2022 1,706,732 -131,307 $1.5M -8.6% 0.05% ABS-MBS
542 Verus Securitization Trust 92540NAE3 Apr 2025 1,500,000 New $1.5M — 0.05% ABS-MBS
543 Pagaya AI Debt Selection Trust 69547JAC7 Apr 2022 1,514,385 -5,717,033 $1.5M -77.6% 0.05% ABS-O
544 Redwood Trust Inc RWT Apr 2022 238,507 -690,610 $1.5M -71.2% 0.05% EC
545 COLT Funding LLC 19688LAA0 Apr 2025 1,453,486 New $1.5M — 0.05% ABS-MBS
546 Sequoia Mortgage Trust 81747KCF8 Apr 2022 2,362,213 -69,952 $1.5M +6.8% 0.05% ABS-MBS
547 X-CALIBER FUNDING LLC XCALFD Apr 2022 1,628,000 — $1.5M -9.8% 0.05% DBT
548 Wells Fargo Commercial Mortgag 95003PAG6 Apr 2025 1,450,000 New $1.5M — 0.05% ABS-MBS
549 FIRSTCASH INC 33767DAB1 Apr 2022 1,500,000 — $1.5M +4.9% 0.05% DBT
550 Citimortgage Alternative Loan CMALT Apr 2022 1,667,516 -113,722 $1.5M -2.6% 0.05% ABS-MBS
551 Fannie Mae 3140ANNU9 Apr 2025 1,476,090 New $1.5M — 0.05% ABS-MBS
552 Freddie Mac 3132E0BD3 Apr 2025 1,423,162 New $1.5M — 0.05% ABS-MBS
553 COLT Funding LLC 19685EAE1 Apr 2024 1,750,000 — $1.4M +9.0% 0.05% ABS-MBS
554 JP Morgan Mortgage Trust 46650PBC3 Apr 2022 1,752,008 — $1.4M +7.0% 0.05% ABS-MBS
555 GOODYEAR TIRE & RUBBER 382550BN0 Apr 2022 1,500,000 — $1.4M +4.8% 0.05% DBT
556 PRP Advisors, LLC 693581AA8 Apr 2024 1,447,987 -257,770 $1.4M -12.6% 0.05% ABS-MBS
557 Ellington Financial Mortgage T 281907AF2 Apr 2025 1,393,000 New $1.4M — 0.05% ABS-MBS
558 Verus Securitization Trust 924923AE5 Apr 2025 1,400,000 New $1.4M — 0.05% ABS-MBS
559 Santander Bank Auto Credit-Lin 80290CCN2 Apr 2025 1,383,045 New $1.4M — 0.05% ABS-O
560 LBA Trust 50177BAQ0 Apr 2025 1,400,000 New $1.4M — 0.05% ABS-MBS
561 GS Mortgage-Backed Securities 36269XCB1 Apr 2025 1,613,000 New $1.4M — 0.05% ABS-MBS
562 SG Capital Partners 78432YAB5 Apr 2022 1,640,476 -6,297,718 $1.4M -78.3% 0.05% ABS-MBS
563 Wells Fargo Mortgage Backed Se 95002FBL7 Apr 2022 2,124,000 — $1.4M +6.0% 0.05% ABS-MBS
564 Banc of America Funding Corpor BAFC Apr 2022 1,908,192 -297,816 $1.4M -10.1% 0.05% ABS-MBS
565 GS Mortgage-Backed Securities 36260RBG3 Apr 2022 1,714,288 -50,675 $1.4M +6.5% 0.05% ABS-MBS
566 Cascade Funding Mortgage Trust 12530YAD1 Apr 2025 1,500,000 New $1.4M — 0.05% ABS-MBS
567 JP Morgan Mortgage Trust 46592ACA0 Apr 2022 1,573,508 -48,284 $1.4M +6.2% 0.05% ABS-MBS
568 Residential Accredit Loans, In RALI Apr 2022 1,741,958 -348,139 $1.4M -10.6% 0.05% ABS-MBS
569 Oportun Funding LLC 68377WAD3 Apr 2025 1,408,313 New $1.4M — 0.05% ABS-O
570 BRAVO Residential Funding Trus 10568NAC6 Apr 2025 1,389,108 New $1.4M — 0.05% ABS-MBS
571 GS Mortgage-Backed Securities 36272LCS5 Apr 2025 1,734,000 New $1.4M — 0.05% ABS-MBS
572 Residential Accredit Loans, In RALI Apr 2022 1,748,429 -349,432 $1.4M -14.8% 0.05% ABS-MBS
573 GS Mortgage-Backed Securities 36270CCB4 Apr 2025 1,584,000 New $1.4M — 0.05% ABS-MBS
574 Ellington Financial Inc EFC Apr 2022 103,500 — $1.3M +13.9% 0.05% EC
575 JP Morgan Mortgage Trust 46592NCD6 Apr 2022 1,733,138 -48,480 $1.3M +6.9% 0.05% ABS-MBS
576 HarborView Mortgage Loan Trust HVMLT Apr 2022 1,478,426 -199,693 $1.3M -7.7% 0.05% ABS-MBS
577 Countrywide Alternative Loan T CWALT Apr 2022 2,563,515 -86,953 $1.3M +1.9% 0.05% ABS-MBS
578 HarborView Mortgage Loan Trust HVMLT Apr 2022 1,504,738 -158,797 $1.3M -5.7% 0.05% ABS-MBS
579 JP Morgan Mortgage Trust 465989AN1 Apr 2024 1,558,727 -26,998 $1.3M +4.7% 0.05% ABS-MBS
580 NCL CORPORATION LTD 62886HBP5 Apr 2025 1,350,000 New $1.3M — 0.05% DBT
581 Government National Mortgage A 36179XVS2 Apr 2024 1,345,887 -164,280 $1.3M -8.8% 0.05% ABS-MBS
582 Adjustable Rate Mortgage Trust ARMT Apr 2022 1,604,261 -104,201 $1.3M -1.3% 0.05% ABS-MBS
583 Mello Mortgage Capital Accepta 585498BK3 Apr 2022 1,799,000 — $1.3M -1.8% 0.05% ABS-MBS
584 MFA FINANCIAL INC MFA Apr 2022 52,942 -40,000 $1.3M -36.3% 0.05% EP
585 Residential Accredit Loans, In RALI Apr 2022 1,466,887 -242,627 $1.3M -11.4% 0.05% ABS-MBS
586 CLEARWATER PAPER CORP 18538RAJ2 Apr 2022 1,400,000 — $1.3M +2.3% 0.05% DBT
587 JP Morgan Mortgage Trust 46653JCE9 Apr 2022 1,667,826 -47,377 $1.3M +7.8% 0.05% ABS-MBS
588 Chase Mortgage Finance Corpora CHASE Apr 2022 1,270,026 -99,344 $1.3M -7.3% 0.05% ABS-MBS
589 Credit Suisse Mortgage Trust 12659FAB1 Apr 2022 1,450,914 -178,194 $1.3M -6.9% 0.05% ABS-MBS
590 Verus Securitization Trust 92538NAE7 Apr 2025 1,426,000 New $1.3M — 0.05% ABS-MBS
591 Merrill Lynch Mortgage Investo 5899295M6 Apr 2025 1,558,243 New $1.3M — 0.05% ABS-MBS
592 GSAA Home Equity Trust GSAA Apr 2022 1,382,857 -361,991 $1.3M -18.4% 0.05% ABS-MBS
593 Verus Securitization Trust 92539LAE0 Apr 2025 1,750,000 New $1.3M — 0.05% ABS-MBS
594 Verus Securitization Trust 92538HAC4 Apr 2024 1,553,109 -198,723 $1.3M -11.3% 0.05% ABS-MBS
595 Saluda Grade Alternative Mortg 79582DAE1 Apr 2022 1,159,619 — $1.3M -4.3% 0.05% ABS-MBS
596 Onslow Bay Financial LLC 670861AA1 Apr 2025 1,552,259 New $1.3M — 0.05% ABS-MBS
597 Avis Budget Rental Car Funding 05377RKH6 Apr 2025 1,250,000 New $1.3M — 0.05% ABS-O
598 Saluda Grade Alternative Mortg 79582BAB1 Apr 2025 1,250,000 New $1.3M — 0.05% ABS-MBS
599 STONEX GROUP INC 861896AA6 Apr 2025 1,200,000 New $1.3M — 0.05% DBT
600 NATIONSTAR MTG HLD INC 63861CAF6 Apr 2025 1,200,000 New $1.2M — 0.05% DBT
601 Avis Budget Rental Car Funding 05377RKJ2 Apr 2025 1,250,000 New $1.2M — 0.05% ABS-O
602 VISTRA OPERATIONS CO LLC 92840VAR3 Apr 2025 1,200,000 New $1.2M — 0.05% DBT
603 DC Commercial Mortgage Trust 24022FAJ9 Apr 2024 1,200,000 — $1.2M +3.3% 0.05% ABS-MBS
604 Ellington Financial Mortgage T 26845DAF2 Apr 2025 1,250,000 New $1.2M — 0.05% ABS-MBS
605 Sequoia Mortgage Trust SEMT Apr 2022 1,714,070 -180,414 $1.2M -13.0% 0.04% ABS-MBS
606 PANTHER ESCROW ISSUER 69867RAA5 Apr 2025 1,200,000 New $1.2M — 0.04% DBT
607 CINEMARK USA INC 172441BH9 Apr 2025 1,200,000 New $1.2M — 0.04% DBT
608 AXON ENTERPRISE INC 05464CAD3 Apr 2025 1,200,000 New $1.2M — 0.04% DBT
609 DC Commercial Mortgage Trust 24022FAG5 Apr 2024 1,200,000 — $1.2M +2.1% 0.04% ABS-MBS
610 Fannie Mae 3140AGLE2 Apr 2025 1,210,628 New $1.2M — 0.04% ABS-MBS
611 FIRST NORTHWEST BANCORP 335834AC1 Apr 2025 1,500,000 New $1.2M — 0.04% DBT
612 STANDARD BUILDING SOLUTI 853191AA2 Apr 2025 1,200,000 New $1.2M — 0.04% DBT
613 GS Mortgage-Backed Securities 36257TAT7 Apr 2022 1,500,000 — $1.2M +6.7% 0.04% ABS-MBS
614 ANTERO MIDSTREAM PART/FI 03690AAK2 Apr 2024 1,200,000 +1,100,000 $1.2M +1116.4% 0.04% DBT
615 Verus Securitization Trust 92540TAF7 Apr 2025 1,250,000 New $1.2M — 0.04% ABS-MBS
616 LITHIA MOTORS INC 536797AG8 Apr 2025 1,300,000 New $1.2M — 0.04% DBT
617 Jamestown CLO Ltd 47049QAC0 Apr 2025 1,200,000 New $1.2M — 0.04% ABS-CBDO
618 PERRIGO FINANCE UNLIMITE 71429MAD7 Apr 2025 1,200,000 New $1.2M — 0.04% DBT
619 United Wholesale Mortgage LLC 90354XBG4 Apr 2022 1,548,051 -38,039 $1.2M +3.9% 0.04% ABS-MBS
620 FIGRE Trust 31684HAC4 Apr 2024 1,167,152 -295,259 $1.2M -18.5% 0.04% ABS-MBS
621 Pagaya AI Debt Selection Trust 69548VAB1 Apr 2025 1,250,000 New $1.2M — 0.04% ABS-O
622 DIRECTV FIN LLC/COINC 25461LAD4 Apr 2025 1,250,000 New $1.2M — 0.04% DBT
623 PRP Advisors, LLC 693581AD2 Apr 2024 1,250,000 — $1.2M +12.0% 0.04% ABS-MBS
624 The Huntington National Bank 44644NAD1 Apr 2025 1,159,048 New $1.2M — 0.04% ABS-O
625 FREMF Mortgage Trust FREMF Apr 2022 1,182,007 — $1.2M +1.2% 0.04% ABS-MBS
626 Upstart Pass Through Trust 91680VAB3 Apr 2022 5,450,000 — $1.2M -1.1% 0.04% ABS-O
627 Residential Asset Securitizati 761120AL8 Apr 2024 3,941,451 +277 $1.2M +9.7% 0.04% ABS-MBS
628 First Help Financial LLC 30336NAJ0 Apr 2025 1,128,000 New $1.2M — 0.04% ABS-O
629 COLT Funding LLC 19688MAF7 Apr 2025 1,170,000 New $1.2M — 0.04% ABS-MBS
630 Barings Middle Market CLO Ltd. 067934AE9 Apr 2025 1,150,000 New $1.2M — 0.04% ABS-CBDO
631 MERCER INTL INC 588056BB6 Apr 2022 1,400,000 — $1.2M -6.0% 0.04% DBT
632 Wells Fargo Mortgage Backed Se 95003HBL2 Apr 2022 1,488,238 -43,333 $1.2M +7.3% 0.04% ABS-MBS
633 FORTRESS TRANS & INFRAST 34960PAH4 Apr 2025 1,200,000 New $1.1M — 0.04% DBT
634 Morgan Stanley Residential Mor 61772NCA3 Apr 2022 1,963,761 -54,130 $1.1M +4.5% 0.04% ABS-MBS
635 Mello Mortgage Capital Accepta 585494CJ4 Apr 2024 1,576,205 -46,318 $1.1M +6.1% 0.04% ABS-MBS
636 JAX BANCP STAT TRUST III ABCB Apr 2022 1,200,000 — $1.1M -3.4% 0.04% DBT
637 Wells Fargo Mortgage Backed Se 949831BL4 Apr 2022 1,627,000 — $1.1M +7.1% 0.04% ABS-MBS
638 SHELF DRILL HOLD LTD 822538AH7 Apr 2024 1,610,000 +610,000 $1.1M +20.5% 0.04% DBT
639 GS Mortgage-Backed Securities 36262RBM8 Apr 2022 1,403,104 -40,466 $1.1M +8.4% 0.04% ABS-MBS
640 x-caliber funding llc 98401JAA5 Apr 2022 1,124,144 — $1.1M -0.3% 0.04% ABS-MBS
641 RBSSP Resecuritization Trust RBSSP Apr 2022 1,253,554 -179,450 $1.1M -11.2% 0.04% ABS-MBS
642 FINANCIAL INSTITUTIONS I 317585AA5 Apr 2025 1,125,000 New $1.1M — 0.04% DBT
643 GSR Mortgage Loan Trust 362341DZ9 Apr 2022 1,312,019 -135,881 $1.1M -5.8% 0.04% ABS-MBS
644 J.P. Morgan Wealth Management 46591HBQ2 Apr 2022 1,150,672 -328 $1.1M -1.3% 0.04% ABS-MBS
645 Pagaya AI Debt Selection Trust 69547EAC8 Apr 2024 1,131,339 -1,268,379 $1.1M -50.3% 0.04% ABS-O
646 UNITI GROUP/CSL CAPITAL 91327BAA8 Apr 2025 1,200,000 New $1.1M — 0.04% DBT
647 GREAT LAKES DREDGE&DOCK 390607AF6 Apr 2025 1,175,000 New $1.1M — 0.04% DBT
648 Mello Mortgage Capital Accepta 585498BL1 Apr 2022 1,499,000 — $1.1M +4.4% 0.04% ABS-MBS
649 GS Mortgage-Backed Securities 36260DBC3 Apr 2022 1,695,134 -47,337 $1.1M +6.5% 0.04% ABS-MBS
650 Vista Point Securitization Tru 92839HAF3 Apr 2025 1,000,000 New $1.1M — 0.04% ABS-MBS
651 Credit Suisse Mortgage Trust 12657LAF1 Apr 2022 1,539,950 — $1.0M +11.3% 0.04% ABS-MBS
652 BELLEMEADE RE LT 078915AD7 Apr 2025 1,000,000 New $1.0M — 0.04% ABS-MBS
653 PennyMac Mortgage Investment T PMT Apr 2022 81,182 — $1.0M -7.3% 0.04% EC
