Holdings (Monthly)
Guide ↗
Empower Core Bond Fund
· Empower Funds, Inc.| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Mar 2026 | 8,790,000 | -14,585,000 | $8.7M | -62.6% | 1.06% | DBT |
| 2 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 9,387,468 | -202,631 | $7.9M | -2.8% | 0.96% | ABS-MBS |
| 3 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Sep 2024 | 7,310,000 | -4,540,000 | $6.7M | -38.6% | 0.81% | DBT |
| 4 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Mar 2026 | 3,350,620 | -315,450 | $3.4M | -8.3% | 0.42% | ABS-MBS |
| 5 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Mar 2026 | 3,154,427 | -50,888 | $3.2M | -1.4% | 0.39% | ABS-MBS |
| 6 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 2,953,766 | -387,930 | $3.0M | -11.3% | 0.37% | ABS-MBS |
| 7 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Mar 2026 | 2,994,582 | -29,234 | $3.0M | -1.3% | 0.37% | ABS-MBS |
| 8 | FEDERAL HOME LOAN BANKS | FHLMC | Mar 2026 | 2,933,189 | -117,066 | $3.0M | -3.9% | 0.36% | ABS-MBS |
| 9 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Sep 2024 | 2,980,000 | -1,000,000 | $3.0M | -24.7% | 0.36% | DBT |
| 10 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Mar 2026 | 2,939,528 | -164,094 | $3.0M | -5.3% | 0.36% | ABS-MBS |
| 11 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Mar 2026 | 3,428,553 | -83,767 | $2.9M | -3.0% | 0.36% | ABS-MBS |
| 12 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Mar 2026 | 3,423,286 | -89,084 | $2.9M | -3.2% | 0.36% | ABS-MBS |
| 13 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Mar 2026 | 2,950,000 | -2,225,000 | $2.9M | -43.5% | 0.35% | DBT |
| 14 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Mar 2026 | 2,755,923 | -325,421 | $2.8M | -9.9% | 0.34% | ABS-MBS |
| 15 | DREYFUS INSTITUTIONAL PREFERRED MONEY MARKET FUNDS | DSVXX | Mar 2026 | 2,822,931 | -5,685,757 | $2.8M | -66.8% | 0.34% | STIV |
| 16 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Mar 2026 | 2,720,013 | -227,723 | $2.7M | -8.0% | 0.33% | ABS-MBS |
| 17 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 2,345,296 | -412,195 | $2.4M | -15.0% | 0.29% | ABS-MBS |
| 18 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Mar 2026 | 2,303,213 | -97,050 | $2.3M | -4.2% | 0.28% | ABS-MBS |
| 19 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 2,145,425 | -162,704 | $2.2M | -7.5% | 0.26% | ABS-MBS |
| 20 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 2,465,267 | -58,722 | $2.1M | -3.0% | 0.26% | ABS-MBS |
| 21 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 2,478,018 | -17,579 | $2.1M | -1.3% | 0.25% | ABS-MBS |
| 22 | FEDERAL HOME LOAN BANKS | FHLMC | Sep 2024 | 2,420,125 | -59,861 | $2.1M | -3.1% | 0.25% | ABS-MBS |
| 23 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 2,294,193 | -53,942 | $2.0M | -2.8% | 0.25% | ABS-MBS |
| 24 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 2,416,398 | -46,201 | $1.9M | -2.8% | 0.24% | ABS-MBS |
| 25 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Mar 2026 | 2,211,688 | -41,622 | $1.9M | -2.6% | 0.23% | ABS-MBS |
| 26 | FEDERAL HOME LOAN BANKS | FHLMC | Sep 2024 | 2,167,695 | -61,554 | $1.9M | -3.4% | 0.23% | ABS-MBS |
| 27 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FN | Sep 2024 | 2,313,110 | -17,334 | $1.9M | -1.6% | 0.23% | ABS-MBS |
| 28 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 1,858,998 | -58,560 | $1.8M | -3.5% | 0.22% | ABS-MBS |
| 29 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FHLMC | Sep 2024 | 2,160,880 | -42,946 | $1.7M | -2.8% | 0.21% | ABS-MBS |
| 30 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 1,693,555 | -234,916 | $1.7M | -12.0% | 0.21% | ABS-MBS |
| 31 | FREDDIE MAC STACR REMIC TRUST | FHLMC | Sep 2024 | 2,053,767 | -19,040 | $1.6M | -1.8% | 0.20% | ABS-MBS |
| 32 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 1,511,937 | -41,149 | $1.5M | -3.3% | 0.18% | ABS-MBS |
| 33 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 1,498,981 | -47,891 | $1.5M | -3.6% | 0.18% | ABS-MBS |
| 34 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 1,385,678 | -130,315 | $1.4M | -8.9% | 0.17% | ABS-MBS |
| 35 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Sep 2024 | 1,632,000 | -390,000 | $1.4M | -18.1% | 0.17% | DBT |
| 36 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Mar 2026 | 1,349,313 | -114,225 | $1.4M | -8.1% | 0.17% | ABS-MBS |
| 37 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 1,660,799 | -37,634 | $1.4M | -2.9% | 0.17% | ABS-MBS |
| 38 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 1,610,554 | -29,860 | $1.3M | -2.8% | 0.16% | ABS-MBS |
| 39 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Mar 2026 | 1,206,088 | -152,781 | $1.2M | -11.0% | 0.15% | ABS-MBS |
| 40 | UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO | MEX | Mar 2026 | 1,250,000 | -200,000 | $1.2M | -13.7% | 0.15% | DBT |
| 41 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FHLMC | Sep 2024 | 1,415,852 | -45,494 | $1.2M | -3.7% | 0.15% | ABS-MBS |
| 42 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 1,445,559 | -34,109 | $1.2M | -3.0% | 0.14% | ABS-MBS |
| 43 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 1,469,879 | -25,073 | $1.2M | -2.6% | 0.14% | ABS-MBS |
