Loomis Sayles Securitized Asset Fund
LOOMIS SAYLES FUNDS I
+631
New
631
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | Fixed Income Clearing Corp. | 000000000 | Dec 2024 | 96,558,287 | $96.6M | 6.29% | RA |
| 2 | Fannie Mae | 3140FXVK5 | Dec 2024 | 109,168,026 | $86.9M | 5.66% | ABS-MBS |
| 3 | Fannie Mae | 3140QNBV3 | Dec 2024 | 80,291,997 | $65.4M | 4.26% | ABS-MBS |
| 4 | Fannie Mae | 3140FXXA5 | Dec 2024 | 81,255,278 | $64.7M | 4.22% | ABS-MBS |
| 5 | Freddie Mac | 3137HH4F5 | Dec 2024 | 62,368,367 | $61.3M | 3.99% | ABS-MBS |
| 6 | Freddie Mac | 3137HH6W6 | Dec 2024 | 42,280,515 | $41.8M | 2.73% | ABS-MBS |
| 7 | Fannie Mae | 3140FXWP3 | Dec 2024 | 41,081,048 | $32.7M | 2.13% | ABS-MBS |
| 8 | Fannie Mae | 3140FXXE7 | Dec 2024 | 35,871,783 | $31.2M | 2.03% | ABS-MBS |
| 9 | Fannie Mae | 3140QNF80 | Dec 2024 | 32,974,317 | $28.3M | 1.84% | ABS-MBS |
| 10 | Fannie Mae | 3140QNGH9 | Dec 2024 | 32,669,711 | $28.0M | 1.83% | ABS-MBS |
| 11 | Fannie Mae | 3140QPKJ5 | Dec 2024 | 27,413,261 | $23.3M | 1.52% | ABS-MBS |
| 12 | Freddie Mac | 3137HCLY6 | Dec 2024 | 22,478,726 | $22.6M | 1.48% | ABS-MBS |
| 13 | UMBS, TBA | 01F062614 | Dec 2024 | 21,000,000 | $21.4M | 1.40% | ABS-MBS |
| 14 | Fannie Mae | 3136BTZT3 | Dec 2024 | 19,704,737 | $19.4M | 1.27% | ABS-MBS |
| 15 | Fannie Mae | 3140FXVL3 | Dec 2024 | 20,429,249 | $16.3M | 1.06% | ABS-MBS |
| 16 | Freddie Mac | 3132DWER0 | Dec 2024 | 16,916,601 | $15.5M | 1.01% | ABS-MBS |
| 17 | United States Treasury | 912797JR9 | Dec 2024 | 15,000,000 | $15.0M | 0.98% | STIV |
| 18 | Fannie Mae | 3140FX3B6 | Dec 2024 | 16,971,074 | $14.7M | 0.96% | ABS-MBS |
| 19 | Fannie Mae | 3140FX2Z4 | Dec 2024 | 16,003,817 | $13.3M | 0.87% | ABS-MBS |
| 20 | Fannie Mae | 3140FX2Y7 | Dec 2024 | 13,322,839 | $10.5M | 0.69% | ABS-MBS |
| 21 | UMBS, TBA | 01F052615 | Dec 2024 | 10,000,000 | $9.9M | 0.64% | ABS-MBS |
| 22 | Fannie Mae | 31418FDB0 | Dec 2024 | 9,768,388 | $9.6M | 0.63% | ABS-MBS |
| 23 | Government National Mortgage Association | 38380LKW2 | Dec 2024 | 8,592,852 | $7.7M | 0.50% | ABS-MBS |
| 24 | Rockland Park CLO Ltd | 773663AC3 | Dec 2024 | 7,650,000 | $7.7M | 0.50% | ABS-CBDO |
| 25 | Government National Mortgage Association | 38381TYT6 | Dec 2024 | 8,116,619 | $7.6M | 0.50% | ABS-MBS |
| 26 | Fannie Mae | 3140XGZN2 | Dec 2024 | 9,019,812 | $7.4M | 0.48% | ABS-MBS |
| 27 | FHLMC Multifamily Structured Pass Through Certs. | 3137H2NZ3 | Dec 2024 | 95,432,982 | $7.3M | 0.48% | ABS-MBS |
| 28 | Fannie Mae | 3140FXUC4 | Dec 2024 | 8,951,901 | $7.1M | 0.46% | ABS-MBS |
| 29 | Freddie Mac | 3132DPJ90 | Dec 2024 | 7,299,808 | $6.5M | 0.42% | ABS-MBS |
| 30 | Freddie Mac | 3132DWDJ9 | Dec 2024 | 7,710,054 | $6.3M | 0.41% | ABS-MBS |
| 31 | TICP CLO Ltd | 87248TAW5 | Dec 2024 | 5,900,000 | $5.9M | 0.39% | ABS-CBDO |
| 32 | FHLMC Multifamily Structured Pass Through Certs. | 3137FUZK3 | Dec 2024 | 51,936,490 | $5.7M | 0.37% | ABS-MBS |
| 33 | Hudsons Bay Simon JV Trust | 44422PBN1 | Dec 2024 | 5,885,000 | $5.7M | 0.37% | ABS-MBS |
| 34 | Freddie Mac | 3133JLMB2 | Dec 2024 | 6,982,069 | $5.6M | 0.36% | ABS-MBS |
| 35 | Credit Suisse Mortgage Trust | 12649AAC3 | Dec 2024 | 6,160,000 | $5.6M | 0.36% | ABS-MBS |
| 36 | Towd Point Mortgage Trust | 89169DAB7 | Dec 2024 | 5,570,000 | $5.4M | 0.35% | ABS-MBS |
| 37 | Oak Hill Credit | 67707GAE9 | Dec 2024 | 5,300,000 | $5.3M | 0.35% | ABS-CBDO |
| 38 | Oak Hill Credit | 67707GAU3 | Dec 2024 | 5,300,000 | $5.3M | 0.35% | ABS-CBDO |
| 39 | Morgan Stanley Capital I Trust | 61691UBE8 | Dec 2024 | 5,780,000 | $5.3M | 0.34% | ABS-MBS |
| 40 | Fannie Mae | 3140HRMS9 | Dec 2024 | 5,678,075 | $5.3M | 0.34% | ABS-MBS |
| 41 | Alinea CLO LTD | 016269AB8 | Dec 2024 | 5,255,000 | $5.3M | 0.34% | ABS-CBDO |
| 42 | OCP CLO Ltd | 670898AS4 | Dec 2024 | 5,145,000 | $5.1M | 0.34% | ABS-CBDO |
| 43 | Carvana Auto Receivables Trust | 14687TAF4 | Dec 2024 | 5,410,000 | $5.1M | 0.33% | ABS-O |
| 44 | SMB Private Education Loan Trust | 83192CAD9 | Dec 2024 | 5,485,000 | $5.1M | 0.33% | ABS-O |
| 45 | Firstkey Homes Trust | 33767TAE0 | Dec 2024 | 5,430,000 | $5.1M | 0.33% | ABS-O |
| 46 | DROP Mortgage Trust 2021-FILE | 26210YAA4 | Dec 2024 | 5,365,000 | $5.1M | 0.33% | ABS-MBS |
| 47 | FHLMC Multifamily Structured Pass Through Certs. | 3137FWHG8 | Dec 2024 | 53,730,865 | $5.1M | 0.33% | ABS-MBS |
| 48 | Freddie Mac | 3133B4CT0 | Dec 2024 | 6,183,295 | $5.0M | 0.33% | ABS-MBS |
| 49 | Towd Point Mortgage Trust | 89177JAB4 | Dec 2024 | 5,530,000 | $4.9M | 0.32% | ABS-MBS |
| 50 | OneMain Financial Issuance Trust | 68269MAC8 | Dec 2024 | 5,400,000 | $4.9M | 0.32% | ABS-O |
| 51 | Progress Residential Trust | 74333QAE5 | Dec 2024 | 5,450,000 | $4.9M | 0.32% | ABS-O |
| 52 | Wells Fargo Commercial Mortgage Trust | 95001RAX7 | Dec 2024 | 5,000,000 | $4.9M | 0.32% | ABS-MBS |
| 53 | GS Mortgage Securities Trust | 36197VAA6 | Dec 2024 | 5,775,000 | $4.8M | 0.31% | ABS-MBS |
| 54 | Aqua Finance Trust | 03842VAA5 | Dec 2024 | 5,151,936 | $4.7M | 0.31% | ABS-O |
| 55 | BENCHMARK Mortgage Trust | 08162DAE8 | Dec 2024 | 5,185,000 | $4.7M | 0.31% | ABS-MBS |
| 56 | EWC Master Issuer LLC | 26929HAB1 | Dec 2024 | 4,801,875 | $4.7M | 0.30% | ABS-O |
| 57 | Bank | 06539VAJ7 | Dec 2024 | 5,300,000 | $4.6M | 0.30% | ABS-MBS |
| 58 | GS Mortgage Securities Trust | 36261PAT9 | Dec 2024 | 5,000,000 | $4.6M | 0.30% | ABS-MBS |
| 59 | Wells Fargo Commercial Mortgage Trust | 95001YAE4 | Dec 2024 | 5,012,000 | $4.6M | 0.30% | ABS-MBS |
| 60 | Towd Point Mortgage Trust | 89176UAR5 | Dec 2024 | 5,555,000 | $4.5M | 0.30% | ABS-MBS |
| 61 | Avis Budget Rental Car Funding AESOP LLC | 05377RHC1 | Dec 2024 | 4,318,000 | $4.4M | 0.29% | ABS-O |
| 62 | Credit Acceptance Auto Loan Trust | 224927AC7 | Dec 2024 | 4,270,000 | $4.4M | 0.28% | ABS-O |
| 63 | BMO 2022-C1 Mortgage Trust | 05609MCC7 | Dec 2024 | 4,970,000 | $4.4M | 0.28% | ABS-MBS |
| 64 | Carvana Auto Receivables Trust | 14687BAK2 | Dec 2024 | 4,455,000 | $4.3M | 0.28% | ABS-O |
| 65 | Rockford Tower CLO Ltd | 77340XAL8 | Dec 2024 | 4,255,000 | $4.3M | 0.28% | ABS-CBDO |
| 66 | Oak Hill Credit | 67112RBE3 | Dec 2024 | 4,205,000 | $4.2M | 0.28% | ABS-CBDO |
| 67 | Fannie Mae | 3140MGSW2 | Dec 2024 | 5,074,309 | $4.1M | 0.27% | ABS-MBS |
| 68 | Hyundai Auto Receivables Trust | 44935FAG9 | Dec 2024 | 4,230,000 | $4.1M | 0.27% | ABS-O |
| 69 | Oak Hill Credit | 67707EAY0 | Dec 2024 | 4,045,000 | $4.1M | 0.27% | ABS-CBDO |
| 70 | Legacy Mortgage Asset Trust | 52474HAB6 | Dec 2024 | 4,515,000 | $4.0M | 0.26% | ABS-MBS |
| 71 | Towd Point Mortgage Trust | 89179JAB2 | Dec 2024 | 5,000,000 | $4.0M | 0.26% | ABS-MBS |
| 72 | Fannie Mae | 3140KL2S0 | Dec 2024 | 4,895,932 | $4.0M | 0.26% | ABS-MBS |
| 73 | Government National Mortgage Association | 38373MX54 | Dec 2024 | 3,865,689 | $3.9M | 0.26% | ABS-MBS |
| 74 | Dryden Senior Loan Fund | 26243EAB7 | Dec 2024 | 3,835,000 | $3.8M | 0.25% | ABS-CBDO |
| 75 | Freddie Mac | 3132WVVS0 | Dec 2024 | 4,420,399 | $3.8M | 0.25% | ABS-MBS |
| 76 | VStrong Auto Receivables Trust | 92920CAJ6 | Dec 2024 | 3,605,000 | $3.8M | 0.25% | ABS-O |
| 77 | APL Finance LLC | 03790CAA9 | Dec 2024 | 3,794,865 | $3.8M | 0.25% | ABS-O |
| 78 | Mill City Mortgage Trust | 599808BJ0 | Dec 2024 | 4,006,000 | $3.8M | 0.25% | ABS-MBS |
| 79 | Post CLO LTD | 73742YAA3 | Dec 2024 | 3,800,000 | $3.8M | 0.25% | ABS-CBDO |
| 80 | Starwood Retail Property Trust | 85571XAL1 | Dec 2024 | 6,500,000 | $3.8M | 0.25% | ABS-MBS |
| 81 | Avis Budget Rental Car Funding AESOP LLC | 05377RDY7 | Dec 2024 | 3,860,000 | $3.8M | 0.25% | ABS-O |
| 82 | AMERICAN TOWER TRUST I | 03027WAM4 | Dec 2024 | 3,725,000 | $3.8M | 0.25% | DBT |
| 83 | Oak Hill Credit | 67707EBQ6 | Dec 2024 | 3,755,000 | $3.8M | 0.24% | ABS-CBDO |