654 Upstart Securitization Trust 91679WAC2 Apr 2024 1,800,000 — $1.0M +19.7% 0.04% ABS-O
655 BX Trust 05612UAG7 Apr 2025 1,038,462 New $1.0M — 0.04% ABS-MBS
656 LAD Auto Receivables Trust 505920AG3 Apr 2025 1,000,000 New $1.0M — 0.04% ABS-O
657 CPS Auto Trust 22411CAE0 Apr 2025 1,000,000 New $1.0M — 0.04% ABS-O
658 Vista Point Securitization Tru 92841YAE5 Apr 2025 1,000,000 New $1.0M — 0.04% ABS-MBS
659 SBNA Auto Receivables Trust 78437PAH6 Apr 2025 1,000,000 New $1.0M — 0.04% ABS-O
660 JEFFERIES FIN LLC / JFIN 47232MAG7 Apr 2025 1,050,000 New $1.0M — 0.04% DBT
661 Reach Financial LLC 75525HAD2 Apr 2025 1,000,000 New $1.0M — 0.04% ABS-O
662 CLYDESDALE ACQUISITION 18972EAD7 Apr 2025 1,000,000 New $1.0M — 0.04% DBT
663 Upgrade Receivables Trust 91533NAD6 Apr 2025 1,000,000 New $1.0M — 0.04% ABS-O
664 JP Morgan Mortgage Trust JPMMT Apr 2022 1,336,034 -58,106 $1.0M -0.4% 0.04% ABS-MBS
665 PRP Advisors, LLC 693986AB7 Apr 2025 1,000,000 New $1.0M — 0.04% ABS-MBS
666 WILLIAMS SCOTSMAN INC 96949VAN3 Apr 2025 1,000,000 New $1.0M — 0.04% DBT
667 JP Morgan Mortgage Trust 46592XAJ3 Apr 2025 1,500,000 New $1.0M — 0.04% ABS-MBS
668 Woodward Capital Management 74938FBX5 Apr 2022 2,245,000 — $1.0M +36.3% 0.04% ABS-MBS
669 Post CLO LTD 73743CAG7 Apr 2025 1,000,000 New $1.0M — 0.04% ABS-CBDO
670 Reach Financial LLC 75525PAD4 Apr 2025 1,000,000 New $1.0M — 0.04% ABS-O
671 Residential Accredit Loans, In RALI Apr 2022 1,192,118 -138,697 $998K -6.7% 0.04% ABS-MBS
672 GS Mortgage-Backed Securities 36263VAB3 Apr 2022 1,214,663 -79,642 $998K -1.6% 0.04% ABS-MBS
673 Wells Fargo Mortgage Backed Se 95003ABK9 Apr 2022 1,818,000 — $997K +12.6% 0.04% ABS-MBS
674 Vista Point Securitization Tru 92841YAC9 Apr 2025 1,000,000 New $997K — 0.04% ABS-MBS
675 STRIKE ACCEPTANCE AUTO FUNDING 86332RAC2 Apr 2025 1,000,000 New $996K — 0.04% ABS-O
676 CUSTOMERS BANK 23204HBM9 Apr 2022 1,000,000 — $995K +4.2% 0.04% DBT
677 Carvana Auto Receivables Trust 14687DAG7 Apr 2022 1,013,217 -740,209 $994K -41.2% 0.04% ABS-O
678 Pagaya AI Debt Selection Trust 69548QAA4 Apr 2025 999,847 New $994K — 0.04% ABS-O
679 GLS Auto Receivables Trust 37989AAN4 Apr 2025 1,000,000 New $993K — 0.04% ABS-O
680 FIRST BANCSHARES INC FBMS Apr 2022 1,000,000 — $993K +4.5% 0.04% DBT
681 Residential Accredit Loans, In RALI Apr 2022 1,278,924 -127,600 $990K -5.7% 0.04% ABS-MBS
682 Countrywide Alternative Loan T CWALT Apr 2022 13,234,185 -913,130 $987K +1.0% 0.04% ABS-MBS
683 FS BANCORP INC 30263YAC8 Apr 2025 1,000,000 New $984K — 0.04% DBT
684 JP Morgan Mortgage Trust 46592NCE4 Apr 2022 1,733,138 -48,480 $983K +14.7% 0.04% ABS-MBS
685 GLS Auto Receivables Trust 36271KAN1 Apr 2025 1,000,000 New $982K — 0.04% ABS-O
686 PRIMIS FINANCIAL CORP 843395AA2 Apr 2025 1,000,000 New $982K — 0.04% DBT
687 BROOKLINE BANCORP INC 11373MAA5 Apr 2024 1,000,000 — $980K -0.5% 0.04% DBT
688 DSLA Mortgage Loan Trust DSLA Apr 2022 1,003,400 -162,999 $980K -12.7% 0.04% ABS-MBS
689 Verus Securitization Trust 92539NAD8 Apr 2024 1,000,000 +250,000 $978K +36.5% 0.04% ABS-MBS
690 A10 CAPITAL LLC 66982EAA0 Apr 2025 1,000,000 New $978K — 0.04% DBT
691 BRUNDAGE-BONE CONCRETE 66981QAB2 Apr 2025 1,000,000 New $977K — 0.04% DBT
692 SOUTH ST SEC FUND LLC 84046SAF5 Apr 2025 1,000,000 New $970K — 0.04% DBT
693 SKOPOS AUTO RECEIVABLES TRUST 83085DAE5 Apr 2024 965,183 -1,684,817 $968K -63.5% 0.04% ABS-O
694 HELIX ENERGY SOLUTIONS 42330PAL1 Apr 2024 950,000 +700,000 $963K +261.4% 0.04% DBT
695 AMSR Trust 66981XAC5 Apr 2024 1,000,000 — $962K +5.3% 0.04% ABS-O
696 Bear Stearns Adjustable Rate M BSARM Apr 2022 1,105,012 -235,247 $961K -10.9% 0.04% ABS-MBS
697 Adjustable Rate Mortgage Trust ARMT Apr 2022 1,261,455 -127,012 $957K -7.6% 0.03% ABS-MBS
698 Residential Asset Securitizati RAST Apr 2022 1,418,289 -105,864 $956K -5.1% 0.03% ABS-MBS
699 Residential Asset Securitizati RAST Apr 2022 1,567,558 -120,340 $955K -4.5% 0.03% ABS-MBS
700 QUIKRETE HOLDINGS INC 74843PAB6 Apr 2025 950,000 New $954K — 0.03% DBT
701 GS Mortgage-Backed Securities 36262AAU8 Apr 2022 1,191,638 -36,007 $954K +7.8% 0.03% ABS-MBS
702 NEXBANK CAPITAL INC 65341TAG2 Apr 2025 1,000,000 New $946K — 0.03% DBT
703 Sequoia Mortgage Trust 81749FCG5 Apr 2025 1,191,000 New $941K — 0.03% ABS-MBS
704 Pretium Mortgage Credit Partne 74143RAA1 Apr 2025 927,464 New $941K — 0.03% ABS-MBS
705 Pagaya AI Debt Selection Trust 69548YAB5 Apr 2025 1,000,000 New $939K — 0.03% ABS-O
706 Oceanview Mortgage Trust 67647ECG0 Apr 2022 1,715,000 — $932K +11.9% 0.03% ABS-MBS
707 PRP Advisors, LLC 693581AC4 Apr 2024 1,000,000 — $931K +5.4% 0.03% ABS-MBS
708 GCAT 36167KAG3 Apr 2024 1,250,000 — $931K +12.3% 0.03% ABS-MBS
709 ALLIANCE RES OP/FINANCE 01879NAC9 Apr 2025 900,000 New $930K — 0.03% DBT
710 VCAT Asset Securitization, LLC 921962AA4 Apr 2025 923,674 New $924K — 0.03% ABS-MBS
711 GS Mortgage-Backed Securities 36263CAN9 Apr 2025 1,500,000 New $922K — 0.03% ABS-MBS
712 Residential Accredit Loans, In RALI Apr 2022 1,287,306 -155,458 $922K -7.4% 0.03% ABS-MBS
713 Pikes Peak CLO 72133QAG6 Apr 2025 1,000,000 New $920K — 0.03% ABS-CBDO
714 GS Mortgage-Backed Securities 36260RBH1 Apr 2022 1,485,255 -43,905 $920K +6.7% 0.03% ABS-MBS
715 FREEDOM MORTGAGE HOLD 35641AAA6 Apr 2024 900,000 +800,000 $918K +810.1% 0.03% DBT
716 VENTURE GLOBAL LNG INC 92332YAB7 Apr 2024 950,000 +700,000 $917K +257.2% 0.03% DBT
717 SALLY HOLDINGS/SALLY CAP 79546VAQ9 Apr 2025 900,000 New $908K — 0.03% DBT
718 Flagstar Mortgage Trust 33851RBG5 Apr 2022 1,177,661 -27,320 $907K +4.0% 0.03% ABS-MBS
719 Affirm Inc 00834BAD9 Apr 2024 900,000 — $906K +0.9% 0.03% ABS-O
720 Morgan Stanley Capital I Trust 61764BAA1 Apr 2025 1,040,000 New $902K — 0.03% ABS-MBS
721 Pagaya AI Debt Selection Trust 69546RAC0 Apr 2022 933,356 -2,366,464 $902K -69.7% 0.03% ABS-O
722 Washington Mutual Mortgage Pas 93934FMF6 Apr 2024 929,129 -90,386 $900K -3.3% 0.03% ABS-MBS
723 Chase Mortgage Finance Corpora 46591HAK6 Apr 2022 880,958 -121,141 $900K -12.1% 0.03% ABS-MBS
724 Countrywide Alternative Loan T CWALT Apr 2022 1,970,236 +438,038 $897K +27.2% 0.03% ABS-MBS
725 Morgan Stanley ReRemic Trust MSRR Apr 2022 1,010,309 — $894K +17.4% 0.03% ABS-MBS
726 POST HOLDINGS INC 737446AV6 Apr 2025 900,000 New $892K — 0.03% DBT
727 STARWOOD PROPERTY TRUST 85571BBC8 Apr 2025 900,000 New $890K — 0.03% DBT
728 JP Morgan Mortgage Trust 46654FAP3 Apr 2024 1,084,511 -88,905 $888K -4.2% 0.03% ABS-MBS
729 PBF HOLDING CO LLC 69318FAJ7 Apr 2025 1,000,000 New $884K — 0.03% DBT
730 Mello Mortgage Capital Accepta 58550NBY6 Apr 2022 1,142,139 -27,828 $882K +22.3% 0.03% ABS-MBS
731 BRAVO Residential Funding Trus 10568NAD4 Apr 2025 926,072 New $881K — 0.03% ABS-MBS
732 COLT Funding LLC 12662YAD1 Apr 2025 969,978 New $880K — 0.03% ABS-MBS
733 Countrywide Alternative Loan T CWALT Apr 2022 1,401,741 -70,728 $879K -4.3% 0.03% ABS-MBS
734 Arizona Biltmore Trust 00218TAJ3 Apr 2025 850,000 New $878K — 0.03% ABS-MBS
735 Momnt Technologies Trust 608934AC9 Apr 2024 900,000 — $877K +1.3% 0.03% ABS-O
736 SENSATA TECHNOLOGIES INC 81728UAB0 Apr 2025 1,000,000 New $876K — 0.03% DBT
737 JP Morgan Mortgage Trust JPMMT Apr 2022 1,111,182 -115,993 $875K -4.5% 0.03% ABS-MBS
738 Upstart Pass Through Trust 91683NAB8 Apr 2022 2,400,000 — $875K +31.2% 0.03% ABS-O
739 GENESIS ENERGY LP/FIN 37185LAR3 Apr 2025 900,000 New $874K — 0.03% DBT
740 SEASPAN CORP 81254UAK2 Apr 2022 950,000 -400,000 $868K -25.3% 0.03% DBT
741 New Residential Mortgage Loan 64828CEN5 Apr 2024 1,175,551 +1 $864K +11.2% 0.03% ABS-MBS
742 Onslow Bay Financial LLC 67114BAA5 Apr 2025 1,012,649 New $863K — 0.03% ABS-MBS
743 PRP Advisors, LLC 74448BAA8 Apr 2024 842,896 -145,951 $861K -13.3% 0.03% ABS-MBS
744 Saluda Grade Alternative Mortg 79581RAH4 Apr 2024 102,053,625 -21,140,732 $860K -88.3% 0.03% ABS-MBS
745 PENNYMAC FIN SVCS INC 70932MAC1 Apr 2022 900,000 — $858K +4.9% 0.03% DBT
746 CIM Trust 12564ECJ9 Apr 2022 1,517,907 -45,131 $858K +9.3% 0.03% ABS-MBS
747 MASTR Adjustable Rate Mortgage 576433D45 Apr 2022 920,420 -302,203 $857K -21.7% 0.03% ABS-MBS
748 MEDLINE BORROWER LP 62482BAB8 Apr 2022 900,000 — $856K +2.0% 0.03% DBT
749 New Residential Mortgage Loan 64828GCH1 Apr 2022 12,864,759 -1,110,823 $855K -25.7% 0.03% ABS-MBS
750 PERFORMANCE FOOD GROUP I 71376LAE0 Apr 2025 900,000 New $853K — 0.03% DBT
751 GS Mortgage-Backed Securities 36266TCL1 Apr 2022 1,144,118 -32,483 $853K +17.7% 0.03% ABS-MBS
752 PHH Alternative Mortgage Trust 69337HBA8 Apr 2024 975,101 -148,705 $845K -6.4% 0.03% ABS-MBS
753 PENNYMAC FIN SVCS INC 70932MAB3 Apr 2022 900,000 — $841K +5.2% 0.03% DBT
754 JP Morgan Mortgage Trust 46657DAS9 Apr 2024 1,035,500 — $839K +6.4% 0.03% ABS-MBS
755 FIESTA PURCHASER INC 31659AAB2 Apr 2025 800,000 New $839K — 0.03% DBT
756 Hertz Vehicle Financing LLC 42806MCG2 Apr 2024 800,000 — $837K +1.4% 0.03% ABS-O
757 JP Morgan Mortgage Trust 46651GBJ7 Apr 2022 1,199,000 — $836K +16.3% 0.03% ABS-MBS
758 GS Mortgage-Backed Securities 36263CBQ1 Apr 2022 1,204,468 -35,305 $834K +11.8% 0.03% ABS-MBS
759 Bankers Healthcare Group Secur 08862HAD4 Apr 2024 800,000 — $826K +5.9% 0.03% ABS-O
760 Flagship Credit Auto Trust 33845VAJ0 Apr 2022 1,000,000 — $819K +0.2% 0.03% ABS-O
761 Residential Funding Mtg Sec I RFMSI Apr 2022 1,014,763 -159,256 $819K -7.4% 0.03% ABS-MBS
762 Affirm Inc 00792FAE8 Apr 2024 800,000 — $813K +0.9% 0.03% ABS-O
763 Lobel Automobile Receivables T 53946XAC7 Apr 2024 800,000 — $813K +0.6% 0.03% ABS-O
764 Hilton USA Trust 403956AG0 Apr 2025 800,000 New $804K — 0.03% ABS-MBS
765 Hilton USA Trust 403956AE5 Apr 2025 800,000 New $803K — 0.03% ABS-MBS
766 J.P. Morgan Alternative Loan T 466286AD3 Apr 2022 902,212 -107,938 $802K -8.4% 0.03% ABS-MBS
