SDIT Ultra Short Duration Bond Fund
SEI DAILY INCOME TRUST
+45
New
-64
Exited
662
Positions
| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | United States of America | 91282CGA3 | Jan 2024 | 6,115,000 | +2,550,000 | $6.0M | +69.3% | 2.83% | SN |
| 2 | N/A | N/A | Jan 2024 | 3,800,000 | +3,800,006 | $3.8M | -684.3% | 1.79% | RA |
| 3 | United States of America | 91282CAM3 | Apr 2024 | 3,555,000 | New | $3.3M | — | 1.56% | SN |
| 4 | N/A | 40588LE13 | Apr 2024 | 2,500,000 | New | $2.5M | — | 1.18% | ABS-APCP |
| 5 | United States of America | 91282CEU1 | Jan 2024 | 2,000,000 | — | $1.9M | -0.5% | 0.92% | SN |
| 6 | Freddie Mac | 3134GXMT8 | Jan 2024 | 1,775,000 | — | $1.7M | -0.0% | 0.81% | DBT |
| 7 | GE HEALTHCARE TECHNOLOGIES INC. | 36267VAB9 | Jan 2024 | 1,660,000 | -275,000 | $1.7M | -14.4% | 0.78% | DBT |
| 8 | Freddie Mac | 3134GXG24 | Jan 2024 | 1,680,000 | — | $1.7M | -0.2% | 0.78% | DBT |
| 9 | AerCap Ireland Capital Designated Activity Company | 00774MAU9 | Jan 2024 | 1,655,000 | — | $1.6M | +0.8% | 0.76% | DBT |
| 10 | MORGAN STANLEY | 61747YET8 | Apr 2024 | 1,610,000 | New | $1.6M | — | 0.75% | DBT |
| 11 | JPMORGAN CHASE & CO. | 46647PCZ7 | Apr 2024 | 1,605,000 | New | $1.6M | — | 0.74% | DBT |
| 12 | BANK OF AMERICA CORPORATION | 06051GJD2 | Jan 2024 | 1,615,000 | -200,000 | $1.5M | -10.6% | 0.72% | DBT |
| 13 | THE GOLDMAN SACHS GROUP, INC. | 38145GAM2 | Jan 2024 | 1,535,000 | — | $1.5M | -1.0% | 0.72% | DBT |
| 14 | CITIGROUP INC. | 172967NX5 | Apr 2024 | 1,395,000 | New | $1.4M | — | 0.66% | DBT |
| 15 | WELLS FARGO & COMPANY | 95000U2H5 | Jan 2024 | 1,410,000 | -200,000 | $1.4M | -11.9% | 0.65% | DBT |
| 16 | VERIZON COMMUNICATIONS INC. | 92343VCR3 | Jan 2024 | 1,380,000 | -300,000 | $1.4M | -17.4% | 0.64% | DBT |
| 17 | FORD CREDIT AUTO OWNER TRUST | 34531NAA4 | Jan 2024 | 1,400,000 | — | $1.4M | +0.3% | 0.64% | ABS-MBS |
| 18 | PRESTIGE AUTO RECEIVABLES TRUST | 74113GAG8 | Jan 2024 | 1,360,000 | — | $1.4M | -0.3% | 0.64% | ABS-MBS |
| 19 | T-MOBILE USA, INC. | 87264ABB0 | Apr 2024 | 1,360,000 | New | $1.3M | — | 0.63% | DBT |
| 20 | VERIZON MASTER TRUST | 92348KBC6 | Jan 2024 | 1,325,000 | — | $1.3M | -0.2% | 0.62% | ABS-MBS |
| 21 | ABBVIE INC. | 00287YBZ1 | Jan 2024 | 1,335,000 | -400,000 | $1.3M | -22.7% | 0.62% | DBT |
| 22 | SOUTHERN CALIFORNIA EDISON COMPANY | 842400JB0 | Apr 2024 | 1,315,000 | New | $1.3M | — | 0.62% | DBT |
| 23 | NEXTERA ENERGY CAPITAL HOLDINGS, INC. | 65339KBL3 | Jan 2024 | 1,300,000 | -300,000 | $1.3M | -18.6% | 0.61% | DBT |
| 24 | Pfizer Investment Enterprises Pte. Ltd. | 716973AA0 | Jan 2024 | 1,280,000 | -250,000 | $1.3M | -16.8% | 0.60% | DBT |
| 25 | Freddie Mac | 3134GXZ64 | Jan 2024 | 1,275,000 | — | $1.3M | -0.1% | 0.59% | DBT |
| 26 | HEWLETT PACKARD ENTERPRISE COMPANY | 42824CBL2 | Jan 2024 | 1,225,000 | -275,000 | $1.2M | -18.4% | 0.58% | DBT |
| 27 | LA BANQUE TORONTO-DOMINION | 891160TC7 | Apr 2024 | 1,215,000 | New | $1.2M | — | 0.56% | DBT |
| 28 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST | 108056AC6 | Jan 2024 | 1,180,000 | — | $1.2M | -0.5% | 0.56% | ABS-MBS |
| 29 | FORD MOTOR CREDIT COMPANY LLC | 345397XU2 | Jan 2024 | 1,220,000 | — | $1.2M | -0.3% | 0.56% | DBT |
| 30 | OCTANE RECEIVABLES TRUST | 67571CAB7 | Jan 2024 | 1,149,792 | -80,208 | $1.2M | -6.9% | 0.54% | ABS-MBS |
| 31 | Freddie Mac | 3134H1H71 | Apr 2024 | 1,140,000 | New | $1.1M | — | 0.54% | DBT |
| 32 | VMWARE LLC | 928563AH8 | Jan 2024 | 1,155,000 | -290,000 | $1.1M | -19.2% | 0.54% | DBT |
| 33 | CARMAX AUTO OWNER TRUST | 14317CAC6 | Jan 2024 | 1,109,590 | -230,186 | $1.1M | -17.1% | 0.51% | ABS-MBS |
| 34 | HCA INC. | 404119BQ1 | Apr 2024 | 1,075,000 | New | $1.1M | — | 0.50% | DBT |
| 35 | GENERAL MOTORS COMPANY | 37045VAV2 | Apr 2024 | 1,065,000 | New | $1.1M | — | 0.50% | DBT |
| 36 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 96042UAB7 | Jan 2024 | 1,065,735 | -96,265 | $1.1M | -8.5% | 0.50% | ABS-MBS |
| 37 | ONCOR ELECTRIC DELIVERY COMPANY LLC | 68233JBM5 | Jan 2024 | 1,065,000 | -275,000 | $1.1M | -19.9% | 0.50% | DBT |
| 38 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST | 107933AC7 | Jan 2024 | 1,060,000 | — | $1.1M | -0.4% | 0.50% | ABS-MBS |
| 39 | CommonSpirit Health | 20268JAA1 | Jan 2024 | 1,065,000 | — | $1.1M | +0.7% | 0.50% | DBT |
| 40 | CISCO SYSTEMS, INC. | 17275RBP6 | Apr 2024 | 1,025,000 | New | $1.0M | — | 0.48% | DBT |
| 41 | BANQUE ROYALE DU CANADA | 780082AM5 | Apr 2024 | 1,030,000 | New | $1.0M | — | 0.48% | DBT |
| 42 | United States of America | 1TUM24 | Jan 2024 | 5 | New | $1.0M | — | 0.48% | DIR |
| 43 | HYUNDAI CAPITAL AMERICA | 44891ABY2 | Jan 2024 | 1,030,000 | -220,000 | $1.0M | -16.7% | 0.48% | DBT |
| 44 | United States of America | 91282CHS3 | Apr 2024 | 1,000,000 | New | $1.0M | — | 0.47% | SN |
| 45 | LA BANQUE TORONTO-DOMINION | 89115A2A9 | Jan 2024 | 1,020,000 | -175,000 | $1.0M | -15.0% | 0.47% | DBT |
| 46 | United States of America | 912797HH3 | Apr 2024 | 1,000,000 | New | $1000K | — | 0.47% | DBT |
| 47 | Freddie Mac | 3134GXS88 | Jan 2024 | 1,000,000 | — | $989K | -0.3% | 0.47% | DBT |
| 48 | MMAF EQUIPMENT FINANCE LLC | 55318CAB0 | Jan 2024 | 995,000 | — | $989K | -0.6% | 0.47% | ABS-MBS |
| 49 | U.S. Bank National Association | 90331HPL1 | Jan 2024 | 995,000 | -250,000 | $970K | -19.8% | 0.46% | DBT |
| 50 | BPR TRUST | 05592AAA8 | Jan 2024 | 960,000 | — | $953K | +0.9% | 0.45% | ABS-MBS |
| 51 | Freddie Mac | 3134GXA61 | Jan 2024 | 950,000 | — | $941K | -0.2% | 0.44% | DBT |
| 52 | GLS AUTO RECEIVABLES TRUST | 36269HAC6 | Apr 2024 | 930,000 | New | $925K | — | 0.44% | ABS-MBS |
| 53 | ENTERPRISE FLEET FINANCING LLC | 29374LAB6 | Jan 2024 | 905,000 | — | $914K | -1.2% | 0.43% | ABS-MBS |
| 54 | United States of America | 91282CGU9 | Jan 2024 | 915,000 | -725,000 | $904K | -44.4% | 0.43% | SN |
| 55 | SAN ANTONIO TEX | 79623PQQ1 | Jan 2024 | 880,000 | — | $883K | -0.8% | 0.42% | DBT |
| 56 | VOLKSWAGEN AUTO LEASE TRUST | 92867UAB8 | Jan 2024 | 865,122 | -84,878 | $866K | -9.1% | 0.41% | ABS-MBS |
| 57 | Freddie Mac | 3134GXR63 | Jan 2024 | 860,000 | — | $847K | -0.7% | 0.40% | DBT |
| 58 | GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. | 39154TCH9 | Jan 2024 | 850,000 | — | $846K | -0.5% | 0.40% | ABS-MBS |
| 59 | GECU AUTO RECEIVABLES TRUST | 36169EAB6 | Jan 2024 | 833,033 | -151,967 | $834K | -15.4% | 0.39% | ABS-MBS |
| 60 | JOHN DEERE OWNER TRUST | 47787CAB9 | Jan 2024 | 825,000 | — | $825K | -0.3% | 0.39% | ABS-MBS |
| 61 | ATHENE GLOBAL FUNDING | 04685A2X8 | Jan 2024 | 825,000 | — | $825K | -0.1% | 0.39% | DBT |
| 62 | WESTLAKE FLOORING MASTER TRUST | 96043GAE1 | Apr 2024 | 830,000 | New | $825K | — | 0.39% | ABS-MBS |
| 63 | SBNA AUTO LEASE TRUST | 78436TAB2 | Jan 2024 | 817,890 | -252,110 | $821K | -23.8% | 0.39% | ABS-MBS |
| 64 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80286FAD5 | Jan 2024 | 825,000 | — | $815K | +0.2% | 0.38% | ABS-MBS |
| 65 | PRESTIGE AUTO RECEIVABLES TRUST | 74113VAC4 | Jan 2024 | 805,000 | — | $806K | -0.3% | 0.38% | ABS-MBS |
| 66 | HUNTINGTON AUTO TRUST | 446144AC1 | Apr 2024 | 805,000 | New | $804K | — | 0.38% | ABS-MBS |
| 67 | DEVON ENERGY CORPORATION | 25179MBC6 | Jan 2024 | 770,000 | -160,000 | $768K | -17.3% | 0.36% | DBT |
| 68 | NEUBERGER BERMAN CLO LTD | 64131JAL0 | Jan 2024 | 753,533 | -85,555 | $754K | -10.2% | 0.36% | ABS-CBDO |
| 69 | GENERAL MOTORS FINANCIAL COMPANY, INC. | 37045XDN3 | Jan 2024 | 750,000 | -1,420,000 | $751K | -65.4% | 0.35% | DBT |
| 70 | LAD AUTO RECEIVABLES TRUST | 501689AB9 | Apr 2024 | 745,000 | New | $743K | — | 0.35% | ABS-MBS |
| 71 | HPEFS EQUIPMENT TRUST | 403963AC5 | Jan 2024 | 740,000 | — | $735K | -0.7% | 0.35% | ABS-MBS |
| 72 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 959926AD8 | Jan 2024 | 715,000 | — | $716K | -0.2% | 0.34% | ABS-MBS |
| 73 | HYUNDAI AUTO LEASE SECURITIZATION TRUST | 44935VAB5 | Jan 2024 | 714,051 | -80,949 | $715K | -10.5% | 0.34% | ABS-MBS |
| 74 | Truist Financial Corporation | 89788MAH5 | Apr 2024 | 710,000 | New | $697K | — | 0.33% | DBT |
| 75 | PFS FINANCING CORP. | 69335PED3 | Jan 2024 | 700,000 | — | $690K | +1.2% | 0.33% | ABS-MBS |
| 76 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 96041CAC6 | Jan 2024 | 679,761 | -110,239 | $680K | -14.1% | 0.32% | ABS-MBS |
| 77 | BANQUE DE MONTREAL | 06368FAD1 | Jan 2024 | 675,000 | — | $674K | +0.7% | 0.32% | DBT |
| 78 | VERIZON MASTER TRUST | 92348KAS2 | Jan 2024 | 685,000 | — | $670K | -0.2% | 0.32% | ABS-MBS |
| 79 | CARMAX AUTO OWNER TRUST | 14319BAB8 | Jan 2024 | 669,085 | -110,915 | $669K | -14.3% | 0.32% | ABS-MBS |
| 80 | AMUR EQUIPMENT FINANCE RECEIVABLES LLC | 03237CAB8 | Jan 2024 | 655,000 | — | $651K | -0.7% | 0.31% | ABS-MBS |
| 81 | MADISON PARK FUNDING, LTD. | 55821TAA5 | Jan 2024 | 643,666 | -109,529 | $643K | -14.6% | 0.30% | ABS-CBDO |
| 82 | TD SYNNEX CORPORATION | 87162WAD2 | Jan 2024 | 650,000 | — | $641K | +1.0% | 0.30% | DBT |
| 83 | GTE AUTO RECEIVABLES TRUST | 362304AB3 | Jan 2024 | 629,369 | -212,567 | $629K | -25.2% | 0.30% | ABS-MBS |