| 84 | Towd Point Mortgage Trust | 89173UAB3 | Dec 2024 | 4,036,054 | $3.7M | 0.24% | ABS-MBS |
| 85 | Government National Mortgage Association | 38382DL31 | Dec 2024 | 19,817,402 | $3.7M | 0.24% | ABS-MBS |
| 86 | Mercury Financial Credit Card Master Trust | 58940BAR7 | Dec 2024 | 3,700,000 | $3.7M | 0.24% | ABS-O |
| 87 | Government National Mortgage Association | 38381DZE3 | Dec 2024 | 53,234,108 | $3.6M | 0.24% | ABS-MBS |
| 88 | Triumph Rail LLC | 89683LAA8 | Dec 2024 | 3,860,329 | $3.6M | 0.23% | ABS-O |
| 89 | Firstkey Homes Trust | 33767WAC7 | Dec 2024 | 3,730,000 | $3.5M | 0.23% | ABS-O |
| 90 | Planet Fitness Master Issuer LLC | 72703PAC7 | Dec 2024 | 3,830,400 | $3.5M | 0.23% | ABS-O |
| 91 | Westlake Automobile Receivables Trust | 96043PAJ0 | Dec 2024 | 3,475,000 | $3.5M | 0.23% | ABS-O |
| 92 | Bank | 06540AAD3 | Dec 2024 | 3,720,000 | $3.3M | 0.22% | ABS-MBS |
| 93 | Progress Residential Trust | 74333EAC6 | Dec 2024 | 3,450,000 | $3.3M | 0.22% | ABS-O |
| 94 | Government National Mortgage Association | 38381DXB1 | Dec 2024 | 51,684,347 | $3.3M | 0.22% | ABS-MBS |
| 95 | NextGear Floorplan Master Owner Trust | 65341KCC8 | Dec 2024 | 3,295,000 | $3.3M | 0.21% | ABS-O |
| 96 | Morgan Stanley Capital I Trust | 61690LAC4 | Dec 2024 | 3,285,000 | $3.3M | 0.21% | ABS-MBS |
| 97 | Apollo Aviation Securitization Equity Trust | 00038QAA6 | Dec 2024 | 3,238,204 | $3.2M | 0.21% | ABS-O |
| 98 | Extended Stay America Trust | 30227FAG5 | Dec 2024 | 3,214,886 | $3.2M | 0.21% | ABS-MBS |
| 99 | Fannie Mae | 3140KDVE7 | Dec 2024 | 3,889,022 | $3.2M | 0.21% | ABS-MBS |
| 100 | AmeriCredit Automobile Receivables Trust | 03065WAE5 | Dec 2024 | 3,185,000 | $3.2M | 0.21% | ABS-O |
| 101 | Bank | 06540XBG5 | Dec 2024 | 3,525,000 | $3.2M | 0.21% | ABS-MBS |
| 102 | Bank | 06540JBG6 | Dec 2024 | 3,649,000 | $3.2M | 0.21% | ABS-MBS |
| 103 | AmeriCredit Automobile Receivables Trust | 03065UAE9 | Dec 2024 | 3,100,000 | $3.2M | 0.21% | ABS-O |
| 104 | Extended Stay America Trust | 30227FAA8 | Dec 2024 | 3,153,231 | $3.2M | 0.21% | ABS-MBS |
| 105 | BENCHMARK Mortgage Trust | 08162VAE8 | Dec 2024 | 3,330,000 | $3.1M | 0.21% | ABS-MBS |
| 106 | Fannie Mae | 3140KQ5D9 | Dec 2024 | 3,784,528 | $3.1M | 0.20% | ABS-MBS |
| 107 | Santander Drive Auto Receivables Trust | 80287JAE4 | Dec 2024 | 3,075,000 | $3.1M | 0.20% | ABS-O |
| 108 | Citizens Auto Receivables Trust | 17331KAE9 | Dec 2024 | 3,025,000 | $3.1M | 0.20% | ABS-O |
| 109 | CarMax Auto Owner Trust | 14318MAH2 | Dec 2024 | 3,030,000 | $3.1M | 0.20% | ABS-O |
| 110 | Government National Mortgage Association | 38376G4X5 | Dec 2024 | 3,021,866 | $3.1M | 0.20% | ABS-MBS |
| 111 | Government National Mortgage Association | 38381DM23 | Dec 2024 | 46,914,068 | $3.0M | 0.20% | ABS-MBS |
| 112 | Fannie Mae | 3140KDRA0 | Dec 2024 | 3,715,930 | $3.0M | 0.20% | ABS-MBS |
| 113 | Prestige Auto Receivables Trust | 74113VAE0 | Dec 2024 | 2,985,000 | $3.0M | 0.20% | ABS-O |
| 114 | LCM Ltd Partnership | 50200YAS7 | Dec 2024 | 3,005,000 | $3.0M | 0.20% | ABS-CBDO |
| 115 | AGL CLO 3 Ltd. | 00119MAA7 | Dec 2024 | 3,000,000 | $3.0M | 0.20% | ABS-CBDO |
| 116 | Mosaic Solar Loans LLC | 61947BAA1 | Dec 2024 | 3,079,799 | $3.0M | 0.19% | ABS-O |
| 117 | Credit Suisse Mortgage Trust | 12649AAL3 | Dec 2024 | 3,600,000 | $3.0M | 0.19% | ABS-MBS |
| 118 | American Credit Acceptance Receivables Trust | 02529XAD7 | Dec 2024 | 2,890,000 | $3.0M | 0.19% | ABS-O |
| 119 | GS Mortgage Securities Trust | 36192RAA0 | Dec 2024 | 3,676,207 | $3.0M | 0.19% | ABS-MBS |
| 120 | Government National Mortgage Association | 38381D2H2 | Dec 2024 | 49,757,606 | $2.9M | 0.19% | ABS-MBS |
| 121 | JP Morgan Chase Commercial Mortgage Sec Trust | 46590KAG9 | Dec 2024 | 2,969,000 | $2.9M | 0.19% | ABS-MBS |
| 122 | Chase Auto Owner Trust | 16144CAD8 | Dec 2024 | 2,800,000 | $2.9M | 0.19% | ABS-O |
| 123 | Fannie Mae | 3140FEMJ0 | Dec 2024 | 3,473,630 | $2.9M | 0.19% | ABS-MBS |
| 124 | Government National Mortgage Association | 38380RGX2 | Dec 2024 | 36,515,606 | $2.8M | 0.19% | ABS-MBS |
| 125 | Government National Mortgage Association | 38380P6Y5 | Dec 2024 | 39,472,447 | $2.8M | 0.19% | ABS-MBS |
| 126 | Government National Mortgage Association | 38381DZM5 | Dec 2024 | 43,766,530 | $2.8M | 0.18% | ABS-MBS |
| 127 | Hilton Grand Vacations Trust | 43283JAA4 | Dec 2024 | 2,811,258 | $2.8M | 0.18% | ABS-O |
| 128 | Mission Lane Credit Card Master Trust | 60510MAY4 | Dec 2024 | 2,815,000 | $2.8M | 0.18% | ABS-O |
| 129 | Government National Mortgage Association | 38380RYD6 | Dec 2024 | 36,590,696 | $2.8M | 0.18% | ABS-MBS |
| 130 | Government National Mortgage Association | 38380RHZ6 | Dec 2024 | 41,768,712 | $2.8M | 0.18% | ABS-MBS |
| 131 | BX Trust | 05610FAC1 | Dec 2024 | 2,770,000 | $2.7M | 0.18% | ABS-MBS |
| 132 | Greystone Commercial Real Estate Notes | 39809XAA6 | Dec 2024 | 2,675,000 | $2.7M | 0.17% | ABS-CBDO |
| 133 | LAD Auto Receivables Trust | 505713AC1 | Dec 2024 | 2,655,000 | $2.7M | 0.17% | ABS-O |
| 134 | Fannie Mae | 3140FXY71 | Dec 2024 | 3,180,709 | $2.6M | 0.17% | ABS-MBS |
| 135 | Republic Finance Issuance Trust | 76042UAB9 | Dec 2024 | 2,745,000 | $2.6M | 0.17% | ABS-O |
| 136 | EquipmentShare | 69121NAA6 | Dec 2024 | 2,625,000 | $2.6M | 0.17% | ABS-O |
| 137 | CLSEC Holdings 22T LLC | 12567UAA1 | Dec 2024 | 2,927,312 | $2.6M | 0.17% | ABS-O |
| 138 | Government National Mortgage Association | 38381DMB3 | Dec 2024 | 40,448,401 | $2.6M | 0.17% | ABS-MBS |
| 139 | DC Commercial Mortgage Trust | 24023AAA8 | Dec 2024 | 2,520,000 | $2.6M | 0.17% | ABS-MBS |
| 140 | Progress Residential Trust | 74333DAE4 | Dec 2024 | 2,670,000 | $2.6M | 0.17% | ABS-O |
| 141 | Government National Mortgage Association | 38380PWY6 | Dec 2024 | 44,683,039 | $2.6M | 0.17% | ABS-MBS |
| 142 | Neuberger Berman CLO Ltd | 64134JAC7 | Dec 2024 | 2,560,000 | $2.6M | 0.17% | ABS-CBDO |
| 143 | World Omni Auto Receivables Trust | 98163LAF7 | Dec 2024 | 2,610,000 | $2.6M | 0.17% | ABS-O |
| 144 | Willis Engine Securitization Trust | 97064FAA3 | Dec 2024 | 2,755,308 | $2.5M | 0.17% | ABS-O |
| 145 | GECU Auto Receivables Trust | 36169EAD2 | Dec 2024 | 2,440,000 | $2.5M | 0.16% | ABS-O |
| 146 | Government National Mortgage Association | 38380RTF7 | Dec 2024 | 39,744,533 | $2.5M | 0.16% | ABS-MBS |
| 147 | SEB Funding LLC | 78433DAC8 | Dec 2024 | 2,385,000 | $2.4M | 0.16% | ABS-O |
| 148 | FHLMC Multifamily Structured Pass Through Certs. | 3137H5XW2 | Dec 2024 | 254,280,659 | $2.4M | 0.16% | ABS-MBS |
| 149 | Government National Mortgage Association | 38382EEL7 | Dec 2024 | 11,096,300 | $2.4M | 0.16% | ABS-MBS |
| 150 | Frontier Issuer LLC | 35910EAA2 | Dec 2024 | 2,383,000 | $2.4M | 0.16% | ABS-O |
| 151 | Hilton Grand Vacations Trust | 432917AA0 | Dec 2024 | 2,362,839 | $2.4M | 0.16% | ABS-O |
| 152 | CarMax Auto Owner Trust | 14319EAG1 | Dec 2024 | 2,325,000 | $2.4M | 0.15% | ABS-O |
| 153 | Firstkey Homes Trust | 33767WAE3 | Dec 2024 | 2,495,000 | $2.4M | 0.15% | ABS-O |
| 154 | Government National Mortgage Association | 38380RET3 | Dec 2024 | 35,813,356 | $2.3M | 0.15% | ABS-MBS |
| 155 | Social Professional Loan Program LLC | 83406TAB8 | Dec 2024 | 2,453,981 | $2.3M | 0.15% | ABS-O |
| 156 | Government National Mortgage Association | 38380RJ84 | Dec 2024 | 44,841,261 | $2.3M | 0.15% | ABS-MBS |
| 157 | FHLMC Multifamily Structured Pass Through Certs. | 3137H9CB3 | Dec 2024 | 102,970,152 | $2.3M | 0.15% | ABS-MBS |
| 158 | Government National Mortgage Association | 38380LQA4 | Dec 2024 | 2,449,527 | $2.3M | 0.15% | ABS-MBS |
| 159 | GS Mortgage Securities Trust | 36258YBG2 | Dec 2024 | 2,555,000 | $2.3M | 0.15% | ABS-MBS |
| 160 | SLAM 2021-1 LLC | 78449AAA0 | Dec 2024 | 2,503,746 | $2.3M | 0.15% | ABS-O |