767 Mello Mortgage Capital Accepta 585495ES9 Apr 2022 1,031,571 -30,159 $800K +6.9% 0.03% ABS-MBS
768 Credit Suisse Mortgage Trust CSMC Apr 2022 1,698,375 -16,332 $798K -3.7% 0.03% ABS-MBS
769 Banc of America Merrill Lynch 05555CAJ0 Apr 2025 800,000 New $794K — 0.03% ABS-MBS
770 Upstart Pass Through Trust 91681PAB5 Apr 2024 11,400,000 — $785K -26.1% 0.03% ABS-O
771 GCAT 36170HAC4 Apr 2024 773,221 -77,535 $781K -7.8% 0.03% ABS-MBS
772 Credit Suisse Mortgage Trust 12662EAD5 Apr 2024 1,000,000 — $780K +24.7% 0.03% ABS-MBS
773 UNIVISION COMMUNICATIONS 914906AY8 Apr 2025 800,000 New $778K — 0.03% DBT
774 Progress Residential Trust 74331GAG4 Apr 2024 800,000 — $777K +5.3% 0.03% ABS-O
775 PHH ESCROW ISS LCC/PHH C 716964AA9 Apr 2025 800,000 New $775K — 0.03% DBT
776 Flagstar Mortgage Trust 33851MAX0 Apr 2022 1,211,408 -53,196 $774K +6.7% 0.03% ABS-MBS
777 Homebanc Mortgage Trust 43739EAK3 Apr 2024 806,100 -180,787 $774K -16.7% 0.03% ABS-MBS
778 PRP Advisors, LLC 69380TAD3 Apr 2024 750,000 — $773K +2.3% 0.03% ABS-MBS
779 CONSOLIDATED ENERGY FIN 20914UAE6 Apr 2025 800,000 New $772K — 0.03% DBT
780 RESIDEO FUNDING INC 76119LAD3 Apr 2025 775,000 New $770K — 0.03% DBT
781 ChaseFlex Trust CFLX Apr 2022 1,333,909 -27,072 $768K +0.5% 0.03% ABS-MBS
782 American Heritage Auto Receiva 026944AG3 Apr 2025 750,000 New $768K — 0.03% ABS-O
783 JEFFERSON CAPITAL HOLDIN 472481AB6 Apr 2025 730,000 New $766K — 0.03% DBT
784 Deutsche Alt-A Securities INC DBALT Apr 2022 849,039 -55,517 $765K -2.4% 0.03% ABS-MBS
785 FIRST FOUNDATION INC 32026VAA2 Apr 2025 1,000,000 New $763K — 0.03% DBT
786 GoodLeap Sustainable Home Impr 382371AA0 Apr 2022 993,535 -97,522 $763K -9.9% 0.03% ABS-O
787 Woodward Capital Management 74936RCA0 Apr 2022 1,566,000 — $761K +16.2% 0.03% ABS-MBS
788 Washington Mutual Mortgage Pas 93934FLR1 Apr 2024 807,619 -102,677 $755K -6.7% 0.03% ABS-MBS
789 Kinetic Advantage Master Owner 49462DAD1 Apr 2024 750,000 — $753K -0.1% 0.03% ABS-O
790 GS Mortgage-Backed Securities 36264JAV5 Apr 2022 1,523,773 — $751K +14.6% 0.03% ABS-MBS
791 Flagstar Mortgage Trust 33852EBT5 Apr 2022 1,340,188 — $748K +14.2% 0.03% ABS-MBS
792 Chase Mortgage Finance Corpora 46591HCB4 Apr 2022 834,301 -75,015 $746K -8.3% 0.03% ABS-MBS
793 Structured Asset Mortgage Inve 86361HAT1 Apr 2025 22,454,243 New $743K — 0.03% ABS-MBS
794 Credit Suisse First Boston Mor CSFB Apr 2022 1,942,856 -176,293 $743K -8.5% 0.03% ABS-MBS
795 First Help Financial LLC 30333LAE8 Apr 2025 688,000 New $742K — 0.03% ABS-O
796 Residential Accredit Loans, In 75115VAA3 Apr 2024 1,376,326 -65,903 $740K -3.3% 0.03% ABS-MBS
797 Ellington Financial Mortgage T 268432AH4 Apr 2025 276,772,998 New $740K — 0.03% ABS-MBS
798 GreenPoint Mortgage Funding Tr GPMF Apr 2022 803,581 -524,245 $739K -35.0% 0.03% ABS-MBS
799 Residential Accredit Loans, In RALI Apr 2022 860,195 -90,861 $738K -6.9% 0.03% ABS-MBS
800 MOSS CREEK RESOURCES HLD 61965RAC9 Apr 2025 800,000 New $736K — 0.03% DBT
801 GS Mortgage-Backed Securities 36262AAV6 Apr 2022 1,198,800 -36,223 $731K +10.0% 0.03% ABS-MBS
802 PowerPay Issuance Trust 73934RAA6 Apr 2024 708,442 -261,802 $726K -25.0% 0.03% ABS-O
803 HOMESTREET INC 43785VAD4 Apr 2025 750,000 New $725K — 0.03% DBT
804 Bear Stearns Asset Backed Secu BSABS Apr 2022 1,107,958 -71,089 $723K -1.1% 0.03% ABS-MBS
805 HTL Commercial Mortgage Trust 404300AG0 Apr 2024 700,000 — $722K +3.7% 0.03% ABS-MBS
806 Rate Mortgage Trust 75409UCL4 Apr 2025 935,000 New $721K — 0.03% ABS-MBS
807 GCAT 36169HAC7 Apr 2024 699,453 -272,193 $712K -26.6% 0.03% ABS-MBS
808 Avis Budget Rental Car Funding 05377RGG3 Apr 2024 700,000 — $709K +2.8% 0.03% ABS-O
809 Rate Mortgage Trust 753917CM3 Apr 2025 927,000 New $709K — 0.03% ABS-MBS
810 Shellpoint Asset Funding Trust 822804AF7 Apr 2022 782,566 — $692K +3.1% 0.03% ABS-MBS
811 Countrywide Home Loans CWHL Apr 2022 1,881,822 +3,282 $691K +6.5% 0.03% ABS-MBS
812 CIM Trust 12564KCJ5 Apr 2022 1,267,037 -39,165 $686K +5.5% 0.03% ABS-MBS
813 Flagstar Mortgage Trust 33852EBU2 Apr 2022 1,343,000 — $682K +14.5% 0.02% ABS-MBS
814 GS Mortgage-Backed Securities 36264JAB9 Apr 2025 821,257 New $674K — 0.02% ABS-MBS
815 GS Mortgage-Backed Securities 36263VBP1 Apr 2022 1,300,000 — $666K +9.8% 0.02% ABS-MBS
816 Merrill Lynch Mortgage Investo 59023RAB5 Apr 2024 1,626,264 -13,737 $660K -2.8% 0.02% ABS-MBS
817 TALLGRASS NRG PRTNR/FIN 87470LAJ0 Apr 2025 700,000 New $653K — 0.02% DBT
818 GS Mortgage-Backed Securities 36262LAS9 Apr 2022 754,727,799 -50,339,231 $652K -23.4% 0.02% ABS-MBS
819 Rate Mortgage Trust 75409JDJ3 Apr 2022 1,291,000 — $651K +13.5% 0.02% ABS-MBS
820 Morgan Stanley Residential Mor 61772MBB4 Apr 2022 1,240,000 — $648K +11.9% 0.02% ABS-MBS
821 Flagstar Mortgage Trust 33852DBU4 Apr 2022 1,222,000 — $640K +9.5% 0.02% ABS-MBS
822 X-CALIBER FUNDING LLC 98373XAV2 Apr 2022 658,203 -90,000 $639K -12.1% 0.02% DBT
823 USA COM PART/USA COM FIN 91740PAG3 Apr 2025 630,000 New $637K — 0.02% DBT
824 FREEDOM MORTGAGE HOLD 35641AAC2 Apr 2025 650,000 New $636K — 0.02% DBT
825 CHAMP ACQUISITION CORP 15807XAA8 Apr 2025 600,000 New $634K — 0.02% DBT
826 CIM Trust 12565VDJ9 Apr 2022 1,281,000 — $632K +13.2% 0.02% ABS-MBS
827 KNIFE RIVER CORP 498894AA2 Apr 2025 600,000 New $628K — 0.02% DBT
828 BLACKSTONE MORTGAGE TR 09257WAF7 Apr 2025 600,000 New $624K — 0.02% DBT
829 AXALTA COATING SYSTEMS D 05455JAA5 Apr 2025 600,000 New $622K — 0.02% DBT
830 Affirm Inc 00833Q105 Apr 2025 9,712 New $622K — 0.02% ABS-O
831 CONCENTRA HEALTH SERVICE 20600DAA1 Apr 2025 600,000 New $615K — 0.02% DBT
832 Republic Finance Issuance Trus 76041RAC5 Apr 2025 600,000 New $615K — 0.02% ABS-O
833 GSAA Home Equity Trust 3622EUAA4 Apr 2022 3,271,188 -48,108 $611K -8.6% 0.02% ABS-MBS
834 Wells Fargo Alternative Loan T 94985FAA6 Apr 2022 672,018 -87,382 $611K -7.8% 0.02% ABS-MBS
835 WALKER & DUNLOP INC 93148PAA0 Apr 2025 600,000 New $611K — 0.02% DBT
836 ADVANCED DRAINAGE SYSTEM 00790RAB0 Apr 2025 600,000 New $610K — 0.02% DBT
837 Purchasing Power Funding 745935AD8 Apr 2024 600,000 — $610K +1.6% 0.02% ABS-O
838 GENESEE & WYOMING INC 371559AB1 Apr 2025 600,000 New $609K — 0.02% DBT
839 GS Mortgage-Backed Securities 36262WBP0 Apr 2022 1,237,000 — $609K +11.4% 0.02% ABS-MBS
840 PIKE CORP PIKE Apr 2024 613,200 -31,583 $607K -1.1% 0.02% LON
841 Upstart Pass Through Trust 91683LAB2 Apr 2022 2,370,000 — $603K -18.9% 0.02% ABS-O
842 Credit Suisse Mortgage Trust 12659TBC8 Apr 2022 18,246,491 -1,725,635 $601K +18.0% 0.02% ABS-MBS
843 BELRON UK FINANCE PLC 080782AA3 Apr 2025 600,000 New $600K — 0.02% DBT
844 Rate Mortgage Trust 75409UCK6 Apr 2025 747,000 New $597K — 0.02% ABS-MBS
845 ARCHROCK PARTNERS LP/FIN 03959KAD2 Apr 2025 600,000 New $597K — 0.02% DBT
846 CARNIVAL CORP 143658BX9 Apr 2025 600,000 New $595K — 0.02% DBT
847 FREMF Mortgage Trust 30306KAC7 Apr 2022 600,479 — $591K +0.5% 0.02% ABS-MBS
848 PHINIA INC 71880KAB7 Apr 2025 600,000 New $589K — 0.02% DBT
849 KINETIK HOLDINGS LP 49461MAA8 Apr 2025 600,000 New $587K — 0.02% DBT
850 Mosaic Solar Loans LLC 61946RAB5 Apr 2022 792,600 -93,467 $584K -11.5% 0.02% ABS-O
851 GoodLeap Sustainable Home Impr 38237AAB8 Apr 2024 900,000 — $583K -34.8% 0.02% ABS-O
852 BELLEMEADE RE LT 07876XAE3 Apr 2024 538,000 — $580K -3.2% 0.02% ABS-MBS
853 Banc of America Funding Corpor 05952DAC2 Apr 2024 648,388 -93,091 $578K -9.4% 0.02% ABS-MBS
854 Residential Asset Securitizati RAST Apr 2022 1,847,288 -6,849 $560K -16.9% 0.02% ABS-MBS
855 DCLI BIDCO LLC 233104AA6 Apr 2025 600,000 New $560K — 0.02% DBT
856 WAMU Mortgage Pass-Through Cer 93363QAC2 Apr 2025 724,068 New $559K — 0.02% ABS-MBS
857 Morgan Stanley Residential Mor 61772CBA8 Apr 2022 1,093,000 — $558K +13.1% 0.02% ABS-MBS
858 Verus Securitization Trust 924922AC1 Apr 2024 546,723 -56,150 $550K -9.0% 0.02% ABS-MBS
859 USASF Receivables LLC 90355FAB4 Apr 2024 1,300,000 — $549K +12.7% 0.02% ABS-O
860 Wells Fargo Mortgage Backed Se 95003HBM0 Apr 2022 1,158,000 — $549K +24.1% 0.02% ABS-MBS
861 GS Mortgage-Backed Securities 36266VBQ6 Apr 2022 737,192 -19,851 $542K +18.6% 0.02% ABS-MBS
862 Carvana Auto Receivables Trust 146919AG0 Apr 2025 544,000 New $541K — 0.02% ABS-O
863 TREEHOUSE FOODS INC 89469AAD6 Apr 2025 600,000 New $539K — 0.02% DBT
864 AUF Funding LLC 002223AB1 Apr 2024 538,148 -1,837,194 $539K -77.3% 0.02% ABS-CBDO
865 Upgrade Master Pass-Thru Trust 91531XAC8 Apr 2022 583,783 -1,247,419 $534K -62.7% 0.02% ABS-O
866 Upstart Pass Through Trust 91679XAB2 Apr 2024 4,250,000 — $534K -11.8% 0.02% ABS-O
867 GS Mortgage-Backed Securities 36261MBC2 Apr 2022 1,039,000 — $529K +14.7% 0.02% ABS-MBS
868 Upstart Pass Through Trust 91683MAB0 Apr 2022 1,629,000 — $528K +6.9% 0.02% ABS-O
869 AMERICAN AXLE & MFG INC 02406PBB5 Apr 2022 600,000 -1,100,000 $527K -65.7% 0.02% DBT
870 GCAT 36168HAD6 Apr 2024 638,472 -78,387 $524K -10.0% 0.02% ABS-MBS
871 Avis Budget Rental Car Funding 05377REK6 Apr 2025 540,000 New $519K — 0.02% ABS-O
872 ENCORE CAPITAL GROUP INC 292554AR3 Apr 2025 500,000 New $519K — 0.02% DBT
873 Greensky Home Improvement Issu GSKY Apr 2025 500,000 New $517K — 0.02% ABS-O
874 Upstart Pass Through Trust 91679VAB6 Apr 2022 8,452,371 — $516K -16.1% 0.02% ABS-O
875 Republic Finance Issuance Trus 76041RAD3 Apr 2025 500,000 New $514K — 0.02% ABS-O
876 SBNA Auto Receivables Trust 78437PAG8 Apr 2024 500,000 — $513K +3.2% 0.02% ABS-O
877 Wells Fargo Mortgage Backed Se 95003ABL7 Apr 2022 1,011,000 — $512K +15.2% 0.02% ABS-MBS
878 PowerPay Issuance Trust 73934RAB4 Apr 2024 500,000 — $512K +2.9% 0.02% ABS-O
879 Morgan Stanley Residential Mor 61772ABF1 Apr 2022 988,000 — $510K +14.2% 0.02% ABS-MBS
880 Marlette Funding Trust 57108VAD4 Apr 2025 500,000 New $509K — 0.02% ABS-O
881 Octane Receivables Trust 67571FAF1 Apr 2024 512,000 — $509K +3.4% 0.02% ABS-O