| 44 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 1,314,669 | -39,050 | $1.1M | -3.3% | 0.13% | ABS-O |
| 45 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 1,274,879 | -9,190 | $1.0M | -1.5% | 0.12% | ABS-MBS |
| 46 | COLT 2025-8 MORTGAGE LOAN TRUST | COLT | Mar 2026 | 994,524 | -102,496 | $997K | -9.4% | 0.12% | ABS-O |
| 47 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | T | Mar 2026 | 1,020,000 | -390,000 | $990K | -28.0% | 0.12% | DBT |
| 48 | CONNECTICUT AVENUE SECURITIES TRUST 2026-R01 | CAS | Mar 2026 | 981,798 | -52,921 | $981K | -4.6% | 0.12% | ABS-O |
| 49 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 1,199,058 | -26,428 | $969K | -3.0% | 0.12% | ABS-MBS |
| 50 | PRET 2025-NPL11 LLC | PRET | Mar 2026 | 961,579 | -35,816 | $962K | -3.5% | 0.12% | ABS-O |
| 51 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 1,081,255 | -29,802 | $961K | -3.3% | 0.12% | ABS-MBS |
| 52 | PRPM 2025-RPL3 LLC | PRPM | Mar 2026 | 992,294 | -49,689 | $959K | -4.8% | 0.12% | ABS-O |
| 53 | PRET 2026-NPL2 TRUST | PRET | Mar 2026 | 961,254 | -50,111 | $954K | -4.9% | 0.12% | ABS-O |
| 54 | PRET 2021-RN4 LLC | PRET | Mar 2026 | 978,675 | -16,230 | $948K | -1.9% | 0.12% | ABS-O |
| 55 | TOWD POINT MORTGAGE TRUST 2021-R1 | TPMT | Sep 2024 | 1,043,094 | -11,374 | $936K | -2.1% | 0.11% | ABS-O |
| 56 | J.P. MORGAN MORTGAGE TRUST 2024-VIS2 | JPMMT | Sep 2024 | 930,087 | -62,687 | $932K | -6.6% | 0.11% | ABS-O |
| 57 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 | MSRM | Mar 2026 | 925,111 | -43,602 | $926K | -4.8% | 0.11% | ABS-O |
| 58 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 969,495 | -27,454 | $913K | -3.7% | 0.11% | ABS-MBS |
| 59 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 1,128,897 | -22,791 | $906K | -2.8% | 0.11% | ABS-MBS |
| 60 | PRET 2021-RN4 LLC | PRET | Mar 2026 | 931,254 | -23,611 | $891K | -3.1% | 0.11% | ABS-O |
| 61 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC3 | MSRM | Mar 2026 | 901,453 | -32,722 | $891K | -4.3% | 0.11% | ABS-O |
| 62 | Federal National Mortgage Association | FNMA | Sep 2024 | 996,741 | -34,042 | $873K | -4.0% | 0.11% | ABS-MBS |
| 63 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM9 | MSRM | Mar 2026 | 865,060 | -67,419 | $857K | -7.9% | 0.10% | ABS-O |
| 64 | EFMT 2026-NQM4 | EFMT | Mar 2026 | 843,868 | -31,132 | $844K | -3.5% | 0.10% | ABS-O |
| 65 | ANGEL OAK MORTGAGE TRUST 2025-7 | AOMT | Mar 2026 | 828,648 | -51,187 | $829K | -6.1% | 0.10% | ABS-O |
| 66 | OBX 2025-NQM21 TRUST | OBX | Mar 2026 | 826,523 | -74,846 | $820K | -8.7% | 0.10% | ABS-O |
| 67 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FN | Sep 2024 | 926,967 | -6,162 | $809K | -1.4% | 0.10% | ABS-MBS |
| 68 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 968,686 | -6,108 | $775K | -1.5% | 0.09% | ABS-MBS |
| 69 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 797,856 | -24,089 | $772K | -3.5% | 0.09% | ABS-MBS |
| 70 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-DSC1 | MSRM | Mar 2026 | 782,840 | -12,843 | $771K | -2.0% | 0.09% | ABS-O |
| 71 | OBX 2025-NQM15 TRUST | OBX | Mar 2026 | 770,378 | -82,689 | $768K | -9.8% | 0.09% | ABS-O |
| 72 | Extended Stay America Trust 2026-ESH2 | ESA | Mar 2026 | 749,536 | -43,007 | $750K | -5.3% | 0.09% | ABS-O |
| 73 | MARS INC | MARS | Mar 2026 | 725,000 | -90,000 | $727K | -11.7% | 0.09% | DBT |
| 74 | FREDDIE MAC STACR REMIC TRUST 2025-DNA3 | STACR | Mar 2026 | 722,125 | -122,625 | $723K | -14.2% | 0.09% | ABS-O |
| 75 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 812,526 | -21,352 | $722K | -3.1% | 0.09% | ABS-MBS |
| 76 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 808,944 | -17,681 | $718K | -2.8% | 0.09% | ABS-MBS |
| 77 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 695,461 | -13,995 | $709K | -2.2% | 0.09% | ABS-MBS |
| 78 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 697,496 | -32,182 | $706K | -4.7% | 0.09% | ABS-MBS |
| 79 | MARS INC | MARS | Mar 2026 | 685,000 | -35,000 | $690K | -5.3% | 0.08% | DBT |
| 80 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 | NRZT | Mar 2026 | 687,631 | -10,814 | $684K | -1.7% | 0.08% | ABS-O |
| 81 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 810,294 | -23,396 | $683K | -3.4% | 0.08% | ABS-MBS |
| 82 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FN | Sep 2024 | 845,629 | -9,126 | $679K | -1.9% | 0.08% | ABS-MBS |
| 83 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 | NRZT | Mar 2026 | 680,280 | -37,093 | $679K | -4.7% | 0.08% | ABS-O |
| 84 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Mar 2026 | 681,141 | -43,571 | $676K | -6.6% | 0.08% | ABS-O |
| 85 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 737,271 | -22,107 | $674K | -4.4% | 0.08% | ABS-MBS |
| 86 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 830,981 | -16,093 | $671K | -2.5% | 0.08% | ABS-MBS |
| 87 | Ellington Financial Mortgage Trust 2019-1 | EFMT | Mar 2026 | 757,150 | -28,561 | $667K | -5.0% | 0.08% | ABS-O |
| 88 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 640,177 | -28,088 | $667K | -4.0% | 0.08% | ABS-MBS |