| 84 | J.P. MORGAN MORTGAGE TRUST | 46643KAA9 | Jan 2024 | 636,194 | -77,232 | $604K | -11.3% | 0.28% | ABS-MBS |
| 85 | AVIS BUDGET RENTAL CAR FUNDING | 05377RFK5 | Jan 2024 | 615,000 | +400,000 | $602K | +183.4% | 0.28% | ABS-MBS |
| 86 | DAIMLER TRUCK FINANCE NORTH AMERICA LLC | 233853AE0 | Jan 2024 | 600,000 | — | $601K | +0.2% | 0.28% | DBT |
| 87 | GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C. | 39154TCB2 | Jan 2024 | 600,577 | -79,423 | $600K | -11.6% | 0.28% | ABS-MBS |
| 88 | MORGAN STANLEY CAPITAL I TRUST | 61691EAY1 | Jan 2024 | 624,389 | -46,597 | $599K | -7.8% | 0.28% | ABS-MBS |
| 89 | BX TRUST | 12434DAA0 | Jan 2024 | 600,000 | — | $591K | +0.3% | 0.28% | ABS-MBS |
| 90 | KUBOTA CREDIT OWNER TRUST | 500945AB6 | Jan 2024 | 591,058 | -58,942 | $590K | -9.4% | 0.28% | ABS-MBS |
| 91 | MORGAN STANLEY CAPITAL I TRUST | 61769JAX9 | Jan 2024 | 587,678 | -212,322 | $586K | -26.2% | 0.28% | ABS-MBS |
| 92 | CSAIL COMMERCIAL MORTGAGE TRUST | 12596GBA6 | Apr 2024 | 591,617 | New | $577K | — | 0.27% | ABS-MBS |
| 93 | DUNKIN BRANDS | 233046AK7 | Jan 2024 | 596,875 | -1,562 | $574K | -0.9% | 0.27% | ABS-MBS |
| 94 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80286MAE8 | Jan 2024 | 585,000 | — | $566K | -0.5% | 0.27% | ABS-MBS |
| 95 | M&T EQUIPTMENT LLC | 551925AA8 | Jan 2024 | 561,801 | -78,199 | $562K | -12.4% | 0.26% | ABS-MBS |
| 96 | CARMAX AUTO OWNER TRUST | 142921AB1 | Jan 2024 | 559,883 | -196,019 | $560K | -26.0% | 0.26% | ABS-MBS |
| 97 | MHC COMMERCIAL MORTGAGE TRUST | 55316VAC8 | Jan 2024 | 562,047 | -838,877 | $559K | -59.7% | 0.26% | ABS-MBS |
| 98 | UBS COMMERCIAL MORTGAGE TRUST | 90276RBC1 | Jan 2024 | 576,060 | -46,336 | $557K | -8.2% | 0.26% | ABS-MBS |
| 99 | NEWMONT CORPORATION | 65163LAN9 | Apr 2024 | 560,000 | New | $556K | — | 0.26% | DBT |
| 100 | CARMAX AUTO OWNER TRUST | 14318WAB3 | Jan 2024 | 555,000 | — | $553K | -0.4% | 0.26% | ABS-MBS |
| 101 | BX COMMERCIAL MORTGAGE TRUST | 05608WAG9 | Jan 2024 | 551,715 | -28,538 | $546K | -4.5% | 0.26% | ABS-MBS |
| 102 | Deutsche Bank AG (New York Branch) | 251526CN7 | Jan 2024 | 550,000 | — | $545K | +1.4% | 0.26% | DBT |
| 103 | WHEELS FLEET LEASE FUNDING LLC | 96328GAS6 | Jan 2024 | 545,000 | — | $545K | -0.4% | 0.26% | ABS-MBS |
| 104 | SBNA AUTO LEASE TRUST | 78414SAE4 | Jan 2024 | 545,000 | — | $543K | -0.7% | 0.26% | ABS-MBS |
| 105 | SANTANDER RETAIL AUTO LEASE TRUST | 80287CAE9 | Jan 2024 | 550,000 | — | $540K | +1.0% | 0.25% | ABS-MBS |
| 106 | MILL CITY MORTGAGE LOAN TRUST | 59980YAB1 | Jan 2024 | 563,283 | -30,495 | $539K | -6.3% | 0.25% | ABS-MBS |
| 107 | ELP COMMERCIAL MORTGAGE TRUST | 26863LAA2 | Jan 2024 | 529,384 | — | $524K | +0.4% | 0.25% | ABS-MBS |
| 108 | OCCU AUTO RECEIVABLES TRUST | 674921AB7 | Jan 2024 | 521,245 | -78,755 | $522K | -13.3% | 0.25% | ABS-MBS |
| 109 | NEUBERGER BERMAN CLO LTD | 64131QAJ9 | Jan 2024 | 521,307 | -42,663 | $522K | -7.4% | 0.25% | ABS-CBDO |
| 110 | TOYOTA AUTO RECEIVABLES OWNER TRUST | 89231FAB6 | Jan 2024 | 519,810 | -95,190 | $520K | -15.6% | 0.24% | ABS-MBS |
| 111 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST | 38013JAD5 | Apr 2024 | 525,000 | New | $519K | — | 0.24% | ABS-MBS |
| 112 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 96041AAC0 | Jan 2024 | 515,000 | — | $517K | -0.2% | 0.24% | ABS-MBS |
| 113 | APIDOS CLO | 03764DAH4 | Jan 2024 | 511,699 | -44,122 | $512K | -7.8% | 0.24% | ABS-CBDO |
| 114 | DEWOLF PARK CLO, LTD. | 25211AAE9 | Jan 2024 | 504,821 | -12,693 | $505K | -2.4% | 0.24% | ABS-CBDO |
| 115 | Sumitomo Mitsui Trust Bank, Limited | 86563VAX7 | Jan 2024 | 500,000 | — | $500K | +0.1% | 0.24% | DBT |
| 116 | LA BANQUE TORONTO-DOMINION | 89114TZF2 | Jan 2024 | 500,000 | — | $500K | +0.0% | 0.24% | DBT |
| 117 | TESLA ELECTRIC VEHICLE TRUST | 881943AB0 | Jan 2024 | 500,000 | — | $500K | -0.3% | 0.24% | ABS-MBS |
| 118 | EVERGREEN CREDIT CARD TRUST | 30023JBV9 | Jan 2024 | 500,000 | — | $499K | +0.3% | 0.23% | ABS-MBS |
| 119 | SOCIETE GENERALE SA | 83368RBN1 | Jan 2024 | 500,000 | — | $493K | -0.4% | 0.23% | DBT |
| 120 | NISSAN AUTO LEASE TRUST | 65481CAB0 | Jan 2024 | 495,000 | — | $492K | -0.7% | 0.23% | ABS-MBS |
| 121 | NATWEST MARKETS PLC | 63906YAC2 | Jan 2024 | 490,000 | — | $490K | +0.1% | 0.23% | DBT |
| 122 | JDE Peet's N.V. | 47216QAA1 | Jan 2024 | 500,000 | — | $489K | +1.1% | 0.23% | DBT |
| 123 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 96041AAG1 | Jan 2024 | 480,000 | — | $484K | -0.4% | 0.23% | ABS-MBS |
| 124 | DELL EQUIPMENT FINANCE TRUST | 24703GAB0 | Jan 2024 | 482,914 | -97,086 | $483K | -16.9% | 0.23% | ABS-MBS |
| 125 | THE WILLIAMS COMPANIES, INC. | 969457CH1 | Jan 2024 | 485,000 | — | $483K | -1.4% | 0.23% | DBT |
| 126 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST | 03066PAF6 | Jan 2024 | 500,000 | — | $479K | +0.7% | 0.23% | ABS-MBS |
| 127 | FORD CREDIT AUTO OWNER TRUST | 34532RAA4 | Jan 2024 | 480,000 | — | $472K | +0.1% | 0.22% | ABS-MBS |
| 128 | GCAT TRUST | 36168KAA5 | Jan 2024 | 605,059 | -17,475 | $471K | -5.9% | 0.22% | ABS-MBS |
| 129 | FIFTH THIRD BANK, NATIONAL ASSOCIATION | 31677QBT5 | Jan 2024 | 470,000 | — | $469K | -0.3% | 0.22% | DBT |
| 130 | FIRST INVESTORS AUTO OWNER TRUST | 32057KAA8 | Jan 2024 | 474,521 | -186,254 | $469K | -27.9% | 0.22% | ABS-MBS |
| 131 | DEXT ABS LLC | 25216CAB6 | Jan 2024 | 465,751 | -79,249 | $467K | -14.8% | 0.22% | ABS-MBS |
| 132 | PFS FINANCING CORP. | 69335PEK7 | Jan 2024 | 475,000 | — | $466K | -0.2% | 0.22% | ABS-MBS |
| 133 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST | 03066RAE5 | Jan 2024 | 492,000 | — | $464K | +0.3% | 0.22% | ABS-MBS |
| 134 | SODEXO, INC. | 833794AA8 | Jan 2024 | 500,000 | — | $462K | -0.6% | 0.22% | DBT |
| 135 | SANTANDER BANK, N.A. | 80290CBU7 | Jan 2024 | 460,171 | -85,150 | $461K | -15.9% | 0.22% | ABS-MBS |
| 136 | CARLYLE GLOBAL MARKET STRATEGIES CLO LTD | 14310MAW7 | Jan 2024 | 457,006 | -89,448 | $457K | -16.4% | 0.22% | ABS-CBDO |
| 137 | SREIT COMMERCIAL MORTGAGE TRUST | 78472UAC2 | Jan 2024 | 454,510 | — | $451K | +0.4% | 0.21% | ABS-MBS |
| 138 | ONEOK, INC. | 682680BH5 | Jan 2024 | 450,000 | — | $450K | -1.8% | 0.21% | DBT |
| 139 | MANUFACTURERS AND TRADERS TRUST COMPANY | 55279HAV2 | Jan 2024 | 460,000 | — | $448K | -1.3% | 0.21% | DBT |
| 140 | AUTOZONE, INC. | 053332BE1 | Jan 2024 | 450,000 | — | $447K | -1.2% | 0.21% | DBT |
| 141 | DAE FUNDING LLC | 23371DAJ3 | Jan 2024 | 450,000 | — | $444K | +1.3% | 0.21% | DBT |
| 142 | ALLY AUTO RECEIVABLES TRUST | 02007WAB4 | Jan 2024 | 441,410 | -136,145 | $442K | -23.6% | 0.21% | ABS-MBS |
| 143 | BOF URSA FUNDING TRUST | 07336MAA9 | Jan 2024 | 441,078 | -58,922 | $441K | -12.4% | 0.21% | ABS-MBS |
| 144 | TOWD POINT MORTGAGE TRUST | 89180FCD1 | Jan 2024 | 472,391 | -33,612 | $440K | -7.6% | 0.21% | ABS-MBS |
| 145 | CITIZENS AUTO RECEIVABLES TRUST | 17331KAB5 | Jan 2024 | 438,215 | -674,830 | $439K | -60.7% | 0.21% | ABS-MBS |
| 146 | CHARTER COMMUNICATIONS OPERATING, LLC | 161175CM4 | Jan 2024 | 425,000 | — | $426K | -1.9% | 0.20% | DBT |
| 147 | SOCIETE GENERALE SA | 83368RBF8 | Jan 2024 | 425,000 | — | $426K | +0.3% | 0.20% | DBT |
| 148 | COMMONWEALTH BANK OF AUSTRALIA | 2027A0KE8 | Jan 2024 | 425,000 | — | $425K | +0.2% | 0.20% | DBT |
| 149 | BAXTER INTERNATIONAL INC. | 071813DB2 | Jan 2024 | 425,000 | — | $425K | +0.1% | 0.20% | DBT |
| 150 | MACQUARIE GROUP LIMITED. | 55608JBB3 | Jan 2024 | 425,000 | — | $425K | +0.4% | 0.20% | DBT |
| 151 | THE PNC FINANCIAL SERVICES GROUP, INC. | 693475BH7 | Jan 2024 | 425,000 | — | $425K | -0.1% | 0.20% | DBT |
| 152 | LA BANQUE TORONTO-DOMINION | 89114TZH8 | Jan 2024 | 425,000 | — | $425K | +0.6% | 0.20% | DBT |
| 153 | WHEELS FLEET LEASE FUNDING LLC | 96328GBG1 | Jan 2024 | 420,000 | — | $423K | -0.6% | 0.20% | ABS-MBS |
| 154 | SCF EQUIPMENT LEASING LLC | 784024AB7 | Jan 2024 | 420,000 | — | $422K | -0.4% | 0.20% | ABS-MBS |
| 155 | BSPRT ISSUER, LTD. | 055983AA8 | Jan 2024 | 421,689 | -3,311 | $420K | -0.6% | 0.20% | ABS-CBDO |
| 156 | CREDIT AGRICOLE SA | 22534PAE3 | Jan 2024 | 420,000 | — | $420K | -1.8% | 0.20% | DBT |
| 157 | FIRSTKEY HOMES TRUST | 33767JAA0 | Jan 2024 | 449,331 | -15,952 | $420K | -3.4% | 0.20% | ABS-MBS |
| 158 | BX TRUST | 05608VAE6 | Jan 2024 | 421,444 | — | $417K | +0.1% | 0.20% | ABS-MBS |
| 159 | GRANITE PARK EQUIPMENT LEASING LLC | 387422AB4 | Jan 2024 | 415,000 | — | $416K | -0.5% | 0.20% | ABS-MBS |
| 160 | FIRST INVESTORS AUTO OWNER TRUST | 320986AA0 | Jan 2024 | 413,179 | -59,017 | $415K | -13.0% | 0.20% | ABS-MBS |
| 161 | MADISON PARK FUNDING, LTD. | 55818YBN0 | Jan 2024 | 410,570 | -65,508 | $411K | -13.8% | 0.19% | ABS-CBDO |
| 162 | FIFTH THIRD AUTO TRUST | 31680EAB7 | Jan 2024 | 410,487 | -84,513 | $411K | -17.1% | 0.19% | ABS-MBS |
| 163 | APIDOS CLO | 03764QBC5 | Jan 2024 | 405,376 | -71,244 | $406K | -14.9% | 0.19% | ABS-CBDO |
| 164 | MIAMI-DADE CNTY FLA AVIATION REV | 59333PV39 | Jan 2024 | 410,000 | — | $405K | +0.4% | 0.19% | DBT |
| 165 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80286YAB8 | Apr 2024 | 405,000 | New | $405K | — | 0.19% | ABS-MBS |