882 Radnor Re LTD 75049AAE2 Apr 2025 500,000 New $506K — 0.02% ABS-MBS
883 ZEBRA TECHNOLOGIES CORP 989207AD7 Apr 2025 500,000 New $503K — 0.02% DBT
884 JANE STREET GRP/JSG FIN 47077WAE8 Apr 2025 500,000 New $503K — 0.02% DBT
885 Avant Credit Card Master Trust 05351KAG4 Apr 2025 500,000 New $501K — 0.02% ABS-O
886 Credit Suisse Mortgage Trust 12659TBT1 Apr 2022 292,925,261 -25,555,729 $501K -13.9% 0.02% ABS-MBS
887 TX Trust 24-HOU 90216DAG7 Apr 2025 500,000 New $500K — 0.02% ABS-MBS
888 GEN DIGITAL INC 668771AM0 Apr 2025 500,000 New $500K — 0.02% DBT
889 CPS Auto Trust 12658VAE1 Apr 2022 500,000 — $493K +4.8% 0.02% ABS-O
890 Ellington Financial Mortgage T 268432AJ0 Apr 2025 276,772,998 New $491K — 0.02% ABS-MBS
891 SG Capital Partners 81882JAA9 Apr 2024 530,686 -158,613 $487K -19.7% 0.02% ABS-MBS
892 Arivo Acceptance Auto Loan Rec 04047EAD8 Apr 2022 500,000 — $486K -0.3% 0.02% ABS-O
893 Credit Suisse Mortgage Trust 12663DAF1 Apr 2024 500,000 — $469K +10.9% 0.02% ABS-MBS
894 STL HOLDING CO LLC 861036AB7 Apr 2024 450,000 — $458K -1.1% 0.02% DBT
895 GS Mortgage-Backed Securities 36266VAT1 Apr 2022 12,944,265 -1,153,422 $456K +17.1% 0.02% ABS-MBS
896 Pagaya AI Debt Selection Trust 69548LAA5 Apr 2025 442,193 New $456K — 0.02% ABS-O
897 Stone Street Receivables Fundi SSCRF Apr 2022 508,510 -58,655 $453K -6.9% 0.02% ABS-O
898 Morgan Stanley Residential Mor 61772ABE4 Apr 2022 760,096 -22,948 $450K +6.8% 0.02% ABS-MBS
899 CALUMET SPECIALTY PROD 131477AW1 Apr 2024 500,000 +300,000 $448K +132.8% 0.02% DBT
900 GreenPoint Mortgage Funding Tr 39538WHJ0 Apr 2022 12,938,129 -1,687,034 $447K -2.6% 0.02% ABS-MBS
901 ARIS WATER HOLDINGS LLC 04041NAA0 Apr 2025 450,000 New $447K — 0.02% DBT
902 Carvana Auto Receivables Trust 14688PAG9 Apr 2025 432,000 New $444K — 0.02% ABS-O
903 LendingPoint Asset Securitizat 52607HAC4 Apr 2022 456,880 -996,119 $443K -68.4% 0.02% ABS-O
904 FNMA - HIGH BALANCE 30 YR. FIXED N/A Apr 2022 464,819 New $436K — 0.02% LON
905 CPS Auto Trust 12656QAE4 Apr 2022 428,850 -71,150 $426K -11.0% 0.02% ABS-O
906 Flagstar Mortgage Trust 33851MAW2 Apr 2022 458,357 -47,327 $417K -1.5% 0.02% ABS-MBS
907 GS Mortgage-Backed Securities 36257TAU4 Apr 2022 577,000 — $415K +8.2% 0.02% ABS-MBS
908 HTL Commercial Mortgage Trust 404300AL9 Apr 2024 400,000 — $414K +3.9% 0.02% ABS-MBS
909 LD HOLDINGS GROUP LLC 521088AC8 Apr 2022 500,000 — $412K +7.3% 0.02% DBT
910 GGAM FINANCE LTD 36170JAC0 Apr 2024 400,000 — $411K +0.0% 0.01% DBT
911 Purchasing Power Funding 745935AE6 Apr 2024 400,000 — $408K +1.2% 0.01% ABS-O
912 COMSTOCK RESOURCES INC 205768AT1 Apr 2025 450,000 New $408K — 0.01% DBT
913 American Home Mortgage Assets AHMA Apr 2022 50,247,088 -4,386,766 $407K +29.5% 0.01% ABS-MBS
914 PHINIA INC 71880KAA9 Apr 2025 400,000 New $405K — 0.01% DBT
915 Flagship Credit Auto Trust 33843VAN3 Apr 2024 400,000 — $402K +0.4% 0.01% ABS-O
916 NRG ENERGY INC 629377CX8 Apr 2025 400,000 New $400K — 0.01% DBT
917 CIM Trust 12556MCT9 Apr 2022 613,000 — $399K +12.0% 0.01% ABS-MBS
918 Banc of America Merrill Lynch BAMLL Apr 2025 400,000 New $397K — 0.01% ABS-MBS
919 NEXSTAR MEDIA INC NXST Apr 2025 400,000 New $397K — 0.01% DBT
920 Momnt Technologies Trust 608934AB1 Apr 2024 400,000 — $392K -1.0% 0.01% ABS-O
921 B&G FOODS INC 05508WAC9 Apr 2024 390,000 +190,000 $387K +86.7% 0.01% DBT
922 VERTIV GROUP CORPORATION 92535UAB0 Apr 2025 400,000 New $387K — 0.01% DBT
923 Morgan Stanley Mortgage Loan T MSM Apr 2022 13,553,482 -730,537 $384K +1.1% 0.01% ABS-MBS
924 Residential Accredit Loans, In RALI Apr 2022 776,053 -63,836 $366K +0.5% 0.01% ABS-MBS
925 CONSOLIDATED ENERGY FIN 20914UAH9 Apr 2025 400,000 New $361K — 0.01% DBT
926 LendingPoint Asset Securitizat 52606WAC2 Apr 2024 1,500,000 — $358K -51.2% 0.01% ABS-O
927 MOLINA HEALTHCARE INC 60855RAM2 Apr 2025 350,000 New $348K — 0.01% DBT
928 J.P. Morgan Wealth Management 46591HBP4 Apr 2022 379,051 -33,429 $346K -8.6% 0.01% ABS-MBS
929 Countrywide Alternative Loan T CWALT Apr 2022 34,128,300 -3,389,556 $341K -86.2% 0.01% ABS-MBS
930 HERTZ CORP/THE 428040DC0 Apr 2025 350,000 New $341K — 0.01% DBT
931 Upstart Pass Through Trust 91680UAB5 Apr 2022 1,500,000 — $340K +74.3% 0.01% ABS-O
932 Freddie Mac 3132DWG72 Apr 2025 355,151 New $339K — 0.01% ABS-MBS
933 OLIN CORP 680665AN6 Apr 2025 350,000 New $333K — 0.01% DBT
934 SIMMONS FOOD INC/SIMMONS 82873MAA1 Apr 2025 350,000 New $326K — 0.01% DBT
935 Oportun Funding LLC 68378PAC9 Apr 2024 316,027 -1,783,973 $316K -85.3% 0.01% ABS-O
936 GULFPORT ENERGY OP CORP 402635AT3 Apr 2025 320,000 New $316K — 0.01% DBT
937 Octane Receivables Trust 67579FAE6 Apr 2025 315,000 New $314K — 0.01% ABS-O
938 Credit Suisse Mortgage Trust CSMC Apr 2022 391,142 — $307K +3.9% 0.01% ABS-MBS
939 SEALED AIR CORP 812127AC2 Apr 2025 300,000 New $305K — 0.01% DBT
940 X-CALIBER FUNDING LLC XCALFD Apr 2022 300,000 — $300K +4.0% 0.01% DBT
941 Upstart Pass Through Trust 91683KAB4 Apr 2022 1,500,000 — $297K -51.9% 0.01% ABS-O
942 BX Trust 05612TAJ4 Apr 2025 300,000 New $293K — 0.01% ABS-MBS
943 METHANEX CORP 59151KAL2 Apr 2025 305,000 New $290K — 0.01% DBT
944 Mello Mortgage Capital Accepta 585495EU4 Apr 2022 515,337 -15,066 $281K +12.1% 0.01% ABS-MBS
945 GENESIS ENERGY LP/FIN 37185LAP7 Apr 2024 275,000 — $280K +0.2% 0.01% DBT
946 PHH MORTGAGE 30 YR AIM N/A Apr 2022 278,529 New $278K — 0.01% LON
947 NESCO HOLDINGS II INC 64083YAA9 Apr 2022 300,000 -1,400,000 $272K -82.8% 0.01% DBT
948 Affirm Inc 00834XAE9 Apr 2024 10,885 — $271K +2614.5% 0.01% ABS-O
949 JP Morgan Mortgage Trust 46591KBH5 Apr 2022 41,378,288 -8,327,681 $270K -26.5% 0.01% ABS-MBS
950 GS Mortgage-Backed Securities 36260RAQ2 Apr 2022 305,784,984 -16,904,212 $262K -14.2% 0.01% ABS-MBS
951 XPO INC 98379KAB8 Apr 2024 250,000 — $256K +1.9% 0.01% DBT
952 RHP HOTEL PPTY/RHP FINAN 749571AK1 Apr 2025 250,000 New $249K — 0.01% DBT
953 GS Mortgage-Backed Securities 36257QAW6 Apr 2022 26,038,368 -5,464,379 $249K -17.2% 0.01% ABS-MBS
954 GreenPoint Mortgage Funding Tr GPMF Apr 2022 20,568,506 -321,616 $246K +37.9% 0.01% ABS-MBS
955 Upstart Securitization Trust 91679K104 Apr 2022 20,143 — $244K +1.2% 0.01% ABS-O
956 PIKE CORP 721283AB5 Apr 2024 225,000 — $236K +0.1% 0.01% DBT
957 Residential Asset Securitizati RAST Apr 2022 551,720 -33,020 $236K -8.3% 0.01% ABS-MBS
958 Credit Suisse Mortgage Trust 12659TBY0 Apr 2022 10,931,957 -1,033,874 $230K -14.3% 0.01% ABS-MBS
959 USASF Receivables LLC 90355FAA6 Apr 2024 231,092 -694,171 $229K -74.9% 0.01% ABS-O
960 PHH MORTGAGE 30 YR AIM N/A Apr 2022 222,099 New $225K — 0.01% LON
961 Mello Mortgage Capital Accepta 58549RCJ3 Apr 2022 488,000 — $219K +21.6% 0.01% ABS-MBS
962 x-caliber funding llc 98402TAC8 Apr 2022 1,215,000 — $218K +11.1% 0.01% ABS-MBS
963 GS Mortgage-Backed Securities 36264PAZ2 Apr 2022 437,566,069 -27,246,979 $217K -13.9% 0.01% ABS-MBS
964 SAKS GLOBAL ENTERPRISES 79380MAA3 Apr 2025 350,000 New $213K — 0.01% DBT
965 NOVA CHEMICALS CORP 66977WAT6 Apr 2024 200,000 — $211K +0.3% 0.01% DBT
966 US FOODS INC 90290MAH4 Apr 2024 200,000 — $209K +2.4% 0.01% DBT
967 MACQUARIE AIRFINANCE HLD 55609NAB4 Apr 2024 200,000 — $209K -0.1% 0.01% DBT
968 GREENFIRE RESOURCES LTD 39525UAA5 Apr 2024 198,000 -52,000 $209K -21.3% 0.01% DBT
969 Countrywide Home Loans 12669F2R3 Apr 2022 4,446,723 -999,629 $193K +8.3% 0.01% ABS-MBS
970 N/A FVM5 Apr 2022 -1,700 New $190K — 0.01% DIR
971 REWORLD HOLDING CORP 22303XAA3 Apr 2024 200,000 — $187K +6.6% 0.01% DBT
972 VENTURE GLOBAL LNG INC VENLNG Apr 2025 215,000 New $185K — 0.01% EP
973 CHEVY CHASE MORTGAGE FUNDING C CCMFC Apr 2022 14,604,414 -1,054,338 $185K -18.6% 0.01% ABS-MBS
974 Countrywide Home Loans CWHL Apr 2022 3,670,844 -903,417 $184K -26.1% 0.01% ABS-MBS
975 WILDFIRE INTERMEDIATE HO 96812HAA6 Apr 2025 200,000 New $184K — 0.01% DBT
976 Countrywide Alternative Loan T CWALT Apr 2022 18,507,418 -1,322,004 $177K +49.8% 0.01% ABS-MBS
977 PHH MORTGAGE 30 YR AIM N/A Apr 2022 178,132 New $177K — 0.01% LON
978 JP Morgan Mortgage Trust 46592ABZ6 Apr 2024 198,231 -6,083 $177K +5.8% 0.01% ABS-MBS
979 Credit Suisse Mortgage Trust 12661XBU5 Apr 2022 101,614,004 -8,396,935 $172K -14.2% 0.01% ABS-MBS
980 Residential Accredit Loans, In RALI Apr 2022 359,369 -25,537 $165K -5.9% 0.01% ABS-MBS
981 NEW FORTRESS ENERGY INC 644393AB6 Apr 2024 200,000 — $164K -14.4% 0.01% DBT
982 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 11,536,120 -1,487,405 $152K +19.2% 0.01% ABS-MBS
983 FEDNAT HOLDING CO FNHC Apr 2025 2,500,000 New $150K — 0.01% DBT
984 Residential Accredit Loans, In RALI Apr 2022 224,471 -14,195 $150K +7.8% 0.01% ABS-MBS
985 Washington Mutual Mortgage Pas WMALT Apr 2022 10,583,911 -617,200 $147K +27.5% 0.01% ABS-MBS
986 Terwin Mortgage Trust TMTS Apr 2022 21,937,078 -689,212 $145K +1.7% 0.01% ABS-MBS
987 Mosaic Solar Loans LLC MSAIC Apr 2022 153,399 -438,302 $143K -71.4% 0.01% ABS-O
988 American Home Mortgage Assets AHMA Apr 2022 11,748,800 -1,373,110 $141K +15.4% 0.01% ABS-MBS
989 Residential Accredit Loans, In RALI Apr 2022 276,945 -21,197 $136K -0.2% 0.00% ABS-MBS
990 Upstart Pass Through Trust 91534HAB2 Apr 2022 1,475,000 — $133K -27.5% 0.00% ABS-O
991 Starwood Mortgage Residential 85573HAC4 Apr 2024 137,315 -54,865 $130K -25.6% 0.00% ABS-MBS
992 Bayview Financial Acquisition BAYV Apr 2022 151,737 -67,103 $122K -26.2% 0.00% ABS-MBS
993 Credit Suisse Mortgage Trust 12661XBM3 Apr 2022 6,821,189 -601,978 $115K -13.2% 0.00% ABS-MBS
994 Residential Accredit Loans, In RALI Apr 2022 173,456 -31,725 $115K +2.4% 0.00% ABS-MBS
995 Structured Asset Mortgage Inve 86360JAD3 Apr 2022 9,986,430 -305,827 $113K +28.6% 0.00% ABS-MBS
996 American Home Mortgage Assets AHMA Apr 2022 12,954,950 -1,328,600 $111K +63.5% 0.00% ABS-MBS
