Holdings (Monthly)
Guide ↗
TCW Securitized Bond Fund
· Tcw Funds Inc| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | Government National Mortgage Association | 21H032621 | Jan 2026 | 56,675,000 | $51.9M | 3.10% | ABS-MBS |
| 2 | UMBS, TBA | 01F020620 | Jan 2026 | 54,200,000 | $44.0M | 2.63% | ABS-MBS |
| 3 | Government National Mortgage Association | 21H050623 | Jan 2026 | 43,700,000 | $43.7M | 2.61% | ABS-MBS |
| 4 | UMBS, TBA | 01F032625 | Jan 2026 | 45,575,000 | $42.2M | 2.52% | ABS-MBS |
| 5 | Fannie Mae | 3140QNQD7 | Jan 2026 | 36,420,623 | $29.7M | 1.78% | ABS-MBS |
| 6 | Government National Mortgage Association | 21H022622 | Jan 2026 | 26,750,000 | $23.2M | 1.39% | ABS-MBS |
| 7 | TCW Central Cash Fund | 872365671 | Jan 2026 | 22,421,370 | $22.4M | 1.34% | EC |
| 8 | Freddie Mac | 3132DWER0 | Jan 2026 | 22,191,025 | $21.3M | 1.27% | ABS-MBS |
| 9 | Freddie Mac | 3132XCSE6 | Jan 2026 | 20,395,894 | $19.9M | 1.19% | ABS-MBS |
| 10 | Fannie Mae | 3140XFEM9 | Jan 2026 | 22,865,276 | $19.7M | 1.18% | ABS-MBS |
| 11 | TCW Private Asset Income Fund | 87807Y206 | Jan 2026 | 1,850,303 | $18.5M | 1.11% | EC |
| 12 | UMBS, TBA | 01F040628 | Jan 2026 | 19,350,000 | $18.5M | 1.10% | ABS-MBS |
| 13 | Government National Mortgage Association | 38379LAE6 | Jan 2026 | 18,490,375 | $17.0M | 1.01% | ABS-MBS |
| 14 | Freddie Mac | 31335APZ5 | Jan 2026 | 17,725,966 | $16.9M | 1.01% | ABS-MBS |
| 15 | Government National Mortgage Association | 36179YRH9 | Jan 2026 | 16,324,625 | $16.6M | 0.99% | ABS-MBS |
| 16 | Freddiemac Strip | 31325YB98 | Jan 2026 | 124,278,080 | $16.6M | 0.99% | ABS-MBS |
| 17 | Fannie Mae | 31418ECR9 | Jan 2026 | 18,292,759 | $16.3M | 0.97% | ABS-MBS |
| 18 | Fannie Mae | 3136BQFV6 | Jan 2026 | 125,824,648 | $16.2M | 0.97% | ABS-MBS |
| 19 | Government National Mortgage Association | 21H042620 | Jan 2026 | 16,500,000 | $16.1M | 0.96% | ABS-MBS |
| 20 | Freddie Mac | 3133C0U26 | Jan 2026 | 16,207,824 | $16.0M | 0.95% | ABS-MBS |
| 21 | Fannie Mae | 31418ET67 | Jan 2026 | 15,590,341 | $15.9M | 0.95% | ABS-MBS |
| 22 | Freddie Mac | 3132DWES8 | Jan 2026 | 15,476,741 | $15.2M | 0.91% | ABS-MBS |
| 23 | Freddie Mac | 3137BBQD5 | Jan 2026 | 15,411,745 | $15.0M | 0.89% | ABS-MBS |
| 24 | Fannie Mae | 3140KSVF1 | Jan 2026 | 18,100,321 | $14.8M | 0.88% | ABS-MBS |
| 25 | Government National Mortgage Association | 36179WG36 | Jan 2026 | 16,141,841 | $14.0M | 0.84% | ABS-MBS |
| 26 | UMBS, TBA | 01F052623 | Jan 2026 | 13,525,000 | $13.7M | 0.82% | ABS-MBS |
| 27 | Government National Mortgage Association | 38379LFY7 | Jan 2026 | 14,936,662 | $13.5M | 0.81% | ABS-MBS |
| 28 | CIM Trust | 12558VAA0 | Jan 2026 | 14,236,256 | $13.3M | 0.79% | ABS-MBS |
| 29 | Government National Mortgage Association | 36179XND4 | Jan 2026 | 13,874,710 | $13.2M | 0.79% | ABS-MBS |
| 30 | Freddie Mac | 3137H6ZG3 | Jan 2026 | 16,601,979 | $13.0M | 0.78% | ABS-MBS |
| 31 | Fannie Mae | 31417C3U7 | Jan 2026 | 14,090,088 | $13.0M | 0.78% | ABS-MBS |
| 32 | UMBS, TBA | 01F030629 | Jan 2026 | 14,700,000 | $13.0M | 0.78% | ABS-MBS |
| 33 | Fannie Mae | 31418EU99 | Jan 2026 | 12,753,760 | $13.0M | 0.78% | ABS-MBS |
| 34 | Government National Mortgage Association | 38379JY39 | Jan 2026 | 13,799,356 | $12.3M | 0.74% | ABS-MBS |
| 35 | Government National Mortgage Association | 21H040624 | Jan 2026 | 12,750,000 | $12.1M | 0.72% | ABS-MBS |
| 36 | Hertz Vehicle Financing LLC | 42806MAH2 | Jan 2026 | 12,090,000 | $12.0M | 0.71% | ABS-O |
| 37 | CIM Trust | 12569RAC2 | Jan 2026 | 13,400,000 | $11.8M | 0.71% | ABS-MBS |
| 38 | Arbor Realty Collateralized Loan Obligation Ltd | 03880RAC3 | Jan 2026 | 11,800,000 | $11.8M | 0.71% | ABS-CBDO |
| 39 | Fannie Mae | 3140QKVC9 | Jan 2026 | 13,591,386 | $11.7M | 0.70% | ABS-MBS |
| 40 | Government National Mortgage Association | 36179WNE4 | Jan 2026 | 13,406,086 | $11.6M | 0.69% | ABS-MBS |
| 41 | UMBS, TBA | 01F022626 | Jan 2026 | 13,550,000 | $11.5M | 0.69% | ABS-MBS |
| 42 | JP Morgan Mortgage Acquisition Corp | 46630BAD8 | Jan 2026 | 22,952,015 | $11.4M | 0.68% | ABS-MBS |
| 43 | Towd Point Mortgage Trust | 89175VAE3 | Jan 2026 | 13,050,000 | $11.4M | 0.68% | ABS-MBS |
| 44 | Government National Mortgage Association | 21H020626 | Jan 2026 | 13,675,000 | $11.4M | 0.68% | ABS-MBS |
| 45 | CIM Trust | 12563GAB4 | Jan 2026 | 12,124,046 | $11.3M | 0.68% | ABS-MBS |
| 46 | UMBS, TBA | 01F042624 | Jan 2026 | 11,400,000 | $11.2M | 0.67% | ABS-MBS |
| 47 | Freddie Mac | 3132DWBQ5 | Jan 2026 | 12,458,190 | $10.7M | 0.64% | ABS-MBS |
| 48 | Fannie Mae | 3136A9VC9 | Jan 2026 | 11,738,000 | $10.6M | 0.64% | ABS-MBS |
| 49 | Freddiemac Strip | 3133Q5E51 | Jan 2026 | 80,790,663 | $10.5M | 0.63% | ABS-MBS |
| 50 | Government National Mortgage Association | 38379WVZ2 | Jan 2026 | 12,173,638 | $10.5M | 0.63% | ABS-MBS |
| 51 | Fannie Mae | 3140MNMN3 | Jan 2026 | 11,663,285 | $10.4M | 0.62% | ABS-MBS |
| 52 | Freddie Mac | 3132DVK20 | Jan 2026 | 10,900,439 | $10.2M | 0.61% | ABS-MBS |
| 53 | EdgeConneX Data Centers Issuer, LLC | 28000XAA6 | Jan 2026 | 10,265,625 | $10.1M | 0.60% | ABS-O |
| 54 | Avis Budget Rental Car Funding AESOP LLC | 05377REL4 | Jan 2026 | 10,000,000 | $9.9M | 0.59% | ABS-O |
| 55 | UMBS, TBA | 01F050627 | Jan 2026 | 9,925,000 | $9.9M | 0.59% | ABS-MBS |
| 56 | Fannie Mae | 3140MMTT5 | Jan 2026 | 11,286,034 | $9.6M | 0.58% | ABS-MBS |
| 57 | SLG Office Trust | 78449RAQ8 | Jan 2026 | 11,460,000 | $9.5M | 0.57% | ABS-MBS |
| 58 | GSR Mortgage Loan Trust | 362631AC7 | Jan 2026 | 42,649,434 | $9.3M | 0.55% | ABS-MBS |
| 59 | First Franklin Mtg Loan Asset Backed Certificates | 32029GAD6 | Jan 2026 | 19,325,081 | $9.3M | 0.55% | ABS-O |
| 60 | Merrill Lynch First Franklin Mortgage Loan Trust | 59025CAD2 | Jan 2026 | 9,087,117 | $9.2M | 0.55% | ABS-O |