| 161 | Avis Budget Rental Car Funding AESOP LLC | 05377RHY3 | Dec 2024 | 2,215,000 | $2.3M | 0.15% | ABS-O |
| 162 | BPR Trust | 05592DAA2 | Dec 2024 | 2,235,000 | $2.2M | 0.15% | ABS-MBS |
| 163 | Bank5 | 066043AG5 | Dec 2024 | 2,140,000 | $2.2M | 0.15% | ABS-MBS |
| 164 | AGL CLO Ltd. | 00120BAE0 | Dec 2024 | 2,225,000 | $2.2M | 0.15% | ABS-CBDO |
| 165 | CAL Funding IV Ltd | 12807CAA1 | Dec 2024 | 2,386,588 | $2.2M | 0.14% | ABS-O |
| 166 | Chase Auto Owner Trust | 16144YAF5 | Dec 2024 | 2,200,000 | $2.2M | 0.14% | ABS-O |
| 167 | Hertz Vehicle Financing LLC | 42806MAE9 | Dec 2024 | 2,325,000 | $2.2M | 0.14% | ABS-O |
| 168 | Government National Mortgage Association | 38380P3W2 | Dec 2024 | 31,395,027 | $2.2M | 0.14% | ABS-MBS |
| 169 | WAVE 2017-1 LLC | 94353WAA3 | Dec 2024 | 2,340,994 | $2.2M | 0.14% | ABS-O |
| 170 | CSAIL Commercial Mortgage Trust | 12597DAD7 | Dec 2024 | 2,405,000 | $2.2M | 0.14% | ABS-MBS |
| 171 | OneMain Direct Auto Receivables Trust | 68269DAB0 | Dec 2024 | 2,138,370 | $2.1M | 0.14% | ABS-O |
| 172 | Business Jet Securities, LLC | 12326TAA6 | Dec 2024 | 2,192,580 | $2.1M | 0.14% | ABS-O |
| 173 | COMM Mortgage Trust | 12629NAF2 | Dec 2024 | 2,143,262 | $2.1M | 0.14% | ABS-MBS |
| 174 | Government National Mortgage Association | 38380RVE7 | Dec 2024 | 33,611,301 | $2.1M | 0.14% | ABS-MBS |
| 175 | Castlelake Aircraft Securitization Trust | 14855MAA6 | Dec 2024 | 2,309,392 | $2.1M | 0.14% | ABS-O |
| 176 | Government National Mortgage Association | 38375UTH3 | Dec 2024 | 2,114,017 | $2.1M | 0.14% | ABS-MBS |
| 177 | Neuberger Berman CLO Ltd | 64130TBC8 | Dec 2024 | 2,075,000 | $2.1M | 0.14% | ABS-CBDO |
| 178 | Flagship Credit Auto Trust | 33843EAG6 | Dec 2024 | 2,045,000 | $2.0M | 0.13% | ABS-O |
| 179 | Octagon Investment Partners Ltd | 67576FAE9 | Dec 2024 | 2,040,000 | $2.0M | 0.13% | ABS-CBDO |
| 180 | Government National Mortgage Association | 38380LQL0 | Dec 2024 | 2,254,814 | $2.0M | 0.13% | ABS-MBS |
| 181 | Carvana Auto Receivables Trust | 14688EAC3 | Dec 2024 | 1,991,477 | $2.0M | 0.13% | ABS-O |
| 182 | World Omni Auto Receivables Trust | 98164EAF2 | Dec 2024 | 1,980,000 | $2.0M | 0.13% | ABS-O |
| 183 | Towd Point Mortgage Trust | 89175TAB4 | Dec 2024 | 2,325,000 | $1.9M | 0.13% | ABS-MBS |
| 184 | Government National Mortgage Association | 38382KYU1 | Dec 2024 | 9,563,379 | $1.9M | 0.13% | ABS-MBS |
| 185 | Mission Lane Credit Card Master Trust | 60510MBE7 | Dec 2024 | 1,920,000 | $1.9M | 0.13% | ABS-O |
| 186 | Willis Engine Securitization Trust | 97064GAA1 | Dec 2024 | 2,115,592 | $1.9M | 0.12% | ABS-O |
| 187 | Bankers Healthcare Group Securitization Trust | 08860FAB4 | Dec 2024 | 1,825,000 | $1.9M | 0.12% | ABS-O |
| 188 | College Ave Student Loans | 19423UAA0 | Dec 2024 | 1,826,113 | $1.8M | 0.12% | ABS-O |
| 189 | GS Mortgage Securities Trust | 36253BAY9 | Dec 2024 | 2,000,000 | $1.8M | 0.12% | ABS-MBS |
| 190 | Aqua Finance Trust | 03837DAA2 | Dec 2024 | 1,866,851 | $1.8M | 0.12% | ABS-O |
| 191 | Ziply Fiber Issuer, LLC | 98979QAA1 | Dec 2024 | 1,795,000 | $1.8M | 0.12% | ABS-O |
| 192 | SMB Private Education Loan Trust | 78449QAB3 | Dec 2024 | 1,869,123 | $1.8M | 0.12% | ABS-O |
| 193 | Progress Residential Trust | 74333VAC8 | Dec 2024 | 1,892,000 | $1.8M | 0.12% | ABS-O |
| 194 | Credit Suisse Mortgage Trust | 12649AAJ8 | Dec 2024 | 2,110,000 | $1.8M | 0.12% | ABS-MBS |
| 195 | Merchants Fleet Funding LLC | 588926AA3 | Dec 2024 | 1,789,507 | $1.8M | 0.12% | ABS-O |
| 196 | Morgan Stanley Capital I Trust | 61691YAJ0 | Dec 2024 | 2,085,000 | $1.8M | 0.12% | ABS-MBS |
| 197 | Affirm Inc | 00834BAF4 | Dec 2024 | 1,780,000 | $1.8M | 0.12% | ABS-O |
| 198 | Foursight Capital Automobile Receivables Trust | 35104AAC2 | Dec 2024 | 1,750,000 | $1.8M | 0.12% | ABS-O |
| 199 | Volofin Finance Designated Activity Company | 92873RAA9 | Dec 2024 | 1,773,821 | $1.8M | 0.12% | ABS-O |
| 200 | SLAM LLC | 83100AAA0 | Dec 2024 | 1,810,850 | $1.8M | 0.12% | ABS-O |
| 201 | Affirm Inc | 00792FAF5 | Dec 2024 | 1,740,000 | $1.8M | 0.12% | ABS-O |
| 202 | Government National Mortgage Association | 38380RE71 | Dec 2024 | 29,258,384 | $1.7M | 0.11% | ABS-MBS |
| 203 | Bank | 06541MBN3 | Dec 2024 | 1,830,000 | $1.7M | 0.11% | ABS-MBS |
| 204 | Compass Datacenters Issuer II, LLC | 20469AAD1 | Dec 2024 | 1,765,000 | $1.7M | 0.11% | ABS-O |
| 205 | FREMF Mortgage Trust | 302957AL9 | Dec 2024 | 323,096,372 | $1.7M | 0.11% | ABS-MBS |
| 206 | Fannie Mae | 3136B9S65 | Dec 2024 | 9,239,537 | $1.7M | 0.11% | ABS-MBS |
| 207 | GM Financial Automobile Leasing Trust | 36269FAD8 | Dec 2024 | 1,695,000 | $1.7M | 0.11% | ABS-O |
| 208 | Wheels Fleet Lease Funding LLC | 96328GAS6 | Dec 2024 | 1,680,112 | $1.7M | 0.11% | ABS-O |
| 209 | EquipmentShare | 22689LAA3 | Dec 2024 | 1,649,684 | $1.7M | 0.11% | ABS-O |
| 210 | Carvana Auto Receivables Trust | 14687NAD2 | Dec 2024 | 1,605,000 | $1.7M | 0.11% | ABS-O |
| 211 | Westlake Automobile Receivables Trust | 96043RAE7 | Dec 2024 | 1,640,000 | $1.7M | 0.11% | ABS-O |
| 212 | Fannie Mae | 3140JVVH2 | Dec 2024 | 1,927,043 | $1.7M | 0.11% | ABS-MBS |
| 213 | Tesla Electric Vehicle Trust | 881943AF1 | Dec 2024 | 1,630,000 | $1.6M | 0.11% | ABS-O |
| 214 | Progress Residential Trust | 74333HAE5 | Dec 2024 | 1,715,000 | $1.6M | 0.11% | ABS-O |
| 215 | Tricon American Homes | 89612LAA4 | Dec 2024 | 1,673,860 | $1.6M | 0.11% | ABS-O |
| 216 | Santander Drive Auto Receivables Trust | 80287LAC3 | Dec 2024 | 1,610,000 | $1.6M | 0.11% | ABS-O |
| 217 | LAD Auto Receivables Trust | 501683AC0 | Dec 2024 | 1,635,000 | $1.6M | 0.11% | ABS-O |
| 218 | Fannie Mae | 3140XRFH3 | Dec 2024 | 1,971,890 | $1.6M | 0.10% | ABS-MBS |
| 219 | New York Mortgage Trust | 67119RAA5 | Dec 2024 | 1,620,000 | $1.6M | 0.10% | ABS-MBS |
| 220 | FHLMC Multifamily Structured Pass Through Certs. | 3137H93E7 | Dec 2024 | 82,165,684 | $1.6M | 0.10% | ABS-MBS |
| 221 | Government National Mortgage Association | 38381EVR6 | Dec 2024 | 27,492,858 | $1.6M | 0.10% | ABS-MBS |
| 222 | Government National Mortgage Association | 38380N6M6 | Dec 2024 | 33,874,136 | $1.6M | 0.10% | ABS-MBS |
| 223 | Bank | 06539WBB1 | Dec 2024 | 1,770,000 | $1.6M | 0.10% | ABS-MBS |
| 224 | COMM Mortgage Trust | 12624NAC4 | Dec 2024 | 1,649,425 | $1.6M | 0.10% | ABS-MBS |
| 225 | Apollo Aviation Securitization Equity Trust | 00255JAB6 | Dec 2024 | 1,547,056 | $1.6M | 0.10% | ABS-O |
| 226 | Fannie Mae | 3140LGWV0 | Dec 2024 | 1,665,000 | $1.6M | 0.10% | ABS-MBS |
| 227 | SLM Student Loan Trust | 78443CAP9 | Dec 2024 | 1,598,000 | $1.5M | 0.10% | ABS-O |
| 228 | Mill City Mortgage Trust | 59981AAG1 | Dec 2024 | 1,646,966 | $1.5M | 0.10% | ABS-MBS |
| 229 | CLI Funding LLC | 12563LAS6 | Dec 2024 | 1,657,800 | $1.5M | 0.10% | ABS-O |
| 230 | Westlake Automobile Receivables Trust | 96043CAD2 | Dec 2024 | 1,520,000 | $1.5M | 0.10% | ABS-O |
| 231 | Mach I | 55446MAA5 | Dec 2024 | 1,574,535 | $1.5M | 0.10% | ABS-O |
| 232 | FHLMC Multifamily Structured Pass Through Certs. | 3137H9JL4 | Dec 2024 | 100,000,000 | $1.5M | 0.10% | ABS-MBS |
| 233 | BX Trust | 05614JAA3 | Dec 2024 | 1,485,000 | $1.5M | 0.10% | ABS-MBS |
| 234 | CarMax Auto Owner Trust | 14316NAF6 | Dec 2024 | 1,485,000 | $1.5M | 0.10% | ABS-O |
| 235 | FHLMC Multifamily Structured Pass Through Certs. | 3137H73R2 | Dec 2024 | 79,101,481 | $1.5M | 0.09% | ABS-MBS |
| 236 | Hilton Grand Vacations Trust | 43285HAA6 | Dec 2024 | 1,485,459 | $1.4M | 0.09% | ABS-O |
| 237 | Freddie Mac | 3132WVVT8 | Dec 2024 | 1,621,383 | $1.4M | 0.09% | ABS-MBS |
| 238 | GS Mortgage Securities Trust | 36253BBB8 | Dec 2024 | 2,373,000 | $1.4M | 0.09% | ABS-MBS |
| 239 | Synchrony Card Issuance Trust | 87166PAM3 | Dec 2024 | 1,395,000 | $1.4M | 0.09% | ABS-O |