| 89 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 773,575 | -15,549 | $653K | -2.6% | 0.08% | ABS-MBS |
| 90 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 812,933 | -17,010 | $652K | -2.9% | 0.08% | ABS-MBS |
| 91 | PRET 2025-NPL6 LLC | PRET | Mar 2026 | 646,509 | -27,764 | $647K | -4.2% | 0.08% | ABS-O |
| 92 | OBX 2025-NQM11 TRUST | OBX | Mar 2026 | 639,569 | -58,673 | $639K | -8.7% | 0.08% | ABS-O |
| 93 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 796,188 | -12,729 | $638K | -2.4% | 0.08% | ABS-MBS |
| 94 | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 | BRAVO | Mar 2026 | 639,005 | -38,143 | $636K | -5.9% | 0.08% | ABS-O |
| 95 | FEDERAL HOME LOAN MORTGAGE CORP | FHR | Mar 2026 | 636,698 | -111,910 | $635K | -15.4% | 0.08% | ABS-O |
| 96 | Federal Home Loan Mortgage Corp. | FHLMC | Mar 2026 | 665,787 | -33,400 | $625K | -5.7% | 0.08% | ABS-MBS |
| 97 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 776,618 | -17,077 | $624K | -3.0% | 0.08% | ABS-MBS |
| 98 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 | MSRM | Mar 2026 | 641,460 | -18,716 | $620K | -3.3% | 0.08% | ABS-O |
| 99 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 770,710 | -5,203 | $618K | -1.5% | 0.08% | ABS-MBS |
| 100 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Mar 2026 | 611,830 | -22,983 | $616K | -3.3% | 0.07% | ABS-O |
| 101 | FEDERAL HOME LOAN BANKS | FHLMC | Sep 2024 | 720,830 | -15,428 | $615K | -2.6% | 0.07% | ABS-MBS |
| 102 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 671,493 | -16,966 | $605K | -3.3% | 0.07% | ABS-MBS |
| 103 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 619,913 | -18,208 | $596K | -3.5% | 0.07% | ABS-MBS |
| 104 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 739,046 | -5,602 | $592K | -1.6% | 0.07% | ABS-MBS |
| 105 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 735,936 | -16,888 | $591K | -3.1% | 0.07% | ABS-MBS |
| 106 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 688,843 | -20,087 | $589K | -3.4% | 0.07% | ABS-MBS |
| 107 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 650,443 | -19,489 | $574K | -3.6% | 0.07% | ABS-MBS |
| 108 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 663,134 | -19,274 | $566K | -3.4% | 0.07% | ABS-MBS |
| 109 | PRET 2025-NPL9 LLC | PRET | Mar 2026 | 562,456 | -22,485 | $563K | -3.9% | 0.07% | ABS-O |
| 110 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FHLMC | Sep 2024 | 578,752 | -3,091 | $559K | -0.9% | 0.07% | ABS-MBS |
| 111 | J.P. MORGAN MORTGAGE TRUST 2025-NQM2 | JPMMT | Mar 2026 | 547,809 | -60,025 | $548K | -10.2% | 0.07% | ABS-O |
| 112 | PRPM 2026-1 LLC | PRPM | Mar 2026 | 549,478 | -24,107 | $543K | -4.4% | 0.07% | ABS-O |
| 113 | BANK OF AMERICA CORP | BAC | Sep 2024 | 605,000 | -50,000 | $537K | -7.5% | 0.07% | DBT |
| 114 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 662,706 | -4,424 | $536K | -1.5% | 0.07% | ABS-MBS |
| 115 | ANGEL OAK MORTGAGE TRUST 2022-1 | AOMT | Sep 2024 | 574,107 | -18,407 | $535K | -4.3% | 0.06% | ABS-O |
| 116 | BX TRUST 2025-ROIC | BX | Mar 2026 | 530,175 | -6,634 | $529K | -0.9% | 0.06% | ABS-O |
| 117 | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-3 | EART | Mar 2026 | 524,386 | -25,614 | $525K | -4.9% | 0.06% | ABS-O |
| 118 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 592,497 | -10,633 | $522K | -2.5% | 0.06% | ABS-MBS |
| 119 | HALEON US CAPITAL LLC | HLNLN | Sep 2024 | 525,000 | -250,000 | $521K | -32.1% | 0.06% | DBT |
| 120 | PRPM 2025-RPL2 LLC | PRPM | Mar 2026 | 534,041 | -16,736 | $519K | -3.1% | 0.06% | ABS-O |
| 121 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 593,195 | -17,016 | $506K | -3.3% | 0.06% | ABS-MBS |
| 122 | PRET 2021-RN4 LLC | PRET | Mar 2026 | 509,356 | -13,575 | $504K | -2.9% | 0.06% | ABS-O |
| 123 | PRET 2025-RPL1 TRUST | PRET | Mar 2026 | 519,295 | -12,349 | $503K | -2.6% | 0.06% | ABS-O |
| 124 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FHLMC | Sep 2024 | 522,426 | -2,421 | $503K | -1.0% | 0.06% | ABS-MBS |
| 125 | VERUS SECURITIZATION TRUST 2021-5 | VERUS | Sep 2024 | 576,343 | -17,008 | $495K | -3.1% | 0.06% | ABS-O |
| 126 | AMAZON.COM INC | AMZN | Mar 2026 | 495,000 | -170,000 | $492K | -26.2% | 0.06% | DBT |
| 127 | ANGEL OAK MORTGAGE TRUST 2024-10 | AOMT | Mar 2026 | 482,720 | -23,640 | $482K | -4.4% | 0.06% | ABS-O |
| 128 | FIRSTKEY HOMES 2022-SFR2 TRUST | FKH | Sep 2024 | 484,368 | -1,704 | $481K | -0.5% | 0.06% | ABS-O |
| 129 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 | MSRM | Mar 2026 | 467,042 | -17,365 | $461K | -4.0% | 0.06% | ABS-O |
| 130 | OBX 2022-NQM1 TRUST | OBX | Sep 2024 | 512,535 | -17,747 | $459K | -4.4% | 0.06% | ABS-O |
| 131 | DB MASTER FINANCE LLC | DUNKN | Sep 2024 | 509,015 | -1,332 | $452K | +0.1% | 0.05% | ABS-O |
| 132 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 488,085 | -13,055 | $447K | -4.5% | 0.05% | ABS-MBS |
| 133 | OBX 2026-NQM2 TRUST | OBX | Mar 2026 | 448,704 | -13,931 | $445K | -3.0% | 0.05% | ABS-O |
| 134 | VERIZON COMMUNICATIONS INC | VZ | Sep 2024 | 440,000 | -450,000 | $439K | -50.7% | 0.05% | DBT |
| 135 | PRET 2025-NPL7 LLC | PRET | Mar 2026 | 434,956 | -15,519 | $435K | -3.6% | 0.05% | ABS-O |