| 61 | Structured Asset Mortgage Investments Inc | 86364MAE0 | Jan 2026 | 10,142,918 | $9.2M | 0.55% | ABS-MBS |
| 62 | Securitized Asset Backed Receivables LLC Trust | 81378GAC2 | Jan 2026 | 10,378,915 | $9.1M | 0.54% | ABS-O |
| 63 | Government National Mortgage Association | 3618N5A25 | Jan 2026 | 9,199,472 | $9.0M | 0.54% | ABS-MBS |
| 64 | JP Morgan Mortgage Trust | 46657QAV3 | Jan 2026 | 10,800,000 | $9.0M | 0.54% | ABS-MBS |
| 65 | Freddie Mac | 3132DWDZ3 | Jan 2026 | 10,070,446 | $9.0M | 0.54% | ABS-MBS |
| 66 | Government National Mortgage Association | 38380X3Q8 | Jan 2026 | 9,904,566 | $8.9M | 0.53% | ABS-MBS |
| 67 | Morgan Stanley Capital I Trust | 61770YAA3 | Jan 2026 | 10,000,000 | $8.9M | 0.53% | ABS-MBS |
| 68 | firstkey homes 2020-sfr1 trust | 33768EAJ1 | Jan 2026 | 8,950,000 | $8.9M | 0.53% | ABS-O |
| 69 | Freddie Mac | 3132DWDR1 | Jan 2026 | 10,394,205 | $8.9M | 0.53% | ABS-MBS |
| 70 | JP Morgan Mortgage Trust | 46652VAU9 | Jan 2026 | 10,544,878 | $8.8M | 0.53% | ABS-MBS |
| 71 | Freddiemac Strip | 3142G42A8 | Jan 2026 | 65,785,133 | $8.7M | 0.52% | ABS-MBS |
| 72 | Government National Mortgage Association | 38380TUY0 | Jan 2026 | 10,849,736 | $8.7M | 0.52% | ABS-MBS |
| 73 | Citigroup Commercial Mortgage Trust | 17328EAA6 | Jan 2026 | 9,400,000 | $8.6M | 0.51% | ABS-MBS |
| 74 | Progress Residential Trust | 74333PAN7 | Jan 2026 | 8,970,000 | $8.5M | 0.51% | ABS-O |
| 75 | First Franklin Mtg Loan Asset Backed Certificates | 32029GAA2 | Jan 2026 | 16,073,564 | $8.5M | 0.51% | ABS-O |
| 76 | CIM Trust | 12559NAB5 | Jan 2026 | 8,620,207 | $8.4M | 0.50% | ABS-MBS |
| 77 | Government National Mortgage Association | 36179XHY5 | Jan 2026 | 8,479,733 | $8.4M | 0.50% | ABS-MBS |
| 78 | SFAVE Commercial Mortgage Securities Trust | 78413MAC2 | Jan 2026 | 9,500,000 | $8.3M | 0.49% | ABS-MBS |
| 79 | Avis Budget Rental Car Funding AESOP LLC | 05377RJW5 | Jan 2026 | 8,000,000 | $8.2M | 0.49% | ABS-O |
| 80 | Fannie Mae | 3140Q8WA9 | Jan 2026 | 8,388,763 | $8.2M | 0.49% | ABS-MBS |
| 81 | Freddie Mac | 3133B9KZ6 | Jan 2026 | 9,970,452 | $8.1M | 0.49% | ABS-MBS |
| 82 | Government National Mortgage Association | 36180AB85 | Jan 2026 | 8,212,398 | $8.0M | 0.48% | ABS-MBS |
| 83 | Fannie Mae | 3140M83L1 | Jan 2026 | 9,379,329 | $8.0M | 0.48% | ABS-MBS |
| 84 | DOLP Trust | 23345LAA7 | Jan 2026 | 8,675,000 | $7.9M | 0.47% | ABS-MBS |
| 85 | Fannie Mae | 31418DTJ1 | Jan 2026 | 8,757,849 | $7.7M | 0.46% | ABS-MBS |
| 86 | CIM Trust | 12566LAB0 | Jan 2026 | 8,168,680 | $7.7M | 0.46% | ABS-MBS |
| 87 | First Franklin Mtg Loan Asset Backed Certificates | 32028TAE7 | Jan 2026 | 13,745,608 | $7.6M | 0.45% | ABS-O |
| 88 | Government National Mortgage Association | 21H052629 | Jan 2026 | 7,475,000 | $7.6M | 0.45% | ABS-MBS |
| 89 | Cologix Data Centers Issuer LLC | 19521UAA1 | Jan 2026 | 7,565,000 | $7.4M | 0.44% | ABS-O |
| 90 | NCFA1 | 000000000 | Jan 2026 | 7,372,836 | $7.4M | 0.44% | ABS-MBS |
| 91 | CIM Trust | 12560YAB8 | Jan 2026 | 7,916,060 | $7.3M | 0.44% | ABS-MBS |
| 92 | First Franklin Mtg Loan Asset Backed Certificates | 32029AAD9 | Jan 2026 | 7,799,529 | $7.3M | 0.43% | ABS-O |
| 93 | Fannie Mae | 31418ER77 | Jan 2026 | 7,102,660 | $7.1M | 0.43% | ABS-MBS |
| 94 | Government National Mortgage Association | 36179XLF1 | Jan 2026 | 7,386,805 | $7.1M | 0.42% | ABS-MBS |
| 95 | Asset Backed Funding Certificates | 04545EAB9 | Jan 2026 | 8,117,458 | $7.0M | 0.42% | ABS-O |
| 96 | Bear Stearns Mortgage Funding Trust | 07401LAQ6 | Jan 2026 | 7,195,998 | $6.9M | 0.41% | ABS-MBS |
| 97 | Argent Securities Inc. | 040104PD7 | Jan 2026 | 7,603,398 | $6.9M | 0.41% | ABS-MBS |
| 98 | Freddie Mac | 3137H7G31 | Jan 2026 | 7,340,961 | $6.8M | 0.41% | ABS-MBS |
| 99 | Morgan Stanley Residential Mortgage Loan Trust | 61776GAA6 | Jan 2026 | 6,633,634 | $6.8M | 0.41% | ABS-MBS |
| 100 | Saxon Asset Securities Trust | 80556YAD7 | Jan 2026 | 8,947,346 | $6.7M | 0.40% | ABS-O |
| 101 | JP Morgan Chase Commercial Mortgage Sec Trust | 46651EAA2 | Jan 2026 | 6,865,000 | $6.5M | 0.39% | ABS-MBS |
| 102 | Fannie Mae | 3140MHSS9 | Jan 2026 | 7,966,840 | $6.5M | 0.39% | ABS-MBS |
| 103 | Freddiemac Strip | 3128HX4M4 | Jan 2026 | 6,990,802 | $6.5M | 0.39% | ABS-MBS |
| 104 | State Street Global Advisors | 857492706 | Jan 2026 | 6,476,119 | $6.5M | 0.39% | STIV |
| 105 | Freddie Mac | 312939JF9 | Jan 2026 | 6,325,248 | $6.5M | 0.39% | ABS-MBS |
| 106 | ALLO Issuer, LLC | 01983KAE4 | Jan 2026 | 6,065,000 | $6.4M | 0.38% | ABS-O |
| 107 | Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | 209031AC7 | Jan 2026 | 6,010,000 | $6.4M | 0.38% | ABS-O |
| 108 | Merrill Lynch First Franklin Mortgage Loan Trust | 59023LAD4 | Jan 2026 | 16,908,941 | $6.3M | 0.38% | ABS-O |
| 109 | NY Commercial Mortgage Trust | 62957FAC3 | Jan 2026 | 5,885,000 | $6.2M | 0.37% | ABS-MBS |
| 110 | CIM Trust | 12559PAA2 | Jan 2026 | 6,462,260 | $6.2M | 0.37% | ABS-MBS |
| 111 | Fannie Mae - CAS | 20754RAJ5 | Jan 2026 | 5,900,000 | $6.1M | 0.36% | ABS-MBS |
| 112 | CIM Trust | 12569RAB4 | Jan 2026 | 5,888,211 | $5.9M | 0.35% | ABS-MBS |
| 113 | Freddie Mac | 3132ADUQ9 | Jan 2026 | 6,204,985 | $5.9M | 0.35% | ABS-MBS |
| 114 | Barclays Commercial Mortgage Securities LLC | 05554VAF7 | Jan 2026 | 5,625,000 | $5.8M | 0.35% | ABS-MBS |
| 115 | LOAN PARTICIPATION 2 | 000000000 | Jan 2026 | 5,765,078 | $5.8M | 0.34% | ABS-O |
| 116 | Freddie Mac | 3137F3P99 | Jan 2026 | 5,922,157 | $5.6M | 0.34% | ABS-MBS |
| 117 | JP Morgan Mortgage Trust | 465973AT2 | Jan 2026 | 6,674,888 | $5.6M | 0.34% | ABS-MBS |
| 118 | New Residential Mortgage Loan Trust | 64830RAJ1 | Jan 2026 | 5,750,000 | $5.6M | 0.34% | ABS-O |
| 119 | Citimortgage Alternative Loan Trust | 12566WAF7 | Jan 2026 | 6,094,140 | $5.6M | 0.34% | ABS-MBS |