| 240 | Foursight Capital Automobile Receivables Trust | 35105UAE3 | Dec 2024 | 1,401,457 | $1.4M | 0.09% | ABS-O |
| 241 | Galaxy CLO Ltd | 36321LAL3 | Dec 2024 | 1,385,000 | $1.4M | 0.09% | ABS-CBDO |
| 242 | Mercury Financial Credit Card Master Trust | 58940BAZ9 | Dec 2024 | 1,370,000 | $1.4M | 0.09% | ABS-O |
| 243 | Navient Student Loan Trust | 638961AA0 | Dec 2024 | 1,373,661 | $1.4M | 0.09% | ABS-O |
| 244 | Fannie Mae | 31418CP99 | Dec 2024 | 1,585,871 | $1.4M | 0.09% | ABS-MBS |
| 245 | Nelnet Student Loan Trust | 64035DAE6 | Dec 2024 | 1,630,000 | $1.4M | 0.09% | ABS-O |
| 246 | Government National Mortgage Association | 38381D6B1 | Dec 2024 | 19,965,043 | $1.4M | 0.09% | ABS-MBS |
| 247 | MVW Owner Trust | 55389QAA5 | Dec 2024 | 1,391,351 | $1.4M | 0.09% | ABS-O |
| 248 | Springcastle SPV | 85022WAP9 | Dec 2024 | 1,449,546 | $1.3M | 0.09% | ABS-O |
| 249 | Voya CLO Ltd | 92916XAL1 | Dec 2024 | 1,315,000 | $1.3M | 0.09% | ABS-CBDO |
| 250 | Navient Student Loan Trust | 63941HAB8 | Dec 2024 | 1,565,000 | $1.3M | 0.09% | ABS-O |
| 251 | Credit Suisse Mortgage Trust | 12660KAC5 | Dec 2024 | 1,314,107 | $1.3M | 0.09% | ABS-MBS |
| 252 | Avis Budget Rental Car Funding AESOP LLC | 05377RHM9 | Dec 2024 | 1,255,000 | $1.3M | 0.08% | ABS-O |
| 253 | Citigroup Mortgage Loan Trust Inc | 17327RAC4 | Dec 2024 | 1,448,850 | $1.3M | 0.08% | ABS-MBS |
| 254 | SMB Private Education Loan Trust | 78449PAC3 | Dec 2024 | 1,297,010 | $1.3M | 0.08% | ABS-O |
| 255 | TIF Funding II LLC | 872480AA6 | Dec 2024 | 1,395,667 | $1.3M | 0.08% | ABS-O |
| 256 | Bridgecrest Lending Auto Securitization Trust | 10805NAC9 | Dec 2024 | 1,270,000 | $1.3M | 0.08% | ABS-O |
| 257 | SMB Private Education Loan Trust | 831943AC9 | Dec 2024 | 1,255,000 | $1.3M | 0.08% | ABS-O |
| 258 | UBS Commercial Mortgage Trust | 90276YAE3 | Dec 2024 | 1,350,000 | $1.3M | 0.08% | ABS-MBS |
| 259 | FHLMC Multifamily Structured Pass Through Certs. | 3137H8BN0 | Dec 2024 | 51,443,605 | $1.2M | 0.08% | ABS-MBS |
| 260 | Westlake Automobile Receivables Trust | 96042YAE3 | Dec 2024 | 1,230,000 | $1.2M | 0.08% | ABS-O |
| 261 | Government National Mortgage Association | 38380P4H4 | Dec 2024 | 18,700,167 | $1.2M | 0.08% | ABS-MBS |
| 262 | ELARA HGV TIMESHARE ISSUER | 28415AAA5 | Dec 2024 | 1,201,434 | $1.2M | 0.08% | ABS-O |
| 263 | Frontier Issuer LLC | 35910EAK0 | Dec 2024 | 1,200,000 | $1.2M | 0.08% | ABS-O |
| 264 | Tricon American Homes | 89613GAC0 | Dec 2024 | 1,275,000 | $1.2M | 0.08% | ABS-O |
| 265 | Social Professional Loan Program LLC | 83405NAA4 | Dec 2024 | 1,397,594 | $1.2M | 0.08% | ABS-O |
| 266 | Tricon American Homes | 89613JAC4 | Dec 2024 | 1,305,000 | $1.2M | 0.08% | ABS-O |
| 267 | Ajax Mortgage Loan Trust | 00968FAA4 | Dec 2024 | 1,261,994 | $1.2M | 0.08% | ABS-MBS |
| 268 | Home Partners of America Trust | 437300AE6 | Dec 2024 | 1,393,652 | $1.2M | 0.08% | ABS-O |
| 269 | Wheels Fleet Lease Funding LLC | 96328GBT3 | Dec 2024 | 1,170,000 | $1.2M | 0.08% | ABS-O |
| 270 | Government National Mortgage Association | 38379T4X4 | Dec 2024 | 1,444,312 | $1.2M | 0.08% | ABS-MBS |
| 271 | Navient Student Loan Trust | 63942KAA2 | Dec 2024 | 1,324,384 | $1.2M | 0.08% | ABS-O |
| 272 | Freddie Mac | 3133JLNT2 | Dec 2024 | 1,457,410 | $1.2M | 0.08% | ABS-MBS |
| 273 | Massachusetts Educational Financing Authority | 57563NAB4 | Dec 2024 | 1,183,196 | $1.1M | 0.07% | ABS-O |
| 274 | NMLT Trust | 62917MAA1 | Dec 2024 | 1,227,598 | $1.1M | 0.07% | ABS-MBS |
| 275 | Credit Acceptance Auto Loan Trust | 22537GAA8 | Dec 2024 | 1,105,000 | $1.1M | 0.07% | ABS-O |
| 276 | Sierra Receivables Funding Co LLC | 82653BAA1 | Dec 2024 | 1,116,601 | $1.1M | 0.07% | ABS-O |
| 277 | Kestrel Aircraft Funding Limited | 49255PAA1 | Dec 2024 | 1,121,788 | $1.1M | 0.07% | ABS-O |
| 278 | FRESB Multifamily Mortgage Pass-Through Certifica | 35802DAD9 | Dec 2024 | 88,655,420 | $1.1M | 0.07% | ABS-MBS |
| 279 | FHLMC Multifamily Structured Pass Through Certs. | 3137H7ZD8 | Dec 2024 | 66,500,323 | $1.1M | 0.07% | ABS-MBS |
| 280 | GM Financial Securitized Term Auto Receivables Tr | 379931AD0 | Dec 2024 | 1,060,000 | $1.1M | 0.07% | ABS-O |
| 281 | Starwood Retail Property Trust | 85571XAA5 | Dec 2024 | 1,700,120 | $1.1M | 0.07% | ABS-MBS |
| 282 | FHLMC Multifamily Structured Pass Through Certs. | 3137FRUL3 | Dec 2024 | 17,394,998 | $1.1M | 0.07% | ABS-MBS |
| 283 | Republic Finance Issuance Trust | 76041RAA9 | Dec 2024 | 1,055,000 | $1.1M | 0.07% | ABS-O |
| 284 | World Financial Network Credit Card Master Trust | 981464HR4 | Dec 2024 | 1,040,000 | $1.1M | 0.07% | ABS-O |
| 285 | HARBOUR AIRCRAFT INVST LTD | 000000000 | Dec 2024 | 1,075,712 | $1.1M | 0.07% | LON |
| 286 | Freddie Mac | 3137F8RE5 | Dec 2024 | 6,547,661 | $1.1M | 0.07% | ABS-MBS |
| 287 | LAD Auto Receivables Trust | 505920AF5 | Dec 2024 | 1,035,000 | $1.0M | 0.07% | ABS-O |
| 288 | Recette CLO LLC | 75620TAX6 | Dec 2024 | 1,035,000 | $1.0M | 0.07% | ABS-CBDO |
| 289 | PRP Advisors, LLC | 693987AA7 | Dec 2024 | 1,069,923 | $1.0M | 0.07% | ABS-MBS |
| 290 | Morgan Stanley BAML Trust | 553514AC4 | Dec 2024 | 1,101,373 | $1.0M | 0.07% | ABS-MBS |
| 291 | Freddie Mac | 3137FYQ41 | Dec 2024 | 14,544,826 | $1.0M | 0.07% | ABS-MBS |
| 292 | Freddie Mac | 3137AQB80 | Dec 2024 | 1,074,614 | $998K | 0.07% | ABS-MBS |
| 293 | FHLMC Multifamily Structured Pass Through Certs. | 3137H7MB6 | Dec 2024 | 45,967,609 | $997K | 0.06% | ABS-MBS |
| 294 | GLS Auto Select Receivables Trust | 37989EAE6 | Dec 2024 | 985,000 | $992K | 0.06% | ABS-O |
| 295 | (Sunnova) Aurora I Issuer, LLC | 86745CAA0 | Dec 2024 | 1,045,134 | $985K | 0.06% | ABS-O |
| 296 | Government National Mortgage Association | 38380RDP2 | Dec 2024 | 15,593,483 | $981K | 0.06% | ABS-MBS |
| 297 | Banc of America Commercial Mortgage Trust | 06054MAE3 | Dec 2024 | 1,000,000 | $977K | 0.06% | ABS-MBS |
| 298 | Navient Student Loan Trust | 63942BAA2 | Dec 2024 | 1,080,312 | $974K | 0.06% | ABS-O |
| 299 | FHLMC Structured Pass Through Securities | 31395A3J2 | Dec 2024 | 1,010,252 | $969K | 0.06% | ABS-MBS |
| 300 | FHLMC Multifamily Structured Pass Through Certs. | 3137FTBP1 | Dec 2024 | 13,696,565 | $958K | 0.06% | ABS-MBS |
| 301 | Government National Mortgage Association | 38379RZU0 | Dec 2024 | 23,539,648 | $955K | 0.06% | ABS-MBS |
| 302 | Fanniemae-Aces | 3136BBS94 | Dec 2024 | 15,400,908 | $952K | 0.06% | ABS-MBS |
| 303 | Fannie Mae | 3136AXPC3 | Dec 2024 | 33,092,944 | $934K | 0.06% | ABS-MBS |
| 304 | AmeriCredit Automobile Receivables Trust | 023947AD6 | Dec 2024 | 910,000 | $920K | 0.06% | ABS-O |
| 305 | FirstKey Homes 2020-SFR1 Trust | 33767MAC9 | Dec 2024 | 910,000 | $891K | 0.06% | ABS-O |
| 306 | Government National Mortgage Association | 38382BYR8 | Dec 2024 | 8,447,001 | $874K | 0.06% | ABS-MBS |
| 307 | GITSIT Mortgage Loan Trust 2023-NPL1 | 375925AA2 | Dec 2024 | 867,125 | $873K | 0.06% | ABS-O |
| 308 | Government National Mortgage Association | 38382KYW7 | Dec 2024 | 4,075,853 | $864K | 0.06% | ABS-MBS |
| 309 | Fannie Mae | 3140KQTT8 | Dec 2024 | 1,134,361 | $863K | 0.06% | ABS-MBS |
| 310 | Government National Mortgage Association | 38380XAG2 | Dec 2024 | 28,835,257 | $860K | 0.06% | ABS-MBS |
| 311 | Fannie Mae | 3136AR4L9 | Dec 2024 | 1,238,832 | $852K | 0.06% | ABS-MBS |
| 312 | Education Funding Trust | 28141PAA3 | Dec 2024 | 911,066 | $839K | 0.05% | ABS-O |
| 313 | Navient Student Loan Trust | 63941UAA1 | Dec 2024 | 902,920 | $828K | 0.05% | ABS-O |
| 314 | Navient Student Loan Trust | 63941HAA0 | Dec 2024 | 894,563 | $827K | 0.05% | ABS-O |
| 315 | DT Auto Owner Trust | 23346CAC2 | Dec 2024 | 822,000 | $824K | 0.05% | ABS-O |
| 316 | Carvana Auto Receivables Trust | 14686MAD5 | Dec 2024 | 820,000 | $823K | 0.05% | ABS-O |