| 166 | CARMAX AUTO OWNER TRUST | 14318XAB1 | Jan 2024 | 400,000 | — | $401K | -0.5% | 0.19% | ABS-MBS |
| 167 | JPMORGAN CHASE & CO. | 46647PCG9 | Jan 2024 | 400,000 | — | $400K | +0.1% | 0.19% | DBT |
| 168 | Keybank National Association | 49327M3D4 | Jan 2024 | 400,000 | — | $400K | +0.6% | 0.19% | DBT |
| 169 | Banco Santander, S.A. | 05971KAM1 | Jan 2024 | 400,000 | — | $400K | +0.4% | 0.19% | DBT |
| 170 | Truist Financial Corporation | 89788MAF9 | Jan 2024 | 400,000 | — | $399K | +0.6% | 0.19% | DBT |
| 171 | OVINTIV INC. | 69047QAA0 | Jan 2024 | 400,000 | — | $399K | -0.8% | 0.19% | DBT |
| 172 | Spire Inc. | 84857LAC5 | Apr 2024 | 400,000 | New | $397K | — | 0.19% | DBT |
| 173 | CNH EQUIPMENT TRUST | 12664QAB0 | Jan 2024 | 395,236 | -243,129 | $395K | -38.1% | 0.19% | ABS-MBS |
| 174 | UBS AG LONDON BRANCH | 902674YK0 | Jan 2024 | 400,000 | — | $394K | +1.1% | 0.19% | DBT |
| 175 | PFS FINANCING CORP. | 69335PEE1 | Jan 2024 | 400,000 | — | $394K | +1.3% | 0.19% | ABS-MBS |
| 176 | PALMER SQUARE LOAN FUNDING LTD. | 69702HAA6 | Jan 2024 | 393,019 | -101,841 | $394K | -20.3% | 0.19% | ABS-CBDO |
| 177 | WESTERN MIDSTREAM OPERATING, LP | 958667AB3 | Jan 2024 | 400,000 | — | $391K | +0.3% | 0.18% | DBT |
| 178 | KKR FINANCIAL CLO, LTD. | 48252KAA7 | Jan 2024 | 390,211 | -40,349 | $390K | -9.3% | 0.18% | ABS-CBDO |
| 179 | MF1 LTD | 55284JAA7 | Jan 2024 | 387,465 | -12,535 | $385K | -3.2% | 0.18% | ABS-CBDO |
| 180 | CITIZENS AUTO RECEIVABLES TRUST | 17295FAB0 | Jan 2024 | 377,961 | -47,039 | $379K | -11.2% | 0.18% | ABS-MBS |
| 181 | THE CHARLES SCHWAB CORPORATION | 808513CG8 | Jan 2024 | 375,000 | — | $379K | -1.4% | 0.18% | DBT |
| 182 | ENTERPRISE FLEET FINANCING LLC | 29375NAB1 | Jan 2024 | 377,031 | -32,969 | $376K | -8.5% | 0.18% | ABS-MBS |
| 183 | AVIS BUDGET RENTAL CAR FUNDING | 05377RDQ4 | Jan 2024 | 385,000 | — | $376K | +0.5% | 0.18% | ABS-MBS |
| 184 | SPRINT LLC | 85207UAH8 | Jan 2024 | 375,000 | -1,300,000 | $375K | -77.7% | 0.18% | DBT |
| 185 | OCCIDENTAL PETROLEUM CORPORATION | 674599EB7 | Jan 2024 | 375,000 | — | $375K | -0.7% | 0.18% | DBT |
| 186 | Morgan Stanley Bank, National Association | 61690U7U8 | Jan 2024 | 375,000 | — | $375K | -1.1% | 0.18% | DBT |
| 187 | AFFIRM ASSET SECURITIZATION TRUST | 00834KAA5 | Jan 2024 | 371,472 | -150,449 | $373K | -28.8% | 0.18% | ABS-MBS |
| 188 | BX TRUST | 12433EAA9 | Jan 2024 | 375,000 | — | $372K | +0.1% | 0.18% | ABS-MBS |
| 189 | J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST | 46591HBK5 | Jan 2024 | 373,979 | -4,809 | $371K | +3.8% | 0.17% | ABS-MBS |
| 190 | MASTER CREDIT CARD TRUST II | 576339CJ2 | Jan 2024 | 370,000 | — | $369K | +1.2% | 0.17% | ABS-MBS |
| 191 | SEMPRA | 816851BQ1 | Jan 2024 | 370,000 | — | $368K | -1.7% | 0.17% | DBT |
| 192 | United States of America | 912797KM8 | Apr 2024 | 375,000 | New | $367K | — | 0.17% | DBT |
| 193 | OBX TRUST | 67115DAA0 | Jan 2024 | 446,134 | -7,874 | $362K | -3.1% | 0.17% | ABS-MBS |
| 194 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63942BAA2 | Jan 2024 | 409,797 | -24,144 | $355K | -7.3% | 0.17% | ABS-MBS |
| 195 | HPEFS EQUIPMENT TRUST | 403951AC0 | Jan 2024 | 355,000 | — | $354K | -0.3% | 0.17% | ABS-MBS |
| 196 | INTERNATIONAL FLAVORS & FRAGRANCES INC. | 459506AN1 | Jan 2024 | 375,000 | — | $351K | +0.4% | 0.17% | DBT |
| 197 | STANDARD CHARTERED PLC | 853254CQ1 | Jan 2024 | 350,000 | — | $351K | -1.4% | 0.17% | DBT |
| 198 | CITIGROUP INC. | 17327CAP8 | Jan 2024 | 350,000 | — | $351K | +0.4% | 0.17% | DBT |
| 199 | DANSKE BANK A/S | 23636ABF7 | Jan 2024 | 350,000 | — | $350K | -0.7% | 0.17% | DBT |
| 200 | MISSISSIPPI POWER COMPANY | 605417CC6 | Jan 2024 | 350,000 | — | $350K | +0.1% | 0.16% | DBT |
| 201 | AMERICAN EXPRESS COMPANY | 025816CV9 | Jan 2024 | 350,000 | — | $350K | +0.6% | 0.16% | DBT |
| 202 | AMERICAN ELECTRIC POWER COMPANY, INC. | 02557TAD1 | Jan 2024 | 350,000 | — | $349K | -1.1% | 0.16% | DBT |
| 203 | Freddie Mac | 3137A5R97 | Jan 2024 | 354,164 | -53,906 | $348K | -13.6% | 0.16% | DBT |
| 204 | ENTERPRISE FLEET FINANCING LLC | 29374JAB1 | Jan 2024 | 350,375 | -418,234 | $347K | -54.5% | 0.16% | ABS-MBS |
| 205 | WELLS FARGO & COMPANY | 94988J6H5 | Jan 2024 | 350,000 | — | $346K | -1.3% | 0.16% | DBT |
| 206 | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675FAZ0 | Jan 2024 | 350,000 | — | $346K | -1.0% | 0.16% | DBT |
| 207 | COLT MORTGAGE LOAN TRUST | 19688GAA1 | Jan 2024 | 428,580 | -10,693 | $345K | -2.4% | 0.16% | ABS-MBS |
| 208 | HYUNDAI AUTO RECEIVABLES TRUST | 44933XAB3 | Jan 2024 | 344,320 | -85,680 | $345K | -20.0% | 0.16% | ABS-MBS |
| 209 | BPCE SA | 05578AAZ1 | Jan 2024 | 345,000 | — | $344K | -0.0% | 0.16% | DBT |
| 210 | MILL CITY MORTGAGE LOAN TRUST | 59980CAA1 | Jan 2024 | 346,859 | +27,231 | $341K | +8.7% | 0.16% | ABS-MBS |
| 211 | BMO MORTGAGE TRUST | 05602QAU7 | Jan 2024 | 341,858 | -25,227 | $338K | -7.5% | 0.16% | ABS-MBS |
| 212 | CFCRE COMMERCIAL MORTGAGE TRUST | 12532CAY1 | Jan 2024 | 346,947 | -33,596 | $337K | -9.0% | 0.16% | ABS-MBS |
| 213 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 959926AB2 | Jan 2024 | 336,842 | -156,829 | $337K | -31.8% | 0.16% | ABS-MBS |
| 214 | CARLYLE GLOBAL MARKET STRATEGIES CLO LTD | 14311DBN5 | Jan 2024 | 335,125 | -39,011 | $336K | -10.5% | 0.16% | ABS-CBDO |
| 215 | BENEFIT STREET PARTNERS CLO LTD | 08179HAE0 | Jan 2024 | 332,649 | -74,867 | $333K | -18.4% | 0.16% | ABS-CBDO |
| 216 | DISCOVER CARD EXECUTION NOTE TRUST | 254683CS2 | Jan 2024 | 340,000 | — | $332K | -0.4% | 0.16% | ABS-MBS |
| 217 | COLT MORTGAGE LOAN TRUST | 19688KAA2 | Jan 2024 | 402,987 | -6,710 | $329K | -4.0% | 0.15% | ABS-MBS |
| 218 | HONDA AUTO RECEIVABLES OWNER TRUST | 437927AB2 | Jan 2024 | 326,661 | -92,062 | $326K | -22.1% | 0.15% | ABS-MBS |
| 219 | BANK OF AMERICA, NATIONAL ASSOCIATION | 06428CAC8 | Jan 2024 | 325,000 | — | $326K | -1.0% | 0.15% | DBT |
| 220 | JPMORGAN CHASE & CO. | 46647PCL8 | Jan 2024 | 325,000 | — | $325K | +0.1% | 0.15% | DBT |
| 221 | WELLS FARGO BANK, NATIONAL ASSOCIATION | 94988J6B8 | Jan 2024 | 325,000 | — | $325K | -1.0% | 0.15% | DBT |
| 222 | BANQUE DE MONTREAL | 06367WYQ0 | Jan 2024 | 325,000 | — | $325K | +0.0% | 0.15% | DBT |
| 223 | Mitsubishi UFJ Financial Group, Inc. | 606822CH5 | Jan 2024 | 325,000 | — | $324K | +0.1% | 0.15% | DBT |
| 224 | TAMPA ELECTRIC COMPANY | 875127BK7 | Jan 2024 | 325,000 | — | $324K | +0.3% | 0.15% | DBT |
| 225 | DAIMLER TRUCKS RETAIL TRUST | 233868AB4 | Jan 2024 | 323,356 | -56,644 | $324K | -15.0% | 0.15% | ABS-MBS |
| 226 | BANQUE NATIONALE DU CANADA | 63307A2P9 | Jan 2024 | 325,000 | — | $321K | +1.2% | 0.15% | DBT |
| 227 | AMERICAN EXPRESS COMPANY | 025816CY3 | Jan 2024 | 325,000 | — | $318K | -0.5% | 0.15% | DBT |
| 228 | SYMPHONY STATIC CLO LTD | 87190TAA1 | Jan 2024 | 318,073 | -57,814 | $318K | -15.4% | 0.15% | ABS-CBDO |
| 229 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST | 03066EAF1 | Jan 2024 | 321,136 | -192,678 | $318K | -37.2% | 0.15% | ABS-MBS |
| 230 | MMAF EQUIPMENT FINANCE LLC | 55317WAB7 | Jan 2024 | 316,349 | -23,651 | $317K | -7.3% | 0.15% | ABS-MBS |
| 231 | SG RESIDENTIAL MORTGAGE TRUST | 784212AA0 | Jan 2024 | 397,021 | -10,851 | $313K | -5.6% | 0.15% | ABS-MBS |
| 232 | HARLEY DAVIDSON MOTORCYCLE TRUST | 41285JAB4 | Jan 2024 | 312,499 | -145,021 | $312K | -31.7% | 0.15% | ABS-MBS |
| 233 | CITIZENS AUTO RECEIVABLES TRUST | 17331QAB2 | Jan 2024 | 310,000 | — | $309K | -0.4% | 0.15% | ABS-MBS |
| 234 | FORD CREDIT AUTO LEASE TRUST | 345290AB6 | Jan 2024 | 310,000 | — | $309K | -0.4% | 0.15% | ABS-MBS |
| 235 | CARVANA AUTO RECEIVABLES TRUST | 14687NAB6 | Jan 2024 | 308,230 | -95,298 | $309K | -23.7% | 0.15% | ABS-MBS |
| 236 | HSBC HOLDINGS PLC | 404280DQ9 | Jan 2024 | 300,000 | — | $307K | -1.5% | 0.14% | DBT |
| 237 | DANSKE BANK A/S | 23636ABE0 | Jan 2024 | 305,000 | — | $306K | -1.3% | 0.14% | DBT |
| 238 | VOYA CLO | 92916WAA7 | Jan 2024 | 305,220 | -75,969 | $306K | -19.8% | 0.14% | ABS-CBDO |
| 239 | CCG RECEIVABLES TRUST | 12512XAB9 | Jan 2024 | 304,645 | -50,447 | $305K | -14.7% | 0.14% | ABS-MBS |
| 240 | CHESAPEAKE FUNDING LLC | 165183CU6 | Jan 2024 | 304,635 | -24,780 | $304K | -8.0% | 0.14% | ABS-MBS |
| 241 | ABN AMRO Bank N.V. | 00084DBA7 | Jan 2024 | 300,000 | — | $303K | -1.3% | 0.14% | DBT |
| 242 | STANDARD CHARTERED PLC | 853254CL2 | Jan 2024 | 300,000 | — | $303K | -0.9% | 0.14% | DBT |
| 243 | LENDBUZZ SECURITIZATION TRUST | 525931AB7 | Jan 2024 | 297,213 | -2,787 | $300K | -1.2% | 0.14% | ABS-MBS |
| 244 | ILLUMINA, INC. | 452327AN9 | Jan 2024 | 300,000 | — | $299K | -1.2% | 0.14% | DBT |
| 245 | AT&T INC. | 00206RMP4 | Jan 2024 | 300,000 | — | $299K | -0.3% | 0.14% | DBT |
| 246 | NAVIENT PRIVATE EDUCATION LOAN TRUST | 63941HAA0 | Jan 2024 | 330,188 | -26,132 | $299K | -8.3% | 0.14% | ABS-MBS |
| 247 | Federal National Mortgage Association | 31418BXC5 | Jan 2024 | 316,435 | -18,502 | $298K | -7.4% | 0.14% | DBT |
| 248 | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING | 29449WAP2 | Jan 2024 | 300,000 | — | $298K | -0.9% | 0.14% | DBT |