| 136 | CSMC 2022-NQM1 TRUST | CSMC | Sep 2024 | 472,011 | -16,267 | $428K | -3.1% | 0.05% | ABS-O |
| 137 | GCAT 2022-HX1 TRUST | GCAT | Mar 2026 | 466,406 | -17,230 | $425K | -5.0% | 0.05% | ABS-O |
| 138 | NMLT 2021-INV1 TRUST | NLT | Sep 2024 | 484,981 | -37,259 | $422K | -8.4% | 0.05% | ABS-O |
| 139 | PRKCM 2021-AFC1 TRUST | PRKCM | Mar 2026 | 490,812 | -14,524 | $420K | -3.4% | 0.05% | ABS-O |
| 140 | PRET 2025-NPL8 LLC | PRET | Mar 2026 | 416,074 | -24,872 | $416K | -5.8% | 0.05% | ABS-O |
| 141 | IMPERIAL FUND MTG | IMPRL | Sep 2024 | 437,016 | -15,610 | $415K | -3.8% | 0.05% | ABS-O |
| 142 | HONDA AUTO RECEIVABLES 2023-4 OWNER TRUST | HAROT | Sep 2024 | 391,534 | -134,540 | $394K | -25.8% | 0.05% | ABS-O |
| 143 | THERMO FISHER SCIENTIFIC INC | TMO | Mar 2026 | 390,000 | -174,000 | $384K | -31.2% | 0.05% | DBT |
| 144 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 442,276 | -12,120 | $376K | -3.7% | 0.05% | ABS-MBS |
| 145 | GS MORTGAGE-BACKED SECURITIES TRUST 2026-NQM1 | GSMBS | Mar 2026 | 380,755 | -36,305 | $376K | -9.4% | 0.05% | ABS-O |
| 146 | EFMT 2025-INV1 | EFMT | Mar 2026 | 375,733 | -6,959 | $373K | -2.3% | 0.05% | ABS-O |
| 147 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 465,552 | -8,329 | $372K | -2.6% | 0.05% | ABS-MBS |
| 148 | PRPM 2025-RCF4 LLC | PRPM | Mar 2026 | 371,890 | -14,142 | $371K | -3.8% | 0.04% | ABS-O |
| 149 | PROGRESS RESIDENTIAL 2022-SFR4 TRUST | PROG | Sep 2024 | 371,960 | -1,360 | $366K | -0.8% | 0.04% | ABS-O |
| 150 | PUBLIC SERVICE COMPANY OF OKLAHOMA | AEP | Mar 2026 | 365,000 | -15,000 | $363K | -3.9% | 0.04% | DBT |
| 151 | BLP COMMERCIAL MORTGAGE TRUST 2024-IND2 | BLP | Sep 2024 | 361,483 | -45,428 | $362K | -11.1% | 0.04% | ABS-O |
| 152 | WILLIAMS COMPANIES INC (THE) | WMB | Sep 2024 | 345,000 | -20,000 | $355K | -5.8% | 0.04% | DBT |
| 153 | INTEL CORP | INTC | Sep 2024 | 350,000 | -45,000 | $354K | -11.1% | 0.04% | DBT |
| 154 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 381,119 | -11,535 | $349K | -3.9% | 0.04% | ABS-MBS |
| 155 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 366,184 | -9,378 | $344K | -2.9% | 0.04% | ABS-MBS |
| 156 | FOUNDRY JV HOLDCO LLC | FABSJV | Sep 2024 | 325,000 | -400,000 | $341K | -55.0% | 0.04% | DBT |
| 157 | NVIDIA CORP | NVDA | Sep 2024 | 410,000 | -65,000 | $341K | -13.9% | 0.04% | DBT |
| 158 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 | NRZT | Mar 2026 | 361,810 | -9,288 | $340K | -3.0% | 0.04% | ABS-O |
| 159 | ELEMENT FLEET MANAGEMENT CORP | EFNCN | Mar 2026 | 340,000 | -30,000 | $336K | -7.9% | 0.04% | DBT |
| 160 | GLENCORE FUNDING LLC | GLENLN | Sep 2024 | 330,000 | -45,000 | $335K | -12.4% | 0.04% | DBT |
| 161 | COLT 2021-HX1 MORTGAGE LOAN TRUST | COLT | Sep 2024 | 383,627 | -14,948 | $330K | -4.2% | 0.04% | ABS-O |
| 162 | BINOM SECURITIZATION TRUST 2022-INV1 | BINOM | Mar 2026 | 339,250 | -13,850 | $327K | -4.7% | 0.04% | ABS-O |
| 163 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 353,216 | -9,826 | $325K | -3.8% | 0.04% | ABS-MBS |
| 164 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-DSC1 | MSRM | Mar 2026 | 327,160 | -5,367 | $322K | -2.2% | 0.04% | ABS-O |
| 165 | REALTY INCOME CORP | O | Mar 2026 | 330,000 | -20,000 | $321K | -5.9% | 0.04% | DBT |
| 166 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 328,189 | -10,498 | $319K | -3.7% | 0.04% | ABS-MBS |
| 167 | PUGET ENERGY INC | PSD | Mar 2026 | 300,000 | -255,000 | $302K | -46.0% | 0.04% | DBT |
| 168 | SYNCHRONY FINANCIAL | SYF | Mar 2026 | 295,000 | -25,000 | $296K | -6.1% | 0.04% | DBT |
| 169 | CSMC 2021-NQM6 TRUST | CSMC | Sep 2024 | 341,229 | -10,921 | $292K | -3.9% | 0.04% | ABS-O |
| 170 | TRICON RESIDENTIAL 2025-SFR1 TRUST | TCN | Mar 2026 | 284,890 | -1,650 | $285K | -0.4% | 0.03% | ABS-O |
| 171 | TRICON RESIDENTIAL 2024-SFR4 TRUST | TCN | Mar 2026 | 288,970 | -2,233 | $282K | -1.1% | 0.03% | ABS-O |
| 172 | FEDERAL HOME LOAN MORTGAGE CORP | FHR | Mar 2026 | 280,746 | -40,922 | $281K | -12.8% | 0.03% | ABS-O |
| 173 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1 | SDART | Mar 2026 | 280,222 | -187,422 | $281K | -40.1% | 0.03% | ABS-O |
| 174 | DUKE ENERGY CORP | DUK | Mar 2026 | 285,000 | -195,000 | $279K | -40.4% | 0.03% | DBT |
| 175 | FEDERAL HOME LOAN BANKS | FHLMC | Sep 2024 | 301,127 | -7,790 | $276K | -3.5% | 0.03% | ABS-MBS |
| 176 | Federal National Mortgage Association | FNMA | Sep 2024 | 336,830 | -2,347 | $269K | -1.5% | 0.03% | ABS-MBS |
| 177 | FREDDIE MAC STACR REMIC TRUST 2025-DNA2 | STACR | Mar 2026 | 267,500 | -45,000 | $268K | -14.3% | 0.03% | ABS-O |
| 178 | PACIFIC GAS & ELECTRIC COMPANY | PCG | Mar 2026 | 260,000 | -145,000 | $266K | -36.0% | 0.03% | DBT |
| 179 | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-1 | EFMT | Sep 2024 | 306,780 | -7,682 | $264K | -3.7% | 0.03% | ABS-O |
| 180 | ARROYO MORTGAGE TRUST 2022-1 | ARRW | Mar 2026 | 271,452 | -19,761 | $263K | -7.0% | 0.03% | ABS-O |
| 181 | Federal Home Loan Mortgage Corp. | FHLMC | Sep 2024 | 326,152 | -3,004 | $263K | -1.7% | 0.03% | ABS-MBS |
| 182 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 275,902 | -2,955 | $263K | -1.9% | 0.03% | ABS-MBS |
| 183 | COLT 2025-11 MORTGAGE LOAN TRUST | COLT | Mar 2026 | 265,569 | -4,380 | $262K | -2.2% | 0.03% | ABS-O |