997 LendingPoint Pass-Through Trus 52607TAB0 Apr 2022 1,576,000 — $106K +51.6% 0.00% ABS-O
998 VISTRA OPERATIONS CO LLC 92840VAP7 Apr 2024 100,000 — $106K +3.1% 0.00% DBT
999 Credit Suisse Mortgage Trust 12659TBL8 Apr 2022 16,743,756 -1,583,516 $105K -14.4% 0.00% ABS-MBS
1000 STARWOOD PROPERTY TRUST 85571BBB0 Apr 2025 100,000 New $104K — 0.00% DBT
1001 LendingClub Receivables Trust 52605F106 Apr 2022 19,049,500 — $98K -93.9% 0.00% ABS-O
1002 GreenPoint Mortgage Funding Tr GPMF Apr 2022 11,127,034 -1,300,177 $92K +68.3% 0.00% ABS-MBS
1003 Luminent Mortgage Trust LUM Apr 2022 20,887,055 -1,677,456 $88K +67.9% 0.00% ABS-MBS
1004 WAMU Mortgage Pass-Through Cer 92922FJ66 Apr 2022 13,737,141 -1,415,536 $88K +32.3% 0.00% ABS-MBS
1005 Countrywide Alternative Loan T CWALT Apr 2022 8,157,016 -834,145 $85K +58.7% 0.00% ABS-MBS
1006 Residential Funding Mtg Sec I RFMSI Apr 2022 164,040 -20,930 $84K -10.4% 0.00% ABS-MBS
1007 Residential Accredit Loans, In RALI Apr 2022 162,028 -13,055 $84K -2.6% 0.00% ABS-MBS
1008 Morgan Stanley Mortgage Loan T MSM Apr 2022 14,298,928 -745,557 $74K — 0.00% ABS-MBS
1009 Residential Funding Mtg Sec I RFMSI Apr 2022 105,972 -4,708 $69K +2.1% 0.00% ABS-MBS
1010 Countrywide Alternative Loan T CWALT Apr 2022 9,890,893 -662,273 $68K +21.4% 0.00% ABS-MBS
1011 Banc of America Alternative Lo BOAA Apr 2022 119,165 -11,990 $68K -7.4% 0.00% ABS-MBS
1012 Washington Mutual Mortgage Pas 93936MAE5 Apr 2022 17,661,053 -1,939,805 $64K +25.9% 0.00% ABS-MBS
1013 Countrywide Alternative Loan T 12667GCE1 Apr 2022 9,665,458 -3,604,579 $63K -23.7% 0.00% ABS-MBS
1014 MASTR Alternative Loans Trust MALT Apr 2022 73,323 -3,549 $61K +2.1% 0.00% ABS-MBS
1015 Countrywide Alternative Loan T CWALT Apr 2022 13,840,343 -1,419,942 $61K +23.6% 0.00% ABS-MBS
1016 Enviva LLC N/A Apr 2022 3,638 New $56K — 0.00% EC
1017 Countrywide Home Loans CWHL Apr 2022 12,862,297 -604,782 $53K -8.6% 0.00% ABS-MBS
1018 Citimortgage Alternative Loan CMALT Apr 2022 97,666 -13,659 $52K -6.1% 0.00% ABS-MBS
1019 Residential Accredit Loans, In RALI Apr 2022 98,568 -3,225 $48K -1.6% 0.00% ABS-MBS
1020 Morgan Stanley BAML Trust MSBAM Apr 2022 1,000,000 — $48K -61.2% 0.00% ABS-MBS
1021 Residential Accredit Loans, In RALI Apr 2022 95,267 -18,217 $46K -16.2% 0.00% ABS-MBS
1022 Countrywide Alternative Loan T 02146QAJ2 Apr 2022 18,819,988 -2,134,536 $45K +8425.1% 0.00% ABS-MBS
1023 Residential Accredit Loans, In RALI Apr 2022 71,309 -4,636 $44K -4.1% 0.00% ABS-MBS
1024 Countrywide Alternative Loan T 12668BA86 Apr 2022 2,336,912 -104,774 $43K -13.1% 0.00% ABS-MBS
1025 Countrywide Alternative Loan T 12667G4B6 Apr 2022 17,553,970 -616,145 $40K +22.0% 0.00% ABS-MBS
1026 GS Mortgage Securities Trust GSMS Apr 2022 500,000 — $40K +198.8% 0.00% ABS-MBS
1027 Citimortgage Alternative Loan CMALT Apr 2022 69,930 -2,926 $38K -3.6% 0.00% ABS-MBS
1028 Citimortgage Alternative Loan CMALT Apr 2022 64,687 -35,833 $35K -32.9% 0.00% ABS-MBS
1029 Upstart Securitization Trust 91678W109 Apr 2022 25,442 — $33K -97.9% 0.00% ABS-O
1030 Countrywide Home Loans CWHL Apr 2022 838,039 -53,861 $33K -9.5% 0.00% ABS-MBS
1031 Structured Asset Mortgage Inve SAMI Apr 2022 5,160,869 -1,316,957 $30K -16.0% 0.00% ABS-MBS
1032 Residential Accredit Loans, In RALI Apr 2022 494,490 -26,228 $29K +74.9% 0.00% ABS-MBS
1033 Countrywide Alternative Loan T CWALT Apr 2022 10,880,137 -2,831,795 $28K +21.7% 0.00% ABS-MBS
1034 Structured Asset Mortgage Inve 86360JAR2 Apr 2022 35,124,162 -189,749 $28K +3.8% 0.00% ABS-MBS
1035 LendingClub Receivables Trust 52605F205 Apr 2022 4,408,000 — $23K -93.9% 0.00% ABS-O
1036 Santander Bank Auto Credit-Lin 80290CAS3 Apr 2024 21,720 -367,319 $22K -94.4% 0.00% ABS-O
1037 ACC Trust 00091HAD4 Apr 2022 1,500,000 — $21K +13981.4% 0.00% ABS-O
1038 DSLA Mortgage Loan Trust DSLA Apr 2022 17,128,853 -1,723,776 $21K +4.1% 0.00% ABS-MBS
1039 Residential Accredit Loans, In RALI Apr 2022 33,402 -2,245 $20K +0.8% 0.00% ABS-MBS
1040 WAMU Mortgage Pass-Through Cer 93364CAF5 Apr 2022 59,949,811 -6,494,319 $19K +47.8% 0.00% ABS-MBS
1041 Citicorp Mortgage Securities, CMSI Apr 2022 27,310 -7,311 $19K -6.4% 0.00% ABS-MBS
1042 LendingClub Receivables Trust 52604L104 Apr 2022 932,340 — $17K -97.0% 0.00% ABS-O
1043 Residential Funding Mtg Sec I RFMSI Apr 2022 28,158 -2,501 $16K -5.6% 0.00% ABS-MBS
1044 Structured Asset Mortgage Inve 86359LKC2 Apr 2022 9,043,078 -1,246,318 $16K +13.9% 0.00% ABS-MBS
1045 Residential Accredit Loans, In RALI Apr 2022 19,207 -4,626 $15K -16.2% 0.00% ABS-MBS
1046 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 18,557,476 -651,470 $15K +3.6% 0.00% ABS-MBS
1047 Residential Accredit Loans, In RALI Apr 2022 25,088 -4,705 $15K -15.5% 0.00% ABS-MBS
1048 Barings Middle Market CLO Ltd. BMM Apr 2022 428,329 -1,071,671 $13K -99.1% 0.00% ABS-CBDO
1049 HarborView Mortgage Loan Trust HVMLT Apr 2022 897,717 -613,319 $13K -48.3% 0.00% ABS-MBS
1050 Lehman Mortgage Trust LMT Apr 2022 15,777 -815 $12K -3.5% 0.00% ABS-MBS
1051 Residential Funding Mtg Sec I RFMSI Apr 2022 15,773 -3,220 $10K -20.0% 0.00% ABS-MBS
1052 DSLA Mortgage Loan Trust DSLA Apr 2022 1,000,000 — $10K +0.0% 0.00% ABS-MBS
1053 DSLA Mortgage Loan Trust DSLA Apr 2022 10,027,007 -1,079,158 $10K +27.1% 0.00% ABS-MBS
1054 Structured Asset Mortgage Inve SAMI Apr 2022 6,607,760 -624,262 $10K +50.0% 0.00% ABS-MBS
1055 Wells Fargo Mortgage Backed Se WFMBS Apr 2022 15,019 -794 $10K -2.3% 0.00% ABS-MBS
1056 PHH Alternative Mortgage Trust PHHAM Apr 2022 10,852 -1,058 $9K -6.6% 0.00% ABS-MBS
1057 Lehman Mortgage Trust LMT Apr 2022 10,414 -2,152 $8K -14.1% 0.00% ABS-MBS
1058 Countrywide Alternative Loan T CWALT Apr 2022 3,525,958 -40,163 $8K +33.0% 0.00% ABS-MBS
1059 HarborView Mortgage Loan Trust HVMLT Apr 2022 4,584,946 -579,658 $7K -3.5% 0.00% ABS-MBS
1060 Residential Funding Mtg Sec I RFMSI Apr 2022 11,190 -451 $6K -4.6% 0.00% ABS-MBS
1061 MASTR Asset Securitization Tru MASTR Apr 2022 9,895 -287 $6K -8.3% 0.00% ABS-MBS
1062 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 11,005,375 -1,298,678 $6K +16.9% 0.00% ABS-MBS
1063 Countrywide Alternative Loan T CWALT Apr 2022 6,266,912 -687,347 $5K +2.7% 0.00% ABS-MBS
1064 DSLA Mortgage Loan Trust DSLA Apr 2022 10,884,684 -1,125,431 $4K +88.7% 0.00% ABS-MBS
1065 DSLA Mortgage Loan Trust DSLA Apr 2022 1 — $4K -91.9% 0.00% ABS-MBS
1066 WAMU Mortgage Pass-Through Cer 93364BAF7 Apr 2022 51,907,485 -4,862,619 $4K +49.3% 0.00% ABS-MBS
1067 Countrywide Alternative Loan T CWALT Apr 2022 9,052,689 -1,087,523 $815 +21.7% 0.00% ABS-MBS
1068 DSLA Mortgage Loan Trust DSLA Apr 2022 9,453,857 -1,072,570 $681 +34.7% 0.00% ABS-MBS
1069 Countrywide Alternative Loan T CWALT Apr 2022 35,152,223 -4,604,686 $633 +6.1% 0.00% ABS-MBS
1070 WAMU Mortgage Pass-Through Cer WAMU Apr 2022 7,214,773 -1,351,403 $563 +6.0% 0.00% ABS-MBS
1071 XCAL 2019-IL-1 Mortgage Trust XCAL Apr 2022 5,129,931 — $518 -100.0% 0.00% ABS-MBS
1072 Wellfleet CLO Ltd WELF Apr 2022 4,900,000 — $490 +0.0% 0.00% ABS-CBDO
1073 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 38,082,189 -2,994,258 $381 -7.3% 0.00% ABS-MBS
1074 HarborView Mortgage Loan Trust HVMLT Apr 2022 32,205,537 -5,561,633 $322 -14.7% 0.00% ABS-MBS
1075 Luminent Mortgage Trust LUM Apr 2022 29,369,709 -1,003,790 $294 -3.3% 0.00% ABS-MBS
1076 Luminent Mortgage Trust LUM Apr 2022 24,850,706 -1,443,707 $249 -5.5% 0.00% ABS-MBS
1077 IndyMac INDX Mortgage Loan Tru 45660LKZ1 Apr 2022 24,022,621 -2,922,333 $240 -10.8% 0.00% ABS-MBS
1078 HarborView Mortgage Loan Trust 41161PTS2 Apr 2022 22,308,582 -3,697,600 $223 -14.2% 0.00% ABS-MBS
1079 HarborView Mortgage Loan Trust 41161PRU9 Apr 2022 21,185,628 -578,357 $212 -2.7% 0.00% ABS-MBS
1080 Countrywide Alternative Loan T CWALT Apr 2022 18,145,061 -832,422 $181 -4.4% 0.00% ABS-MBS
1081 Countrywide Alternative Loan T CWALT Apr 2022 16,579,609 -2,664,281 $166 -13.8% 0.00% ABS-MBS
1082 Washington Mutual MSC Mortgage WAMMS Apr 2022 198 -20 $156 +0.5% 0.00% ABS-MBS
1083 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 15,094,301 -1,550,209 $151 -9.3% 0.00% ABS-MBS
1084 Countrywide Home Loans CWHL Apr 2022 2,727,273 -189,132 $150 — 0.00% ABS-MBS
1085 Countrywide Alternative Loan T CWALT Apr 2022 14,692,164 -1,086,596 $147 -6.9% 0.00% ABS-MBS
1086 Lehman XS Trust LXS Apr 2022 13,767,460 -1,949,553 $138 -12.4% 0.00% ABS-MBS
1087 HarborView Mortgage Loan Trust HVMLT Apr 2022 11,246,588 -1,485,705 $112 -11.7% 0.00% ABS-MBS
1088 Countrywide Alternative Loan T CWALT Apr 2022 10,791,551 -1,223,963 $108 -10.2% 0.00% ABS-MBS
1089 Countrywide Home Loans CWHL Apr 2022 10,503,211 -860,645 $105 -7.6% 0.00% ABS-MBS
1090 HarborView Mortgage Loan Trust HVMLT Apr 2022 6,958,553 -782,466 $70 -10.1% 0.00% ABS-MBS
1091 HarborView Mortgage Loan Trust HVMLT Apr 2022 6,715,973 -205,116 $67 -3.0% 0.00% ABS-MBS
1092 HarborView Mortgage Loan Trust HVMLT Apr 2022 6,614,585 -849,128 $66 -11.4% 0.00% ABS-MBS
1093 Countrywide Home Loans CWHL Apr 2022 6,542,484 -1,050,218 $65 -13.8% 0.00% ABS-MBS
1094 JP Morgan Mortgage Trust 46651GAU3 Apr 2022 18,069,460 -2,030,293 $54 -10.1% 0.00% ABS-MBS
1095 Structured Asset Mortgage Inve 86359LAT6 Apr 2022 3,533,618 -641,649 $35 -15.4% 0.00% ABS-MBS
1096 LendingPoint Asset Securitizat 52605AAE7 Apr 2022 3,320,000 — $33 -100.0% 0.00% ABS-O
1097 USASF Receivables LLC 90355FAD0 Apr 2024 2,053,000 — $21 -90.0% 0.00% ABS-O
1098 Countrywide Home Loans CWHL Apr 2022 1,478,419 -330,142 $15 -18.3% 0.00% ABS-MBS
1099 IndyMac INDX Mortgage Loan Tru 45660N5L5 Apr 2022 1,471,745 -244,745 $15 -14.2% 0.00% ABS-MBS
1100 DSLA Mortgage Loan Trust DSLA Apr 2022 1,000 — $1 +0.0% 0.00% ABS-MBS
1101 Residential Accredit Loans, In RALI Apr 2022 14,951 — $0 +0.0% 0.00% ABS-MBS