| 120 | OWNIT Mortgage Loan Asset-Backed Certificates | 69121TAD7 | Jan 2026 | 12,477,712 | $5.5M | 0.33% | ABS-O |
| 121 | Extended Stay America Trust | 30227TAG5 | Jan 2026 | 5,385,000 | $5.4M | 0.33% | ABS-MBS |
| 122 | Conseco Finance Securitizations Corp. | 20846QDU9 | Jan 2026 | 45,277,023 | $5.4M | 0.33% | ABS-O |
| 123 | FirstKey Homes 2021-SFR3 Trust | 33768JAJ0 | Jan 2026 | 5,500,000 | $5.4M | 0.32% | ABS-O |
| 124 | Freddie Mac - STACR | 35564KLV9 | Jan 2026 | 5,125,000 | $5.3M | 0.32% | ABS-MBS |
| 125 | Fannie Mae | 31418EJ68 | Jan 2026 | 5,327,375 | $5.2M | 0.31% | ABS-MBS |
| 126 | Freddie Mac | 3137HMHD5 | Jan 2026 | 5,460,153 | $5.2M | 0.31% | ABS-MBS |
| 127 | Madison Avenue Trust | 55616AAG2 | Jan 2026 | 5,100,000 | $5.2M | 0.31% | ABS-MBS |
| 128 | Government National Mortgage Association | 36179X5H5 | Jan 2026 | 5,106,996 | $5.2M | 0.31% | ABS-MBS |
| 129 | Freddie Mac | 3132XCR64 | Jan 2026 | 5,509,810 | $5.2M | 0.31% | ABS-MBS |
| 130 | IndyMac INDX Mortgage Loan Trust | 456612AC4 | Jan 2026 | 5,731,744 | $5.2M | 0.31% | ABS-MBS |
| 131 | Wells Fargo Home Equity Trust | 9497EVAC9 | Jan 2026 | 5,521,000 | $5.2M | 0.31% | ABS-O |
| 132 | Freddie Mac | 3132DWEK5 | Jan 2026 | 5,146,950 | $5.1M | 0.30% | ABS-MBS |
| 133 | DBGS Mortgage Trust | 23307DBC6 | Jan 2026 | 5,136,000 | $5.1M | 0.30% | ABS-MBS |
| 134 | COMM Mortgage Trust | 12656KAE7 | Jan 2026 | 6,000,000 | $5.0M | 0.30% | ABS-MBS |
| 135 | Government National Mortgage Association | 38380B7H2 | Jan 2026 | 5,702,750 | $5.0M | 0.30% | ABS-MBS |
| 136 | Fannie Mae | 3136BWYQ3 | Jan 2026 | 5,220,163 | $5.0M | 0.30% | ABS-MBS |
| 137 | Fannie Mae | 3136B6QL0 | Jan 2026 | 5,740,133 | $5.0M | 0.30% | ABS-MBS |
| 138 | Credit-Based Asset Servicing and Securitization | 12465MAD6 | Jan 2026 | 10,699,287 | $5.0M | 0.30% | ABS-O |
| 139 | Countrywide Alternative Loan Trust | 02151ABK5 | Jan 2026 | 10,913,065 | $5.0M | 0.30% | ABS-MBS |
| 140 | Fannie Mae | 31418FMK0 | Jan 2026 | 4,805,388 | $4.9M | 0.29% | ABS-MBS |
| 141 | Fannie Mae - CAS | 20754AAJ2 | Jan 2026 | 4,760,000 | $4.9M | 0.29% | ABS-MBS |
| 142 | Wells Fargo Commercial Mortgage Trust | 949937AC0 | Jan 2026 | 4,632,000 | $4.8M | 0.29% | ABS-MBS |
| 143 | Barclays Commercial Mortgage Securities LLC | 05555FAF1 | Jan 2026 | 4,565,000 | $4.8M | 0.29% | ABS-MBS |
| 144 | Government National Mortgage Association | 38381AX50 | Jan 2026 | 5,234,953 | $4.8M | 0.29% | ABS-MBS |
| 145 | BENCHMARK Mortgage Trust | 08162DAG3 | Jan 2026 | 5,000,000 | $4.7M | 0.28% | ABS-MBS |
| 146 | CHI Commercial Mortgage Trust | 16706GAJ6 | Jan 2026 | 4,500,000 | $4.7M | 0.28% | ABS-MBS |
| 147 | Washington Mutual Asset-Backed CTFS | 93934TAB8 | Jan 2026 | 14,855,361 | $4.7M | 0.28% | ABS-O |
| 148 | BX Trust 2019-OC11 | 05606FAN3 | Jan 2026 | 5,000,000 | $4.6M | 0.28% | ABS-MBS |
| 149 | Lehman XS Trust | 525229AE0 | Jan 2026 | 4,691,662 | $4.6M | 0.28% | ABS-MBS |
| 150 | Credit Suisse Mortgage Trust | 12658WAC3 | Jan 2026 | 5,140,000 | $4.6M | 0.28% | ABS-MBS |
| 151 | Government National Mortgage Association | 36179XHX7 | Jan 2026 | 4,699,430 | $4.5M | 0.27% | ABS-MBS |
| 152 | Fannie Mae | 3140JAUD8 | Jan 2026 | 4,699,797 | $4.5M | 0.27% | ABS-MBS |
| 153 | Fannie Mae | 3138WHBK7 | Jan 2026 | 4,688,119 | $4.4M | 0.26% | ABS-MBS |
| 154 | Fannie Mae | 3140NBQE4 | Jan 2026 | 4,376,396 | $4.4M | 0.26% | ABS-MBS |
| 155 | Progress Residential Trust | 74332HAG1 | Jan 2026 | 4,621,000 | $4.4M | 0.26% | ABS-O |
| 156 | Americold LLC Trust | 00091WAA7 | Jan 2026 | 4,320,149 | $4.3M | 0.26% | ABS-MBS |
| 157 | ROCC Trust | 74970WAJ9 | Jan 2026 | 4,000,000 | $4.3M | 0.25% | ABS-MBS |
| 158 | BPR Trust | 05591VAA3 | Jan 2026 | 4,255,242 | $4.3M | 0.25% | ABS-MBS |
| 159 | MKT 2020-525M Mortgage Trust | 55316PAG2 | Jan 2026 | 4,900,000 | $4.2M | 0.25% | ABS-MBS |
| 160 | SLG Office Trust | 78449RAL9 | Jan 2026 | 4,800,000 | $4.2M | 0.25% | ABS-MBS |
| 161 | PRKCM Trust | 69361JAA4 | Jan 2026 | 4,595,846 | $4.1M | 0.25% | ABS-MBS |
| 162 | CAMB Commercial Mortgage Trust | 12477BAG9 | Jan 2026 | 5,000,000 | $4.1M | 0.25% | ABS-MBS |
| 163 | Government National Mortgage Association | 38379FQX0 | Jan 2026 | 4,287,585 | $4.1M | 0.24% | ABS-MBS |
| 164 | Ace Securities Corp. | 00442JAD6 | Jan 2026 | 9,919,947 | $4.1M | 0.24% | ABS-MBS |
| 165 | VCAT Asset Securitization, LLC | 91825GAA4 | Jan 2026 | 4,000,000 | $4.0M | 0.24% | ABS-O |
| 166 | DBMS | 000000000 | Jan 2026 | 2,900,000 | $4.0M | 0.24% | ABS-MBS |
| 167 | BPR Trust | 05592VAJ3 | Jan 2026 | 3,980,000 | $4.0M | 0.24% | ABS-MBS |
| 168 | FREMF Mortgage Trust | 30302YAQ0 | Jan 2026 | 4,500,000 | $3.9M | 0.24% | ABS-MBS |
| 169 | Fannie Mae | 3140W0WU5 | Jan 2026 | 4,010,476 | $3.9M | 0.24% | ABS-MBS |
| 170 | VB-S1 Issuer LLC | 91823AAU5 | Jan 2026 | 3,985,000 | $3.9M | 0.23% | ABS-O |
| 171 | Fannie Mae | 3140Q83U7 | Jan 2026 | 3,903,968 | $3.9M | 0.23% | ABS-MBS |
| 172 | BX Trust | 12433HAG9 | Jan 2026 | 3,833,139 | $3.9M | 0.23% | ABS-MBS |
| 173 | Freddie Mac | 3137AWC29 | Jan 2026 | 4,147,016 | $3.8M | 0.23% | ABS-MBS |
| 174 | Fannie Mae | 31418EKS8 | Jan 2026 | 3,989,580 | $3.8M | 0.23% | ABS-MBS |
| 175 | Argent Securities Inc. | 040104TG6 | Jan 2026 | 15,948,115 | $3.8M | 0.23% | ABS-O |
| 176 | Credit-Based Asset Servicing and Securitization | 1248MBAJ4 | Jan 2026 | 6,588,661 | $3.8M | 0.23% | ABS-O |
| 177 | Freddie Mac | 31427NEF2 | Jan 2026 | 3,955,552 | $3.8M | 0.23% | ABS-MBS |
| 178 | Switch ABS Issuer, LLC | 871044AJ2 | Jan 2026 | 3,650,000 | $3.8M | 0.23% | ABS-O |
| 179 | Fannie Mae | 3140Q9N25 | Jan 2026 | 3,794,287 | $3.8M | 0.23% | ABS-MBS |
| 180 | Fannie Mae | 3140Q83V5 | Jan 2026 | 3,716,441 | $3.7M | 0.22% | ABS-MBS |
| 181 | Morgan Stanley Capital I Trust | 61771MBB5 | Jan 2026 | 4,000,000 | $3.7M | 0.22% | ABS-MBS |