| 317 | Bridgecrest Lending Auto Securitization Trust | 107933AC7 | Dec 2024 | 815,000 | $818K | 0.05% | ABS-O |
| 318 | CarMax Auto Owner Trust | 14319BAF9 | Dec 2024 | 800,000 | $811K | 0.05% | ABS-O |
| 319 | FHLMC Multifamily Structured Pass Through Certs. | 3137FQK28 | Dec 2024 | 20,562,231 | $807K | 0.05% | ABS-MBS |
| 320 | Accelerated Assets LLC | 00436MAA3 | Dec 2024 | 821,403 | $806K | 0.05% | ABS-O |
| 321 | Navient Student Loan Trust | 63942LAA0 | Dec 2024 | 890,201 | $801K | 0.05% | ABS-O |
| 322 | Progress Residential Trust | 74333FAC3 | Dec 2024 | 830,000 | $792K | 0.05% | ABS-O |
| 323 | FHLMC Multifamily Structured Pass Through Certs. | 3137H74C4 | Dec 2024 | 35,827,176 | $786K | 0.05% | ABS-MBS |
| 324 | Drive Auto Receivables Trust | 26207AAE3 | Dec 2024 | 790,000 | $784K | 0.05% | ABS-O |
| 325 | Navient Student Loan Trust | 63935BAB9 | Dec 2024 | 945,000 | $779K | 0.05% | ABS-O |
| 326 | FHLMC Multifamily Structured Pass Through Certs. | 3137FX3T3 | Dec 2024 | 14,346,201 | $778K | 0.05% | ABS-MBS |
| 327 | Fannie Mae | 31394DR36 | Dec 2024 | 699,913 | $776K | 0.05% | ABS-MBS |
| 328 | EverBright Solar Trust | 29977FAA2 | Dec 2024 | 792,667 | $775K | 0.05% | ABS-O |
| 329 | Government National Mortgage Association | 38380NMN6 | Dec 2024 | 17,114,143 | $766K | 0.05% | ABS-MBS |
| 330 | Fannie Mae | 3136BF2M4 | Dec 2024 | 13,128,611 | $765K | 0.05% | ABS-MBS |
| 331 | Mariner Finance Issuance Trust | 567928AB2 | Dec 2024 | 740,000 | $747K | 0.05% | ABS-O |
| 332 | FHLMC Multifamily Structured Pass Through Certs. | 3137FRZC8 | Dec 2024 | 11,410,674 | $737K | 0.05% | ABS-MBS |
| 333 | JP Morgan Chase Commercial Mortgage Sec Trust | 46639EAL5 | Dec 2024 | 792,510 | $737K | 0.05% | ABS-MBS |
| 334 | Government National Mortgage Association | 38380JDW5 | Dec 2024 | 20,651,882 | $734K | 0.05% | ABS-MBS |
| 335 | American Credit Acceptance Receivables Trust | 02530CAC2 | Dec 2024 | 725,000 | $731K | 0.05% | ABS-O |
| 336 | SBNA Auto Lease Trust | 78437VAG5 | Dec 2024 | 710,000 | $722K | 0.05% | ABS-O |
| 337 | Mill City Mortgage Trust | 59980MAG6 | Dec 2024 | 728,900 | $710K | 0.05% | ABS-MBS |
| 338 | Fannie Mae | 3136AJZC3 | Dec 2024 | 9,075,483 | $705K | 0.05% | ABS-MBS |
| 339 | Regional Management Issuance Trust | 758983AA8 | Dec 2024 | 690,000 | $704K | 0.05% | ABS-O |
| 340 | Fannie Mae | 31395D7A1 | Dec 2024 | 622,998 | $701K | 0.05% | ABS-MBS |
| 341 | REMIC FUNDING TRUST 98-1 | 75806FAA2 | Dec 2024 | 692,089 | $694K | 0.05% | ABS-MBS |
| 342 | JPMBB Commercial Mortgage Securities Trust | 46643PBJ8 | Dec 2024 | 730,000 | $693K | 0.05% | ABS-MBS |
| 343 | Government National Mortgage Association | 38381VZ37 | Dec 2024 | 8,100,124 | $679K | 0.04% | ABS-MBS |
| 344 | Freddie Mac | 31398JLT8 | Dec 2024 | 748,591 | $678K | 0.04% | ABS-MBS |
| 345 | SMB Private Education Loan Trust | 78449MAA4 | Dec 2024 | 728,647 | $673K | 0.04% | ABS-O |
| 346 | Textainer Marine Containers Limited | 88315LAE8 | Dec 2024 | 694,569 | $661K | 0.04% | ABS-O |
| 347 | Porsche Financial Auto Securitization Trust | 732916AD3 | Dec 2024 | 650,000 | $656K | 0.04% | ABS-O |
| 348 | Bank | 06540YAQ2 | Dec 2024 | 785,000 | $654K | 0.04% | ABS-MBS |
| 349 | GLS Auto Receivables Trust | 37989AAJ3 | Dec 2024 | 651,000 | $652K | 0.04% | ABS-O |
| 350 | Foundation Finance Trust | 349941AB0 | Dec 2024 | 645,000 | $650K | 0.04% | ABS-O |
| 351 | Navient Student Loan Trust | 63940YAB2 | Dec 2024 | 648,043 | $632K | 0.04% | ABS-O |
| 352 | New York Mortgage Trust | 67118PAA0 | Dec 2024 | 688,496 | $632K | 0.04% | ABS-MBS |
| 353 | Fanniemae-Aces | 3136BBGX4 | Dec 2024 | 15,985,025 | $632K | 0.04% | ABS-MBS |
| 354 | SMB Private Education Loan Trust | 78449LAB4 | Dec 2024 | 639,543 | $629K | 0.04% | ABS-O |
| 355 | Government National Mortgage Association | 38381DK58 | Dec 2024 | 10,972,721 | $625K | 0.04% | ABS-MBS |
| 356 | FHLMC Multifamily Structured Pass Through Certs. | 3137H6ZT5 | Dec 2024 | 32,659,378 | $621K | 0.04% | ABS-MBS |
| 357 | FRESB Multifamily Mortgage Pass-Through Certifica | 30322XAE5 | Dec 2024 | 22,852,560 | $617K | 0.04% | ABS-MBS |
| 358 | TIF Funding III LLC | 88655AAA8 | Dec 2024 | 618,156 | $612K | 0.04% | ABS-O |
| 359 | Government National Mortgage Association | 38380RQU7 | Dec 2024 | 8,985,887 | $612K | 0.04% | ABS-MBS |
| 360 | HarborView Mortgage Loan Trust | 41161PEC3 | Dec 2024 | 649,030 | $609K | 0.04% | ABS-MBS |
| 361 | Mill City Mortgage Trust | 59982HAC4 | Dec 2024 | 643,453 | $607K | 0.04% | ABS-MBS |
| 362 | Mission Lane Credit Card Master Trust | 60510MAN8 | Dec 2024 | 595,000 | $599K | 0.04% | ABS-O |
| 363 | SCF Equipment Trust Llc | 783896AB9 | Dec 2024 | 585,000 | $590K | 0.04% | ABS-O |
| 364 | Government National Mortgage Association | 38380MBL4 | Dec 2024 | 18,779,884 | $589K | 0.04% | ABS-MBS |
| 365 | Octane Receivables Trust | 67578YAD8 | Dec 2024 | 580,000 | $585K | 0.04% | ABS-O |
| 366 | FHLMC Multifamily Structured Pass Through Certs. | 3137BPVP1 | Dec 2024 | 13,806,871 | $584K | 0.04% | ABS-MBS |
| 367 | SBNA Auto Lease Trust | 78414SAG9 | Dec 2024 | 575,000 | $579K | 0.04% | ABS-O |
| 368 | Palmer Square CLO Ltd | 69689ABL3 | Dec 2024 | 575,000 | $575K | 0.04% | ABS-CBDO |
| 369 | Hertz Vehicle Financing LLC | 42806MCA5 | Dec 2024 | 565,000 | $575K | 0.04% | ABS-O |
| 370 | Carvana Auto Receivables Trust | 14687DAC6 | Dec 2024 | 591,268 | $573K | 0.04% | ABS-O |
| 371 | WF-RBS COMMERCIAL MORTGAGE TRUST | 92938CAF4 | Dec 2024 | 600,455 | $564K | 0.04% | ABS-MBS |
| 372 | Affirm Inc | 00834BAA5 | Dec 2024 | 555,000 | $559K | 0.04% | ABS-O |
| 373 | Government National Mortgage Association | 38380MQR5 | Dec 2024 | 11,390,870 | $559K | 0.04% | ABS-MBS |
| 374 | Government National Mortgage Association | 38380NDZ9 | Dec 2024 | 9,362,024 | $555K | 0.04% | ABS-MBS |
| 375 | Project Sunbird | 86709LAA4 | Dec 2024 | 570,114 | $549K | 0.04% | ABS-O |
| 376 | Navient Student Loan Trust | 63941JAA6 | Dec 2024 | 568,806 | $544K | 0.04% | ABS-O |
| 377 | Taubman Centers Commercial Mortgage Trust | 87231EAA5 | Dec 2024 | 540,000 | $540K | 0.04% | ABS-MBS |
| 378 | Government National Mortgage Association | 38376RAC0 | Dec 2024 | 549,171 | $535K | 0.03% | ABS-MBS |
| 379 | Fannie Mae | 3136BB2C5 | Dec 2024 | 2,624,395 | $530K | 0.03% | ABS-MBS |
| 380 | Fannie Mae | 31394DDX5 | Dec 2024 | 549,745 | $521K | 0.03% | ABS-MBS |
| 381 | Ford Credit Auto Owner Trust/Ford Credit | 34535CAC0 | Dec 2024 | 500,000 | $516K | 0.03% | ABS-O |
| 382 | GS Mortgage Securities Trust | 36270GAA9 | Dec 2024 | 520,000 | $513K | 0.03% | ABS-MBS |
| 383 | GLS Auto Receivables Trust | 36269HAC6 | Dec 2024 | 510,000 | $512K | 0.03% | ABS-O |
| 384 | Santander Drive Auto Receivables Trust | 80286YAE2 | Dec 2024 | 500,000 | $510K | 0.03% | ABS-O |
| 385 | Freddie Mac | 3137F7E68 | Dec 2024 | 2,600,040 | $508K | 0.03% | ABS-MBS |
| 386 | TIC Home Improvement Trust | 87252DAA1 | Dec 2024 | 502,190 | $505K | 0.03% | ABS-O |
| 387 | SCOTT Trust 2023-SFS | 810064AA3 | Dec 2024 | 495,000 | $503K | 0.03% | ABS-MBS |
| 388 | World Omni Automobile Lease Securitization Trust | 981944AE1 | Dec 2024 | 500,000 | $502K | 0.03% | ABS-O |
| 389 | Towd Point Mortgage Trust | 89175MAA1 | Dec 2024 | 512,759 | $499K | 0.03% | ABS-MBS |
| 390 | SMB Private Education Loan Trust | 78448YAJ0 | Dec 2024 | 560,734 | $497K | 0.03% | ABS-O |
| 391 | Navient Student Loan Trust | 63941GAB0 | Dec 2024 | 527,705 | $497K | 0.03% | ABS-O |
| 392 | CKE Restaurants Holdings Inc | 411707AM4 | Dec 2024 | 476,400 | $487K | 0.03% | ABS-O |
| 393 | FHLMC Multifamily Structured Pass Through Certs. | 3137FHQ89 | Dec 2024 | 122,257,035 | $469K | 0.03% | ABS-MBS |
| 394 | Fannie Mae | 31397ME86 | Dec 2024 | 488,039 | $467K | 0.03% | ABS-MBS |