| 184 | FEDERAL HOME LOAN MORTGAGE CORP | FHLB | Sep 2024 | 295,269 | -10,552 | $259K | -4.1% | 0.03% | ABS-O |
| 185 | PRPM 2025-7 LLC | PRPM | Mar 2026 | 260,048 | -13,246 | $259K | -4.9% | 0.03% | ABS-O |
| 186 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 281,311 | -7,035 | $259K | -3.5% | 0.03% | ABS-MBS |
| 187 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 297,545 | -7,094 | $255K | -2.8% | 0.03% | ABS-MBS |
| 188 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 236,671 | -17,413 | $247K | -6.6% | 0.03% | ABS-MBS |
| 189 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6 | STAR | Sep 2024 | 274,297 | -14,188 | $241K | -5.3% | 0.03% | ABS-O |
| 190 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 254,008 | -5,672 | $234K | -3.2% | 0.03% | ABS-MBS |
| 191 | FEDERAL HOME LOAN BANKS | FHLB | Sep 2024 | 235,035 | -24,440 | $230K | -10.1% | 0.03% | ABS-MBS |
| 192 | ONEOK INC | OKE | Sep 2024 | 235,000 | -85,000 | $230K | -26.2% | 0.03% | DBT |
| 193 | VIRGINIA ELECTRIC & POWER COMPANY | D | Mar 2026 | 230,000 | -85,000 | $225K | -26.9% | 0.03% | DBT |
| 194 | VERUS SECURITIZATION TRUST 2021-8 | VERUS | Sep 2024 | 246,118 | -5,990 | $224K | -2.8% | 0.03% | ABS-O |
| 195 | COLT 2021-3 MORTGAGE LOAN TRUST | COLT | Sep 2024 | 268,184 | -17,118 | $223K | -6.4% | 0.03% | ABS-O |
| 196 | ISRAEL, STATE OF - MINISTRY OF FINANCE | ISRAEL | Mar 2026 | 220,000 | -200,000 | $222K | -47.9% | 0.03% | DBT |
| 197 | GS MORTGAGE BACKED SECURITIES TRUST 2026-NQM1 | GSMBS | Mar 2026 | 224,026 | -21,361 | $222K | -9.2% | 0.03% | ABS-O |
| 198 | BROADCOM INC | AVGO | Mar 2026 | 225,000 | -225,000 | $221K | -50.4% | 0.03% | DBT |
| 199 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 274,196 | -5,800 | $220K | -2.9% | 0.03% | ABS-MBS |
| 200 | GCAT 2021-NQM4 TRUST | GCAT | Sep 2024 | 259,831 | -9,871 | $219K | -4.0% | 0.03% | ABS-O |
| 201 | DUKE ENERGY CORP | DUK | Sep 2024 | 242,000 | -50,000 | $218K | -16.9% | 0.03% | DBT |
| 202 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 254,483 | -4,687 | $217K | -2.9% | 0.03% | ABS-MBS |
| 203 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 | NRZT | Mar 2026 | 213,743 | -9,403 | $211K | -4.5% | 0.03% | ABS-O |
| 204 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 229,280 | -5,776 | $209K | -4.4% | 0.03% | ABS-MBS |
| 205 | PROGRESS RESIDENTIAL 2024-SFR2 TRUST | PROG | Sep 2024 | 217,292 | -200 | $208K | -0.3% | 0.03% | ABS-O |
| 206 | PROGRESS RESIDENTIAL 2023-SFR1 TRUST | PROG | Sep 2024 | 209,924 | -490 | $207K | -0.7% | 0.03% | ABS-O |
| 207 | CSMC 2020-West | CSMC | Sep 2024 | 202,200 | -6,890 | $202K | -3.3% | 0.02% | ABS-O |
| 208 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 218,987 | -5,915 | $200K | -4.6% | 0.02% | ABS-MBS |
| 209 | PRPM 2026-RCF1 LLC | PRPM | Mar 2026 | 198,164 | -11,103 | $196K | -5.8% | 0.02% | ABS-O |
| 210 | UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO | MEX | Mar 2026 | 200,000 | -200,000 | $194K | -49.8% | 0.02% | DBT |
| 211 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 | NRZT | Sep 2024 | 200,618 | -8,423 | $194K | -4.7% | 0.02% | ABS-O |
| 212 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 201,350 | -5,706 | $192K | -3.5% | 0.02% | ABS-MBS |
| 213 | KEURIG DR PEPPER INC | KDP | Mar 2026 | 190,000 | -15,000 | $190K | -6.3% | 0.02% | DBT |
| 214 | CENTERPOINT ENERGY INC | CNP | Sep 2024 | 186,000 | -60,000 | $190K | -24.7% | 0.02% | DBT |
| 215 | PRETIUM MORTGAGE CREDIT PARTNERS I 2015-NPL2 LLC | PRET | Mar 2026 | 188,905 | -6,003 | $187K | -3.1% | 0.02% | ABS-O |
| 216 | SECURITIZED TERM AUTO RECEIVABLES TRUST | SSTRT | Mar 2026 | 186,173 | -27,490 | $187K | -13.0% | 0.02% | ABS-O |
| 217 | NISOURCE INC | NI | Mar 2026 | 185,000 | -170,000 | $187K | -47.8% | 0.02% | DBT |
| 218 | ANGEL OAK MORTGAGE TRUST 2021-5 | AOMT | Sep 2024 | 214,249 | -14,762 | $186K | -6.7% | 0.02% | ABS-O |
| 219 | CSMC 2020-RPL4 TRUST | CSMC | Sep 2024 | 202,342 | -7,978 | $182K | -4.2% | 0.02% | ABS-O |
| 220 | DIAMONDBACK ENERGY INC | FANG | Sep 2024 | 180,000 | -110,000 | $176K | -36.0% | 0.02% | DBT |
| 221 | WENDY'S FUNDING LLC | WEN | Sep 2024 | 178,360 | -493 | $174K | -0.7% | 0.02% | ABS-O |
| 222 | CSMC 2021-NQM8 TRUST | CSMC | Sep 2024 | 188,315 | -5,430 | $170K | -3.4% | 0.02% | ABS-O |
| 223 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP | CHTR | Mar 2026 | 170,000 | -170,000 | $170K | -50.8% | 0.02% | DBT |
| 224 | ORACLE CORP | ORCL | Mar 2026 | 185,000 | -130,000 | $170K | -41.0% | 0.02% | DBT |
| 225 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 178,655 | -6,641 | $169K | -4.4% | 0.02% | ABS-O |
| 226 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-A | NAVSL | Sep 2024 | 166,349 | -9,573 | $169K | -5.2% | 0.02% | ABS-O |
| 227 | STREAM INNOVATIONS 2025-1 ISSUER TRUST | STRE | Mar 2026 | 168,455 | -10,535 | $168K | -6.6% | 0.02% | ABS-O |
| 228 | FEDERAL HOME LOAN MORTGAGE CORP | COOPR | Mar 2026 | 166,149 | -6,460 | $164K | -4.1% | 0.02% | ABS-O |
| 229 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP | CHTR | Sep 2024 | 160,000 | -50,000 | $163K | -25.1% | 0.02% | DBT |
| 230 | SOUTHWESTERN ELECTRIC POWER COMPANY | AEP | Sep 2024 | 160,000 | -55,000 | $162K | -25.6% | 0.02% | DBT |