| 182 | Soundview Home Equity Loan Trust | 83612KAE1 | Jan 2026 | 4,000,000 | $3.6M | 0.22% | ABS-MBS |
| 183 | Fannie Mae | 3136AGZD7 | Jan 2026 | 5,239,060 | $3.6M | 0.22% | ABS-MBS |
| 184 | Knock Issuer Trust 2025-1 | 49917PAA1 | Jan 2026 | 3,565,000 | $3.6M | 0.22% | ABS-MBS |
| 185 | Diamond Infrastructure Funding LLC | 25265LAE0 | Jan 2026 | 3,690,000 | $3.6M | 0.21% | ABS-O |
| 186 | Diamond Issuer LLC | 25267TAS0 | Jan 2026 | 3,690,000 | $3.6M | 0.21% | ABS-O |
| 187 | Bank | 06539WBG0 | Jan 2026 | 4,055,000 | $3.6M | 0.21% | ABS-MBS |
| 188 | Hotwire Funding LLC | 44148JAM1 | Jan 2026 | 3,425,000 | $3.5M | 0.21% | ABS-O |
| 189 | Avenue of Americas | 682461AN8 | Jan 2026 | 3,340,000 | $3.5M | 0.21% | ABS-MBS |
| 190 | Flexential Issuer, LLC | 33938MAA7 | Jan 2026 | 3,465,143 | $3.4M | 0.20% | ABS-O |
| 191 | Magnetite CLO Ltd | 55955YAE4 | Jan 2026 | 5,000,000 | $3.4M | 0.20% | ABS-CBDO |
| 192 | Progress Residential Trust | 74333VAQ7 | Jan 2026 | 3,400,000 | $3.4M | 0.20% | ABS-O |
| 193 | IndyMac INDX Mortgage Loan Trust | 45660KAA9 | Jan 2026 | 3,682,192 | $3.4M | 0.20% | ABS-MBS |
| 194 | Government National Mortgage Association | 38379PS24 | Jan 2026 | 3,760,000 | $3.3M | 0.20% | ABS-MBS |
| 195 | Fannie Mae | 31418ES35 | Jan 2026 | 3,310,527 | $3.3M | 0.19% | ABS-MBS |
| 196 | Cross Mortgage Trust | 22757GAH6 | Jan 2026 | 3,226,000 | $3.2M | 0.19% | ABS-MBS |
| 197 | Bayview Opportunity Master Fund VII | 07336PAE4 | Jan 2026 | 3,159,520 | $3.2M | 0.19% | ABS-O |
| 198 | Freddie Mac - STACR | 35564KKL2 | Jan 2026 | 3,050,000 | $3.1M | 0.19% | ABS-MBS |
| 199 | Higley Park Clo Ltd | 43128VAE8 | Jan 2026 | 4,000,000 | $3.1M | 0.19% | ABS-CBDO |
| 200 | Fannie Mae - CAS | 20754LAJ8 | Jan 2026 | 3,005,000 | $3.1M | 0.19% | ABS-MBS |
| 201 | New Mountain CLO Ltd | 64755HAB1 | Jan 2026 | 4,300,000 | $3.1M | 0.18% | ABS-CBDO |
| 202 | Aimco | 00092QAE1 | Jan 2026 | 4,200,000 | $3.0M | 0.18% | ABS-CBDO |
| 203 | Fannie Mae | 31418ED80 | Jan 2026 | 3,133,259 | $3.0M | 0.18% | ABS-MBS |
| 204 | U.S. Bank National Association | 90355PAE6 | Jan 2026 | 2,939,019 | $3.0M | 0.18% | ABS-O |
| 205 | MASTR Alternative Loans Trust | 576434Q49 | Jan 2026 | 3,840,269 | $2.9M | 0.18% | ABS-MBS |
| 206 | Credit Suisse Mortgage Trust | 22946DAA0 | Jan 2026 | 3,355,751 | $2.9M | 0.17% | ABS-MBS |
| 207 | DSLA Mortgage Loan Trust | 23333YAC9 | Jan 2026 | 3,378,548 | $2.9M | 0.17% | ABS-MBS |
| 208 | Progress Residential Trust | 74333XAN0 | Jan 2026 | 2,874,000 | $2.8M | 0.17% | ABS-O |
| 209 | Fannie Mae | 3136A4LJ6 | Jan 2026 | 2,957,706 | $2.8M | 0.17% | ABS-MBS |
| 210 | Avis Budget Rental Car Funding AESOP LLC | 05377REU4 | Jan 2026 | 2,825,000 | $2.8M | 0.17% | ABS-O |
| 211 | Securitized Asset Backed Receivables LLC Trust | 81378KAD1 | Jan 2026 | 6,881,909 | $2.8M | 0.17% | ABS-O |
| 212 | Park Avenue Institutional Advisers CLO | 70017PAE8 | Jan 2026 | 2,760,000 | $2.8M | 0.17% | ABS-CBDO |
| 213 | NYC Commercial Mortgage Trust 2021-909 | 62979QAC3 | Jan 2026 | 2,750,000 | $2.8M | 0.17% | ABS-MBS |
| 214 | Caister Finance | 000000000 | Jan 2026 | 2,000,000 | $2.8M | 0.16% | ABS-MBS |
| 215 | NEWDAY FUNDING | 000000000 | Jan 2026 | 1,950,000 | $2.8M | 0.16% | ABS-O |
| 216 | Government National Mortgage Association | 38380XH91 | Jan 2026 | 3,002,260 | $2.7M | 0.16% | ABS-MBS |
| 217 | Hotwire Funding LLC | 44148JAB5 | Jan 2026 | 2,775,000 | $2.7M | 0.16% | ABS-O |
| 218 | Highbridge Loan Management Ltd | 40441AAE0 | Jan 2026 | 2,700,000 | $2.7M | 0.16% | ABS-CBDO |
| 219 | Extended Stay America Trust | 30227WAG8 | Jan 2026 | 2,675,000 | $2.7M | 0.16% | ABS-MBS |
| 220 | Fannie Mae | 3140X5S87 | Jan 2026 | 2,814,704 | $2.7M | 0.16% | ABS-MBS |
| 221 | DI Issuer LLC | 538908AE4 | Jan 2026 | 2,610,000 | $2.7M | 0.16% | ABS-O |
| 222 | RIDE 2025-SHRE | 765692AG3 | Jan 2026 | 2,500,000 | $2.6M | 0.15% | ABS-MBS |
| 223 | Blue Stream Issuer, LLC | 09606BAE4 | Jan 2026 | 2,500,000 | $2.6M | 0.15% | ABS-O |
| 224 | Morgan Stanley Capital I Trust | 61770YAG0 | Jan 2026 | 3,045,000 | $2.6M | 0.15% | ABS-MBS |
| 225 | OCP CLO Ltd | 67570VAC4 | Jan 2026 | 3,250,000 | $2.6M | 0.15% | ABS-CBDO |
| 226 | NOMURA CORPORATE FUNDING AMERI | 000000000 | Jan 2026 | 2,540,153 | $2.5M | 0.15% | DBT |
| 227 | Fannie Mae | 31418ET59 | Jan 2026 | 2,494,603 | $2.5M | 0.15% | ABS-MBS |
| 228 | Freddie Mac - STACR | 35564KNE5 | Jan 2026 | 2,376,737 | $2.5M | 0.15% | ABS-MBS |
| 229 | Government National Mortgage Association | 36179W2U1 | Jan 2026 | 2,824,634 | $2.4M | 0.15% | ABS-MBS |
| 230 | LMRK Issuer Co. LLC | 50209AAJ0 | Jan 2026 | 2,400,000 | $2.4M | 0.15% | ABS-O |
| 231 | Freddie Mac | 3137HLVW9 | Jan 2026 | 2,450,392 | $2.4M | 0.14% | ABS-MBS |
| 232 | BMO Mortgage Trust | 05593QAF1 | Jan 2026 | 2,330,000 | $2.4M | 0.14% | ABS-MBS |
| 233 | Hotwire Funding LLC | 44148JAC3 | Jan 2026 | 2,380,000 | $2.4M | 0.14% | ABS-O |
| 234 | Impac Secured Assets Corp. | 45255RAA5 | Jan 2026 | 2,554,661 | $2.4M | 0.14% | ABS-MBS |
| 235 | Freddie Mac | 31335AHP6 | Jan 2026 | 2,479,027 | $2.4M | 0.14% | ABS-MBS |
| 236 | NEWDAY FUNDING | 000000000 | Jan 2026 | 1,700,000 | $2.3M | 0.14% | ABS-O |
| 237 | Fannie Mae | 31418CKH6 | Jan 2026 | 2,393,514 | $2.3M | 0.14% | ABS-MBS |
| 238 | Colony American Finance Ltd | 21872UAG9 | Jan 2026 | 38,948,500 | $2.3M | 0.14% | ABS-O |
| 239 | Freddie Mac | 3137HLMB5 | Jan 2026 | 2,357,190 | $2.3M | 0.14% | ABS-MBS |
| 240 | Freddie Mac | 3137HLK35 | Jan 2026 | 2,332,047 | $2.3M | 0.14% | ABS-MBS |
| 241 | Freddie Mac | 3137HLT85 | Jan 2026 | 2,334,142 | $2.3M | 0.14% | ABS-MBS |
| 242 | Government National Mortgage Association | 38383UAQ3 | Jan 2026 | 28,310,464 | $2.3M | 0.14% | ABS-MBS |
| 243 | Switch ABS Issuer, LLC | 871044AY9 | Jan 2026 | 2,280,000 | $2.3M | 0.14% | ABS-O |