| 249 | BRISTOL-MYERS SQUIBB COMPANY | 110122ED6 | Apr 2024 | 300,000 | New | $298K | — | 0.14% | DBT |
| 250 | BPCE SA | 05571AAT2 | Jan 2024 | 300,000 | — | $297K | -1.6% | 0.14% | DBT |
| 251 | CARMAX AUTO OWNER TRUST | 14318DAC3 | Jan 2024 | 300,000 | — | $297K | -0.8% | 0.14% | ABS-MBS |
| 252 | BENCHMARK MORTGAGE TRUST | 08162MAV0 | Jan 2024 | 320,000 | — | $296K | -3.4% | 0.14% | ABS-MBS |
| 253 | MANUFACTURERS AND TRADERS TRUST COMPANY | 55279HAT7 | Jan 2024 | 300,000 | — | $296K | -1.2% | 0.14% | DBT |
| 254 | DLLMT LLC | 232989AB9 | Jan 2024 | 294,563 | -70,437 | $295K | -19.3% | 0.14% | ABS-MBS |
| 255 | ANGEL OAK MORTGAGE TRUST | 03465HAA2 | Jan 2024 | 354,153 | -12,441 | $293K | -5.6% | 0.14% | ABS-MBS |
| 256 | GM FINANCIAL AUTOMOBILE LEASING TRUST | 362548AB5 | Jan 2024 | 291,731 | -112,215 | $291K | -27.8% | 0.14% | ABS-MBS |
| 257 | FREMF MORTGAGE TRUST | 30287TAN7 | Jan 2024 | 300,000 | — | $291K | -0.2% | 0.14% | ABS-MBS |
| 258 | Freddie Mac | 3137BLVK1 | Jan 2024 | 300,000 | — | $291K | -0.3% | 0.14% | DBT |
| 259 | CARVANA AUTO RECEIVABLES TRUST | 14687DAA0 | Jan 2024 | 303,672 | -48,113 | $291K | -13.6% | 0.14% | ABS-MBS |
| 260 | ONEMAIN DIRECT AUTO RECEIVABLES TRUST | 68267EAA2 | Jan 2024 | 293,817 | -21,183 | $290K | -6.5% | 0.14% | ABS-MBS |
| 261 | Element Fleet Management Corp. | 286181AM4 | Apr 2024 | 290,000 | New | $288K | — | 0.14% | DBT |
| 262 | VANTAGE DATA CENTERS ISSUER LLC | 92212KAA4 | Jan 2024 | 285,995 | -24,651 | $284K | -7.1% | 0.13% | ABS-MBS |
| 263 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST | 35104AAB4 | Jan 2024 | 282,675 | -55,974 | $283K | -16.9% | 0.13% | ABS-MBS |
| 264 | TESLA AUTO LEASE TRUST | 88167QAB2 | Jan 2024 | 277,646 | -32,354 | $278K | -10.6% | 0.13% | ABS-MBS |
| 265 | KENVUE INC. | 49177JAB8 | Jan 2024 | 275,000 | — | $275K | -0.8% | 0.13% | DBT |
| 266 | HUMANA INC. | 444859BW1 | Jan 2024 | 275,000 | — | $274K | -0.2% | 0.13% | DBT |
| 267 | AMGEN INC. | 031162DM9 | Jan 2024 | 275,000 | — | $274K | -0.6% | 0.13% | DBT |
| 268 | LSTAR COMMERCIAL MORTGAGE TRUST | 50219QAC8 | Jan 2024 | 273,403 | -12,219 | $273K | -3.8% | 0.13% | ABS-MBS |
| 269 | AMERICAN EXPRESS COMPANY | 025816DE6 | Jan 2024 | 275,000 | — | $273K | -0.7% | 0.13% | DBT |
| 270 | GLS AUTO SELECT RECEIVABLES TRUST | 36269EAB5 | Jan 2024 | 271,134 | -23,866 | $272K | -8.7% | 0.13% | ABS-MBS |
| 271 | MORGAN STANLEY | 61747YEZ4 | Jan 2024 | 275,000 | — | $272K | -1.3% | 0.13% | DBT |
| 272 | CVS HEALTH CORPORATION | 126650DS6 | Jan 2024 | 275,000 | — | $272K | -1.3% | 0.13% | DBT |
| 273 | BX COMMERCIAL MORTGAGE TRUST | 05609VAA3 | Jan 2024 | 275,000 | — | $272K | +0.3% | 0.13% | ABS-MBS |
| 274 | BANK OF AMERICA CORPORATION | 06051GLE7 | Jan 2024 | 275,000 | — | $272K | -1.1% | 0.13% | DBT |
| 275 | EDISON INTERNATIONAL | 281020AQ0 | Jan 2024 | 275,000 | — | $272K | +0.4% | 0.13% | DBT |
| 276 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 96043FAF0 | Jan 2024 | 275,000 | — | $270K | +1.1% | 0.13% | ABS-MBS |
| 277 | AFFIRM ASSET SECURITIZATION TRUST | 00834JAE0 | Jan 2024 | 265,000 | — | $266K | -0.1% | 0.13% | ABS-MBS |
| 278 | SANTANDER BANK, N.A. | 80290CAX2 | Jan 2024 | 265,441 | -109,466 | $265K | -29.0% | 0.12% | ABS-MBS |
| 279 | CIFC FUNDING LTD | 17180WAA3 | Jan 2024 | 261,718 | -23,530 | $262K | -8.5% | 0.12% | ABS-CBDO |
| 280 | CARRIER GLOBAL CORPORATION | 14448CBB9 | Apr 2024 | 260,000 | New | $260K | — | 0.12% | DBT |
| 281 | HYUNDAI AUTO LEASE SECURITIZATION TRUST | 44933VAD3 | Jan 2024 | 260,000 | — | $259K | -0.0% | 0.12% | ABS-MBS |
| 282 | CSMC TRUST | 12659PAA1 | Jan 2024 | 318,800 | -10,537 | $256K | -5.8% | 0.12% | ABS-MBS |
| 283 | ARES CAPITAL CORPORATION. | 04010LBE2 | Jan 2024 | 250,000 | — | $254K | -0.8% | 0.12% | DBT |
| 284 | Nationwide Building Society | 63861VAJ6 | Jan 2024 | 250,000 | — | $254K | -1.6% | 0.12% | DBT |
| 285 | WORLD OMNI SELECT AUTO TRUST | 98163UAB6 | Jan 2024 | 253,101 | -82,147 | $253K | -24.6% | 0.12% | ABS-MBS |
| 286 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64831TAA5 | Jan 2024 | 306,020 | -14,476 | $253K | -7.2% | 0.12% | ABS-MBS |
| 287 | AerCap Ireland Capital Designated Activity Company | 00774MBD6 | Jan 2024 | 250,000 | — | $252K | -1.5% | 0.12% | DBT |
| 288 | HYUNDAI CAPITAL AMERICA | 44891ACQ8 | Jan 2024 | 250,000 | — | $251K | -1.2% | 0.12% | DBT |
| 289 | THE GOLDMAN SACHS GROUP, INC. | 38141GYF5 | Jan 2024 | 250,000 | — | $250K | +0.1% | 0.12% | DBT |
| 290 | PENSKE TRUCK LEASING CO., L.P. | 709599BU7 | Jan 2024 | 250,000 | — | $250K | -0.9% | 0.12% | DBT |
| 291 | CITIGROUP INC. | 172967MW8 | Jan 2024 | 250,000 | — | $250K | +0.1% | 0.12% | DBT |
| 292 | PACIFIC LIFE GLOBAL FUNDING II | 6944PL2W8 | Jan 2024 | 250,000 | — | $250K | -1.7% | 0.12% | DBT |
| 293 | Cooperatieve Rabobank UA (New York Branch) | 21688AAW2 | Jan 2024 | 250,000 | — | $250K | -1.1% | 0.12% | DBT |
| 294 | The Huntington National Bank | 44644MAD3 | Jan 2024 | 250,000 | — | $250K | +0.8% | 0.12% | DBT |
| 295 | Citizens Bank, National Association | 75524KNQ3 | Jan 2024 | 250,000 | — | $249K | +0.4% | 0.12% | DBT |
| 296 | CREDIT SUISSE AG (NEW YORK BRANCH) | 22550L2J9 | Jan 2024 | 250,000 | — | $249K | +0.3% | 0.12% | DBT |
| 297 | BANQUE ROYALE DU CANADA | 78016FZZ0 | Jan 2024 | 250,000 | — | $249K | -1.5% | 0.12% | DBT |
| 298 | THE SHERWIN-WILLIAMS COMPANY | 824348BQ8 | Jan 2024 | 250,000 | — | $249K | +0.2% | 0.12% | DBT |
| 299 | CARVANA AUTO RECEIVABLES TRUST | 14687QAB9 | Apr 2024 | 249,000 | New | $249K | — | 0.12% | ABS-MBS |
| 300 | CAPITAL ONE FINANCIAL CORPORATION | 14040HCU7 | Jan 2024 | 250,000 | — | $247K | -0.6% | 0.12% | DBT |
| 301 | BX COMMERCIAL MORTGAGE TRUST | 05608KAA8 | Jan 2024 | 248,728 | -12,033 | $247K | -4.3% | 0.12% | ABS-MBS |
| 302 | Citizens Bank, National Association | 75524KQB3 | Jan 2024 | 250,000 | — | $247K | +0.3% | 0.12% | DBT |
| 303 | Morgan Stanley Bank, National Association | 61690U4T4 | Jan 2024 | 250,000 | — | $247K | -1.4% | 0.12% | DBT |
| 304 | CSMC TRUST | 12596XAA0 | Jan 2024 | 270,764 | -8,386 | $247K | -4.8% | 0.12% | ABS-MBS |
| 305 | BANQUE FEDERATIVE DU CREDIT MUTUEL SA | 06675DCD2 | Jan 2024 | 250,000 | — | $246K | -0.7% | 0.12% | DBT |
| 306 | SOFI CONSUMER LOAN PROGRAM LLC | 83407EAA2 | Jan 2024 | 244,689 | -181,726 | $245K | -42.6% | 0.12% | ABS-MBS |
| 307 | ENTERPRISE FLEET FINANCING LLC | 29375PAB6 | Jan 2024 | 245,000 | — | $243K | -1.3% | 0.11% | ABS-MBS |
| 308 | CSMC TRUST | 12660LAA7 | Jan 2024 | 294,091 | -9,582 | $241K | -3.6% | 0.11% | ABS-MBS |
| 309 | EXETER AUTOMOBILE RECEIVABLES TRUST | 30166DAB4 | Apr 2024 | 240,000 | New | $240K | — | 0.11% | ABS-MBS |
| 310 | MMAF EQUIPMENT FINANCE LLC | 60700KAD4 | Jan 2024 | 250,000 | — | $239K | +0.4% | 0.11% | ABS-MBS |
| 311 | GM FINANCIAL AUTOMOBILE LEASING TRUST | 379929AB8 | Jan 2024 | 236,029 | -57,173 | $236K | -19.6% | 0.11% | ABS-MBS |
| 312 | CIFC FUNDING LTD | 12548MBF1 | Jan 2024 | 235,758 | -41,855 | $236K | -15.1% | 0.11% | ABS-CBDO |
| 313 | FLAGSHIP CREDIT AUTO TRUST | 33846BAC8 | Jan 2024 | 234,341 | -47,665 | $234K | -17.1% | 0.11% | ABS-MBS |
| 314 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 29429CAE5 | Jan 2024 | 238,349 | -43,223 | $234K | -15.2% | 0.11% | ABS-MBS |
| 315 | CHASE MORTGAGE REFERENCE NOTES | 46591HBX7 | Jan 2024 | 238,702 | -4,768 | $233K | +2.8% | 0.11% | ABS-MBS |
| 316 | PRINCIPAL LIFE GLOBAL FUNDING II | 74256LEX3 | Jan 2024 | 235,000 | — | $233K | -1.8% | 0.11% | DBT |
| 317 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95001ABB1 | Jan 2024 | 240,982 | -19,885 | $232K | -8.3% | 0.11% | ABS-MBS |
| 318 | HPEFS EQUIPMENT TRUST | 44328UAB2 | Jan 2024 | 230,000 | — | $231K | -0.5% | 0.11% | ABS-MBS |
| 319 | KKR CLO LTD/LLC | 48250MAK3 | Jan 2024 | 229,758 | -34,278 | $230K | -12.9% | 0.11% | ABS-CBDO |
| 320 | TTAN MHC | 87303TAG2 | Jan 2024 | 230,880 | -1,747 | $229K | -0.4% | 0.11% | ABS-MBS |
| 321 | EXTENDED STAY AMERICA TRUST | 30227FAE0 | Jan 2024 | 228,564 | -454 | $228K | +0.5% | 0.11% | ABS-MBS |
| 322 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST | 03067BAB5 | Jan 2024 | 227,737 | -71,066 | $228K | -23.9% | 0.11% | ABS-MBS |
| 323 | BARCLAYS PLC | 06738EBL8 | Jan 2024 | 235,000 | — | $228K | +0.1% | 0.11% | DBT |
| 324 | COREBRIDGE FINANCIAL, INC. | 21871XAB5 | Jan 2024 | 230,000 | — | $225K | +0.1% | 0.11% | DBT |
| 325 | NEXTERA ENERGY CAPITAL HOLDINGS, INC. | 65339KBS8 | Jan 2024 | 225,000 | — | $225K | -0.9% | 0.11% | DBT |
| 326 | CONSUMERS SECURITIZATION FUNDING LLC | 21071BAA3 | Jan 2024 | 225,000 | — | $224K | -0.8% | 0.11% | DBT |
| 327 | SOLVENTUM CORPORATION | 83444MAA9 | Apr 2024 | 225,000 | New | $223K | — | 0.11% | DBT |
| 328 | BANK OF AMERICA AUTO TRUST | 06054YAB3 | Jan 2024 | 220,000 | — | $220K | -0.4% | 0.10% | ABS-MBS |
| 329 | Federal National Mortgage Association | 31418CNQ3 | Jan 2024 | 230,512 | -8,352 | $219K | -5.8% | 0.10% | DBT |
| 330 | DELL EQUIPMENT FINANCE TRUST | 24702EAB6 | Jan 2024 | 215,000 | — | $215K | -0.5% | 0.10% | ABS-MBS |