| 231 | ANGEL OAK MORTGAGE TRUST 2021-2 | AOMT | Sep 2024 | 184,717 | -2,950 | $159K | -2.0% | 0.02% | ABS-O |
| 232 | AUXILIOR TERM FUNDING 2024-1 LLC | XCAP | Sep 2024 | 156,114 | -34,931 | $157K | -18.6% | 0.02% | ABS-O |
| 233 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 | NRZT | Mar 2026 | 157,825 | -8,606 | $157K | -5.1% | 0.02% | ABS-O |
| 234 | COLT 2021-4 MORTGAGE LOAN TRUST | COLT | Sep 2024 | 183,638 | -5,614 | $156K | -3.4% | 0.02% | ABS-O |
| 235 | LEGACY MORTGAGE TRUST 2018-RPL5 | LMAT | Sep 2024 | 155,119 | -45,395 | $155K | -22.7% | 0.02% | ABS-O |
| 236 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 181,400 | -2,708 | $155K | -2.2% | 0.02% | ABS-MBS |
| 237 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 191,030 | -3,030 | $153K | -2.6% | 0.02% | ABS-MBS |
| 238 | ONITY LOAN INVESTMENT TRUST 2025-HB2 | OLIT | Mar 2026 | 156,280 | -39,072 | $153K | -19.9% | 0.02% | ABS-O |
| 239 | VERUS SECURITIZATION TRUST 2022-3 | VERUS | Sep 2024 | 159,609 | -7,086 | $152K | -4.6% | 0.02% | ABS-O |
| 240 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 178,728 | -6,012 | $151K | -3.8% | 0.02% | ABS-MBS |
| 241 | ANGEL OAK MORTGAGE TRUST 2021-8 | AOMT | Sep 2024 | 167,707 | -5,549 | $150K | -3.1% | 0.02% | ABS-O |
| 242 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 173,737 | -5,562 | $148K | -4.0% | 0.02% | ABS-MBS |
| 243 | CSMC 2021-NQM7 TRUST | CSMC | Mar 2026 | 160,992 | -3,511 | $143K | -1.4% | 0.02% | ABS-O |
| 244 | OBX 2021-NQM3 TRUST | OBX | Sep 2024 | 171,110 | -8,199 | $143K | -4.9% | 0.02% | ABS-O |
| 245 | OBX 2021-NQM1 TRUST | OBX | Sep 2024 | 158,787 | -11,248 | $141K | -6.8% | 0.02% | ABS-O |
| 246 | WEC ENERGY GROUP INC | WEC | Mar 2026 | 140,000 | -45,000 | $140K | -24.7% | 0.02% | DBT |
| 247 | PRPM 2025-5 LLC | PRPM | Mar 2026 | 140,414 | -8,175 | $140K | -5.7% | 0.02% | ABS-O |
| 248 | WENDY'S FUNDING LLC | WEN | Mar 2026 | 144,354 | -414 | $139K | -0.4% | 0.02% | ABS-O |
| 249 | FIRSTKEY HOMES 2022-SFR1 TRUST | FKH | Sep 2024 | 138,140 | -650 | $137K | -0.8% | 0.02% | ABS-O |
| 250 | BANK 2020-BNK28 | BANK | Sep 2024 | 2,296,810 | -5,418 | $136K | -6.6% | 0.02% | ABS-O |
| 251 | HIH TRUST 2024-61P | HIH | Sep 2024 | 134,644 | -13,506 | $135K | -8.9% | 0.02% | ABS-O |
| 252 | PHILIP MORRIS INTERNATIONAL INC | PM | Mar 2026 | 135,000 | -115,000 | $135K | -46.2% | 0.02% | DBT |
| 253 | ALABAMA POWER COMPANY | SO | Sep 2024 | 190,000 | -115,000 | $135K | -36.4% | 0.02% | DBT |
| 254 | FIGRE TRUST 2023-HE1 | FIGRE | Mar 2026 | 135,449 | -8,863 | $134K | -6.7% | 0.02% | ABS-O |
| 255 | EQUITABLE AMERICA GLOBAL FUNDING | EQH | Mar 2026 | 135,000 | -55,000 | $132K | -28.3% | 0.02% | DBT |
| 256 | KEURIG DR PEPPER INC | KDP | Mar 2026 | 148,000 | -260,000 | $132K | -63.5% | 0.02% | DBT |
| 257 | GOLDMAN SACHS GROUP INC (THE) | GS | Sep 2024 | 130,000 | -155,000 | $131K | -54.7% | 0.02% | DBT |
| 258 | COLT 2021-2 MORTGAGE LOAN TRUST | COLT | Sep 2024 | 153,113 | -9,222 | $131K | -4.7% | 0.02% | ABS-O |
| 259 | BROADCOM INC | AVGO | Mar 2026 | 130,000 | -80,000 | $130K | -38.4% | 0.02% | DBT |
| 260 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 132,792 | -11,091 | $130K | -8.2% | 0.02% | ABS-MBS |
| 261 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2 | JPMDB | Sep 2024 | 131,226 | -178,920 | $129K | -58.2% | 0.02% | ABS-O |
| 262 | BANK 2024-BNK48 | BANK | Sep 2024 | 1,725,595 | -1,174 | $129K | -3.0% | 0.02% | ABS-O |
| 263 | CSMC 2021-NQM5 TRUST | CSMC | Sep 2024 | 150,249 | -5,824 | $126K | -2.0% | 0.02% | ABS-O |
| 264 | ANGEL OAK MORTGAGE TRUST 2021-4 | AOMT | Sep 2024 | 148,906 | -8,452 | $126K | -6.8% | 0.02% | ABS-O |
| 265 | BANK 2020-BNK29 | BANK | Sep 2024 | 2,734,853 | -5,410 | $124K | -5.8% | 0.02% | ABS-O |
| 266 | PHILIP MORRIS INTERNATIONAL INC | PM | Sep 2024 | 120,000 | -45,000 | $122K | -27.6% | 0.01% | DBT |
| 267 | ORACLE CORP | ORCL | Mar 2026 | 130,000 | -215,000 | $121K | -61.8% | 0.01% | DBT |
| 268 | EXTENDED STAY AMERICA INC | ESA | Mar 2026 | 120,392 | -4,608 | $121K | -3.5% | 0.01% | ABS-O |
| 269 | BANK OF NEW YORK MELLON CORP (THE) | BNY | Sep 2024 | 115,000 | -130,000 | $119K | -53.5% | 0.01% | DBT |
| 270 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F | NAVSL | Sep 2024 | 134,886 | -9,507 | $119K | -7.5% | 0.01% | ABS-O |
| 271 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 137,075 | -3,450 | $117K | -3.0% | 0.01% | ABS-MBS |
| 272 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 114,844 | -4,948 | $115K | -4.0% | 0.01% | ABS-O |
| 273 | SCF EQUIPMENT LEASING 2024-1 LLC | SCFET | Sep 2024 | 113,323 | -11,677 | $115K | -9.9% | 0.01% | ABS-O |
| 274 | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 | IMPRL | Sep 2024 | 134,860 | -4,711 | $114K | -4.4% | 0.01% | ABS-O |
| 275 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 116,061 | -3,668 | $110K | -4.0% | 0.01% | ABS-MBS |
| 276 | VIRGINIA ELECTRIC & POWER COMPANY | D | Sep 2024 | 110,000 | -80,000 | $110K | -42.0% | 0.01% | DBT |
| 277 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 108,802 | -3,415 | $110K | -3.3% | 0.01% | ABS-MBS |
| 278 | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 | EFMT | Sep 2024 | 128,953 | -8,167 | $109K | -6.3% | 0.01% | ABS-O |