| 244 | Apidos CLO | 03764EAC3 | Jan 2026 | 11,000,000 | $2.3M | 0.13% | ABS-CBDO |
| 245 | Fannie Mae | 3136BWGP5 | Jan 2026 | 2,296,947 | $2.2M | 0.13% | ABS-MBS |
| 246 | First Help Financial LLC | 30340RAB2 | Jan 2026 | 2,229,734 | $2.2M | 0.13% | ABS-O |
| 247 | Anchorage Credit Funding Ltd. | 03331VAE5 | Jan 2026 | 2,200,000 | $2.2M | 0.13% | ABS-CBDO |
| 248 | Ace Securities Corp. | 00442JAE4 | Jan 2026 | 5,331,866 | $2.2M | 0.13% | ABS-MBS |
| 249 | NEWDAY FUNDING | 000000000 | Jan 2026 | 1,500,000 | $2.1M | 0.13% | ABS-O |
| 250 | Credit-Based Asset Servicing and Securitization | 81375WHH2 | Jan 2026 | 2,431,501 | $2.1M | 0.13% | ABS-O |
| 251 | Fannie Mae | 3136BTLG6 | Jan 2026 | 40,921,666 | $2.1M | 0.12% | ABS-MBS |
| 252 | Government National Mortgage Association | 38377WKM5 | Jan 2026 | 2,708,967 | $2.1M | 0.12% | ABS-MBS |
| 253 | Fannie Mae | 3136A3GC9 | Jan 2026 | 2,086,515 | $2.0M | 0.12% | ABS-MBS |
| 254 | Hertz Vehicle Financing LLC | 42806MCJ6 | Jan 2026 | 2,000,000 | $2.0M | 0.12% | ABS-O |
| 255 | Government National Mortgage Association | 36179U3S9 | Jan 2026 | 2,268,921 | $2.0M | 0.12% | ABS-MBS |
| 256 | Residential Funding Mtg Sec I | 749583AJ9 | Jan 2026 | 2,583,277 | $2.0M | 0.12% | ABS-MBS |
| 257 | Park Avenue Trust | 90187LAL3 | Jan 2026 | 2,050,000 | $2.0M | 0.12% | ABS-MBS |
| 258 | Braccan Mortgage Funding | 000000000 | Jan 2026 | 1,423,704 | $2.0M | 0.12% | ABS-MBS |
| 259 | Government National Mortgage Association | 38384YEE7 | Jan 2026 | 27,051,898 | $2.0M | 0.12% | ABS-MBS |
| 260 | Freddie Mac | 3132DWC76 | Jan 2026 | 2,285,442 | $2.0M | 0.12% | ABS-MBS |
| 261 | Freddie Mac | 3128MJ5K2 | Jan 2026 | 1,910,011 | $1.9M | 0.12% | ABS-MBS |
| 262 | Fannie Mae | 3136A4Y78 | Jan 2026 | 2,000,000 | $1.9M | 0.12% | ABS-MBS |
| 263 | JP Morgan Mortgage Acquisition Corp | 46629QAE6 | Jan 2026 | 3,201,582 | $1.9M | 0.11% | ABS-O |
| 264 | MAPS Trust | 55293WAB5 | Jan 2026 | 1,900,000 | $1.9M | 0.11% | ABS-O |
| 265 | BGME Trust | 05551XAG4 | Jan 2026 | 2,450,000 | $1.9M | 0.11% | ABS-MBS |
| 266 | MKT 2020-525M Mortgage Trust | 55316PAJ6 | Jan 2026 | 2,200,000 | $1.9M | 0.11% | ABS-MBS |
| 267 | Carvana Auto Receivables Trust | 14687GAH8 | Jan 2026 | 25,650 | $1.9M | 0.11% | ABS-O |
| 268 | CIFC Funding Ltd | 12567VAC5 | Jan 2026 | 3,300,000 | $1.8M | 0.11% | ABS-CBDO |
| 269 | Freddie Mac | 312940NL9 | Jan 2026 | 1,782,119 | $1.8M | 0.11% | ABS-MBS |
| 270 | Government National Mortgage Association | 38380XPW1 | Jan 2026 | 1,996,184 | $1.8M | 0.11% | ABS-MBS |
| 271 | NCFA LLC LOAN PARTICIPATION 3 | 000000000 | Jan 2026 | 1,830,000 | $1.8M | 0.11% | DBT |
| 272 | BAYFRONT IABS VII PTE. LTD. | 000000000 | Jan 2026 | 1,800,000 | $1.8M | 0.11% | ABS-CBDO |
| 273 | Freddie Mac | 3137BRNR2 | Jan 2026 | 1,844,159 | $1.7M | 0.10% | ABS-MBS |
| 274 | Freddie Mac | 3128MJ4T4 | Jan 2026 | 1,691,223 | $1.7M | 0.10% | ABS-MBS |
| 275 | Chicago Board of Trade | 000000000 | Jan 2026 | -1,386 | $1.7M | 0.10% | DIR |
| 276 | Oakwood Mortgage Investors Inc. | 67087TAU5 | Jan 2026 | 4,201,979 | $1.6M | 0.10% | ABS-O |
| 277 | Fannie Mae | 3136AGZR6 | Jan 2026 | 2,343,607 | $1.6M | 0.10% | ABS-MBS |
| 278 | Merrill Lynch First Franklin Mortgage Loan Trust | 59023LAE2 | Jan 2026 | 4,317,252 | $1.6M | 0.10% | ABS-O |
| 279 | BBAM US CLO LTD. | 05556VAC2 | Jan 2026 | 2,000,000 | $1.6M | 0.09% | ABS-CBDO |
| 280 | First Franklin Mtg Loan Asset Backed Certificates | 32028TAD9 | Jan 2026 | 2,808,324 | $1.6M | 0.09% | ABS-O |
| 281 | Merrill Lynch First Franklin Mortgage Loan Trust | 59024QAD2 | Jan 2026 | 2,103,973 | $1.5M | 0.09% | ABS-O |
| 282 | Fannie Mae | 3136AP3S9 | Jan 2026 | 1,726,980 | $1.5M | 0.09% | ABS-MBS |
| 283 | WAMU Mortgage Pass-Through Certificates | 939336V91 | Jan 2026 | 1,566,996 | $1.5M | 0.09% | ABS-MBS |
| 284 | Fannie Mae | 3136BWAH9 | Jan 2026 | 31,393,256 | $1.5M | 0.09% | ABS-MBS |
| 285 | WAMU Mortgage Pass-Through Certificates | 92925DAB6 | Jan 2026 | 1,652,227 | $1.5M | 0.09% | ABS-MBS |
| 286 | ALLO Issuer, LLC | 01983KAJ3 | Jan 2026 | 1,381,200 | $1.5M | 0.09% | ABS-O |
| 287 | Fieldstone Mortgage Investment Corp. | 31659YAC8 | Jan 2026 | 1,970,497 | $1.5M | 0.09% | ABS-O |
| 288 | Government National Mortgage Association | 38385ENN0 | Jan 2026 | 23,493,432 | $1.5M | 0.09% | ABS-MBS |
| 289 | Residential Accredit Loans, Inc. | 75114TAE1 | Jan 2026 | 1,618,358 | $1.5M | 0.09% | ABS-MBS |
| 290 | J.P. Morgan Alternative Loan Trust | 46628GAQ2 | Jan 2026 | 2,653,890 | $1.4M | 0.09% | ABS-MBS |
| 291 | Fannie Mae | 3136B2YN6 | Jan 2026 | 1,550,000 | $1.4M | 0.09% | ABS-MBS |
| 292 | Lehman XS Trust | 525226AG1 | Jan 2026 | 1,271,454 | $1.4M | 0.08% | ABS-MBS |
| 293 | Government National Mortgage Association | 38380CMG5 | Jan 2026 | 1,636,904 | $1.3M | 0.08% | ABS-MBS |
| 294 | Life Financial Services Trust | 53218CAN0 | Jan 2026 | 1,400,000 | $1.3M | 0.08% | ABS-MBS |
| 295 | Impac CMB Trust | 45254NPV3 | Jan 2026 | 1,394,258 | $1.3M | 0.08% | ABS-MBS |
| 296 | WAMU Mortgage Pass-Through Certificates | 93363TAA0 | Jan 2026 | 1,559,594 | $1.3M | 0.08% | ABS-MBS |
| 297 | ChaseFlex Trust | 16165TAE3 | Jan 2026 | 1,961,889 | $1.3M | 0.08% | ABS-MBS |
| 298 | DSLA Mortgage Loan Trust | 23332UFV1 | Jan 2026 | 1,371,085 | $1.3M | 0.08% | ABS-MBS |
| 299 | Credit Suisse First Boston Mortgage Securities | 225470RS4 | Jan 2026 | 6,004,288 | $1.3M | 0.08% | ABS-MBS |
| 300 | Freddie Mac | 31396RH59 | Jan 2026 | 1,506,530 | $1.3M | 0.08% | ABS-MBS |
| 301 | Credit Suisse Mortgage Trust | 12661QAF4 | Jan 2026 | 2,079,679 | $1.2M | 0.07% | ABS-MBS |
| 302 | SFAVE Commercial Mortgage Securities Trust | 78413MAE8 | Jan 2026 | 1,370,000 | $1.2M | 0.07% | ABS-MBS |
| 303 | HOA ROYALTYCO LLC | 403962AB9 | Jan 2026 | 5,980,260 | $1.2M | 0.07% | DBT |