| 395 | FHLMC Multifamily Structured Pass Through Certs. | 3137FQKQ5 | Dec 2024 | 18,192,337 | $465K | 0.03% | ABS-MBS |
| 396 | Fanniemae-Aces | 3136BBAL6 | Dec 2024 | 13,607,836 | $462K | 0.03% | ABS-MBS |
| 397 | Fannie Mae | 31397NNR2 | Dec 2024 | 505,747 | $459K | 0.03% | ABS-MBS |
| 398 | CALI Mortgage Trust 2019-101C | 129890AA7 | Dec 2024 | 510,000 | $458K | 0.03% | ABS-MBS |
| 399 | Government National Mortgage Association | 38380MMQ1 | Dec 2024 | 11,637,256 | $453K | 0.03% | ABS-MBS |
| 400 | Government National Mortgage Association | 38380JLX4 | Dec 2024 | 10,521,267 | $451K | 0.03% | ABS-MBS |
| 401 | BofA Auto Trust | 09709AAC6 | Dec 2024 | 445,000 | $451K | 0.03% | ABS-O |
| 402 | COMMONBOND STUDENT LOAN TRUST | 20267WAA3 | Dec 2024 | 523,154 | $449K | 0.03% | ABS-O |
| 403 | Carvana Auto Receivables Trust | 14688NAD1 | Dec 2024 | 442,000 | $445K | 0.03% | ABS-O |
| 404 | Foundation Finance Trust | 35042RAB2 | Dec 2024 | 435,000 | $445K | 0.03% | ABS-O |
| 405 | Sierra Receivables Funding Co LLC | 826943AA0 | Dec 2024 | 445,877 | $444K | 0.03% | ABS-O |
| 406 | Lex Commercial Loan Master Trust | 52885AAA6 | Dec 2024 | 450,000 | $443K | 0.03% | ABS-MBS |
| 407 | Freddie Mac | 3137AWM51 | Dec 2024 | 4,073,737 | $442K | 0.03% | ABS-MBS |
| 408 | Welk Resorts LLC | 94946DAA9 | Dec 2024 | 435,440 | $435K | 0.03% | ABS-O |
| 409 | Fannie Mae | 3136AFUN2 | Dec 2024 | 3,380,947 | $434K | 0.03% | ABS-MBS |
| 410 | Government National Mortgage Association | 38379FAG4 | Dec 2024 | 2,636,440 | $419K | 0.03% | ABS-MBS |
| 411 | Government National Mortgage Association | 38380NJB6 | Dec 2024 | 6,909,404 | $418K | 0.03% | ABS-MBS |
| 412 | FHLMC Multifamily Structured Pass Through Certs. | 3137H7Z22 | Dec 2024 | 19,746,127 | $415K | 0.03% | ABS-MBS |
| 413 | ACHV ABS TRUST | 00092BAB0 | Dec 2024 | 409,209 | $413K | 0.03% | ABS-O |
| 414 | Fannie Mae | 31417A6P9 | Dec 2024 | 451,338 | $410K | 0.03% | ABS-MBS |
| 415 | WAMU Mortgage Pass-Through Certificates | 92926UAD3 | Dec 2024 | 483,195 | $410K | 0.03% | ABS-MBS |
| 416 | Morgan Stanley Capital I Trust | 617459AJ1 | Dec 2024 | 413,677 | $409K | 0.03% | ABS-MBS |
| 417 | Mosaic Solar Loans LLC | 618937AA4 | Dec 2024 | 418,990 | $408K | 0.03% | ABS-O |
| 418 | Mill City Mortgage Trust | 59980XAC1 | Dec 2024 | 415,263 | $407K | 0.03% | ABS-MBS |
| 419 | Hilton Grand Vacations Trust | 43283YAA1 | Dec 2024 | 400,071 | $402K | 0.03% | ABS-O |
| 420 | Regional Management Issuance Trust | 75907AAC7 | Dec 2024 | 400,000 | $401K | 0.03% | ABS-O |
| 421 | Maps LTD | 55292RAA9 | Dec 2024 | 432,454 | $399K | 0.03% | ABS-O |
| 422 | Santander Drive Auto Receivables Trust | 802920AD0 | Dec 2024 | 395,000 | $395K | 0.03% | ABS-O |
| 423 | Government National Mortgage Association | 38380CG31 | Dec 2024 | 3,410,550 | $391K | 0.03% | ABS-MBS |
| 424 | Horizon Aircraft Finance | 44040HAA0 | Dec 2024 | 408,840 | $389K | 0.03% | ABS-O |
| 425 | Credit Acceptance Auto Loan Trust | 224936AA2 | Dec 2024 | 380,000 | $387K | 0.03% | ABS-O |
| 426 | Fannie Mae | 3136ATNA8 | Dec 2024 | 7,529,797 | $383K | 0.02% | ABS-MBS |
| 427 | Auxilior Term Funding LLC | 05335JAB9 | Dec 2024 | 377,927 | $382K | 0.02% | ABS-O |
| 428 | Government National Mortgage Association | 38373AHQ2 | Dec 2024 | 381,544 | $382K | 0.02% | ABS-MBS |
| 429 | The Huntington National Bank | 44644NAA7 | Dec 2024 | 375,539 | $381K | 0.02% | ABS-O |
| 430 | Bankers Healthcare Group Securitization Trust | 08862HAA0 | Dec 2024 | 369,704 | $375K | 0.02% | ABS-O |
| 431 | PRP Advisors, LLC | 693581AA8 | Dec 2024 | 384,385 | $375K | 0.02% | ABS-MBS |
| 432 | Fannie Mae | 3136ARK49 | Dec 2024 | 5,664,419 | $373K | 0.02% | ABS-MBS |
| 433 | Greensky Home Improvement Issuer Trust | 39571XAD6 | Dec 2024 | 365,000 | $366K | 0.02% | ABS-O |
| 434 | Government National Mortgage Association | 38379VRP1 | Dec 2024 | 363,460 | $355K | 0.02% | ABS-MBS |
| 435 | Government National Mortgage Association | 38382JZ41 | Dec 2024 | 2,105,149 | $352K | 0.02% | ABS-MBS |
| 436 | College Ave Student Loans | 19424KAB9 | Dec 2024 | 388,456 | $349K | 0.02% | ABS-O |
| 437 | Government National Mortgage Association | 38379Y6J2 | Dec 2024 | 16,089,765 | $346K | 0.02% | ABS-MBS |
| 438 | FHLMC Multifamily Structured Pass Through Certs. | 3137BRQL2 | Dec 2024 | 25,398,266 | $340K | 0.02% | ABS-MBS |
| 439 | Government National Mortgage Association | 38376RTB2 | Dec 2024 | 9,584,123 | $337K | 0.02% | ABS-MBS |
| 440 | LAD Auto Receivables Trust | 505709AF2 | Dec 2024 | 340,000 | $336K | 0.02% | ABS-O |
| 441 | Ford Credit Floorplan Master Owner Trust | 34528QHY3 | Dec 2024 | 330,000 | $332K | 0.02% | ABS-O |
| 442 | Fannie Mae | 3136ASUC8 | Dec 2024 | 6,008,637 | $311K | 0.02% | ABS-MBS |
| 443 | Government National Mortgage Association | 38379US56 | Dec 2024 | 6,383,372 | $309K | 0.02% | ABS-MBS |
| 444 | CoreVest American Finance Ltd | 21872NAA8 | Dec 2024 | 302,957 | $299K | 0.02% | ABS-O |
| 445 | Fanniemae-Aces | 3136B56F7 | Dec 2024 | 22,945,489 | $298K | 0.02% | ABS-MBS |
| 446 | Government National Mortgage Association | 38375BVA7 | Dec 2024 | 301,410 | $297K | 0.02% | ABS-MBS |
| 447 | FRESB Multifamily Mortgage Pass-Through Certifica | 30322KAJ2 | Dec 2024 | 14,624,936 | $297K | 0.02% | ABS-MBS |
| 448 | Fannie Mae | 3136AGRW4 | Dec 2024 | 396,352 | $296K | 0.02% | ABS-MBS |
| 449 | SLM Student Loan Trust | 78443CAJ3 | Dec 2024 | 293,000 | $288K | 0.02% | ABS-O |
| 450 | MMAF Equipment Finance LLC | 60700MAE8 | Dec 2024 | 305,000 | $282K | 0.02% | ABS-O |
| 451 | Government National Mortgage Association | 38380MDL2 | Dec 2024 | 7,253,529 | $280K | 0.02% | ABS-MBS |
| 452 | Fannie Mae | 3136APE32 | Dec 2024 | 295,302 | $273K | 0.02% | ABS-MBS |
| 453 | Freddie Mac | 3137FF5G8 | Dec 2024 | 1,166,239 | $272K | 0.02% | ABS-MBS |
| 454 | Government National Mortgage Association | 38380MLR0 | Dec 2024 | 4,231,663 | $268K | 0.02% | ABS-MBS |
| 455 | Government National Mortgage Association | 38376RKR6 | Dec 2024 | 267,685 | $258K | 0.02% | ABS-MBS |
| 456 | Government National Mortgage Association | 38379KF37 | Dec 2024 | 13,101,536 | $256K | 0.02% | ABS-MBS |
| 457 | Fannie Mae | 3136ATNF7 | Dec 2024 | 4,799,964 | $255K | 0.02% | ABS-MBS |
| 458 | Santander Bank Auto Credit-Linked Notes | 80290CAS3 | Dec 2024 | 254,102 | $254K | 0.02% | ABS-O |
| 459 | Fannie Mae | 3136AWBW6 | Dec 2024 | 4,963,975 | $251K | 0.02% | ABS-MBS |
| 460 | PRP Advisors, LLC | 69380RAA3 | Dec 2024 | 249,632 | $244K | 0.02% | ABS-MBS |
| 461 | Freddie Mac | 31398WB86 | Dec 2024 | 245,151 | $242K | 0.02% | ABS-MBS |
| 462 | Freddie Mac | 3137BXM25 | Dec 2024 | 3,152,837 | $241K | 0.02% | ABS-MBS |
| 463 | Fannie Mae | 3136AUAN1 | Dec 2024 | 3,046,871 | $241K | 0.02% | ABS-MBS |
| 464 | Government National Mortgage Association | 38381Y4N1 | Dec 2024 | 324,000 | $239K | 0.02% | ABS-MBS |
| 465 | Maps LTD | 56564RAA8 | Dec 2024 | 238,758 | $237K | 0.02% | ABS-O |
| 466 | Fannie Mae | 3136A1VK8 | Dec 2024 | 282,244 | $235K | 0.02% | ABS-MBS |
| 467 | Fannie Mae | 3136AUUY5 | Dec 2024 | 3,450,498 | $232K | 0.02% | ABS-MBS |
| 468 | Fannie Mae | 3140KVD72 | Dec 2024 | 297,918 | $227K | 0.01% | ABS-MBS |
| 469 | Freddie Mac | 3137FCT38 | Dec 2024 | 1,208,051 | $222K | 0.01% | ABS-MBS |
| 470 | Freddie Mac | 31397RKT2 | Dec 2024 | 215,549 | $222K | 0.01% | ABS-MBS |
| 471 | Fannie Mae | 31396YE99 | Dec 2024 | 178,410 | $221K | 0.01% | ABS-MBS |
| 472 | Government National Mortgage Association | 38379KGH5 | Dec 2024 | 10,589,174 | $220K | 0.01% | ABS-MBS |
| 473 | Government National Mortgage Association | 38379RY72 | Dec 2024 | 4,178,676 | $219K | 0.01% | ABS-MBS |
| 474 | Marlette Funding Trust | 57108VAB8 | Dec 2024 | 215,000 | $217K | 0.01% | ABS-O |
| 475 | Government National Mortgage Association | 38376RPA8 | Dec 2024 | 7,420,269 | $214K | 0.01% | ABS-MBS |