| 279 | PRESTIGE AUTO RECEIVABLES TRUST 2022-1 | PART | Sep 2024 | 108,269 | -21,731 | $108K | -16.6% | 0.01% | ABS-O |
| 280 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 110,112 | -3,070 | $108K | -3.2% | 0.01% | ABS-MBS |
| 281 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 110,063 | -3,168 | $108K | -3.5% | 0.01% | ABS-MBS |
| 282 | VERUS SECURITIZATION TRUST 2021-2 | VERUS | Sep 2024 | 116,354 | -12,711 | $107K | -8.6% | 0.01% | ABS-O |
| 283 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 108,749 | -3,539 | $107K | -3.8% | 0.01% | ABS-MBS |
| 284 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 114,392 | -4,427 | $106K | -4.7% | 0.01% | ABS-MBS |
| 285 | VERUS SECURITIZATION TRUST 2021-4 | VERUS | Sep 2024 | 121,650 | -5,002 | $103K | -4.6% | 0.01% | ABS-O |
| 286 | OBX 2021-NQM4 TRUST | OBX | Mar 2026 | 120,541 | -2,558 | $103K | -3.3% | 0.01% | ABS-O |
| 287 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 104,323 | -3,034 | $102K | -3.4% | 0.01% | ABS-MBS |
| 288 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 103,969 | -3,104 | $102K | -3.4% | 0.01% | ABS-MBS |
| 289 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 103,953 | -2,664 | $102K | -3.3% | 0.01% | ABS-MBS |
| 290 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 1,808,333 | -5,516 | $100K | -3.3% | 0.01% | ABS-O |
| 291 | GCAT 2021-NQM7 TRUST | GCAT | Sep 2024 | 107,010 | -9,509 | $99K | -8.3% | 0.01% | ABS-O |
| 292 | SOUTHERN CALIFORNIA EDISON COMPANY | EIX | Sep 2024 | 100,000 | -50,000 | $99K | -33.4% | 0.01% | DBT |
| 293 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST | PROG | Sep 2024 | 99,536 | -321 | $99K | -0.4% | 0.01% | ABS-O |
| 294 | COMCAST CORP | CMCSA | Sep 2024 | 181,000 | -45,000 | $98K | -21.7% | 0.01% | DBT |
| 295 | CONOCOPHILLIPS COMPANY | COP | Sep 2024 | 100,000 | -20,000 | $97K | -16.0% | 0.01% | DBT |
| 296 | JP MORGAN MORTGAGE TRUST 2024-1 | JPMMT | Mar 2026 | 96,583 | -39,461 | $97K | -29.2% | 0.01% | ABS-O |
| 297 | GCAT 2021-NQM1 TRUST | GCAT | Sep 2024 | 108,340 | -3,705 | $96K | -4.4% | 0.01% | ABS-O |
| 298 | A&D MORTGAGE TRUST 2025-NQM4 | ADMT | Mar 2026 | 96,759 | -2,001 | $96K | -2.2% | 0.01% | ABS-O |
| 299 | CF HIPPOLYTA ISSUER LLC | SORT | Sep 2024 | 95,130 | -972 | $95K | -0.8% | 0.01% | ABS-O |
| 300 | BBCMS MORTGAGE TRUST 2024-C24 | BBCMS | Sep 2024 | 1,099,130 | -1,026 | $94K | -4.1% | 0.01% | ABS-O |
| 301 | PROLOGIS TARGETED U.S. LOGISTICS FUND LP | PLDTLF | Mar 2026 | 95,000 | -20,000 | $93K | -17.7% | 0.01% | DBT |
| 302 | BINOM SECURITIZATION TRUST 2021-INV1 | BINOM | Sep 2024 | 100,726 | -4,522 | $92K | -5.0% | 0.01% | ABS-O |
| 303 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 93,181 | -2,829 | $91K | -3.5% | 0.01% | ABS-MBS |
| 304 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 97,135 | -3,812 | $89K | -4.3% | 0.01% | ABS-O |
| 305 | BMO 2024-C9 MORTGAGE TRUST | BMO | Sep 2024 | 1,505,156 | -516 | $88K | -3.1% | 0.01% | ABS-O |
| 306 | J.P. MORGAN MORTGAGE TRUST 2023-HE3 | JPMMT | Sep 2024 | 87,447 | -8,839 | $88K | -9.1% | 0.01% | ABS-O |
| 307 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 90,705 | -4,510 | $87K | -4.9% | 0.01% | ABS-MBS |
| 308 | CF HIPPOLYTA ISSUER LLC | SORT | Sep 2024 | 105,782 | -806 | $87K | -2.1% | 0.01% | ABS-O |
| 309 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E | NAVSL | Sep 2024 | 97,785 | -7,626 | $87K | -7.6% | 0.01% | ABS-O |
| 310 | ANGEL OAK MORTGAGE TRUST 2021-3 | AOMT | Mar 2026 | 99,097 | -5,493 | $86K | -5.5% | 0.01% | ABS-O |
| 311 | FREDDIE MAC STACR REMIC TRUST 2023-HQA3 | STACR | Sep 2024 | 84,893 | -601 | $85K | -0.9% | 0.01% | ABS-O |
| 312 | CSMC TRUST 2018-RPL9 | CSMC | Sep 2024 | 87,995 | -2,579 | $84K | -3.5% | 0.01% | ABS-O |
| 313 | DUKE ENERGY PROGRESS LLC | DUK | Mar 2026 | 85,000 | -20,000 | $83K | -18.7% | 0.01% | DBT |
| 314 | SUNNOVA HESTIA I ISSUER LLC | SNVA | Sep 2024 | 84,822 | -1,044 | $82K | -1.8% | 0.01% | ABS-O |
| 315 | MFA 2021-NQM2 TRUST | MFRA | Sep 2024 | 92,332 | -3,726 | $82K | -4.0% | 0.01% | ABS-O |
| 316 | BBCMS MORTGAGE TRUST 2025-C32 | BBCMS | Mar 2026 | 1,039,255 | -8,888 | $80K | -5.4% | 0.01% | ABS-O |
| 317 | CITIGROUP INC | C | Mar 2026 | 80,000 | -95,000 | $79K | -54.4% | 0.01% | DBT |
| 318 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 91,200 | -848 | $78K | -1.4% | 0.01% | ABS-MBS |
| 319 | FEDERAL HOME LOAN BANKS | FHLMC | Sep 2024 | 79,107 | -565 | $77K | -1.3% | 0.01% | ABS-MBS |
| 320 | TRK 2021-INV1 TRUST | TRK | Sep 2024 | 84,948 | -7,236 | $77K | -7.9% | 0.01% | ABS-O |
| 321 | ANGEL OAK MORTGAGE TRUST 2021-1 | AOMT | Sep 2024 | 86,423 | -4,859 | $75K | -7.2% | 0.01% | ABS-O |
| 322 | BENCHMARK 2023-B39 MORTGAGE TRUST | BMARK | Sep 2024 | 2,315,892 | -1,606 | $75K | -4.0% | 0.01% | ABS-O |
| 323 | VFI ABS 2025-1 LLC | VFI | Mar 2026 | 73,608 | -16,670 | $74K | -18.7% | 0.01% | ABS-O |
| 324 | CF HIPPOLYTA ISSUER LLC | SORT | Sep 2024 | 91,754 | -699 | $72K | -2.8% | 0.01% | ABS-O |
| 325 | ANGEL OAK MORTGAGE TRUST 2022-2 | AOMT | Mar 2026 | 76,120 | -2,100 | $72K | -4.0% | 0.01% | ABS-O |
| 326 | PRPM 2025-3 LLC | PRPM | Mar 2026 | 71,561 | -8,267 | $72K | -10.1% | 0.01% | ABS-O |