| 304 | Credit Suisse Mortgage Trust | 12659AAF3 | Jan 2026 | 2,322,542 | $1.2M | 0.07% | ABS-MBS |
| 305 | BX Trust 2019-OC11 | 05606FAG8 | Jan 2026 | 1,196,000 | $1.1M | 0.07% | ABS-MBS |
| 306 | Bear Stearns Asset Backed Securities Trust | 073879L63 | Jan 2026 | 1,194,793 | $1.1M | 0.07% | ABS-MBS |
| 307 | Fannie Mae | 3136A2N58 | Jan 2026 | 9,786,630 | $1.1M | 0.07% | ABS-MBS |
| 308 | SLG Office Trust | 78449RAJ4 | Jan 2026 | 1,285,000 | $1.1M | 0.07% | ABS-MBS |
| 309 | Fannie Mae | 3136B2JS2 | Jan 2026 | 1,185,084 | $1.1M | 0.07% | ABS-MBS |
| 310 | Freddie Mac | 3128MJ5J5 | Jan 2026 | 1,122,558 | $1.1M | 0.07% | ABS-MBS |
| 311 | Credit-Based Asset Servicing and Securitization | 1248MBAH8 | Jan 2026 | 1,915,416 | $1.1M | 0.07% | ABS-O |
| 312 | Fannie Mae | 31416LU53 | Jan 2026 | 1,062,347 | $1.1M | 0.07% | ABS-MBS |
| 313 | Residential Accredit Loans, Inc. | 761118BS6 | Jan 2026 | 2,185,769 | $1.1M | 0.07% | ABS-MBS |
| 314 | Structured Adjustable Rate Mortgage Loan Trust | 86360NAG7 | Jan 2026 | 1,144,956 | $1.1M | 0.06% | ABS-MBS |
| 315 | Citigroup Mortgage Loan Trust Inc | 17314CAE8 | Jan 2026 | 2,123,863 | $1.0M | 0.06% | ABS-MBS |
| 316 | BX Trust 2019-OC11 | 05606FAJ2 | Jan 2026 | 1,080,000 | $1.0M | 0.06% | ABS-MBS |
| 317 | Freddie Mac | 31281LCS5 | Jan 2026 | 992,132 | $1.0M | 0.06% | ABS-MBS |
| 318 | Wireless PropCo Funding LLC | 97655EAG8 | Jan 2026 | 1,000,000 | $1.0M | 0.06% | ABS-O |
| 319 | Bear Stearns Alt-A Trust | 07386HSY8 | Jan 2026 | 1,049,376 | $1.0M | 0.06% | ABS-MBS |
| 320 | Citigroup Mortgage Loan Trust Inc | 17309FAA6 | Jan 2026 | 1,392,571 | $1.0M | 0.06% | ABS-MBS |
| 321 | IndyMac INDX Mortgage Loan Trust | 45660LF38 | Jan 2026 | 1,314,945 | $1.0M | 0.06% | ABS-MBS |
| 322 | Government National Mortgage Association | 38380GHX5 | Jan 2026 | 1,186,108 | $984K | 0.06% | ABS-MBS |
| 323 | Colony American Finance Ltd | 21873AAE7 | Jan 2026 | 19,924,569 | $978K | 0.06% | ABS-O |
| 324 | Residential Asset Securitization Trust | 76113WAD5 | Jan 2026 | 2,217,141 | $962K | 0.06% | ABS-MBS |
| 325 | Banc of America Funding Corporation | 058933AG7 | Jan 2026 | 1,060,375 | $952K | 0.06% | ABS-MBS |
| 326 | Residential Accredit Loans, Inc. | 75116CBW5 | Jan 2026 | 1,101,623 | $917K | 0.05% | ABS-MBS |
| 327 | IndyMac INDA Mortgage Loan Trust | 45670NAA1 | Jan 2026 | 1,116,136 | $914K | 0.05% | ABS-MBS |
| 328 | Bear Stearns Adjustable Rate Mortgage Trust | 07387AET8 | Jan 2026 | 905,698 | $906K | 0.05% | ABS-MBS |
| 329 | The Huntington National Bank | 44644NAS8 | Jan 2026 | 894,412 | $901K | 0.05% | ABS-O |
| 330 | Fannie Mae | 31416B6J2 | Jan 2026 | 820,799 | $867K | 0.05% | ABS-MBS |
| 331 | Freddie Mac | 3128C6QB8 | Jan 2026 | 848,083 | $866K | 0.05% | ABS-MBS |
| 332 | IndyMac INDX Mortgage Loan Trust | 45660LR35 | Jan 2026 | 990,200 | $844K | 0.05% | ABS-MBS |
| 333 | Freddie Mac | 3137FMLW0 | Jan 2026 | 897,036 | $819K | 0.05% | ABS-MBS |
| 334 | Banc of America Funding Corporation | 058931BF2 | Jan 2026 | 856,770 | $784K | 0.05% | ABS-MBS |
| 335 | Fannie Mae | 31385XAZ0 | Jan 2026 | 749,419 | $772K | 0.05% | ABS-MBS |
| 336 | Chase Mortgage Finance Corporation | 161630AW8 | Jan 2026 | 776,394 | $765K | 0.05% | ABS-MBS |
| 337 | GSR Mortgage Loan Trust | 3622N6AC3 | Jan 2026 | 1,451,525 | $731K | 0.04% | ABS-MBS |
| 338 | Suntrust Adjustable Rate Mortgage Loan Trust | 78473NAA1 | Jan 2026 | 1,336,110 | $727K | 0.04% | ABS-MBS |
| 339 | Freddie Mac | 3128MJYG9 | Jan 2026 | 769,857 | $701K | 0.04% | ABS-MBS |
| 340 | Freddiemac Strip | 31325YRU4 | Jan 2026 | 4,450,624 | $676K | 0.04% | ABS-MBS |
| 341 | Washington Mutual Mortgage Pass-Through CTFS | 93934NAA3 | Jan 2026 | 917,162 | $670K | 0.04% | ABS-MBS |
| 342 | Freddie Mac | 3137HMVM9 | Jan 2026 | 7,151,144 | $670K | 0.04% | ABS-MBS |
| 343 | Government National Mortgage Association | 38385EFG4 | Jan 2026 | 13,211,668 | $657K | 0.04% | ABS-MBS |
| 344 | Wells Fargo Mortgage Backed Securities Trust | 94984CAF3 | Jan 2026 | 686,325 | $649K | 0.04% | ABS-MBS |
| 345 | The Huntington National Bank | 44644NAR0 | Jan 2026 | 640,003 | $643K | 0.04% | ABS-O |
| 346 | Merrill Lynch First Franklin Mortgage Loan Trust | 59024VAF6 | Jan 2026 | 638,249 | $640K | 0.04% | ABS-O |
| 347 | Freddie Mac | 3137HJ2B2 | Jan 2026 | 7,953,452 | $608K | 0.04% | ABS-MBS |
| 348 | Residential Accredit Loans, Inc. | 76110H7B9 | Jan 2026 | 635,263 | $600K | 0.04% | ABS-MBS |
| 349 | IndyMac INDX Mortgage Loan Trust | 45660LLK3 | Jan 2026 | 710,549 | $593K | 0.04% | ABS-MBS |
| 350 | Morgan Stanley Mortgage Loan Trust | 61752RAM4 | Jan 2026 | 1,967,010 | $562K | 0.03% | ABS-MBS |
| 351 | RAAC Series | 76112BQY9 | Jan 2026 | 536,863 | $539K | 0.03% | ABS-MBS |
| 352 | Bear Stearns Asset Backed Securities Trust | 073879L55 | Jan 2026 | 558,792 | $536K | 0.03% | ABS-MBS |
| 353 | Residential Accredit Loans, Inc. | 74922EAV1 | Jan 2026 | 19,232,057 | $524K | 0.03% | ABS-MBS |
| 354 | Structured Adjustable Rate Mortgage Loan Trust | 863579CC0 | Jan 2026 | 515,138 | $508K | 0.03% | ABS-MBS |
| 355 | Fannie Mae | 3138WKQG3 | Jan 2026 | 524,897 | $508K | 0.03% | ABS-MBS |
| 356 | Credit Suisse Mortgage Trust | 12659AAD8 | Jan 2026 | 9,460,565 | $503K | 0.03% | ABS-MBS |
| 357 | WAMU Mortgage Pass-Through Certificates | 92922F8K7 | Jan 2026 | 505,052 | $487K | 0.03% | ABS-MBS |
| 358 | GSR Mortgage Loan Trust | 36242DBK8 | Jan 2026 | 505,744 | $485K | 0.03% | ABS-MBS |
| 359 | Residential Accredit Loans, Inc. | 75116BAH1 | Jan 2026 | 32,502,367 | $471K | 0.03% | ABS-MBS |
| 360 | Freddie Mac | 3137HLPB2 | Jan 2026 | 8,060,195 | $438K | 0.03% | ABS-MBS |
| 361 | Bear Stearns Adjustable Rate Mortgage Trust | 07388DAC2 | Jan 2026 | 500,033 | $432K | 0.03% | ABS-MBS |