1102 MASTR Alternative Loans Trust 55275SAV2 Apr 2022 2,913 — $0 +0.0% 0.00% ABS-MBS
1103 MortgageIT Trust MHL Apr 2022 7,392,600 -536,577 $0 -100.0% 0.00% ABS-MBS
1104 MASTR Asset Securitization Tru MASTR Apr 2022 403 — $0 — 0.00% ABS-MBS
1105 Sequoia Mortgage Trust SEMT Apr 2022 2,924,061 -752,214 $0 — 0.00% ABS-MBS
1106 GreenPoint Mortgage Funding Tr 39538WCF3 Apr 2022 6,905,016 -4,504,839 $0 -100.0% 0.00% ABS-MBS
1107 ENVIVA ESCROW N/A Apr 2022 100,000 New $0 — 0.00% EC
1108 IndyMac INDX Mortgage Loan Tru INDX Apr 2022 9,064,573 -1,063,103 $0 -100.0% 0.00% ABS-MBS
1109 N/A N/A Apr 2022 1 New $-3725444 — -0.14% DCR
✕ Government National Mortgage A 21H050656 — 45,000,000 Exited $43.1M — — —
✕ Angel Oak Financials Income Im 03463K208 — 5,147,772 Exited $39.8M — — —
✕ Government National Mortgage A 36179YAR5 — 39,069,937 Exited $37.4M — — —
✕ Government National Mortgage A 36179X5G7 — 38,866,345 Exited $37.2M — — —
✕ Government National Mortgage A 36179XX68 — 30,337,680 Exited $29.8M — — —
✕ Government National Mortgage A 36179XLG9 — 23,242,382 Exited $21.6M — — —
✕ Government National Mortgage A 36179XDF0 — 22,353,696 Exited $21.4M — — —
✕ Mello Warehouse Securitization 58552FAF3 — 16,750,000 Exited $16.7M — — —
✕ Upstart Securitization Trust 91679LAC6 — 16,300,000 Exited $15.6M — — —
✕ Steele Creek CLO Ltd 858102AZ9 — 14,750,000 Exited $14.7M — — —
✕ Government National Mortgage A 36179XFH4 — 14,892,650 Exited $13.9M — — —
✕ A&D Mortgage Trust 00249FAC1 — 11,695,400 Exited $11.8M — — —
✕ Government National Mortgage A 36179X5H5 — 11,758,467 Exited $11.5M — — —
✕ Government National Mortgage A 36179XNG7 — 11,020,647 Exited $10.8M — — —
✕ Government National Mortgage A 36179YRE6 — 11,268,909 Exited $10.2M — — —
✕ Madison Park Funding Ltd 55817HAN9 — 10,000,000 Exited $10.1M — — —
✕ Flagship Credit Auto Trust 33845XAE7 — 10,416,000 Exited $9.8M — — —
✕ ZeroDown LLC 989490AA5 — 9,554,417 Exited $9.6M — — —
✕ New Residential Mortgage Loan 64828GCT5 — 16,536,906 Exited $9.5M — — —
✕ Government National Mortgage A 36179X2J4 — 9,998,028 Exited $9.3M — — —
✕ GS Mortgage-Backed Securities 36266VBL7 — 11,963,002 Exited $9.3M — — —
✕ Eagle Re Ltd 26982EAC0 — 9,000,000 Exited $9.3M — — —
✕ X-Caliber 98370JAC8 — 9,375,000 Exited $9.0M — — —
✕ Antares CLO 03665YAN5 — 9,000,000 Exited $9.0M — — —
✕ GCAT 36169GAE5 — 8,940,000 Exited $8.8M — — —
✕ Fortress Credit Opportunities 34964UAA4 — 8,750,000 Exited $8.8M — — —
✕ Verus Securitization Trust 92540EAE3 — 8,589,000 Exited $8.6M — — —
✕ Enact Mortgage Insurance Corpo 89600HAC3 — 8,400,000 Exited $8.5M — — —
✕ Government National Mortgage A 36179XLK0 — 8,298,159 Exited $8.3M — — —
✕ Government National Mortgage A 36179YS39 — 8,986,693 Exited $8.2M — — —
✕ Churchill Middle Market CLO Lt 17151MAC6 — 8,000,000 Exited $8.0M — — —
✕ GS Mortgage-Backed Securities 36266TCE7 — 10,292,399 Exited $7.8M — — —
✕ READY CAPITAL CORP 75574U408 — 320,000 Exited $7.7M — — —
✕ Magnetite CLO Ltd 55954LAE3 — 7,710,000 Exited $7.7M — — —
✕ Government National Mortgage A 36179XDE3 — 8,167,648 Exited $7.6M — — —
✕ Verus Securitization Trust 92539UAE0 — 7,500,000 Exited $7.5M — — —
✕ OFSI Fund LTD 67115UAJ3 — 7,000,000 Exited $7.1M — — —
✕ Rockford Tower CLO Ltd 77341RAG1 — 7,000,000 Exited $7.1M — — —
✕ Credit Suisse Mortgage Trust 12659QAC5 — 7,209,449 Exited $7.1M — — —
✕ A&D Mortgage Trust 00039GAE9 — 7,000,000 Exited $7.0M — — —
✕ Flagstar Mortgage Trust 33851RBH3 — 13,555,090 Exited $7.0M — — —
✕ Upstart Securitization Trust 91684MAB9 — 6,700,000 Exited $6.8M — — —
✕ B RILEY FINANCIAL INC 05580M868 — 280,000 Exited $6.7M — — —
✕ JP Morgan Mortgage Trust 46591NCA3 — 9,113,968 Exited $6.6M — — —
✕ Carvana Auto Receivables Trust 14687GAF2 — 7,110,000 Exited $6.5M — — —
✕ Voya CLO Ltd 92912VBC8 — 6,040,000 Exited $6.1M — — —
✕ Palmer Square CLO Ltd 69702MAA5 — 6,000,000 Exited $6.0M — — —
✕ Blackrock Rainier CLO Ltd 09261MAA4 — 6,000,000 Exited $6.0M — — —
✕ Hertz Vehicle Financing LLC 42806MAD1 — 6,000,000 Exited $5.9M — — —
✕ GS Mortgage-Backed Securities 36264PBH1 — 7,668,258 Exited $5.9M — — —
✕ Dryden Senior Loan Fund 26254CAG6 — 5,750,000 Exited $5.8M — — —
✕ Avis Budget Rental Car Funding 05377REQ3 — 6,000,000 Exited $5.7M — — —
✕ Morgan Stanley Residential Mor 61772MAY5 — 7,286,540 Exited $5.6M — — —
✕ Lehman XS Trust 525161AM7 — 6,877,352 Exited $5.2M — — —
✕ JP Morgan Mortgage Trust 46653LCM6 — 8,242,929 Exited $5.1M — — —
✕ CPS Auto Trust 12659WAJ7 — 5,400,000 Exited $5.0M — — —
✕ Legacy Mortgage Asset Trust 52474JAA4 — 5,185,758 Exited $5.0M — — —
✕ Anchorage Capital CLO LTD 03330RAC9 — 5,000,000 Exited $5.0M — — —
✕ CBAM CLO Management 12481XAS9 — 5,000,000 Exited $5.0M — — —
✕ ARES CLO Ltd 039953AE4 — 5,000,000 Exited $5.0M — — —
✕ Rad CLO Ltd 75009CAE6 — 5,000,000 Exited $5.0M — — —
✕ Jamestown CLO Ltd 47048UAG3 — 5,000,000 Exited $5.0M — — —
✕ Verus Securitization Trust 924934AE2 — 5,000,000 Exited $5.0M — — —
✕ A&D Mortgage Trust 00002MAE9 — 5,000,000 Exited $4.9M — — —
✕ PRP Advisors, LLC 693977AE0 — 5,000,000 Exited $4.9M — — —
✕ Residential Accredit Loans, In 74922LAC7 — 6,407,721 Exited $4.8M — — —
✕ Upstart Securitization Trust 91680FAC6 — 4,929,304 Exited $4.8M — — —
✕ PRP Advisors, LLC 69360GAC7 — 6,167,000 Exited $4.8M — — —
✕ Freddie Mac - STACR 35564KLV9 — 4,300,000 Exited $4.7M — — —
✕ DT Auto Owner Trust 23345YAJ0 — 5,000,000 Exited $4.7M — — —
✕ Residential Accredit Loans, In 74924DAA7 — 5,882,841 Exited $4.7M — — —
✕ JP Morgan Mortgage Trust 465989AM3 — 4,878,776 Exited $4.7M — — —
✕ Citigroup Mortgage Loan Trust 17312VAD0 — 6,298,127 Exited $4.6M — — —
✕ Flagstar Mortgage Trust 33851GBU8 — 10,299,137 Exited $4.6M — — —
✕ Morgan Stanley Residential Mor 61772NBW6 — 6,052,736 Exited $4.5M — — —
✕ ARBOR REALTY TRUST INC 038923AQ1 — 5,000,000 Exited $4.4M — — —
✕ Upstart Securitization Trust 91683VAB0 — 4,350,000 Exited $4.4M — — —
✕ MFRA Trust 55284CBV5 — 5,738,001 Exited $4.4M — — —
✕ Sycamore Tree CLO Ltd 870923AJ8 — 4,250,000 Exited $4.4M — — —
✕ Woodward Capital Management 74938VBX0 — 7,850,122 Exited $4.3M — — —
✕ Pretium Mortgage Credit Partne 74140QAA6 — 4,440,451 Exited $4.3M — — —
✕ BRAVO Residential Funding Trus 10567MAE5 — 4,186,000 Exited $4.2M — — —
✕ GCAT 36167YAA6 — 4,657,496 Exited $4.1M — — —
✕ GS Mortgage-Backed Securities 36264DAS5 — 5,277,819 Exited $4.0M — — —
✕ Sequoia Mortgage Trust 81749GAN0 — 4,000,000 Exited $4.0M — — —
✕ A&D Mortgage Trust 00249XAC2 — 3,897,067 Exited $4.0M — — —
✕ Morgan Stanley Mortgage Loan T 61745M4M2 — 7,120,412 Exited $4.0M — — —
✕ BRAVO Residential Funding Trus 10569YAE7 — 4,000,000 Exited $3.9M — — —
✕ Pagaya AI Debt Selection Trust 69548RAC8 — 3,798,584 Exited $3.9M — — —
✕ PRKCM Trust 69380GAA7 — 3,769,373 Exited $3.8M — — —
✕ BELLEMEADE RE LT 078774AD8 — 3,750,000 Exited $3.8M — — —
✕ JP Morgan Mortgage Trust 46654WCM1 — 6,696,008 Exited $3.8M — — —
✕ Avis Budget Rental Car Funding 05377REP5 — 3,750,000 Exited $3.7M — — —
✕ Hertz Vehicle Financing LLC 42806MBG3 — 3,800,000 Exited $3.7M — — —
✕ GS Mortgage-Backed Securities 36262RBC0 — 4,479,132 Exited $3.6M — — —
✕ GS Mortgage-Backed Securities 36264JAS2 — 4,563,593 Exited $3.6M — — —
✕ BANC OF CALIFORNIA INC 05990KAC0 — 3,650,000 Exited $3.5M — — —
✕ Radnor Re LTD 75279YAD3 — 3,500,000 Exited $3.5M — — —
✕ GS Mortgage-Backed Securities 36264JAT0 — 4,568,338 Exited $3.5M — — —
✕ Wells Fargo Mortgage Backed Se 95003HBJ7 — 4,596,603 Exited $3.5M — — —
✕ Freddie Mac - STACR 35564KCP2 — 3,121,727 Exited $3.4M — — —
✕ Radnor Re LTD 75049GAC3 — 3,214,672 Exited $3.4M — — —
✕ Pagaya AI Debt Selection Trust 69548AAC5 — 3,274,181 Exited $3.3M — — —
✕ LUTHER BURBANK CORP 550550AC1 — 3,300,000 Exited $3.2M — — —
✕ American Credit Acceptance Rec 02530WAL8 — 3,340,000 Exited $3.2M — — —
✕ COLT Funding LLC 19688TAE5 — 3,250,000 Exited $3.2M — — —
✕ Eagle Re Ltd 26982EAG1 — 3,000,000 Exited $3.1M — — —
✕ Residential Asset Securitizati 761119AG1 — 10,294,037 Exited $3.1M — — —
✕ Home Re Ltd 437307AE1 — 3,083,042 Exited $3.1M — — —
✕ Residential Asset Securitizati 761119AJ5 — 10,224,190 Exited $3.1M — — —
✕ JP Morgan Mortgage Trust 46651XBZ4 — 3,833,375 Exited $3.1M — — —
✕ GSAA Home Equity Trust 362334FK5 — 5,186,491 Exited $3.0M — — —
✕ TCI-Flatiron CLO Ltd 87232AAS3 — 3,000,000 Exited $3.0M — — —
✕ Harvest US CLO Ltd 41755WAE0 — 3,000,000 Exited $3.0M — — —
✕ Morgan Stanley Mortgage Loan T 61748HWR8 — 4,752,619 Exited $3.0M — — —
✕ HANMI FINANCIAL CORP 410495AB1 — 3,300,000 Exited $2.8M — — —
✕ JP Morgan Mortgage Trust 46653JCD1 — 3,432,236 Exited $2.7M — — —
✕ STONEX GROUP INC 46116VAE5 — 2,700,000 Exited $2.7M — — —
✕ Bain Capital Credit CLO, Limit 05682CAC1 — 2,620,000 Exited $2.7M — — —
✕ JP Morgan Mortgage Trust 46654TCK2 — 4,057,508 Exited $2.6M — — —
✕ A&D Mortgage Trust 00002MAA7 — 2,513,490 Exited $2.6M — — —
✕ Morgan Stanley Residential Mor 61772MAZ2 — 3,452,202 Exited $2.6M — — —
✕ ZeroDown LLC 989490AB3 — 2,547,817 Exited $2.6M — — —
✕ TRINITY CAPITAL INC/MD 896442506 — 100,000 Exited $2.5M — — —
✕ BRAVO Residential Funding Trus 105693AA3 — 2,569,385 Exited $2.5M — — —
✕ Tricolor Auto Securitization T 89616BAF1 — 2,520,000 Exited $2.5M — — —
✕ COLT Funding LLC 12665LAE4 — 2,500,000 Exited $2.5M — — —
✕ MFRA Trust 55284CBU7 — 3,128,001 Exited $2.5M — — —
✕ COLT Funding LLC 19688NAA6 — 2,474,588 Exited $2.5M — — —
✕ Structured Adjustable Rate Mor 86363XAJ6 — 3,210,989 Exited $2.5M — — —
✕ Prosper Marketplace Issuance T 74390NAE2 — 2,400,000 Exited $2.4M — — —
✕ Avant Credit Card Master Trust 05351KAC3 — 2,500,000 Exited $2.4M — — —
✕ JP Morgan Mortgage Trust 46654TCL0 — 8,041,965 Exited $2.4M — — —
✕ PHH MORTGAGE CORP 69356NAA2 — 2,500,000 Exited $2.4M — — —