| 331 | IMPERIAL FUND MORTGAGE TRUST | 452764AA1 | Jan 2024 | 254,212 | -9,659 | $214K | -5.3% | 0.10% | ABS-MBS |
| 332 | LCM LTD. | 50188YAE4 | Jan 2024 | 213,303 | -99,839 | $214K | -31.8% | 0.10% | ABS-CBDO |
| 333 | DLLAD LLC | 233258AB8 | Jan 2024 | 213,984 | -48,006 | $213K | -18.3% | 0.10% | ABS-MBS |
| 334 | O'Reilly Automotive, Inc. | 67103HAM9 | Jan 2024 | 210,000 | — | $211K | -1.8% | 0.10% | DBT |
| 335 | BANK OF AMERICA AUTO TRUST | 06428AAB4 | Jan 2024 | 209,847 | -69,801 | $210K | -25.0% | 0.10% | ABS-MBS |
| 336 | Federal National Mortgage Association | 3136AKQM8 | Jan 2024 | 207,419 | -98,648 | $207K | -31.8% | 0.10% | DBT |
| 337 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST | 36267KAB3 | Jan 2024 | 206,356 | -54,491 | $206K | -21.0% | 0.10% | ABS-MBS |
| 338 | ENTERPRISE FLEET FINANCING LLC | 29374GAB7 | Jan 2024 | 206,251 | -27,729 | $206K | -12.3% | 0.10% | ABS-MBS |
| 339 | CARMAX AUTO OWNER TRUST | 14319EAC0 | Apr 2024 | 205,000 | New | $205K | — | 0.10% | ABS-MBS |
| 340 | OBX TRUST | 670857AA9 | Jan 2024 | 262,504 | -4,386 | $204K | -3.9% | 0.10% | ABS-MBS |
| 341 | CPS AUTO RECEIVABLES TRUST | 12598VAA2 | Jan 2024 | 203,749 | -42,630 | $204K | -17.4% | 0.10% | ABS-MBS |
| 342 | VFI ABS LLC | 92555QAA6 | Jan 2024 | 199,917 | -74,140 | $200K | -27.4% | 0.09% | ABS-MBS |
| 343 | NEXTERA ENERGY CAPITAL HOLDINGS, INC. | 65339KBP4 | Jan 2024 | 200,000 | — | $200K | -0.6% | 0.09% | DBT |
| 344 | BAYER US FINANCE LLC | 07274EAH6 | Jan 2024 | 200,000 | — | $200K | -1.3% | 0.09% | DBT |
| 345 | THE PNC FINANCIAL SERVICES GROUP, INC. | 693475BQ7 | Jan 2024 | 200,000 | — | $200K | -0.5% | 0.09% | DBT |
| 346 | LLOYDS BANKING GROUP PLC | 53944YAZ6 | Jan 2024 | 200,000 | — | $198K | -1.5% | 0.09% | DBT |
| 347 | CARMAX AUTO OWNER TRUST | 14318DAB5 | Jan 2024 | 195,147 | -117,210 | $195K | -37.5% | 0.09% | ABS-MBS |
| 348 | USAA AUTO OWNER TRUST | 90291VAB6 | Jan 2024 | 194,671 | -20,329 | $195K | -9.6% | 0.09% | ABS-MBS |
| 349 | VOYA CLO | 92912VAY1 | Jan 2024 | 194,108 | -69,392 | $194K | -26.2% | 0.09% | ABS-CBDO |
| 350 | DLLAD LLC | 233262AC8 | Jan 2024 | 200,012 | -44,780 | $194K | -18.1% | 0.09% | ABS-MBS |
| 351 | Federal National Mortgage Association | 3136AQHL7 | Jan 2024 | 199,624 | -848 | $194K | -0.6% | 0.09% | DBT |
| 352 | COLT MORTGAGE LOAN TRUST | 19685WAA9 | Jan 2024 | 241,155 | -7,562 | $191K | -4.1% | 0.09% | ABS-MBS |
| 353 | AUXILIOR TERM FUNDING LLC | 05335JAB9 | Jan 2024 | 190,000 | — | $190K | -0.6% | 0.09% | ABS-MBS |
| 354 | SFS AUTO RECEIVABLES SECURITIZATION TRUST | 78435VAB8 | Jan 2024 | 190,000 | — | $189K | -0.5% | 0.09% | ABS-MBS |
| 355 | STARWOOD MORTGAGE RESIDENTIAL TRUST | 85573JAA4 | Jan 2024 | 235,210 | -7,380 | $187K | -6.0% | 0.09% | ABS-MBS |
| 356 | LAD AUTO RECEIVABLES TRUST | 50168BAB4 | Jan 2024 | 185,482 | -75,309 | $186K | -28.9% | 0.09% | ABS-MBS |
| 357 | MHP COMMERCIAL MORTGAGE TRUST | 55293DAA9 | Jan 2024 | 186,881 | — | $185K | +0.5% | 0.09% | ABS-MBS |
| 358 | GCAT TRUST | 36168AAA7 | Jan 2024 | 201,042 | -13,612 | $184K | -7.4% | 0.09% | ABS-MBS |
| 359 | DT AUTO OWNER TRUST | 23345WAA3 | Jan 2024 | 181,970 | -42,873 | $182K | -19.2% | 0.09% | ABS-MBS |
| 360 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST | 107933AB9 | Jan 2024 | 180,000 | — | $180K | -0.0% | 0.08% | ABS-MBS |
| 361 | ENTERPRISE FLEET FINANCING LLC | 29375RAB2 | Apr 2024 | 180,000 | New | $180K | — | 0.08% | ABS-MBS |
| 362 | COREBRIDGE GLOBAL FUNDING | 00138CAU2 | Jan 2024 | 180,000 | — | $179K | -1.8% | 0.08% | DBT |
| 363 | THE PNC FINANCIAL SERVICES GROUP, INC. | 693475BT1 | Jan 2024 | 175,000 | — | $179K | -1.7% | 0.08% | DBT |
| 364 | CARBONE CLO | 141312AA6 | Jan 2024 | 178,747 | -23,606 | $179K | -11.6% | 0.08% | ABS-CBDO |
| 365 | ANGEL OAK MORTGAGE TRUST | 03465CAA3 | Jan 2024 | 211,983 | -5,991 | $176K | -4.9% | 0.08% | ABS-MBS |
| 366 | Nutrien Ltd. | 67077MAZ1 | Jan 2024 | 175,000 | — | $175K | -0.2% | 0.08% | DBT |
| 367 | JOHN DEERE OWNER TRUST | 47800CAB2 | Jan 2024 | 175,074 | -59,088 | $175K | -25.2% | 0.08% | ABS-MBS |
| 368 | ENTERPRISE FLEET FINANCING LLC | 29375CAB5 | Jan 2024 | 174,954 | -23,589 | $175K | -12.3% | 0.08% | ABS-MBS |
| 369 | FLAGSHIP CREDIT AUTO TRUST | 33843EAC5 | Jan 2024 | 174,477 | -46,391 | $174K | -21.0% | 0.08% | ABS-MBS |
| 370 | DLLAA LLC | 23292HAB7 | Jan 2024 | 172,534 | -27,466 | $173K | -14.0% | 0.08% | ABS-MBS |
| 371 | CONNECTICUT AVENUE SECURITIES | 30711XCT9 | Jan 2024 | 162,582 | -13,714 | $171K | -8.9% | 0.08% | DBT |
| 372 | NEXTGEAR FLOORPLAN MASTER OWNER TRUST | 65341KBT2 | Jan 2024 | 175,000 | — | $170K | +0.0% | 0.08% | ABS-MBS |
| 373 | CARVANA AUTO RECEIVABLES TRUST | 14686RAA0 | Jan 2024 | 169,479 | -42,664 | $170K | -20.3% | 0.08% | ABS-MBS |
| 374 | EXETER AUTOMOBILE RECEIVABLES TRUST | 30168CAC2 | Jan 2024 | 170,000 | — | $170K | +0.0% | 0.08% | ABS-MBS |
| 375 | ATHENE GLOBAL FUNDING | 04685A3S8 | Apr 2024 | 170,000 | New | $170K | — | 0.08% | DBT |
| 376 | DT AUTO OWNER TRUST | 23346CAA6 | Jan 2024 | 168,674 | -63,437 | $169K | -27.4% | 0.08% | ABS-MBS |
| 377 | BHG SECURITIZATION TRUST | 054977AA1 | Jan 2024 | 171,190 | -54,049 | $169K | -23.5% | 0.08% | ABS-MBS |
| 378 | DT AUTO OWNER TRUST | 23346KAA8 | Jan 2024 | 167,872 | -77,042 | $168K | -31.4% | 0.08% | ABS-MBS |
| 379 | MARLETTE FUNDING TRUST | 57109RAA8 | Jan 2024 | 167,460 | -77,019 | $168K | -31.5% | 0.08% | ABS-MBS |
| 380 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64830BAA5 | Jan 2024 | 179,739 | -8,984 | $167K | -6.7% | 0.08% | ABS-MBS |
| 381 | GOLDENTREE LOAN MANAGEMENT US CLO LTD | 38136MAU2 | Jan 2024 | 166,075 | -74,841 | $166K | -31.1% | 0.08% | ABS-CBDO |
| 382 | IMPERIAL FUND MORTGAGE TRUST | 452762AA5 | Jan 2024 | 199,850 | -3,844 | $166K | -2.1% | 0.08% | ABS-MBS |
| 383 | CENTERPOINT ENERGY, INC. | 15189TAZ0 | Jan 2024 | 163,000 | — | $163K | +0.0% | 0.08% | DBT |
| 384 | ANGEL OAK MORTGAGE TRUST | 03465EAA9 | Jan 2024 | 196,869 | -5,964 | $163K | -5.2% | 0.08% | ABS-MBS |
| 385 | CIFC FUNDING LTD | 12550MAJ9 | Jan 2024 | 160,852 | -58,875 | $161K | -26.8% | 0.08% | ABS-CBDO |
| 386 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95000XAD9 | Jan 2024 | 166,423 | -14,610 | $160K | -8.5% | 0.08% | ABS-MBS |
| 387 | GCAT TRUST | 36167HAA3 | Jan 2024 | 194,896 | -2,633 | $159K | -3.0% | 0.07% | ABS-MBS |
| 388 | VERUS SECURITIZATION TRUST | 92537QAE1 | Jan 2024 | 183,238 | -14,018 | $159K | -8.1% | 0.07% | ABS-MBS |
| 389 | CFMT TRUST | 12529UAF7 | Jan 2024 | 161,777 | -35,752 | $159K | -17.3% | 0.07% | ABS-MBS |
| 390 | NISSAN AUTO RECEIVABLES OWNER TRUST | 65480WAB7 | Jan 2024 | 155,849 | -54,631 | $156K | -26.0% | 0.07% | ABS-MBS |
| 391 | IMPERIAL FUND MORTGAGE TRUST | 452761AA7 | Jan 2024 | 192,721 | -7,005 | $154K | -5.9% | 0.07% | ABS-MBS |
| 392 | BRAVO RESIDENTIAL FUNDING TRUST | 105690AA9 | Jan 2024 | 169,116 | -11,948 | $154K | -7.7% | 0.07% | ABS-MBS |
| 393 | MHP COMMERCIAL MORTGAGE TRUST | 55293BAB1 | Jan 2024 | 155,000 | — | $154K | +0.2% | 0.07% | ABS-MBS |
| 394 | TAPESTRY, INC. | 876030AB3 | Jan 2024 | 150,000 | — | $152K | -0.7% | 0.07% | DBT |
| 395 | CPS AUTO RECEIVABLES TRUST | 12664WAA9 | Jan 2024 | 151,928 | -42,535 | $152K | -22.0% | 0.07% | ABS-MBS |
| 396 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80288AAB8 | Jan 2024 | 149,687 | -5,313 | $150K | -3.5% | 0.07% | ABS-MBS |
| 397 | CARMAX AUTO OWNER TRUST | 14314QAC8 | Jan 2024 | 151,671 | -73,404 | $150K | -32.2% | 0.07% | ABS-MBS |
| 398 | FHF TRUST | 30327CAA4 | Jan 2024 | 150,416 | -27,109 | $148K | -15.3% | 0.07% | ABS-MBS |
| 399 | CSMC TRUST | 12657LAA2 | Jan 2024 | 187,723 | -1,767 | $148K | +0.6% | 0.07% | ABS-MBS |
| 400 | VERUS SECURITIZATION TRUST | 92538DAA7 | Jan 2024 | 169,524 | -12,099 | $148K | -6.8% | 0.07% | ABS-MBS |
| 401 | TESLA AUTO LEASE TRUST | 88167PAB4 | Jan 2024 | 147,680 | -27,233 | $148K | -15.7% | 0.07% | ABS-MBS |
| 402 | MARLETTE FUNDING TRUST | 57109LAA1 | Jan 2024 | 147,906 | -77,514 | $148K | -34.3% | 0.07% | ABS-MBS |
| 403 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST | 96042XAB1 | Jan 2024 | 145,820 | -73,696 | $146K | -33.6% | 0.07% | ABS-MBS |
| 404 | SANTANDER BANK, N.A. | 80290CBF0 | Jan 2024 | 141,830 | -32,662 | $142K | -18.6% | 0.07% | ABS-MBS |
| 405 | MORGAN STANLEY CAPITAL I TRUST | 61691NAC9 | Apr 2024 | 147,643 | New | $142K | — | 0.07% | ABS-MBS |
| 406 | LCM LTD. | 52111PAF8 | Jan 2024 | 141,021 | -76,919 | $141K | -35.2% | 0.07% | ABS-CBDO |
| 407 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST | 14043KAD7 | Jan 2024 | 140,967 | -54,801 | $141K | -28.0% | 0.07% | ABS-MBS |
| 408 | TRK TRUST | 89688WAA9 | Jan 2024 | 165,847 | -7,196 | $141K | -6.2% | 0.07% | ABS-MBS |
| 409 | VERUS SECURITIZATION TRUST | 92538BAA1 | Jan 2024 | 154,799 | -12,080 | $139K | -7.9% | 0.07% | ABS-MBS |
| 410 | COLT MORTGAGE LOAN TRUST | 19688EAA6 | Jan 2024 | 168,622 | -10,128 | $136K | -7.7% | 0.06% | ABS-MBS |
| 411 | ARI FLEET LEASE TRUST | 00218KAB9 | Apr 2024 | 135,000 | New | $134K | — | 0.06% | ABS-MBS |