| 362 | Freddie Mac | 3137ABTX9 | Jan 2026 | 477,921 | $403K | 0.02% | ABS-MBS |
| 363 | CSMCM Trust Certificates | 12658QAA0 | Jan 2026 | 468,155 | $371K | 0.02% | ABS-MBS |
| 364 | CSMCM Trust Certificates | 12662JAA0 | Jan 2026 | 437,013 | $370K | 0.02% | ABS-MBS |
| 365 | Washington Mutual Mortgage Pass-Through CTFS | 93934FKP6 | Jan 2026 | 382,979 | $363K | 0.02% | ABS-MBS |
| 366 | Fannie Mae | 31374CLN4 | Jan 2026 | 334,402 | $353K | 0.02% | ABS-MBS |
| 367 | Colony American Finance Ltd | 21873LAC7 | Jan 2026 | 30,130,749 | $327K | 0.02% | ABS-O |
| 368 | Merrill Lynch Mortgage Backed Securities Trust | 59025GAA9 | Jan 2026 | 361,989 | $313K | 0.02% | ABS-MBS |
| 369 | Freddie Mac | 3128MJ5A4 | Jan 2026 | 289,934 | $295K | 0.02% | ABS-MBS |
| 370 | HSI Asset Loan Obligation | 40432BAR0 | Jan 2026 | 420,326 | $293K | 0.02% | ABS-MBS |
| 371 | Freddie Mac | 31394GM91 | Jan 2026 | 336,216 | $270K | 0.02% | ABS-MBS |
| 372 | Fannie Mae | 31397MEL7 | Jan 2026 | 3,388,688 | $263K | 0.02% | ABS-MBS |
| 373 | Residential Accredit Loans, Inc. | 761118PE2 | Jan 2026 | 297,221 | $262K | 0.02% | ABS-MBS |
| 374 | Residential Accredit Loans, Inc. | 751155AS1 | Jan 2026 | 13,510,973 | $260K | 0.02% | ABS-MBS |
| 375 | Lehman Mortgage Trust | 52520RAH5 | Jan 2026 | 399,619 | $257K | 0.02% | ABS-MBS |
| 376 | BENCHMARK Mortgage Trust | 08162YBK7 | Jan 2026 | 8,734,000 | $252K | 0.02% | ABS-MBS |
| 377 | Morgan Stanley Capital Inc | 61744CHQ2 | Jan 2026 | 226,837 | $243K | 0.01% | ABS-O |
| 378 | Colony American Finance Ltd | 21872UAE4 | Jan 2026 | 7,558,809 | $243K | 0.01% | ABS-O |
| 379 | MortgageIT Trust | 61913PAZ5 | Jan 2026 | 234,849 | $236K | 0.01% | ABS-MBS |
| 380 | Freddie Mac | 3137A5Q23 | Jan 2026 | 2,429,252 | $236K | 0.01% | ABS-MBS |
| 381 | WAMU Mortgage Pass-Through Certificates | 92922F4F2 | Jan 2026 | 237,186 | $221K | 0.01% | ABS-MBS |
| 382 | Merrill Lynch Alternative Note Asset | 59023MAT7 | Jan 2026 | 717,615 | $216K | 0.01% | ABS-MBS |
| 383 | Chase Mortgage Finance Corporation | 16163CAF9 | Jan 2026 | 234,268 | $209K | 0.01% | ABS-MBS |
| 384 | Wells Fargo Commercial Mortgage Trust | 95000KBF1 | Jan 2026 | 106,409,000 | $208K | 0.01% | ABS-MBS |
| 385 | Mid-State Trust | 595481AA0 | Jan 2026 | 200,489 | $201K | 0.01% | ABS-O |
| 386 | Carvana Auto Receivables Trust | 14688EAH2 | Jan 2026 | 2,950 | $196K | 0.01% | ABS-O |
| 387 | JP Morgan Mortgage Trust | 466247K93 | Jan 2026 | 195,612 | $195K | 0.01% | ABS-MBS |
| 388 | Bear Stearns Mortgage Funding Trust | 07400HAA1 | Jan 2026 | 213,426 | $190K | 0.01% | ABS-MBS |
| 389 | Structured Adjustable Rate Mortgage Loan Trust | 863579AN8 | Jan 2026 | 193,577 | $189K | 0.01% | ABS-MBS |
| 390 | Residential Funding Mtg Sec I | 749577AC6 | Jan 2026 | 233,338 | $183K | 0.01% | ABS-MBS |
| 391 | Freddie Mac | 31398EX74 | Jan 2026 | 1,721,286 | $172K | 0.01% | ABS-MBS |
| 392 | Fannie Mae | 31396V4F2 | Jan 2026 | 1,632,715 | $165K | 0.01% | ABS-MBS |
| 393 | Freddie Mac | 31398CVV7 | Jan 2026 | 1,742,901 | $162K | 0.01% | ABS-MBS |
| 394 | Bear Stearns Adjustable Rate Mortgage Trust | 07384M6F4 | Jan 2026 | 164,193 | $156K | 0.01% | ABS-MBS |
| 395 | BENCHMARK Mortgage Trust | 08162YBM3 | Jan 2026 | 20,303,000 | $152K | 0.01% | ABS-MBS |
| 396 | Fannie Mae | 31396XR30 | Jan 2026 | 1,774,971 | $152K | 0.01% | ABS-MBS |
| 397 | Government National Mortgage Association | 36179UXH0 | Jan 2026 | 159,678 | $142K | 0.01% | ABS-MBS |
| 398 | Residential Accredit Loans, Inc. | 74922UAU7 | Jan 2026 | 7,782,466 | $135K | 0.01% | ABS-MBS |
| 399 | J.P. Morgan Alternative Loan Trust | 46629EAH6 | Jan 2026 | 107,650 | $131K | 0.01% | ABS-MBS |
| 400 | Freddie Mac | 31397T3W0 | Jan 2026 | 1,255,852 | $127K | 0.01% | ABS-MBS |
| 401 | IndyMac INDX Mortgage Loan Trust | 45660N3R4 | Jan 2026 | 122,193 | $117K | 0.01% | ABS-MBS |
| 402 | Banc of America Funding Corporation | 058931AW6 | Jan 2026 | 136,250 | $117K | 0.01% | ABS-MBS |
| 403 | Freddie Mac | 31397R2G0 | Jan 2026 | 1,331,676 | $115K | 0.01% | ABS-MBS |
| 404 | MASTR Asset Backed Securities Trust | 57643LNX0 | Jan 2026 | 134,093 | $114K | 0.01% | ABS-MBS |
| 405 | Fannie Mae | 31396YCP5 | Jan 2026 | 1,540,375 | $114K | 0.01% | ABS-MBS |
| 406 | Credit Suisse Mortgage Trust | 22942MAC0 | Jan 2026 | 607,619 | $113K | 0.01% | ABS-MBS |
| 407 | Fannie Mae | 31402N2R8 | Jan 2026 | 108,331 | $112K | 0.01% | ABS-MBS |
| 408 | Sequoia Mortgage Trust | 81743PDX1 | Jan 2026 | 113,778 | $111K | 0.01% | ABS-MBS |
| 409 | Bear Stearns Alt-A Trust | 073871BN4 | Jan 2026 | 274,853 | $111K | 0.01% | ABS-MBS |
| 410 | Fannie Mae | 31396QJX8 | Jan 2026 | 1,115,733 | $110K | 0.01% | ABS-MBS |
| 411 | Fannie Mae | 31396YWD0 | Jan 2026 | 1,591,093 | $108K | 0.01% | ABS-MBS |
| 412 | Fannie Mae | 31412TGL1 | Jan 2026 | 104,495 | $107K | 0.01% | ABS-MBS |
| 413 | Deutsche Alt-A Securities INC Mortgage Loan Trust | 25150RAF2 | Jan 2026 | 119,633 | $105K | 0.01% | ABS-MBS |
| 414 | Banc of America Funding Corporation | 05946XJB0 | Jan 2026 | 128,346 | $104K | 0.01% | ABS-MBS |
| 415 | Freddie Mac | 3137APLC2 | Jan 2026 | 972,382 | $103K | 0.01% | ABS-MBS |
| 416 | Residential Accredit Loans, Inc. | 748940AG8 | Jan 2026 | 3,630,057 | $97K | 0.01% | ABS-MBS |
| 417 | JP Morgan Mortgage Trust | 46628LAD0 | Jan 2026 | 144,133 | $96K | 0.01% | ABS-MBS |
| 418 | Freddie Mac | 31398E5M2 | Jan 2026 | 837,304 | $90K | 0.01% | ABS-MBS |
| 419 | Conseco Financial Corp | 393505W32 | Jan 2026 | 87,751 | $88K | 0.01% | ABS-O |
| 420 | Credit Suisse Mortgage Trust | 12661QAD9 | Jan 2026 | 8,267,652 | $83K | 0.00% | ABS-MBS |
| 421 | Residential Accredit Loans, Inc. | 74923CAJ1 | Jan 2026 | 6,918,022 | $75K | 0.00% | ABS-MBS |
| 422 | Barclays Bank PLC | 000000000 | Jan 2026 | 34,460,000 | $72K | 0.00% | DIR |