✕ Foursight Capital Automobile R 35105UAG8 — 2,500,000 Exited $2.4M — — —
✕ JP Morgan Mortgage Trust 46651YCA6 — 4,770,912 Exited $2.4M — — —
✕ GS Mortgage-Backed Securities 36266VBR4 — 5,548,531 Exited $2.3M — — —
✕ JP Morgan Mortgage Trust 46651YBY5 — 2,795,797 Exited $2.3M — — —
✕ Pretium Mortgage Credit Partne 741389AA8 — 2,325,991 Exited $2.3M — — —
✕ GS Mortgage-Backed Securities 36266TCN7 — 5,539,122 Exited $2.2M — — —
✕ Enact Mortgage Insurance Corpo 89600HAE9 — 2,200,000 Exited $2.2M — — —
✕ X-Caliber 98370JAD6 — 2,180,000 Exited $2.2M — — —
✕ Continental Finance Credit Cre 66981PAB4 — 2,300,000 Exited $2.2M — — —
✕ MED Trust 58403YBA3 — 2,144,707 Exited $2.1M — — —
✕ Pagaya AI Debt Selection Trust 69548AAD3 — 2,199,450 Exited $2.1M — — —
✕ Pagaya AI Debt Selection Trust 69547XAD4 — 2,200,000 Exited $2.1M — — —
✕ Credit Suisse Mortgage Trust 12662QAB2 — 2,514,012 Exited $2.1M — — —
✕ Foursight Capital Automobile R 35105NAF6 — 2,080,000 Exited $2.1M — — —
✕ Freddie Mac - STACR 35564KQY8 — 2,000,000 Exited $2.1M — — —
✕ PRP Advisors, LLC 69360LAA0 — 2,173,001 Exited $2.1M — — —
✕ Fannie Mae - CAS 20754EAA3 — 2,066,091 Exited $2.1M — — —
✕ Tikehau US CLO Ltd 88675YAJ3 — 2,000,000 Exited $2.1M — — —
✕ GOLDMAN SACHS GROUP INC 38141GA46 — 2,000,000 Exited $2.1M — — —
✕ Pikes Peak CLO BCC38R154 — 2,000,000 Exited $2.1M — — —
✕ JPMORGAN CHASE & CO 46647PDX1 — 2,000,000 Exited $2.0M — — —
✕ BRAVO Residential Funding Trus 10569KAE7 — 2,041,000 Exited $2.0M — — —
✕ American Money Management Corp 03165UAJ7 — 2,000,000 Exited $2.0M — — —
✕ MORGAN STANLEY BANK NA 61690U7W4 — 2,000,000 Exited $2.0M — — —
✕ American Money Management Corp 03165UAE8 — 2,000,000 Exited $2.0M — — —
✕ Regatta XXVII Funding Ltd. 758970AE7 — 2,000,000 Exited $2.0M — — —
✕ JP Morgan Mortgage Trust 46651XCB6 — 3,561,003 Exited $2.0M — — —
✕ HPS Investment Partners 44330DAG5 — 1,975,000 Exited $2.0M — — —
✕ TH MSR ISSUER TRUST 87271AAA4 — 2,000,000 Exited $2.0M — — —
✕ JP Morgan Mortgage Trust 46657WBK3 — 2,742,301 Exited $2.0M — — —
✕ NMI HOLDINGS 629209AA5 — 1,900,000 Exited $1.9M — — —
✕ Residential Asset Securitizati 761119AH9 — 6,224,371 Exited $1.9M — — —
✕ JP Morgan Mortgage Trust 46653JCF6 — 4,046,371 Exited $1.8M — — —
✕ United Wholesale Mortgage LLC 90354TBH1 — 4,305,954 Exited $1.8M — — —
✕ KINGSTONE COS INC 496719AB1 — 1,852,000 Exited $1.8M — — —
✕ Credit Suisse Mortgage Trust 12659TBR5 — 2,765,175 Exited $1.8M — — —
✕ JP Morgan Mortgage Trust 46650PBD1 — 2,759,673 Exited $1.8M — — —
✕ JP Morgan Mortgage Trust 46653PCB1 — 2,907,405 Exited $1.8M — — —
✕ Winwater Mortgage Loan Trust 97653BCD1 — 3,899,882 Exited $1.8M — — —
✕ Shellpoint Asset Funding Trust 822804AG5 — 2,733,998 Exited $1.8M — — —
✕ PRP Advisors, LLC 693977AC4 — 1,730,632 Exited $1.7M — — —
✕ Woodward Capital Management 74938VBY8 — 6,069,465 Exited $1.7M — — —
✕ American Home Mortgage Investm 026929AM1 — 6,124,166 Exited $1.7M — — —
✕ Santander Consumer Auto Receiv 80282YAH9 — 1,750,000 Exited $1.7M — — —
✕ Regatta XIV Funding Ltd 75888MAG5 — 1,650,000 Exited $1.7M — — —
✕ Oaktown Re Ltd 67400KAE0 — 1,620,000 Exited $1.6M — — —
✕ Foundation Finance Trust 35042PAD2 — 1,740,000 Exited $1.6M — — —
✕ A&D Mortgage Trust 00002MAC3 — 1,582,568 Exited $1.6M — — —
✕ GS Mortgage-Backed Securities 36262RBN6 — 4,280,645 Exited $1.6M — — —
✕ JP Morgan Mortgage Trust 46654WCN9 — 5,628,864 Exited $1.6M — — —
✕ Morgan Stanley Mortgage Loan T 61748HWT4 — 2,415,648 Exited $1.6M — — —
✕ Continental Finance Credit Cre 66981PAC2 — 1,700,000 Exited $1.6M — — —
✕ Golub Capital Partners CLO Ltd 38172FAG3 — 1,550,000 Exited $1.6M — — —
✕ GS Mortgage-Backed Securities 36263CBR9 — 5,673,304 Exited $1.5M — — —
✕ Avid Automobile Receivables Tr 05369LAD9 — 1,570,000 Exited $1.5M — — —
✕ Mello Mortgage Capital Accepta 58550NBZ3 — 3,855,222 Exited $1.5M — — —
✕ MidOcean Credit CLO 59801CAE0 — 1,500,000 Exited $1.5M — — —
✕ Pagaya AI Debt Selection Trust 69547XAC6 — 1,500,000 Exited $1.5M — — —
✕ Enact Mortgage Insurance Corpo 89600FAE3 — 1,500,000 Exited $1.5M — — —
✕ Saranac CLO V Ltd. 803165AC3 — 1,500,000 Exited $1.5M — — —
✕ MFRA Trust 55284CBZ6 — 3,994,510 Exited $1.5M — — —
✕ American Home Mortgage Investm 02660CAA8 — 3,644,676 Exited $1.5M — — —
✕ Agate Bay Mortgage Loan Trust 00842ACF4 — 2,018,000 Exited $1.5M — — —
✕ Progress Residential Trust 74331CAA6 — 1,493,314 Exited $1.4M — — —
✕ Pagaya AI Debt Selection Trust 69548HAB2 — 1,399,948 Exited $1.4M — — —
✕ FHLMC Multifamily Structured P 3137HAAG1 — 1,500,000 Exited $1.4M — — —
✕ Wind River CLO Ltd 97314GAC5 — 1,500,000 Exited $1.4M — — —
✕ BRUNDAGE-BONE CONCRETE 66981QAA4 — 1,400,000 Exited $1.4M — — —
✕ GCAT 36166RAE4 — 1,650,000 Exited $1.4M — — —
✕ JP Morgan Mortgage Trust 46653PCC9 — 4,581,872 Exited $1.3M — — —
✕ MFRA Trust 55284CBY9 — 1,995,826 Exited $1.3M — — —
✕ PREFERRED BANK LA CALIF 740367NL7 — 1,500,000 Exited $1.3M — — —
✕ Adjustable Rate Mortgage Trust 00703AAA5 — 1,621,121 Exited $1.2M — — —
✕ HAWAIIAN BRAND INTELLECT 41984LAA5 — 1,300,000 Exited $1.2M — — —
✕ Wells Fargo Alternative Loan T 94985GBG0 — 1,446,551 Exited $1.2M — — —
✕ First Horizon Alternative Mort 32051GT39 — 3,468,363 Exited $1.2M — — —
✕ Morgan Stanley Mortgage Loan T 61749JAG1 — 3,053,492 Exited $1.2M — — —
✕ Foundation Finance Trust 35042AAD5 — 1,200,000 Exited $1.2M — — —
✕ GS Mortgage-Backed Securities 36262LBD1 — 4,665,467 Exited $1.2M — — —
✕ Avant Loans Funding Trust 05353LAB1 — 1,171,948 Exited $1.2M — — —
✕ Deutsche Alt-A Securities INC 25150XAA0 — 1,304,191 Exited $1.1M — — —
✕ Palmer Square CLO Ltd BCC36YJ45 — 1,100,000 Exited $1.1M — — —
✕ Wells Fargo Alternative Loan T 94985GAL0 — 1,318,646 Exited $1.1M — — —
✕ Republic Finance Issuance Trus 76042EAD1 — 1,150,000 Exited $1.1M — — —
✕ United Wholesale Mortgage LLC 90354XBH2 — 3,283,739 Exited $1.1M — — —
✕ Structured Adjustable Rate Mor 863579XC7 — 1,625,714 Exited $1.1M — — —
✕ FIGRE Trust 31684CAA9 — 1,032,018 Exited $1.1M — — —
✕ JP Morgan Mortgage Trust 46654ACF4 — 3,959,004 Exited $1.0M — — —
✕ Citigroup Mortgage Loan Trust 17307GB72 — 1,523,633 Exited $1.0M — — —
✕ Blackrock Mt. Hood CLO X LLC. 09263GAY3 — 2,000,000 Exited $1.0M — — —
✕ Bankers Healthcare Group Secur 08862BAD7 — 1,170,000 Exited $1.0M — — —
✕ AGL CLO Ltd. 00119AAE5 — 1,000,000 Exited $1.0M — — —
✕ JP Morgan Mortgage Trust 46592TCE1 — 2,169,287 Exited $1.0M — — —
✕ ABPCI Direct Lending Fund CLO 00091UAA1 — 1,000,000 Exited $1.0M — — —
✕ GSR Mortgage Loan Trust 3622MWAV5 — 4,512,954 Exited $1.0M — — —
✕ Pretium Mortgage Credit Partne 741386AA4 — 1,018,588 Exited $1.0M — — —
✕ Onslow Bay Financial LLC 67117JAC1 — 1,244,285 Exited $1.0M — — —
✕ TOWNSQUARE MEDIA INC 892231AB7 — 1,000,000 Exited $1.0M — — —
✕ Ellington Financial Mortgage T 268434AE7 — 1,000,000 Exited $1.0M — — —
✕ Pagaya AI Debt Selection Trust 694961AD5 — 1,000,000 Exited $1.0M — — —
✕ Strata CLO, Ltd 86271WAC4 — 3,000,000 Exited $1.0M — — —
✕ NORTHERN BANCORP INC 664764AC1 — 1,000,000 Exited $0.9M — — —
✕ GS Mortgage-Backed Securities 36257QAV8 — 1,730,156 Exited $0.9M — — —
✕ FHLMC Multifamily Structured P 3137HAGS9 — 1,000,000 Exited $0.9M — — —
✕ GSAA Home Equity Trust 362351AE8 — 2,300,647 Exited $0.9M — — —
✕ Flagstar Mortgage Trust 33852DBV2 — 2,932,342 Exited $0.9M — — —
✕ Countrywide Alternative Loan T 12668BEK5 — 1,201,039 Exited $0.9M — — —
✕ Foundation Finance Trust 35041LAA8 — 974,568 Exited $0.9M — — —
✕ Verus Securitization Trust 92540DAD7 — 850,000 Exited $0.9M — — —
✕ JP Morgan Mortgage Trust 46651GBK4 — 1,554,174 Exited $0.9M — — —
✕ Credit Suisse Mortgage Trust 12661XBS0 — 1,587,334 Exited $0.9M — — —
✕ Morgan Stanley Mortgage Loan T 61748HMR9 — 2,012,139 Exited $0.8M — — —
✕ Foursight Capital Automobile R 35105UAH6 — 900,000 Exited $0.8M — — —
✕ GS Mortgage-Backed Securities 36262CBQ2 — 3,252,733 Exited $0.8M — — —
✕ PPTT 2006-B BAC CLASS A 74039GAA2 — 1,000,000 Exited $0.8M — — —
✕ JP Morgan Mortgage Trust 465989AP6 — 1,234,000 Exited $0.8M — — —
✕ LAD Auto Receivables Trust 50168BAF5 — 800,000 Exited $0.8M — — —
✕ GS Mortgage-Backed Securities 36262CBP4 — 1,759,666 Exited $0.8M — — —
✕ JP Morgan Mortgage Trust 46592TCF8 — 3,172,877 Exited $0.8M — — —
✕ GS Mortgage-Backed Securities 36262WBQ8 — 3,091,101 Exited $0.8M — — —
✕ GS Mortgage-Backed Securities 36261HBD1 — 2,987,778 Exited $0.8M — — —
✕ JP Morgan Mortgage Trust 46592NCF1 — 2,819,035 Exited $0.8M — — —
✕ GS Mortgage-Backed Securities 36263VBR7 — 2,928,035 Exited $0.8M — — —
✕ FIRST NBC BANK HOLDING 32115DAB2 — 13,500,000 Exited $0.8M — — —
✕ HarborView Mortgage Loan Trust 41162CAC5 — 934,713 Exited $0.8M — — —
✕ Banc of America Funding Corpor 05952DAR9 — 912,317 Exited $0.8M — — —
✕ IndyMac INDX Mortgage Loan Tru 45660LGR4 — 936,289 Exited $0.8M — — —
✕ Pagaya AI Debt Selection Trust 69548JAB8 — 749,896 Exited $0.8M — — —
✕ Octane Receivables Trust 67571FAE4 — 750,000 Exited $0.7M — — —
✕ GSAA Home Equity Trust 3622ELAF3 — 2,002,427 Exited $0.7M — — —
✕ Flagstar Mortgage Trust 33850RBC5 — 1,153,000 Exited $0.7M — — —
✕ MIDLAND STATES BANCORP 597742AL9 — 750,000 Exited $0.7M — — —
✕ Veros Auto Receivables Trust 924933AD6 — 700,000 Exited $0.7M — — —
✕ JP Morgan Mortgage Trust 465988AT0 — 1,054,000 Exited $0.7M — — —
✕ Credit Suisse Mortgage Trust 12659TBS3 — 2,357,083 Exited $0.7M — — —
✕ Pagaya AI Debt Selection Trust 694961AC7 — 700,000 Exited $0.7M — — —
✕ Monroe Capital MML CLO 61033WAN2 — 700,000 Exited $0.7M — — —
✕ GS Mortgage-Backed Securities 36264PBM0 — 2,489,114 Exited $0.7M — — —
✕ Woodward Capital Management 74939KCD6 — 1,948,000 Exited $0.7M — — —
✕ Freedom Financial 35634JAD0 — 650,000 Exited $0.7M — — —
✕ ChaseFlex Trust 16165VAN8 — 2,321,571 Exited $0.6M — — —