| 412 | MFA TRUST | 55283WAA9 | Jan 2024 | 154,718 | -5,486 | $132K | -3.9% | 0.06% | ABS-MBS |
| 413 | NISSAN AUTO LEASE TRUST | 65473FAB3 | Jan 2024 | 130,772 | -30,339 | $131K | -18.9% | 0.06% | ABS-MBS |
| 414 | DLLST LLC | 23346HAB3 | Jan 2024 | 130,000 | — | $130K | -0.4% | 0.06% | ABS-MBS |
| 415 | TOWD POINT MORTGAGE TRUST | 89175VAA1 | Jan 2024 | 133,704 | -11,429 | $129K | -8.2% | 0.06% | ABS-MBS |
| 416 | GLS AUTO RECEIVABLES TRUST | 36266XAB6 | Jan 2024 | 128,204 | -108,638 | $128K | -45.9% | 0.06% | ABS-MBS |
| 417 | SFS AUTO RECEIVABLES SECURITIZATION TRUST | 78398AAB9 | Jan 2024 | 127,678 | -36,675 | $128K | -22.5% | 0.06% | ABS-MBS |
| 418 | MARLETTE FUNDING TRUST | 57110PAA9 | Jan 2024 | 127,443 | -85,548 | $127K | -40.2% | 0.06% | ABS-MBS |
| 419 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17324DAV6 | Jan 2024 | 128,438 | -34,185 | $127K | -21.0% | 0.06% | ABS-MBS |
| 420 | OZLM FUNDING LTD | 67107FBL0 | Jan 2024 | 124,853 | -28,025 | $125K | -18.4% | 0.06% | ABS-CBDO |
| 421 | CARVANA AUTO RECEIVABLES TRUST | 14688NAB5 | Apr 2024 | 125,000 | New | $125K | — | 0.06% | ABS-MBS |
| 422 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST | 108056AB8 | Jan 2024 | 124,165 | -45,835 | $124K | -27.0% | 0.06% | ABS-MBS |
| 423 | CARMAX AUTO OWNER TRUST | 14316NAC3 | Jan 2024 | 125,565 | -89,098 | $124K | -41.1% | 0.06% | ABS-MBS |
| 424 | ANGEL OAK MORTGAGE TRUST | 03465LAA3 | Jan 2024 | 136,052 | -7,897 | $124K | -7.3% | 0.06% | ABS-MBS |
| 425 | CARVANA AUTO RECEIVABLES TRUST | 14687RAB7 | Jan 2024 | 123,224 | -1,776 | $123K | -1.7% | 0.06% | ABS-MBS |
| 426 | LENDBUZZ SECURITIZATION TRUST | 52607BAA1 | Jan 2024 | 125,021 | -36,804 | $122K | -22.2% | 0.06% | ABS-MBS |
| 427 | Federal National Mortgage Association | 3136A6TC8 | Jan 2024 | 121,785 | -32,255 | $120K | -20.9% | 0.06% | DBT |
| 428 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 94989MAB5 | Jan 2024 | 117,758 | — | $115K | +0.3% | 0.05% | ABS-MBS |
| 429 | AFFIRM ASSET SECURITIZATION TRUST | 00834BAA5 | Apr 2024 | 115,000 | New | $114K | — | 0.05% | ABS-MBS |
| 430 | AMUR EQUIPMENT FINANCE RECEIVABLES LLC | 03236XAB3 | Jan 2024 | 114,230 | -15,899 | $114K | -12.4% | 0.05% | ABS-MBS |
| 431 | OCP CLO LTD | 67102SAL8 | Jan 2024 | 110,458 | -14,583 | $110K | -11.7% | 0.05% | ABS-CBDO |
| 432 | ARI FLEET LEASE TRUST | 04033GAB3 | Jan 2024 | 110,000 | — | $110K | -0.8% | 0.05% | ABS-MBS |
| 433 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST | 35105NAB5 | Jan 2024 | 109,931 | -56,638 | $110K | -34.0% | 0.05% | ABS-MBS |
| 434 | CARVANA AUTO RECEIVABLES TRUST | 14687GAC9 | Jan 2024 | 116,848 | -13,919 | $109K | -10.8% | 0.05% | ABS-MBS |
| 435 | ANGEL OAK MORTGAGE TRUST | 03464XAL4 | Jan 2024 | 117,634 | -3,599 | $108K | -4.2% | 0.05% | ABS-MBS |
| 436 | AQUA FINANCE TRUST | 03842VAA5 | Jan 2024 | 120,899 | -9,574 | $108K | -7.9% | 0.05% | ABS-MBS |
| 437 | GS MORTGAGE SECURITIES TRUST | 36251PAE4 | Jan 2024 | 110,837 | -15,023 | $108K | -11.9% | 0.05% | ABS-MBS |
| 438 | CPS AUTO RECEIVABLES TRUST | 22411CAA8 | Jan 2024 | 107,823 | -22,177 | $108K | -17.2% | 0.05% | ABS-MBS |
| 439 | WORLD OMNI AUTO RECEIVABLE TRUST | 98164CAC3 | Jan 2024 | 110,273 | -32,388 | $108K | -22.2% | 0.05% | ABS-MBS |
| 440 | TOWD POINT MORTGAGE TRUST | 89173UAA5 | Jan 2024 | 109,698 | -6,682 | $105K | -6.3% | 0.05% | ABS-MBS |
| 441 | MFA TRUST | 55283FAA6 | Jan 2024 | 112,780 | -4,458 | $102K | -4.5% | 0.05% | ABS-MBS |
| 442 | LAD AUTO RECEIVABLES TRUST | 501687AA5 | Jan 2024 | 100,621 | -21,545 | $100K | -17.7% | 0.05% | ABS-MBS |
| 443 | ELLINGTON FINANCIAL MORTGAGE TRUST | 31572LAA4 | Jan 2024 | 127,264 | -2,967 | $100K | -5.4% | 0.05% | ABS-MBS |
| 444 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST | 02530EAA2 | Jan 2024 | 99,649 | -51,020 | $100K | -33.9% | 0.05% | ABS-MBS |
| 445 | Freddie Mac | 3137BCZG6 | Jan 2024 | 102,157 | -17,007 | $99K | -14.3% | 0.05% | DBT |
| 446 | VERUS SECURITIZATION TRUST | 92538FAA2 | Jan 2024 | 116,326 | -6,937 | $99K | -7.3% | 0.05% | ABS-MBS |
| 447 | BBCMS TRUST | 05552AAY4 | Jan 2024 | 100,287 | -40,267 | $99K | -28.2% | 0.05% | ABS-MBS |
| 448 | MILL CITY MORTGAGE LOAN TRUST | 59982HAC4 | Jan 2024 | 105,694 | -5,493 | $98K | -5.8% | 0.05% | ABS-MBS |
| 449 | COLT MORTGAGE LOAN TRUST | 19688DAA8 | Jan 2024 | 113,571 | -2,451 | $98K | -4.0% | 0.05% | ABS-MBS |
| 450 | DLLST LLC | 23292GAC7 | Jan 2024 | 95,209 | -108,553 | $95K | -53.1% | 0.04% | ABS-MBS |
| 451 | CPS AUTO RECEIVABLES TRUST | 12664LAA3 | Jan 2024 | 94,415 | -70,694 | $94K | -42.8% | 0.04% | ABS-MBS |
| 452 | STARWOOD MORTGAGE RESIDENTIAL TRUST | 85573GAA0 | Jan 2024 | 106,955 | -5,434 | $93K | -6.6% | 0.04% | ABS-MBS |
| 453 | FLAGSHIP CREDIT AUTO TRUST | 33844WAC4 | Jan 2024 | 90,671 | -97,118 | $90K | -51.4% | 0.04% | ABS-MBS |
| 454 | THE PNC FINANCIAL SERVICES GROUP, INC. | 693475BV6 | Jan 2024 | 90,000 | — | $89K | -1.7% | 0.04% | DBT |
| 455 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80287HAC2 | Jan 2024 | 88,685 | -81,929 | $89K | -47.9% | 0.04% | ABS-MBS |
| 456 | Federal National Mortgage Association | 3138L8QB3 | Jan 2024 | 90,097 | -523 | $88K | -0.5% | 0.04% | DBT |
| 457 | PRPM LLC | 69360GAA1 | Jan 2024 | 96,987 | -2,786 | $86K | -5.3% | 0.04% | ABS-MBS |
| 458 | BRAVO RESIDENTIAL FUNDING TRUST | 10569TAA6 | Jan 2024 | 96,675 | -4,500 | $84K | -5.1% | 0.04% | ABS-MBS |
| 459 | VERUS SECURITIZATION TRUST | 92538EAA5 | Jan 2024 | 91,324 | -5,243 | $80K | -6.3% | 0.04% | ABS-MBS |
| 460 | GCAT TRUST | 36167TAA7 | Jan 2024 | 96,574 | -4,229 | $80K | -3.4% | 0.04% | ABS-MBS |
| 461 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64830CAA3 | Jan 2024 | 87,601 | -4,395 | $80K | -7.5% | 0.04% | ABS-MBS |
| 462 | CITIGROUP MORTGAGE LOAN TRUST INC | 17326UAA2 | Jan 2024 | 82,576 | -3,260 | $79K | -4.7% | 0.04% | ABS-MBS |
| 463 | MORGAN STANLEY CAPITAL I TRUST | 61767YAW0 | Jan 2024 | 82,006 | -5,142 | $79K | -6.9% | 0.04% | ABS-MBS |
| 464 | VERUS SECURITIZATION TRUST | 92537QAA9 | Jan 2024 | 91,615 | -7,009 | $79K | -8.1% | 0.04% | ABS-MBS |
| 465 | MFA TRUST | 552747AA5 | Jan 2024 | 84,365 | -11,985 | $78K | -11.6% | 0.04% | ABS-MBS |
| 466 | Federal National Mortgage Association | 3136AAL29 | Jan 2024 | 84,838 | -3,353 | $78K | -5.0% | 0.04% | DBT |
| 467 | N/A | 62955UAA6 | Jan 2024 | 78,074 | -31,022 | $78K | -27.0% | 0.04% | ABS-MBS |
| 468 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64828MAA5 | Jan 2024 | 79,852 | -2,707 | $74K | -5.2% | 0.03% | ABS-MBS |
| 469 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 94989YBA0 | Jan 2024 | 75,320 | -15,181 | $74K | -16.9% | 0.03% | ABS-MBS |
| 470 | ARROYO MORTGAGE TRUST | 04285AAA3 | Jan 2024 | 79,858 | -3,740 | $73K | -5.1% | 0.03% | ABS-MBS |
| 471 | PROSPER MARKETPLACE ISSUANCE TRUST | 74390NAA0 | Jan 2024 | 72,876 | -25,771 | $73K | -26.2% | 0.03% | ABS-MBS |
| 472 | COLT TRUST | 12656GAA4 | Jan 2024 | 82,756 | -1,349 | $73K | -3.3% | 0.03% | ABS-MBS |
| 473 | Federal National Mortgage Association | 3138YWKF3 | Jan 2024 | 75,490 | -5,210 | $71K | -8.2% | 0.03% | DBT |
| 474 | J.P. MORGAN MORTGAGE TRUST | 46650AAD5 | Jan 2024 | 71,105 | -4,157 | $69K | -4.7% | 0.03% | ABS-MBS |
| 475 | HYUNDAI AUTO LEASE SECURITIZATION TRUST | 44933VAB7 | Jan 2024 | 67,636 | -59,157 | $68K | -46.6% | 0.03% | ABS-MBS |
| 476 | CPS AUTO RECEIVABLES TRUST | 223928AA0 | Jan 2024 | 67,032 | -19,750 | $67K | -22.8% | 0.03% | ABS-MBS |
| 477 | ANGEL OAK MORTGAGE TRUST | 03464LAA4 | Jan 2024 | 72,265 | -4,152 | $67K | -6.1% | 0.03% | ABS-MBS |
| 478 | CARVANA AUTO RECEIVABLES TRUST | 14688GAB0 | Jan 2024 | 66,763 | -21,786 | $67K | -24.7% | 0.03% | ABS-MBS |
| 479 | ONEMAIN FINANCIAL ISSUANCE TRUST | 68269CAA4 | Jan 2024 | 66,964 | -51,260 | $67K | -43.2% | 0.03% | ABS-MBS |
| 480 | BRAVO RESIDENTIAL FUNDING TRUST | 10569EAA9 | Jan 2024 | 70,634 | -9,465 | $65K | -12.0% | 0.03% | ABS-MBS |
| 481 | EXETER AUTOMOBILE RECEIVABLES TRUST | 30166TAB9 | Jan 2024 | 60,541 | -45,714 | $61K | -43.0% | 0.03% | ABS-MBS |
| 482 | COLT MORTGAGE LOAN TRUST | 12656YAA5 | Jan 2024 | 69,640 | -3,259 | $60K | -6.4% | 0.03% | ABS-MBS |
| 483 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80285XAB1 | Jan 2024 | 59,166 | -38,128 | $59K | -39.2% | 0.03% | ABS-MBS |
| 484 | MMAF EQUIPMENT FINANCE LLC | 55317JAC4 | Jan 2024 | 61,191 | -12,530 | $59K | -16.8% | 0.03% | ABS-MBS |
| 485 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST | 24381WAA6 | Jan 2024 | 68,832 | -2,154 | $58K | -5.3% | 0.03% | ABS-MBS |
| 486 | TOWD POINT MORTGAGE TRUST | 89169EAA7 | Jan 2024 | 57,008 | -12,291 | $58K | -17.3% | 0.03% | ABS-MBS |
| 487 | BWAY MORTGAGE TRUST | 05604FAA3 | Jan 2024 | 58,946 | -15,779 | $58K | -20.8% | 0.03% | ABS-MBS |
| 488 | Freddie Mac | 3128MMTB9 | Apr 2024 | 59,904 | New | $57K | — | 0.03% | DBT |
| 489 | COLUMBIA PIPELINES HOLDING COMPANY LLC | 19828AAA5 | Jan 2024 | 55,000 | — | $55K | -1.9% | 0.03% | DBT |
| 490 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64831EAA8 | Jan 2024 | 60,702 | -4,213 | $55K | -7.6% | 0.03% | ABS-MBS |