| 476 | Government National Mortgage Association | 38381YLF9 | Dec 2024 | 280,000 | $207K | 0.01% | ABS-MBS |
| 477 | Fannie Mae | 3136A72Z4 | Dec 2024 | 2,518,191 | $205K | 0.01% | ABS-MBS |
| 478 | Freddie Mac | 31396RGA9 | Dec 2024 | 2,038,865 | $205K | 0.01% | ABS-MBS |
| 479 | Government National Mortgage Association | 38379KQF8 | Dec 2024 | 10,640,892 | $204K | 0.01% | ABS-MBS |
| 480 | SBNA Auto Receivables Trust | 78437PAF0 | Dec 2024 | 200,000 | $202K | 0.01% | ABS-O |
| 481 | COMM Mortgage Trust | 12594CBD1 | Dec 2024 | 199,474 | $198K | 0.01% | ABS-MBS |
| 482 | Fannie Mae | 3136AUBA8 | Dec 2024 | 3,137,056 | $197K | 0.01% | ABS-MBS |
| 483 | MVW Owner Trust | 55389TAB7 | Dec 2024 | 208,433 | $197K | 0.01% | ABS-O |
| 484 | Freddie Mac | 31397RL61 | Dec 2024 | 202,447 | $196K | 0.01% | ABS-MBS |
| 485 | Freddie Mac | 31395XQ40 | Dec 2024 | 194,064 | $195K | 0.01% | ABS-MBS |
| 486 | Sierra Receivables Funding Co LLC | 826525AB3 | Dec 2024 | 185,059 | $183K | 0.01% | ABS-O |
| 487 | Morgan Stanley BAML Trust | 61763MAJ9 | Dec 2024 | 187,555 | $180K | 0.01% | ABS-MBS |
| 488 | Freddie Mac | 3137B8GL5 | Dec 2024 | 2,105,972 | $180K | 0.01% | ABS-MBS |
| 489 | Freddie Mac | 3137BLDL9 | Dec 2024 | 1,005,927 | $178K | 0.01% | ABS-MBS |
| 490 | FHLMC Multifamily Structured Pass Through Certs. | 3137FPJA4 | Dec 2024 | 3,349,530 | $177K | 0.01% | ABS-MBS |
| 491 | SLM Student Loan Trust | 78443CBA1 | Dec 2024 | 160,000 | $160K | 0.01% | ABS-O |
| 492 | Government National Mortgage Association | 38379K6Q6 | Dec 2024 | 5,274,386 | $157K | 0.01% | ABS-MBS |
| 493 | Government National Mortgage Association | 38381TRX5 | Dec 2024 | 1,913,327 | $151K | 0.01% | ABS-MBS |
| 494 | Social Professional Loan Program LLC | 83401BAB2 | Dec 2024 | 150,967 | $149K | 0.01% | ABS-O |
| 495 | Government National Mortgage Association | 38378BYY9 | Dec 2024 | 18,597,697 | $145K | 0.01% | ABS-MBS |
| 496 | Castlelake Aircraft Securitization Trust | 14856GAA8 | Dec 2024 | 149,136 | $143K | 0.01% | ABS-O |
| 497 | Fannie Mae | 31397UJQ3 | Dec 2024 | 2,029,220 | $142K | 0.01% | ABS-MBS |
| 498 | Sierra Receivables Funding Co LLC | 82652QAB7 | Dec 2024 | 146,082 | $142K | 0.01% | ABS-O |
| 499 | Government National Mortgage Association | 38376RLZ7 | Dec 2024 | 150,431 | $141K | 0.01% | ABS-MBS |
| 500 | FHLMC Multifamily Structured Pass Through Certs. | 3137BNGU2 | Dec 2024 | 15,060,926 | $141K | 0.01% | ABS-MBS |
| 501 | Foursight Capital Automobile Receivables Trust | 35105AAD9 | Dec 2024 | 130,000 | $131K | 0.01% | ABS-O |
| 502 | SLM Student Loan Trust | 78443CBB9 | Dec 2024 | 129,000 | $129K | 0.01% | ABS-O |
| 503 | SFS Auto Receivables Securitization Trust | 78398AAG8 | Dec 2024 | 125,000 | $128K | 0.01% | ABS-O |
| 504 | Fannie Mae | 31397MA80 | Dec 2024 | 132,843 | $127K | 0.01% | ABS-MBS |
| 505 | Onslow Bay Financial LLC | 67097VAC8 | Dec 2024 | 134,155 | $124K | 0.01% | ABS-MBS |
| 506 | Government National Mortgage Association | 38380LGT4 | Dec 2024 | 132,807 | $123K | 0.01% | ABS-MBS |
| 507 | Government National Mortgage Association | 38379UAT3 | Dec 2024 | 5,039,732 | $123K | 0.01% | ABS-MBS |
| 508 | Fannie Mae | 3136AGY22 | Dec 2024 | 1,203,010 | $118K | 0.01% | ABS-MBS |
| 509 | Government National Mortgage Association | 38378U8M2 | Dec 2024 | 119,468 | $116K | 0.01% | ABS-MBS |
| 510 | Fannie Mae | 3136A4WJ4 | Dec 2024 | 1,013,622 | $112K | 0.01% | ABS-MBS |
| 511 | SMB Private Education Loan Trust | 78449PAD1 | Dec 2024 | 115,000 | $110K | 0.01% | ABS-O |
| 512 | Freddie Mac | 3137A6WD0 | Dec 2024 | 183,907 | $109K | 0.01% | ABS-MBS |
| 513 | VStrong Auto Receivables Trust | 92891PAG8 | Dec 2024 | 105,000 | $106K | 0.01% | ABS-O |
| 514 | SLM Student Loan Trust | 78443CAN4 | Dec 2024 | 107,000 | $103K | 0.01% | ABS-O |
| 515 | JP Morgan Mortgage Trust | 46648UAQ7 | Dec 2024 | 8,612,717 | $102K | 0.01% | ABS-MBS |
| 516 | FHLMC Multifamily Structured Pass Through Certs. | 3137BTAE1 | Dec 2024 | 85,909,529 | $102K | 0.01% | ABS-MBS |
| 517 | FHLMC Multifamily Structured Pass Through Certs. | 3137BM7D2 | Dec 2024 | 34,004,440 | $99K | 0.01% | ABS-MBS |
| 518 | FHLMC Multifamily Structured Pass Through Certs. | 3137BSP98 | Dec 2024 | 7,891,511 | $94K | 0.01% | ABS-MBS |
| 519 | Government National Mortgage Association | 38378X4A6 | Dec 2024 | 6,732,124 | $93K | 0.01% | ABS-MBS |
| 520 | Fannie Mae | 3136ADQR3 | Dec 2024 | 1,223,434 | $88K | 0.01% | ABS-MBS |
| 521 | FHLMC Multifamily Structured Pass Through Certs. | 3137BPW39 | Dec 2024 | 6,720,256 | $87K | 0.01% | ABS-MBS |
| 522 | Government National Mortgage Association | 38376RVY9 | Dec 2024 | 92,068 | $87K | 0.01% | ABS-MBS |
| 523 | Government National Mortgage Association | 38379KBF4 | Dec 2024 | 3,218,275 | $87K | 0.01% | ABS-MBS |
| 524 | FHLMC Multifamily Structured Pass Through Certs. | 3137BSRG0 | Dec 2024 | 23,678,602 | $82K | 0.01% | ABS-MBS |
| 525 | Fanniemae Strip | 3136FET44 | Dec 2024 | 509,031 | $82K | 0.01% | ABS-MBS |
| 526 | Government National Mortgage Association | 38375BF31 | Dec 2024 | 84,772 | $82K | 0.01% | ABS-MBS |
| 527 | Fanniemae Strip | 3136FCQH2 | Dec 2024 | 470,658 | $80K | 0.01% | ABS-MBS |
| 528 | FHLMC Multifamily Structured Pass Through Certs. | 3137BMTY2 | Dec 2024 | 15,356,564 | $65K | 0.00% | ABS-MBS |
| 529 | Affirm Inc | 00834KAA5 | Dec 2024 | 63,504 | $64K | 0.00% | ABS-O |
| 530 | Freddie Mac | 31398QSU2 | Dec 2024 | 821,145 | $63K | 0.00% | ABS-MBS |
| 531 | Government National Mortgage Association | 38378N4L4 | Dec 2024 | 4,557,708 | $63K | 0.00% | ABS-MBS |
| 532 | Government National Mortgage Association | 38375B6D9 | Dec 2024 | 60,780 | $60K | 0.00% | ABS-MBS |
| 533 | Freddie Mac | 3137AFJS2 | Dec 2024 | 794,099 | $58K | 0.00% | ABS-MBS |
| 534 | Government National Mortgage Association | 38375BKE1 | Dec 2024 | 57,996 | $57K | 0.00% | ABS-MBS |
| 535 | Fannie Mae | 31398TKX8 | Dec 2024 | 64,158 | $56K | 0.00% | ABS-MBS |
| 536 | FHLMC Multifamily Structured Pass Through Certs. | 3137BN6H2 | Dec 2024 | 8,972,117 | $56K | 0.00% | ABS-MBS |
| 537 | Government National Mortgage Association | 38379KMF2 | Dec 2024 | 4,575,231 | $55K | 0.00% | ABS-MBS |
| 538 | Government National Mortgage Association | 38378XQX2 | Dec 2024 | 9,243,597 | $53K | 0.00% | ABS-MBS |
| 539 | Government National Mortgage Association | 38376RU38 | Dec 2024 | 1,294,023 | $53K | 0.00% | ABS-MBS |
| 540 | SLM Student Loan Trust | 78443CAK0 | Dec 2024 | 54,000 | $53K | 0.00% | ABS-O |
| 541 | Freddie Mac | 31397RC38 | Dec 2024 | 682,217 | $53K | 0.00% | ABS-MBS |
| 542 | Freddie Mac | 31397BRJ2 | Dec 2024 | 601,408 | $50K | 0.00% | ABS-MBS |
| 543 | Fannie Mae | 3136A36Q9 | Dec 2024 | 692,194 | $49K | 0.00% | ABS-MBS |
| 544 | Government National Mortgage Association | 38375BAM4 | Dec 2024 | 48,441 | $48K | 0.00% | ABS-MBS |
| 545 | Government National Mortgage Association | 38380QYD8 | Dec 2024 | 32,891,391 | $46K | 0.00% | ABS-MBS |
| 546 | Fanniemae Strip | 3136FC2P0 | Dec 2024 | 256,215 | $46K | 0.00% | ABS-MBS |
| 547 | Fannie Mae | 3136AJN51 | Dec 2024 | 597,819 | $44K | 0.00% | ABS-MBS |
| 548 | Government National Mortgage Association | 38378BWM7 | Dec 2024 | 4,825,871 | $43K | 0.00% | ABS-MBS |
| 549 | Government National Mortgage Association | 38378BR92 | Dec 2024 | 16,842,126 | $42K | 0.00% | ABS-MBS |
| 550 | Government National Mortgage Association | 38375BGP1 | Dec 2024 | 41,650 | $41K | 0.00% | ABS-MBS |
| 551 | Onslow Bay Financial LLC | 67448QAC5 | Dec 2024 | 41,317 | $41K | 0.00% | ABS-MBS |
| 552 | Government National Mortgage Association | 38375B4X7 | Dec 2024 | 1,702,511 | $39K | 0.00% | ABS-MBS |
| 553 | FHLMC Multifamily Structured Pass Through Certs. | 3137BWFX7 | Dec 2024 | 21,697,547 | $38K | 0.00% | ABS-MBS |