✕ Residential Accredit Loans, In 75115CAH0 — 891,459 Exited $0.6M — — —
✕ Sutherland Commercial Mortgage 86933YAB2 — 636,225 Exited $0.6M — — —
✕ MERCER INTL INC 588056AW1 — 650,000 Exited $0.6M — — —
✕ Residential Accredit Loans, In 75114TAA9 — 755,780 Exited $0.6M — — —
✕ Fannie Mae - CAS 20755DAA4 — 605,584 Exited $0.6M — — —
✕ Residential Accredit Loans, In 74922GAN4 — 757,385 Exited $0.6M — — —
✕ JP Morgan Mortgage Trust 465988AU7 — 1,054,525 Exited $0.6M — — —
✕ Reach Financial LLC 75525AAC9 — 600,000 Exited $0.6M — — —
✕ Flagstar Mortgage Trust 33851MAY8 — 1,827,125 Exited $0.6M — — —
✕ GS Mortgage-Backed Securities 36262AAW4 — 2,208,829 Exited $0.6M — — —
✕ Structured Asset Mortgage Inve 86361WAL5 — 53,939,749 Exited $0.6M — — —
✕ GS Mortgage-Backed Securities 36263VBQ9 — 1,606,000 Exited $0.6M — — —
✕ Countrywide Home Loans 12544RAA6 — 1,332,416 Exited $0.6M — — —
✕ BCAP LLC Trust 05533DEJ1 — 675,327 Exited $0.6M — — —
✕ GS Mortgage-Backed Securities 36261MBD0 — 2,079,428 Exited $0.6M — — —
✕ Newtek Small Business Loan Tru 65252MAB5 — 577,912 Exited $0.6M — — —
✕ Golub Capital Partners CLO Ltd 38175JAA5 — 564,596 Exited $0.6M — — —
✕ Residential Funding Mtg Sec I 76111XG72 — 670,490 Exited $0.6M — — —
✕ GSAA Home Equity Trust 362341D71 — 1,688,277 Exited $0.6M — — —
✕ GS Mortgage Securities Corp. 36248TAT9 — 536,709 Exited $0.5M — — —
✕ Woodward Capital Management 74938FBY3 — 2,066,093 Exited $0.5M — — —
✕ Saluda Grade Alternative Mortg 79582DAF8 — 149,483 Exited $0.5M — — —
✕ GS Mortgage-Backed Securities 36260RBJ7 — 1,704,942 Exited $0.5M — — —
✕ GS Mortgage-Backed Securities 36264PBL2 — 1,244,000 Exited $0.5M — — —
✕ GSR Mortgage Loan Trust 36242D4Z3 — 575,441 Exited $0.5M — — —
✕ JP Morgan Mortgage Trust 465989AQ4 — 986,203 Exited $0.5M — — —
✕ Morgan Stanley Mortgage Loan T 61749WAM9 — 2,615,386 Exited $0.5M — — —
✕ Residential Accredit Loans, In 761118CZ9 — 710,372 Exited $0.5M — — —
✕ XCALI 2020-1 Mortgage Trust 98370AAB9 — 515,875 Exited $0.5M — — —
✕ Structured Adjustable Rate Mor 86362NAB6 — 581,203 Exited $0.5M — — —
✕ Woodward Capital Management 74939KCE4 — 1,947,847 Exited $0.5M — — —
✕ GS Mortgage-Backed Securities 36261HBC3 — 1,194,000 Exited $0.5M — — —
✕ Bayview Opportunity Master Fun 07336QAD4 — 500,000 Exited $0.5M — — —
✕ Flagstar Mortgage Trust 33852EBV0 — 1,792,016 Exited $0.5M — — —
✕ JP Morgan Mortgage Trust 466247A37 — 1,155,531 Exited $0.5M — — —
✕ GSAA Home Equity Trust 3622EQAB1 — 1,758,302 Exited $0.5M — — —
✕ Wells Fargo Mortgage Backed Se 95003HBN8 — 1,799,706 Exited $0.5M — — —
✕ First Help Financial LLC 31568AAC0 — 500,000 Exited $0.5M — — —
✕ GS Mortgage-Backed Securities 36264JAX1 — 2,037,580 Exited $0.5M — — —
✕ Santander Consumer Auto Receiv 80282YAJ5 — 500,000 Exited $0.5M — — —
✕ PRP Advisors, LLC 69359UAA3 — 490,251 Exited $0.5M — — —
✕ JP Morgan Mortgage Trust 46657DAT7 — 717,000 Exited $0.5M — — —
✕ Residential Funding Mtg Sec I 74957EAJ6 — 592,962 Exited $0.5M — — —
✕ GS Mortgage-Backed Securities 36262LBC3 — 1,038,000 Exited $0.5M — — —
✕ Residential Accredit Loans, In 761118UL0 — 609,376 Exited $0.4M — — —
✕ Bayview Opportunity Master Fun 07336QAE2 — 434,542 Exited $0.4M — — —
✕ Nomura Resecuritization Trust 65540UAM5 — 447,521 Exited $0.4M — — —
✕ Wells Fargo Mortgage Backed Se 95003ABM5 — 1,420,044 Exited $0.4M — — —
✕ WAMU Mortgage Pass-Through Cer 92922FNL8 — 464,832 Exited $0.4M — — —
✕ Mello Mortgage Capital Accepta 585495EW0 — 1,514,186 Exited $0.4M — — —
✕ Homebanc Mortgage Trust 43739EAQ0 — 519,441 Exited $0.4M — — —
✕ GSR Mortgage Loan Trust 3623417D5 — 864,184 Exited $0.4M — — —
✕ Foundation Finance Trust 349941AD6 — 400,000 Exited $0.4M — — —
✕ CIM Trust 12564ECL4 — 1,438,139 Exited $0.4M — — —
✕ GLS Auto Receivables Trust 36269HAG7 — 400,000 Exited $0.4M — — —
✕ CIM Trust 12564KCL0 — 1,416,978 Exited $0.4M — — —
✕ Countrywide Alternative Loan T 12667FP41 — 435,915 Exited $0.4M — — —
✕ PRP Advisors, LLC 69357PAA6 — 395,718 Exited $0.4M — — —
✕ Harvest SBA Loan Trust 41755JAA7 — 381,335 Exited $0.4M — — —
✕ Credit Suisse Mortgage Trust 12661XBT8 — 1,320,812 Exited $0.4M — — —
✕ JP Morgan Mortgage Trust 46592DBN7 — 1,075,745 Exited $0.4M — — —
✕ GSR Mortgage Loan Trust 362341DU0 — 442,475 Exited $0.4M — — —
✕ Bear Stearns Mortgage Funding 07401LAA1 — 431,041 Exited $0.4M — — —
✕ Morgan Stanley Residential Mor 61772NCC9 — 956,000 Exited $0.4M — — —
✕ Prosper Marketplace Issuance T 74390NAG7 — 350,000 Exited $0.4M — — —
✕ Prosper Marketplace Issuance T 74363CAC3 — 350,000 Exited $0.3M — — —
✕ CIM Trust 12564KCK2 — 810,000 Exited $0.3M — — —
✕ Rate Mortgage Trust 75409XDL7 — 1,340,138 Exited $0.3M — — —
✕ JP Morgan Mortgage Trust 46657DAU4 — 637,329 Exited $0.3M — — —
✕ Residential Funding Mtg Sec I 74958DAC2 — 394,598 Exited $0.3M — — —
✕ GSAA Home Equity Trust 362256AB5 — 1,383,209 Exited $0.3M — — —
✕ Morgan Stanley Residential Mor 61772ABG9 — 1,124,310 Exited $0.3M — — —
✕ Morgan Stanley Residential Mor 61772NCE5 — 1,196,665 Exited $0.3M — — —
✕ Countrywide Home Loans 12544TAC8 — 684,255 Exited $0.3M — — —
✕ Bear Stearns Adjustable Rate M 07388DAR9 — 384,486 Exited $0.3M — — —
✕ Radnor Re LTD 75049XAB8 — 300,000 Exited $0.3M — — —
✕ Rate Mortgage Trust 75409JDK0 — 922,000 Exited $0.3M — — —
✕ Countrywide Alternative Loan T 12667GT86 — 584,895 Exited $0.3M — — —
✕ Residential Accredit Loans, In 74923WAG3 — 460,217 Exited $0.3M — — —
✕ NCL CORPORATION LTD 62886HBL4 — 300,000 Exited $0.3M — — —
✕ Countrywide Alternative Loan T 02147YAD7 — 588,580 Exited $0.3M — — —
✕ Mello Mortgage Capital Accepta 585494CL9 — 1,209,493 Exited $0.3M — — —
✕ CIM Trust 12564ECK6 — 718,000 Exited $0.3M — — —
✕ Mello Mortgage Capital Accepta 58549RCK0 — 1,137,709 Exited $0.3M — — —
✕ Wells Fargo Mortgage Backed Se 94984MAC8 — 358,254 Exited $0.3M — — —
✕ First Help Financial LLC 31568AAD8 — 300,000 Exited $0.3M — — —
✕ Citigroup Mortgage Loan Trust 172981AD4 — 324,565 Exited $0.3M — — —
✕ Chase Mortgage Finance Corpora 16163BBB9 — 745,013 Exited $0.3M — — —
✕ Residential Asset Securitizati 45660LT25 — 609,332 Exited $0.3M — — —
✕ GS Mortgage-Backed Securities 36264JAW3 — 849,000 Exited $0.3M — — —
✕ Oceanview Mortgage Trust 67647ECH8 — 734,000 Exited $0.3M — — —
✕ Morgan Stanley Residential Mor 61772CBB6 — 781,000 Exited $0.3M — — —
✕ American Home Mortgage Investm 02660TEN9 — 363,214 Exited $0.3M — — —
✕ Morgan Stanley Residential Mor 61772CBC4 — 938,058 Exited $0.3M — — —
✕ First Horizon Alternative Mort 32051GW76 — 320,235 Exited $0.3M — — —
✕ Residential Accredit Loans, In 761118MA3 — 338,604 Exited $0.3M — — —
✕ JP Morgan Mortgage Trust 46628BBF6 — 378,936 Exited $0.3M — — —
✕ Morgan Stanley Residential Mor 61772MBC2 — 690,000 Exited $0.3M — — —
✕ Deutsche Alt-A Securities INC 251510LF8 — 373,729 Exited $0.2M — — —
✕ HSI Asset Loan Obligation 40431LAB4 — 372,229 Exited $0.2M — — —
✕ Adjustable Rate Mortgage Trust 007036JA5 — 274,924 Exited $0.2M — — —
✕ Continental Credit Card ABS LL 21134LAB4 — 240,924 Exited $0.2M — — —
✕ JP Morgan Mortgage Trust 46591TBY9 — 284,845 Exited $0.2M — — —
✕ Adjustable Rate Mortgage Trust 007037BP8 — 273,032 Exited $0.2M — — —
✕ Residential Accredit Loans, In 761118BS6 — 420,877 Exited $0.2M — — —
✕ Morgan Stanley Residential Mor 61772MBD0 — 827,000 Exited $0.2M — — —
✕ Citigroup Mortgage Loan Trust 17307GTH1 — 239,937 Exited $0.2M — — —
✕ Residential Accredit Loans, In 75115BAY5 — 584,568 Exited $0.2M — — —
✕ Woodward Capital Management 74936RCB8 — 870,254 Exited $0.2M — — —
✕ HAT HOLDINGS I LLC/HAT 418751AB9 — 200,000 Exited $0.2M — — —
✕ CIM Trust 12565VDL4 — 800,773 Exited $0.2M — — —
✕ Rate Mortgage Trust 75409JDL8 — 737,919 Exited $0.2M — — —
✕ Rate Mortgage Trust 75409XDK9 — 575,000 Exited $0.2M — — —
✕ Residential Accredit Loans, In 751155AQ5 — 217,825 Exited $0.2M — — —
✕ CIM Trust 12565VDK6 — 481,000 Exited $0.2M — — —
✕ Residential Accredit Loans, In 751155AK8 — 166,875 Exited $0.1M — — —
✕ GSR Mortgage Loan Trust 362334DL5 — 283,113 Exited $0.1M — — —
✕ Mello Mortgage Capital Accepta 585494CK1 — 349,000 Exited $0.1M — — —
✕ JPMorgan Chase Bank, NA - CACL 48128U2Q1 — 114,779 Exited $0.1M — — —
✕ Deutsche Alt-A Securities INC 251510JA2 — 215,955 Exited $0.1M — — —
✕ Wells Fargo Mortgage Backed Se 94984CAA4 — 119,402 Exited $0.1M — — —
✕ SUMMIT MATERIALS LLC/FIN 86614RAP2 — 100,000 Exited $0.1M — — —
✕ CITGO PETROLEUM CORP 17302XAK2 — 100,000 Exited $0.1M — — —
✕ DSLA Mortgage Loan Trust 23332UEL4 — 129,655 Exited $0.1M — — —
✕ First Horizon Alternative Mort 32051GT70 — 205,343 Exited $0.1M — — —
✕ Nomura Asset Acceptance Corpor 65538DAD7 — 103,537 Exited $0.1M — — —
✕ Residential Accredit Loans, In 74923JAG2 — 156,114 Exited $0.1M — — —
✕ Conn Funding II, L.P 20825YAB2 — 61,513 Exited $0.1M — — —
✕ ENVIVA PARTNERS LP/FIN C 29413XAD9 — 100,000 Exited $0.0M — — —
✕ Residential Accredit Loans, In 75115BAA7 — 112,032 Exited $0.0M — — —
✕ Allegro CLO Ltd BCC2HJW35 — 4,000,000 Exited $0.0M — — —
✕ Residential Funding Mtg Sec I 74958AAG9 — 48,441 Exited $0.0M — — —
✕ First Horizon Mortgage Pass-Th 32051GUC7 — 37,399 Exited $0.0M — — —
✕ Sequoia Mortgage Trust 81744FDH7 — 24,972 Exited $0.0M — — —
✕ Structured Asset Securities Co 86359AMR1 — 12,506 Exited $0.0M — — —
✕ GMAC Mortgage Corporation Loan 76112BYF1 — 10,187 Exited $0.0M — — —
✕ Adjustable Rate Mortgage Trust 007036TF3 — 25,694 Exited $0.0M — — —
✕ MASTR Adjustable Rate Mortgage 576433WR3 — 4,481 Exited $0.0M — — —
✕ JP Morgan Mortgage Trust 466247UG6 — 3,697 Exited $0.0M — — —
✕ First Horizon Alternative Mort 32051GYY5 — 5,942 Exited $0.0M — — —
✕ IndyMac INDX Mortgage Loan Tru 45660LAB5 — 944 Exited $0.0M — — —