| 491 | HILTON GRAND VACATIONS TRUST | 43285HAA6 | Jan 2024 | 57,375 | -5,084 | $54K | -8.2% | 0.03% | ABS-MBS |
| 492 | VERUS SECURITIZATION TRUST | 92538LAA9 | Jan 2024 | 55,934 | -7,967 | $53K | -12.3% | 0.02% | ABS-MBS |
| 493 | CHESAPEAKE FUNDING LLC | 165183CT9 | Jan 2024 | 52,588 | -20,437 | $53K | -27.9% | 0.02% | ABS-MBS |
| 494 | DEXT ABS LLC | 23345CAA7 | Jan 2024 | 52,577 | -20,199 | $52K | -27.3% | 0.02% | ABS-MBS |
| 495 | TRICOLOR AUTO SECURITIZATION TRUST | 89616KAA2 | Jan 2024 | 51,674 | -30,840 | $52K | -37.4% | 0.02% | ABS-MBS |
| 496 | GMACM MORTGAGE LOAN TRUST | 36185MBJ0 | Jan 2024 | 63,236 | — | $51K | +1.8% | 0.02% | ABS-MBS |
| 497 | GM FINANCIAL AUTOMOBILE LEASING TRUST | 362541AB0 | Jan 2024 | 51,141 | -52,165 | $51K | -50.5% | 0.02% | ABS-MBS |
| 498 | ENTERPRISE FLEET FINANCING LLC | 29374FAB9 | Jan 2024 | 51,097 | -7,677 | $50K | -13.4% | 0.02% | ABS-MBS |
| 499 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46644YAW0 | Jan 2024 | 50,668 | -8,886 | $50K | -14.9% | 0.02% | ABS-MBS |
| 500 | ANGEL OAK MORTGAGE TRUST | 034651AA7 | Jan 2024 | 54,492 | -8,043 | $50K | -13.3% | 0.02% | ABS-MBS |
| 501 | MFA TRUST | 552757AA4 | Jan 2024 | 54,847 | -3,045 | $49K | -4.6% | 0.02% | ABS-MBS |
| 502 | GCAT TRUST | 36166RAA2 | Jan 2024 | 54,073 | -1,699 | $49K | -3.7% | 0.02% | ABS-MBS |
| 503 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST | 02529YAA1 | Jan 2024 | 49,062 | -34,342 | $49K | -41.2% | 0.02% | ABS-MBS |
| 504 | FHF TRUST | 30322JAA4 | Jan 2024 | 48,430 | -13,963 | $47K | -21.9% | 0.02% | ABS-MBS |
| 505 | BRAVO RESIDENTIAL FUNDING TRUST | 105699AA0 | Jan 2024 | 49,523 | -3,014 | $47K | -6.0% | 0.02% | ABS-MBS |
| 506 | BUNKER HILL LOAN DEPOSITARY TRUST | 12062RAA8 | Jan 2024 | 48,889 | -5,149 | $47K | -9.7% | 0.02% | ABS-MBS |
| 507 | WESTLAKE FLOORING MASTER TRUST | 96043GAA9 | Apr 2024 | 45,000 | New | $45K | — | 0.02% | ABS-MBS |
| 508 | BHG SECURITIZATION TRUST | 08860DAA1 | Jan 2024 | 44,857 | -15,968 | $45K | -26.1% | 0.02% | ABS-MBS |
| 509 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 61764XBG9 | Jan 2024 | 45,044 | -16,692 | $45K | -26.8% | 0.02% | ABS-MBS |
| 510 | LAD AUTO RECEIVABLES TRUST | 501683AA4 | Jan 2024 | 44,648 | -40,409 | $44K | -47.3% | 0.02% | ABS-MBS |
| 511 | METLIFE SECURITIZATION TRUST | 59166BAA9 | Jan 2024 | 47,803 | -4,041 | $44K | -9.3% | 0.02% | ABS-MBS |
| 512 | CARVANA AUTO RECEIVABLES TRUST | 14686KAC1 | Jan 2024 | 46,934 | -5,823 | $44K | -11.1% | 0.02% | ABS-MBS |
| 513 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST | 24380VAA9 | Jan 2024 | 47,278 | -2,376 | $44K | -5.2% | 0.02% | ABS-MBS |
| 514 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64830UAA3 | Jan 2024 | 45,418 | -5,502 | $43K | -11.0% | 0.02% | ABS-MBS |
| 515 | ENTERPRISE FLEET FINANCING LLC | 29374YAB8 | Jan 2024 | 42,152 | -27,239 | $42K | -38.9% | 0.02% | ABS-MBS |
| 516 | TOWD POINT MORTGAGE TRUST | 89175JAA8 | Jan 2024 | 43,507 | -3,580 | $42K | -8.0% | 0.02% | ABS-MBS |
| 517 | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST | 02530UAA6 | Jan 2024 | 41,352 | -75,859 | $41K | -64.7% | 0.02% | ABS-MBS |
| 518 | STARWOOD MORTGAGE RESIDENTIAL TRUST | 85573HAA8 | Jan 2024 | 45,999 | -2,011 | $41K | -5.0% | 0.02% | ABS-MBS |
| 519 | PARAGON MORTGAGES PLC | 69913BAB2 | Jan 2024 | 40,118 | -1,546 | $39K | -3.5% | 0.02% | ABS-MBS |
| 520 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES | 92925CDQ2 | Jan 2024 | 44,232 | -1,399 | $39K | -3.7% | 0.02% | ABS-MBS |
| 521 | GS MORTGAGE SECURITIES TRUST | 36252AAD8 | Jan 2024 | 38,316 | -15,076 | $38K | -28.1% | 0.02% | ABS-MBS |
| 522 | MFA TRUST | 552754AA1 | Jan 2024 | 40,578 | -4,208 | $38K | -10.3% | 0.02% | ABS-MBS |
| 523 | SYMPHONY CLO, LTD. | 87154GAS4 | Jan 2024 | 37,500 | -37,500 | $37K | -50.0% | 0.02% | ABS-CBDO |
| 524 | CREDIT ACCEPTANCE AUTO LOAN TRUST | 22535GAA0 | Jan 2024 | 37,347 | -55,226 | $37K | -59.4% | 0.02% | ABS-MBS |
| 525 | GSR MORTGAGE LOAN TRUST | 362341FH7 | Jan 2024 | 68,457 | -13 | $36K | +0.1% | 0.02% | ABS-MBS |
| 526 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST | 46643TBB7 | Jan 2024 | 36,356 | -40,206 | $36K | -52.3% | 0.02% | ABS-MBS |
| 527 | VERUS SECURITIZATION TRUST | 92537MAA8 | Jan 2024 | 37,260 | -4,131 | $36K | -10.5% | 0.02% | ABS-MBS |
| 528 | Federal National Mortgage Association | 3138EQCQ3 | Apr 2024 | 35,718 | New | $34K | — | 0.02% | DBT |
| 529 | ELLINGTON FINANCIAL MORTGAGE TRUST | 31574XAA6 | Jan 2024 | 38,542 | -764 | $32K | -4.0% | 0.01% | ABS-MBS |
| 530 | AFFIRM ASSET SECURITIZATION TRUST | 00834TAA6 | Jan 2024 | 32,124 | -14,184 | $31K | -30.4% | 0.01% | ABS-MBS |
| 531 | ELLINGTON FINANCIAL MORTGAGE TRUST | 31573WAA9 | Jan 2024 | 34,222 | -1,510 | $31K | -4.7% | 0.01% | ABS-MBS |
| 532 | GSR MORTGAGE LOAN TRUST | 3622N6AA7 | Jan 2024 | 56,017 | -201 | $31K | -0.7% | 0.01% | ABS-MBS |
| 533 | BARINGS CLO LTD | 06760PAC5 | Jan 2024 | 30,454 | -51,653 | $30K | -62.9% | 0.01% | ABS-CBDO |
| 534 | RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED | 74958TAB9 | Jan 2024 | 41,224 | -729 | $30K | -2.4% | 0.01% | ABS-MBS |
| 535 | IMPAC CMB TRUST | 45254NRG4 | Jan 2024 | 31,056 | -981 | $28K | -3.6% | 0.01% | ABS-MBS |
| 536 | MILL CITY MORTGAGE LOAN TRUST | 59980VAA9 | Jan 2024 | 28,513 | -3,196 | $28K | -10.2% | 0.01% | ABS-MBS |
| 537 | COLT MORTGAGE LOAN TRUST | 12597QAA4 | Jan 2024 | 28,986 | -3,517 | $27K | -10.1% | 0.01% | ABS-MBS |
| 538 | STARWOOD MORTGAGE RESIDENTIAL TRUST | 85573MAA7 | Jan 2024 | 26,696 | -3,006 | $25K | -9.1% | 0.01% | ABS-MBS |
| 539 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64828EAA3 | Jan 2024 | 27,407 | -375 | $25K | -3.1% | 0.01% | ABS-MBS |
| 540 | CITIGROUP MORTGAGE LOAN TRUST INC | 17307G6K9 | Jan 2024 | 32,863 | -1,092 | $24K | -4.9% | 0.01% | ABS-MBS |
| 541 | VERUS SECURITIZATION TRUST | 92537KAA2 | Jan 2024 | 25,254 | -2,957 | $24K | -10.7% | 0.01% | ABS-MBS |
| 542 | MORTGAGEIT TRUST | 61915RAU0 | Jan 2024 | 25,152 | -1,721 | $24K | -7.0% | 0.01% | ABS-MBS |
| 543 | TOWD POINT MORTGAGE TRUST | 89176EAA8 | Jan 2024 | 23,803 | -2,763 | $23K | -10.6% | 0.01% | ABS-MBS |
| 544 | J.P. MORGAN MORTGAGE TRUST | 46630UAA2 | Jan 2024 | 26,644 | -1,325 | $22K | -7.3% | 0.01% | ABS-MBS |
| 545 | RESIDENTIAL MORTGAGE LOAN TRUST | 76119CAA9 | Jan 2024 | 23,308 | -1,143 | $22K | -4.9% | 0.01% | ABS-MBS |
| 546 | BEAR STEARNS ARM TRUST | 07387ADJ1 | Jan 2024 | 24,037 | -1,217 | $22K | -4.9% | 0.01% | ABS-MBS |
| 547 | ANGEL OAK MORTGAGE TRUST | 03464RAA1 | Jan 2024 | 22,859 | -1,733 | $21K | -7.9% | 0.01% | ABS-MBS |
| 548 | Federal National Mortgage Association | 3136AYP31 | Jan 2024 | 21,559 | -81 | $21K | -0.3% | 0.01% | DBT |
| 549 | GLS AUTO RECEIVABLES TRUST | 38014QAB2 | Jan 2024 | 20,881 | -30,155 | $21K | -59.0% | 0.01% | ABS-MBS |
| 550 | AFFIRM ASSET SECURITIZATION TRUST | 00834HAA2 | Jan 2024 | 20,267 | -16,419 | $20K | -44.6% | 0.01% | ABS-MBS |
| 551 | MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST | 59025JAB1 | Jan 2024 | 33,160 | -6,997 | $20K | -21.1% | 0.01% | ABS-MBS |
| 552 | VERUS SECURITIZATION TRUST | 92536PAA2 | Jan 2024 | 19,028 | -1,092 | $18K | -6.2% | 0.01% | ABS-MBS |
| 553 | ACCREDITED MORTGAGE LOAN TRUST | 004375CA7 | Jan 2024 | 17,927 | -1,914 | $18K | -9.7% | 0.01% | ABS-MBS |
| 554 | BA MORTGAGE SECURITIES INCORPORATED | 05949CCA2 | Jan 2024 | 19,351 | -1,970 | $18K | -9.7% | 0.01% | ABS-MBS |
| 555 | MARLETTE FUNDING TRUST | 57109NAA7 | Jan 2024 | 17,452 | -27,472 | $17K | -61.1% | 0.01% | ABS-MBS |
| 556 | CNH EQUIPMENT TRUST | 12663JAB7 | Jan 2024 | 16,978 | -23,727 | $17K | -58.2% | 0.01% | ABS-MBS |
| 557 | DONLEN FLEET LEASE FUNDING 2 | 257812AD9 | Jan 2024 | 16,552 | -67,766 | $17K | -80.2% | 0.01% | ABS-MBS |
| 558 | ELLINGTON FINANCIAL MORTGAGE TRUST | 31573TAA6 | Jan 2024 | 17,596 | -1,010 | $16K | -6.0% | 0.01% | ABS-MBS |
| 559 | AFFIRM ASSET SECURITIZATION TRUST | 00834CAA3 | Jan 2024 | 15,826 | -34,130 | $16K | -68.2% | 0.01% | ABS-MBS |
| 560 | IMPAC CMB TRUST | 45254NNP8 | Jan 2024 | 15,007 | -425 | $13K | -3.5% | 0.01% | ABS-MBS |
| 561 | FCI FUNDING LIMITED | 30260GAA4 | Jan 2024 | 13,252 | -5,525 | $13K | -28.7% | 0.01% | ABS-MBS |
| 562 | AMUR EQUIPMENT FINANCE RECEIVABLES LLC | 03237KAB0 | Jan 2024 | 12,857 | -30,985 | $13K | -70.5% | 0.01% | ABS-MBS |
| 563 | OBX TRUST | 67112FAD2 | Jan 2024 | 12,597 | -920 | $12K | -5.6% | 0.01% | ABS-MBS |
| 564 | IMPAC CMB TRUST | 45254NMY0 | Jan 2024 | 12,489 | -239 | $12K | -1.9% | 0.01% | ABS-MBS |
| 565 | FLAGSHIP CREDIT AUTO TRUST | 33846QAA9 | Jan 2024 | 11,562 | -19,674 | $12K | -62.8% | 0.01% | ABS-MBS |
| 566 | STARWOOD MORTGAGE RESIDENTIAL TRUST | 85573AAA3 | Jan 2024 | 11,948 | -197 | $11K | -2.3% | 0.01% | ABS-MBS |
| 567 | BHG SECURITIZATION TRUST | 05553DAA9 | Jan 2024 | 10,632 | -84,837 | $11K | -88.8% | 0.01% | ABS-MBS |
| 568 | IMPAC CMB TRUST | 45254NKX4 | Jan 2024 | 10,104 | -367 | $9K | -4.7% | 0.00% | ABS-MBS |
| 569 | J.P. MORGAN MORTGAGE TRUST | 466247UG6 | Jan 2024 | 11,363 | -897 | $9K | -8.6% | 0.00% | ABS-MBS |