| 554 | Freddie Mac | 3137ATQQ8 | Dec 2024 | 717,137 | $38K | 0.00% | ABS-MBS |
| 555 | FHLMC Multifamily Structured Pass Through Certs. | 3137FKWZ5 | Dec 2024 | 37,653 | $38K | 0.00% | ABS-MBS |
| 556 | Government National Mortgage Association | 38378N8E6 | Dec 2024 | 3,231,247 | $36K | 0.00% | ABS-MBS |
| 557 | Government National Mortgage Association | 38379KPC6 | Dec 2024 | 2,579,190 | $35K | 0.00% | ABS-MBS |
| 558 | Government National Mortgage Association | 38379K2B3 | Dec 2024 | 8,877,435 | $34K | 0.00% | ABS-MBS |
| 559 | Fanniemae Strip | 3136FEU75 | Dec 2024 | 177,851 | $33K | 0.00% | ABS-MBS |
| 560 | Government National Mortgage Association | 38375BNF5 | Dec 2024 | 34,147 | $33K | 0.00% | ABS-MBS |
| 561 | Fanniemae Strip | 3136FCUJ3 | Dec 2024 | 192,334 | $33K | 0.00% | ABS-MBS |
| 562 | Fanniemae Strip | 3136FC2T2 | Dec 2024 | 164,658 | $33K | 0.00% | ABS-MBS |
| 563 | Government National Mortgage Association | 38378XFB2 | Dec 2024 | 2,062,615 | $30K | 0.00% | ABS-MBS |
| 564 | Government National Mortgage Association | 38375BHR6 | Dec 2024 | 29,669 | $29K | 0.00% | ABS-MBS |
| 565 | Government National Mortgage Association | 38375URS1 | Dec 2024 | 1,420,811 | $28K | 0.00% | ABS-MBS |
| 566 | Government National Mortgage Association | 38373MVS6 | Dec 2024 | 2,803,961 | $28K | 0.00% | ABS-MBS |
| 567 | Government National Mortgage Association | 38376RZL3 | Dec 2024 | 28,459 | $27K | 0.00% | ABS-MBS |
| 568 | Fanniemae Strip | 3136FA2F6 | Dec 2024 | 193,461 | $27K | 0.00% | ABS-MBS |
| 569 | Government National Mortgage Association | 38375B2R2 | Dec 2024 | 705,515 | $26K | 0.00% | ABS-MBS |
| 570 | Government National Mortgage Association | 38375BY89 | Dec 2024 | 27,033 | $26K | 0.00% | ABS-MBS |
| 571 | Freddie Mac | 3137F8R88 | Dec 2024 | 132,054 | $26K | 0.00% | ABS-MBS |
| 572 | Government National Mortgage Association | 38373MWF3 | Dec 2024 | 1,290,853 | $25K | 0.00% | ABS-MBS |
| 573 | Government National Mortgage Association | 38376GVB3 | Dec 2024 | 1,577,910 | $24K | 0.00% | ABS-MBS |
| 574 | Government National Mortgage Association | 38378BDB2 | Dec 2024 | 3,515,914 | $23K | 0.00% | ABS-MBS |
| 575 | Fanniemae Strip | 3136FAA75 | Dec 2024 | 182,887 | $23K | 0.00% | ABS-MBS |
| 576 | Fanniemae Strip | 3136FEM90 | Dec 2024 | 143,135 | $22K | 0.00% | ABS-MBS |
| 577 | SMB Private Education Loan Trust | 78449KAB6 | Dec 2024 | 22,332 | $22K | 0.00% | ABS-O |
| 578 | Government National Mortgage Association | 38375B7G1 | Dec 2024 | 269,977 | $22K | 0.00% | ABS-MBS |
| 579 | Government National Mortgage Association | 38380QS86 | Dec 2024 | 6,191,163 | $21K | 0.00% | ABS-MBS |
| 580 | Fanniemae Strip | 3136FC2R6 | Dec 2024 | 105,565 | $21K | 0.00% | ABS-MBS |
| 581 | Government National Mortgage Association | 38378NYK3 | Dec 2024 | 6,763,883 | $21K | 0.00% | ABS-MBS |
| 582 | Fanniemae Strip | 3136FC2S4 | Dec 2024 | 117,368 | $20K | 0.00% | ABS-MBS |
| 583 | Fanniemae Strip | 3136FC2M7 | Dec 2024 | 108,495 | $19K | 0.00% | ABS-MBS |
| 584 | Government National Mortgage Association | 38375BLN0 | Dec 2024 | 18,678 | $18K | 0.00% | ABS-MBS |
| 585 | Freddiemac Strip | 31282YDH9 | Dec 2024 | 137,365 | $18K | 0.00% | ABS-MBS |
| 586 | Government National Mortgage Association | 38375BNE8 | Dec 2024 | 17,888 | $18K | 0.00% | ABS-MBS |
| 587 | Fanniemae Strip | 3136FAZ94 | Dec 2024 | 124,500 | $17K | 0.00% | ABS-MBS |
| 588 | Government National Mortgage Association | 38382YHA4 | Dec 2024 | 1,246,731 | $16K | 0.00% | ABS-MBS |
| 589 | Fanniemae Strip | 3136FEN73 | Dec 2024 | 95,987 | $16K | 0.00% | ABS-MBS |
| 590 | FHLMC Multifamily Structured Pass Through Certs. | 3137FNB41 | Dec 2024 | 15,849 | $16K | 0.00% | ABS-MBS |
| 591 | Santander Bank Auto Credit-Linked Notes | 80290CAX2 | Dec 2024 | 15,624 | $16K | 0.00% | ABS-O |
| 592 | Fanniemae Strip | 3136FEY30 | Dec 2024 | 81,868 | $15K | 0.00% | ABS-MBS |
| 593 | Morgan Stanley Mortgage Loan Trust | 61745M4T7 | Dec 2024 | 16,231 | $14K | 0.00% | ABS-MBS |
| 594 | FHLMC Multifamily Structured Pass Through Certs. | 3137BKRK8 | Dec 2024 | 61,253,539 | $14K | 0.00% | ABS-MBS |
| 595 | Bankers Healthcare Group Securitization Trust | 08860DAA1 | Dec 2024 | 12,676 | $13K | 0.00% | ABS-O |
| 596 | Government National Mortgage Association | 38376RZR0 | Dec 2024 | 12,801 | $12K | 0.00% | ABS-MBS |
| 597 | Fanniemae Strip | 3136FEN24 | Dec 2024 | 70,892 | $11K | 0.00% | ABS-MBS |
| 598 | Freddie Mac | 3137H6RQ0 | Dec 2024 | 275,687 | $11K | 0.00% | ABS-MBS |
| 599 | Fanniemae Strip | 3136FEN81 | Dec 2024 | 56,847 | $10K | 0.00% | ABS-MBS |
| 600 | Fanniemae Strip | 3136FEV41 | Dec 2024 | 87,441 | $10K | 0.00% | ABS-MBS |
| 601 | Countrywide Asset-Backed Certificates | 126673TD4 | Dec 2024 | 8,980 | $9K | 0.00% | ABS-O |
| 602 | Government National Mortgage Association | 38376GHW3 | Dec 2024 | 219,635 | $9K | 0.00% | ABS-MBS |
| 603 | Government National Mortgage Association | 38375BWS7 | Dec 2024 | 108,112 | $8K | 0.00% | ABS-MBS |
| 604 | Government National Mortgage Association | 38376RCN4 | Dec 2024 | 8,053 | $8K | 0.00% | ABS-MBS |
| 605 | Fanniemae Strip | 3136FER46 | Dec 2024 | 115,195 | $7K | 0.00% | ABS-MBS |
| 606 | Fanniemae Strip | 3136FAB74 | Dec 2024 | 45,555 | $7K | 0.00% | ABS-MBS |
| 607 | Freddie Mac | 31394GGC1 | Dec 2024 | 43,853 | $6K | 0.00% | ABS-MBS |
| 608 | Government National Mortgage Association | 38376RFZ4 | Dec 2024 | 6,569 | $6K | 0.00% | ABS-MBS |
| 609 | Residential Accredit Loans, Inc. | 74922RAR1 | Dec 2024 | 9,312 | $5K | 0.00% | ABS-MBS |
| 610 | Government National Mortgage Association | 38375B7Q9 | Dec 2024 | 228,210 | $5K | 0.00% | ABS-MBS |
| 611 | Government National Mortgage Association | 38375BSF0 | Dec 2024 | 4,124 | $4K | 0.00% | ABS-MBS |
| 612 | Government National Mortgage Association | 38376GL32 | Dec 2024 | 489,862 | $3K | 0.00% | ABS-MBS |
| 613 | Fanniemae Strip | 3136FFPD5 | Dec 2024 | 16,709 | $3K | 0.00% | ABS-MBS |
| 614 | Fanniemae Strip | 3136FFTC3 | Dec 2024 | 12,689 | $3K | 0.00% | ABS-MBS |
| 615 | Fannie Mae | 31396KPJ5 | Dec 2024 | 27,206 | $3K | 0.00% | ABS-MBS |
| 616 | Government National Mortgage Association | 38376RKZ8 | Dec 2024 | 2,572 | $2K | 0.00% | ABS-MBS |
| 617 | Government National Mortgage Association | 38375BWZ1 | Dec 2024 | 1,832 | $2K | 0.00% | ABS-MBS |
| 618 | Government National Mortgage Association | 38376G3S7 | Dec 2024 | 1,417,151 | $2K | 0.00% | ABS-MBS |
| 619 | Government National Mortgage Association | 38378NHQ9 | Dec 2024 | 738,084 | $1K | 0.00% | ABS-MBS |
| 620 | Government National Mortgage Association | 38376RMB9 | Dec 2024 | 649 | $629 | 0.00% | ABS-MBS |
| 621 | Residential Accredit Loans, Inc. | 75115DAM7 | Dec 2024 | 804 | $460 | 0.00% | ABS-MBS |
| 622 | Government National Mortgage Association | 38373M8V5 | Dec 2024 | 3,702,488 | $291 | 0.00% | ABS-MBS |
| 623 | Government National Mortgage Association | 38378BRQ4 | Dec 2024 | 3,624,904 | $35 | 0.00% | ABS-MBS |
| 624 | FHLMC Multifamily Structured Pass Through Certs. | 3137BLME5 | Dec 2024 | 18,991,995 | $31 | 0.00% | ABS-MBS |
| 625 | Wells Fargo Commercial Mortgage Trust | 94989KAW3 | Dec 2024 | 30 | $30 | 0.00% | ABS-MBS |
| 626 | Government National Mortgage Association | 3620ACDL5 | Dec 2024 | 8 | $8 | 0.00% | ABS-MBS |
| 627 | Residential Accredit Loans, Inc. | 74922EAT6 | Dec 2024 | 112 | $0 | 0.00% | ABS-MBS |
| 628 | Chicago Board of Trade | 000000000 | Dec 2024 | 69 | $-259910 | -0.02% | DIR |
| 629 | Chicago Board of Trade | 000000000 | Dec 2024 | 133 | $-348357 | -0.02% | DIR |
| 630 | Chicago Board of Trade | 000000000 | Dec 2024 | 1,556 | $-1154626 | -0.08% | DIR |
| 631 | Chicago Board of Trade | 000000000 | Dec 2024 | 980 | $-1501880 | -0.10% | DIR |