| 423 | Freddie Mac | 31397P2Q2 | Jan 2026 | 885,526 | $72K | 0.00% | ABS-MBS |
| 424 | Bear Stearns Adjustable Rate Mortgage Trust | 073880AD8 | Jan 2026 | 79,711 | $69K | 0.00% | ABS-MBS |
| 425 | Residential Accredit Loans, Inc. | 74923HBG5 | Jan 2026 | 3,391,778 | $63K | 0.00% | ABS-MBS |
| 426 | Fannie Mae | 31397MJZ1 | Jan 2026 | 1,069,395 | $62K | 0.00% | ABS-MBS |
| 427 | Countrywide Alternative Loan Trust | 12668BAT0 | Jan 2026 | 66,816 | $58K | 0.00% | ABS-MBS |
| 428 | Residential Accredit Loans, Inc. | 74923JAR8 | Jan 2026 | 4,686,111 | $53K | 0.00% | ABS-MBS |
| 429 | Suntrust Adjustable Rate Mortgage Loan Trust | 78473TAC4 | Jan 2026 | 78,122 | $42K | 0.00% | ABS-MBS |
| 430 | Barclays Bank PLC | 000000000 | Jan 2026 | 12,900,000 | $39K | 0.00% | DIR |
| 431 | Banc of America Funding Corporation | 058933AE2 | Jan 2026 | 38,468 | $36K | 0.00% | ABS-MBS |
| 432 | Fannie Mae | 31396Y3T7 | Jan 2026 | 995,923 | $34K | 0.00% | ABS-MBS |
| 433 | Freddie Mac | 3128LXE89 | Jan 2026 | 33,068 | $34K | 0.00% | ABS-MBS |
| 434 | Barclays Bank PLC | 000000000 | Jan 2026 | 82,080,000 | $32K | 0.00% | DIR |
| 435 | Fannie Mae | 31397MZ42 | Jan 2026 | 404,128 | $25K | 0.00% | ABS-MBS |
| 436 | Fannie Mae | 31396P2A8 | Jan 2026 | 382,139 | $23K | 0.00% | ABS-MBS |
| 437 | Fannie Mae | 31396WBK1 | Jan 2026 | 398,639 | $23K | 0.00% | ABS-MBS |
| 438 | Fannie Mae | 31396QGH6 | Jan 2026 | 214,512 | $21K | 0.00% | ABS-MBS |
| 439 | Countrywide Home Loans | 22239EAA4 | Jan 2026 | 23,803 | $20K | 0.00% | ABS-MBS |
| 440 | GSAA Home Equity Trust | 362341AR0 | Jan 2026 | 18,826 | $19K | 0.00% | ABS-MBS |
| 441 | Fannie Mae | 31396QN39 | Jan 2026 | 176,413 | $18K | 0.00% | ABS-MBS |
| 442 | Fannie Mae | 31394AES1 | Jan 2026 | 182,217 | $16K | 0.00% | ABS-MBS |
| 443 | Fannie Mae | 31396WC79 | Jan 2026 | 198,148 | $16K | 0.00% | ABS-MBS |
| 444 | Fannie Mae | 31396P3K5 | Jan 2026 | 217,455 | $12K | 0.00% | ABS-MBS |
| 445 | IndyMac INDX Mortgage Loan Trust | 45669FAA1 | Jan 2026 | 9,601 | $9K | 0.00% | ABS-MBS |
| 446 | Freddie Mac | 31397H3U0 | Jan 2026 | 137,153 | $8K | 0.00% | ABS-MBS |
| 447 | Residential Accredit Loans, Inc. | 74922KAY1 | Jan 2026 | 1,013,404 | $7K | 0.00% | ABS-MBS |
| 448 | Residential Funding Mtg Sec I | 74958XAC8 | Jan 2026 | 7,170 | $6K | 0.00% | ABS-MBS |
| 449 | Countrywide Home Loans | 12669G6K2 | Jan 2026 | 6,944 | $6K | 0.00% | ABS-MBS |
| 450 | Residential Accredit Loans, Inc. | 761118TN8 | Jan 2026 | 9,140 | $6K | 0.00% | ABS-MBS |
| 451 | MASTR Alternative Loans Trust | 5764342H6 | Jan 2026 | 64,928 | $6K | 0.00% | ABS-MBS |
| 452 | Freddie Mac | 31398C5B0 | Jan 2026 | 105,735 | $5K | 0.00% | ABS-MBS |
| 453 | Residential Accredit Loans, Inc. | 761118TB4 | Jan 2026 | 7,673 | $5K | 0.00% | ABS-MBS |
| 454 | Residential Funding Mtg Sec I | 76111XZB2 | Jan 2026 | 5,628 | $5K | 0.00% | ABS-MBS |
| 455 | JP Morgan Mortgage Trust | 46629DAW5 | Jan 2026 | 5,861 | $5K | 0.00% | ABS-MBS |
| 456 | Fannie Mae | 31397M4X2 | Jan 2026 | 293,580 | $4K | 0.00% | ABS-MBS |
| 457 | Fannie Mae | 31397LRC5 | Jan 2026 | 189,075 | $4K | 0.00% | ABS-MBS |
| 458 | MASTR Asset Securitization Trust | 55274SAM3 | Jan 2026 | 28,197 | $4K | 0.00% | ABS-MBS |
| 459 | Washington Mutual MSC Mortgage Pass-Through CTFS | 939335N68 | Jan 2026 | 2,952 | $3K | 0.00% | ABS-MBS |
| 460 | Countrywide Home Loans | 12544BAA1 | Jan 2026 | 3,156 | $2K | 0.00% | ABS-MBS |
| 461 | MASTR Seasoned Securitization Trust | 55265WBD4 | Jan 2026 | 2,481 | $2K | 0.00% | ABS-MBS |
| 462 | Suntrust Adjustable Rate Mortgage Loan Trust | 85554NAG5 | Jan 2026 | 1,693 | $773 | 0.00% | ABS-MBS |
| 463 | Bear Stearns Alt-A Trust | 07386HRA1 | Jan 2026 | 684 | $623 | 0.00% | ABS-MBS |
| 464 | FHLMC Multifamily Structured Pass Through Certs. | 3137BJP80 | Jan 2026 | 3,583,633 | $306 | 0.00% | ABS-MBS |
| 465 | Barclays Capital, Inc. | 000000000 | Jan 2026 | 60,457,500 | $206 | 0.00% | DIR |
| 466 | FHLMC Multifamily Structured Pass Through Certs. | 3137BFXV8 | Jan 2026 | 1,860,893 | $204 | 0.00% | ABS-MBS |
| 467 | Barclays Capital, Inc. | 000000000 | Jan 2026 | 22,625,000 | $136 | 0.00% | DIR |
| 468 | Barclays Capital, Inc. | 000000000 | Jan 2026 | 40,305,000 | $77 | 0.00% | DIR |
| 469 | FHLMC Multifamily Structured Pass Through Certs. | 3137BHXL6 | Jan 2026 | 740,254 | $57 | 0.00% | ABS-MBS |
| 470 | Barclays Capital, Inc. | 000000000 | Jan 2026 | 22,625,000 | $29 | 0.00% | DIR |
| 471 | Barclays Bank PLC | 000000000 | Jan 2026 | 45,950,000 | $23 | 0.00% | DIR |
| 472 | Barclays Capital, Inc. | 000000000 | Jan 2026 | 144,000,000 | $14 | 0.00% | DIR |
| 473 | Barclays Capital, Inc. | 000000000 | Jan 2026 | 13,710,000 | $14 | 0.00% | DIR |
| 474 | Barclays Capital, Inc. | 000000000 | Jan 2026 | 11,420,000 | $8 | 0.00% | DIR |
| 475 | Barclays Bank PLC | 000000000 | Jan 2026 | 25,790,000 | $8 | 0.00% | DIR |
| 476 | Barclays Bank PLC | 000000000 | Jan 2026 | 15,630,000 | $6 | 0.00% | DIR |
| 477 | Barclays Bank PLC | 000000000 | Jan 2026 | 13,020,000 | $5 | 0.00% | DIR |
| 478 | ESC GABS144A HOA FDG L | 403ESCAA4 | Jan 2026 | 6,136,164 | $1 | 0.00% | ABS-O |
| 479 | New Mountain CLO Ltd | 64755HAE5 | Jan 2026 | 430,000 | $0 | 0.00% | ABS-CBDO |
| 480 | JP Morgan Mortgage Trust | 46628YBB5 | Jan 2026 | 25,585 | $0 | 0.00% | ABS-MBS |
| 481 | Prime Mortgage Trust | 74161BAA3 | Jan 2026 | 1,355 | $0 | 0.00% | ABS-MBS |
| 482 | Chicago Board of Trade | 000000000 | Jan 2026 | -39 | $-8185 | -0.00% | DIR |
| 483 | Citibank NA | 000000000 | Jan 2026 | 1 | $-57608 | -0.00% | DFE |
| 484 | Bank of New York Mellon | 000000000 | Jan 2026 | 1 | $-192087 | -0.01% | DFE |
| 485 | Chicago Board of Trade | 000000000 | Jan 2026 | 878 | $-344908 | -0.02% | DIR |
| 486 | Chicago Board of Trade | 000000000 | Jan 2026 | 1,160 | $-2794382 | -0.17% | DIR |