| 570 | IMPAC CMB TRUST | 45254NPU5 | Jan 2024 | 9,690 | -254 | $9K | -3.3% | 0.00% | ABS-MBS |
| 571 | BEAR STEARNS ARM TRUST | 07387AAW5 | Jan 2024 | 9,602 | -178 | $9K | -3.4% | 0.00% | ABS-MBS |
| 572 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 61764PBS0 | Jan 2024 | 8,492 | -15,533 | $8K | -64.5% | 0.00% | ABS-MBS |
| 573 | ATALAYA EQUIPMENT LEASING TRUST LLC. | 046497AB9 | Jan 2024 | 7,845 | -20,600 | $8K | -72.3% | 0.00% | ABS-MBS |
| 574 | CCG RECEIVABLES TRUST | 12510KAC7 | Jan 2024 | 7,299 | -17,290 | $7K | -70.1% | 0.00% | ABS-MBS |
| 575 | SEQUOIA MORTGAGE TRUST | 81746WAA6 | Jan 2024 | 5,948 | -60 | $6K | -1.5% | 0.00% | ABS-MBS |
| 576 | CITIGROUP MORTGAGE LOAN TRUST INC | 17307GJX7 | Jan 2024 | 6,075 | -70 | $5K | -1.3% | 0.00% | ABS-MBS |
| 577 | CASCADE FUNDING MORTGAGE TRUST | 12527QAA9 | Jan 2024 | 4,547 | -11,495 | $5K | -71.4% | 0.00% | ABS-MBS |
| 578 | SEQUOIA MORTGAGE TRUST | 81744FFY8 | Jan 2024 | 4,431 | -92 | $4K | -2.3% | 0.00% | ABS-MBS |
| 579 | COUNTRYWIDE HOME LOANS INC | 12669GHY0 | Jan 2024 | 3,648 | -243 | $3K | -6.5% | 0.00% | ABS-MBS |
| 580 | ENTERPRISE FLEET FINANCING LLC | 29374EAB2 | Jan 2024 | 2,970 | -10,365 | $3K | -77.6% | 0.00% | ABS-MBS |
| 581 | BA MORTGAGE SECURITIES INCORPORATED | 05949CKQ8 | Jan 2024 | 3,291 | -522 | $3K | -15.0% | 0.00% | ABS-MBS |
| 582 | VIBRANT CLO LTD | 92558EAJ1 | Jan 2024 | 2,656 | -65,824 | $3K | -96.1% | 0.00% | ABS-CBDO |
| 583 | Federal National Mortgage Association | 31412LAE0 | Jan 2024 | 2,499 | -312 | $2K | -12.8% | 0.00% | DBT |
| 584 | Federal National Mortgage Association | 31382VR22 | Jan 2024 | 2,071 | -118 | $2K | -5.5% | 0.00% | DBT |
| 585 | Federal National Mortgage Association | 31359S6L9 | Jan 2024 | 1,830 | -65 | $2K | -3.6% | 0.00% | DBT |
| 586 | Federal National Mortgage Association | 3136AGCX8 | Jan 2024 | 1,808 | -3,079 | $2K | -62.8% | 0.00% | DBT |
| 587 | Freddie Mac | 3128HDRJ0 | Jan 2024 | 1,804 | -403 | $2K | -18.2% | 0.00% | DBT |
| 588 | Freddie Mac | 3137B6DF5 | Jan 2024 | 1,540 | -14,189 | $2K | -90.2% | 0.00% | DBT |
| 589 | DELL EQUIPMENT FINANCE TRUST | 24702CAC8 | Jan 2024 | 686 | -97,077 | $686 | -99.3% | 0.00% | ABS-MBS |
| 590 | Federal National Mortgage Association | 31385XFA0 | Jan 2024 | 167 | -438 | $166 | -72.4% | 0.00% | DBT |
| 591 | Federal National Mortgage Association | 31392EP61 | Jan 2024 | 69 | -36 | $69 | -34.1% | 0.00% | DBT |
| 592 | Federal National Mortgage Association | 31418MVY5 | Jan 2024 | 1 | -2 | $1 | -80.1% | 0.00% | DBT |
| 593 | NISSAN AUTO LEASE TRUST | 65480VAB9 | Jan 2024 | 0 | -338,298 | $0 | -100.0% | 0.00% | ABS-MBS |
| 594 | Freddie Mac | 3137FJYG8 | Jan 2024 | 0 | -770,607 | $0 | -100.0% | 0.00% | DBT |
| 595 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17323YAE9 | Jan 2024 | 0 | -443,529 | $0 | -100.0% | 0.00% | ABS-MBS |
| 596 | MERCEDES-BENZ AUTO RECEIVABLES TRUST | 58770AAB9 | Jan 2024 | 0 | -370,575 | $0 | -100.0% | 0.00% | ABS-MBS |
| 597 | United States of America | FVM24 | Jan 2024 | -6 | New | $-628453 | — | -0.30% | DIR |
| 598 | United States of America | TYM24 | Jan 2024 | -15 | New | $-1611562 | — | -0.76% | DIR |
| ✕ | United States of America | 91282CCG4 | — | 3,175,000 | Exited | $3.1M | — | — | — |
| ✕ | United States of America | 912828YY0 | — | 2,675,000 | Exited | $2.6M | — | — | — |
| ✕ | CREDIT SUISSE AG (NEW YORK BRANCH) | 22550UAB7 | — | 2,030,000 | Exited | $2.0M | — | — | — |
| ✕ | MORGAN STANLEY | 61747YEQ4 | — | 1,955,000 | Exited | $1.9M | — | — | — |
| ✕ | JPMORGAN CHASE & CO. | 46647PDE3 | — | 1,920,000 | Exited | $1.9M | — | — | — |
| ✕ | GA GLOBAL FUNDING TRUST | 36143L2E4 | — | 1,745,000 | Exited | $1.7M | — | — | — |
| ✕ | Federal National Mortgage Association | 3135G06W8 | — | 1,700,000 | Exited | $1.7M | — | — | — |
| ✕ | CITIGROUP INC. | 172967MF5 | — | 1,535,000 | Exited | $1.5M | — | — | — |
| ✕ | Freddie Mac | 3134GYEA6 | — | 1,475,000 | Exited | $1.5M | — | — | — |
| ✕ | THE WILLIAMS COMPANIES, INC. | 96950FAM6 | — | 1,365,000 | Exited | $1.4M | — | — | — |
| ✕ | KINDER MORGAN ENERGY PARTNERS, L.P. | 28370TAG4 | — | 1,350,000 | Exited | $1.3M | — | — | — |
| ✕ | Saudi Arabian Oil Company | 80414L2C8 | — | 1,230,000 | Exited | $1.2M | — | — | — |
| ✕ | WORLD OMNI AUTO RECEIVABLE TRUST | 98164FAB8 | — | 1,025,000 | Exited | $1.0M | — | — | — |
| ✕ | Enbridge Inc. | 29250NBM6 | — | 775,000 | Exited | $0.8M | — | — | — |
| ✕ | THE FEDERAL HOME LOAN BANKS | 3130AVVB5 | — | 700,000 | Exited | $0.7M | — | — | — |
| ✕ | ETP HOLDCO CORPORATION | 844030AA4 | — | 700,000 | Exited | $0.7M | — | — | — |
| ✕ | MASSMUTUAL GLOBAL FUNDING II | 57629WCE8 | — | 705,000 | Exited | $0.7M | — | — | — |
| ✕ | BANK OF AMERICA CORPORATION | 06051GJU4 | — | 650,000 | Exited | $0.7M | — | — | — |
| ✕ | SOUTHERN CALIFORNIA EDISON COMPANY | 842400HC0 | — | 620,000 | Exited | $0.6M | — | — | — |
| ✕ | MAGNETITE CLO, LIMITED | 55952YAP2 | — | 578,215 | Exited | $0.6M | — | — | — |
| ✕ | BANK OF AMERICA CORPORATION | 06051GKF5 | — | 510,000 | Exited | $0.5M | — | — | — |
| ✕ | Freddie Mac | 3137F4CZ3 | — | 520,000 | Exited | $0.5M | — | — | — |
| ✕ | GENERAL MOTORS FINANCIAL COMPANY, INC. | 37045XDF0 | — | 500,000 | Exited | $0.5M | — | — | — |
| ✕ | Freddie Mac | 3137BJQ71 | — | 505,000 | Exited | $0.5M | — | — | — |
| ✕ | DAIMLER TRUCK FINANCE NORTH AMERICA LLC | 233853AK6 | — | 450,000 | Exited | $0.5M | — | — | — |
| ✕ | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING | 10921U2B3 | — | 445,000 | Exited | $0.4M | — | — | — |
| ✕ | THE BOEING COMPANY | 097023CZ6 | — | 425,000 | Exited | $0.4M | — | — | — |
| ✕ | HALEON US CAPITAL LLC | 36264FAH4 | — | 420,000 | Exited | $0.4M | — | — | — |
| ✕ | CAPITAL ONE MULTI-ASSET EXECUTION TRUST | 14041NFY2 | — | 425,000 | Exited | $0.4M | — | — | — |
| ✕ | MASSMUTUAL GLOBAL FUNDING II | 57629WDC1 | — | 400,000 | Exited | $0.4M | — | — | — |
| ✕ | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | 34528QGX6 | — | 400,000 | Exited | $0.4M | — | — | — |
| ✕ | MICROCHIP TECHNOLOGY INCORPORATED | 595017BB9 | — | 375,000 | Exited | $0.4M | — | — | — |
| ✕ | BX COMMERCIAL MORTGAGE TRUST | 056054AE9 | — | 374,000 | Exited | $0.4M | — | — | — |
| ✕ | SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY | 87166PAG6 | — | 335,000 | Exited | $0.3M | — | — | — |
| ✕ | KEURIG DR PEPPER INC. | 49271VAL4 | — | 325,000 | Exited | $0.3M | — | — | — |
| ✕ | Enbridge Inc. | 29250NBK0 | — | 300,000 | Exited | $0.3M | — | — | — |
| ✕ | Mondelez International, Inc. | 609207AZ8 | — | 290,000 | Exited | $0.3M | — | — | — |
| ✕ | TOWD POINT MORTGAGE TRUST | 89177XAA5 | — | 276,156 | Exited | $0.3M | — | — | — |
| ✕ | VULCAN MATERIALS COMPANY | 929160BA6 | — | 275,000 | Exited | $0.3M | — | — | — |
| ✕ | Freddie Mac | 3134GYFG2 | — | 275,000 | Exited | $0.3M | — | — | — |
| ✕ | CARRIER GLOBAL CORPORATION | 14448CAT1 | — | 260,000 | Exited | $0.3M | — | — | — |
| ✕ | BX COMMERCIAL MORTGAGE TRUST | 056054AA7 | — | 235,192 | Exited | $0.2M | — | — | — |
| ✕ | NORDSTROM, INC. | 655664AX8 | — | 210,000 | Exited | $0.2M | — | — | — |
| ✕ | KNDL KNSQ MORTGAGE TRUST | 482598AA7 | — | 190,000 | Exited | $0.2M | — | — | — |
| ✕ | THE CIGNA GROUP | 125523CN8 | — | 190,000 | Exited | $0.2M | — | — | — |
| ✕ | TOYOTA LEASE OWNER TRUST | 89239MAB3 | — | 173,197 | Exited | $0.2M | — | — | — |
| ✕ | PRINCIPAL LIFE GLOBAL FUNDING II | 74256LEM7 | — | 170,000 | Exited | $0.2M | — | — | — |
| ✕ | DELL EQUIPMENT FINANCE TRUST | 24702VAE2 | — | 160,421 | Exited | $0.2M | — | — | — |
| ✕ | HYUNDAI AUTO LEASE SECURITIZATION TRUST | 448980AB8 | — | 136,722 | Exited | $0.1M | — | — | — |
| ✕ | BMW VEHICLE OWNER TRUST | 05592XAB6 | — | 115,000 | Exited | $0.1M | — | — | — |
| ✕ | TOWD POINT MORTGAGE TRUST | 89176VAK8 | — | 100,932 | Exited | $0.1M | — | — | — |
| ✕ | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST | 34660DAB7 | — | 81,928 | Exited | $0.1M | — | — | — |
| ✕ | United States of America | 91282CBV2 | — | 80,000 | Exited | $0.1M | — | — | — |
| ✕ | AVANT LOANS FUNDING TRUST | 05353LAA3 | — | 57,445 | Exited | $0.1M | — | — | — |
| ✕ | ENTERPRISE FLEET FINANCING LLC | 29375NAA3 | — | 35,639 | Exited | $0.0M | — | — | — |
| ✕ | UNITED AUTO CREDIT SECURITIZATION TRUST | 90945CAA0 | — | 22,585 | Exited | $0.0M | — | — | — |
| ✕ | TAKE-TWO INTERACTIVE SOFTWARE, INC. | 874054AE9 | — | 21,000 | Exited | $0.0M | — | — | — |
| ✕ | EXETER AUTOMOBILE RECEIVABLES TRUST | 30168BAB6 | — | 17,338 | Exited | $0.0M | — | — | — |
| ✕ | TOWD POINT MORTGAGE TRUST | 89173FAA8 | — | 15,889 | Exited | $0.0M | — | — | — |
| ✕ | TOWD POINT MORTGAGE TRUST | 89180EAA2 | — | 4,986 | Exited | $0.0M | — | — | — |
| ✕ | MARLETTE FUNDING TRUST | 57107LAA3 | — | 3,879 | Exited | $0.0M | — | — | — |
| ✕ | ARI FLEET LEASE TRUST | 00217FAB1 | — | 1,797 | Exited | $0.0M | — | — | — |
| ✕ | Government National Mortgage Association | 38379LUL8 | — | 295 | Exited | $0.0M | — | — | — |
| ✕ | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST | 35105UAC7 | — | 75 | Exited | $0.0M | — | — | — |