| 327 | BOEING COMPANY (THE) | BA | Mar 2026 | 70,000 | -305,000 | $71K | -81.0% | 0.01% | DBT |
| 328 | CF HIPPOLYTA ISSUER LLC | SORT | Sep 2024 | 84,548 | -864 | $69K | -0.4% | 0.01% | ABS-O |
| 329 | BBCMS MORTGAGE TRUST 2024-C28 | BBCMS | Sep 2024 | 995,027 | -676 | $69K | -3.4% | 0.01% | ABS-O |
| 330 | ORACLE CORP | ORCL | Sep 2024 | 75,000 | -130,000 | $69K | -63.1% | 0.01% | DBT |
| 331 | MILL CITY MORTGAGE LOAN TRUST 2019-GS1 | MCMLT | Sep 2024 | 69,451 | -13,533 | $68K | -16.2% | 0.01% | ABS-O |
| 332 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 | NRZT | Sep 2024 | 70,485 | -3,829 | $67K | -5.9% | 0.01% | ABS-O |
| 333 | COMMERCIAL EQUIP FIN 2024-1 LLC | CEFI | Sep 2024 | 66,750 | -18,638 | $67K | -22.0% | 0.01% | ABS-O |
| 334 | OHIO EDISON COMPANY | FE | Sep 2024 | 65,000 | -5,000 | $67K | -7.6% | 0.01% | DBT |
| 335 | EVERSOURCE ENERGY | ES | Sep 2024 | 65,000 | -60,000 | $65K | -47.8% | 0.01% | DBT |
| 336 | TARGA RESOURCES CORP | TRGP | Mar 2026 | 65,000 | -190,000 | $65K | -74.4% | 0.01% | DBT |
| 337 | GLENCORE FUNDING LLC | GLENLN | Mar 2026 | 60,000 | -15,000 | $65K | -20.4% | 0.01% | DBT |
| 338 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 75,360 | -1,920 | $64K | -3.0% | 0.01% | ABS-MBS |
| 339 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-5 | NRZT | Sep 2024 | 68,583 | -3,172 | $64K | -5.2% | 0.01% | ABS-O |
| 340 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM1R | NRZT | Sep 2024 | 69,340 | -887 | $63K | -1.7% | 0.01% | ABS-O |
| 341 | BENCHMARK 2020-B22 MORTGAGE TRUST | BMARK | Sep 2024 | 1,085,941 | -1,567 | $58K | -6.2% | 0.01% | ABS-O |
| 342 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 55,906 | -3,155 | $57K | -5.6% | 0.01% | ABS-MBS |
| 343 | LEGACY MORTGAGE ASSET TRUST 2021-GS4 | LMAT | Sep 2024 | 56,985 | -14,299 | $57K | -20.0% | 0.01% | ABS-O |
| 344 | CASCADE MH ASSET TRUST 2021-MH1 | CMHAT | Sep 2024 | 60,629 | -3,893 | $55K | -6.1% | 0.01% | ABS-O |
| 345 | BANK 2019-BNK23 | BANK | Sep 2024 | 2,876,558 | -4,829 | $55K | -7.9% | 0.01% | ABS-O |
| 346 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 60,724 | -1,695 | $54K | -3.2% | 0.01% | ABS-MBS |
| 347 | KEURIG DR PEPPER INC | KDP | Mar 2026 | 55,000 | -65,000 | $54K | -54.2% | 0.01% | DBT |
| 348 | SOUTHERN CALIFORNIA GAS COMPANY | SRE | Sep 2024 | 55,000 | -35,000 | $54K | -38.5% | 0.01% | DBT |
| 349 | CONOCOPHILLIPS COMPANY | COP | Sep 2024 | 73,000 | -100,000 | $54K | -57.6% | 0.01% | DBT |
| 350 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K114 | FHLMC | Sep 2024 | 1,437,595 | -4,314 | $53K | -6.5% | 0.01% | ABS-O |
| 351 | BENCHMARK 2019-B10 MORTGAGE TRUST | BMARK | Sep 2024 | 1,914,042 | -334 | $53K | -6.8% | 0.01% | ABS-O |
| 352 | CSMC 2020-NQM1 TRUST | CSMC | Sep 2024 | 54,998 | -8,948 | $53K | -13.9% | 0.01% | ABS-O |
| 353 | ANGEL OAK MORTGAGE TRUST 2020-2 | AOMT | Sep 2024 | 55,340 | -4,867 | $53K | -8.3% | 0.01% | ABS-O |
| 354 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 1,099,288 | -3,970 | $52K | -6.7% | 0.01% | ABS-O |
| 355 | MORGAN STANLEY | MS | Sep 2024 | 50,000 | -140,000 | $52K | -73.9% | 0.01% | DBT |
| 356 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 60,146 | -568 | $52K | -1.5% | 0.01% | ABS-MBS |
| 357 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 52,860 | -1,983 | $50K | -4.3% | 0.01% | ABS-O |
| 358 | DUKE ENERGY PROGRESS LLC | DUK | Mar 2026 | 50,000 | -60,000 | $50K | -54.6% | 0.01% | DBT |
| 359 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 55,124 | -1,368 | $49K | -2.9% | 0.01% | ABS-MBS |
| 360 | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 | CAS | Sep 2024 | 48,540 | -9,223 | $49K | -16.0% | 0.01% | ABS-O |
| 361 | VERUS SECURITIZATION TRUST 2021-R2 | VERUS | Sep 2024 | 49,109 | -3,871 | $47K | -5.8% | 0.01% | ABS-O |
| 362 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 58,850 | -398 | $47K | -1.5% | 0.01% | ABS-MBS |
| 363 | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A | SSTRT | Mar 2026 | 46,879 | -7,745 | $47K | -14.3% | 0.01% | ABS-O |
| 364 | BENCHMARK 2023-B40 MORTGAGE TRUST | BMARK | Sep 2024 | 965,112 | -553 | $46K | -5.7% | 0.01% | ABS-O |
| 365 | BANK OF AMERICA CORP | BAC | Sep 2024 | 50,000 | -70,000 | $46K | -58.4% | 0.01% | DBT |
| 366 | BANK 2023-BNK45 | BANK | Sep 2024 | 882,453 | -1,354 | $46K | -4.7% | 0.01% | ABS-O |
| 367 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 | NRZT | Sep 2024 | 47,944 | -1,956 | $45K | -4.6% | 0.01% | ABS-O |
| 368 | SOUTHWESTERN ELECTRIC POWER COMPANY | AEP | Mar 2026 | 45,000 | -75,000 | $44K | -61.9% | 0.01% | DBT |
| 369 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 55,248 | -398 | $44K | -1.5% | 0.01% | ABS-MBS |
| 370 | NISSAN AUTO LEASE TRUST 2023-B | NAROT | Sep 2024 | 43,864 | -27,489 | $44K | -38.6% | 0.01% | ABS-O |
| 371 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 45,323 | -2,417 | $43K | -5.8% | 0.01% | ABS-O |
| 372 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 | STAR | Sep 2024 | 44,875 | -7,221 | $43K | -13.6% | 0.01% | ABS-O |
| 373 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FHLMC | Sep 2024 | 47,190 | -1,499 | $43K | -3.7% | 0.01% | ABS-O |
| 374 | FEDERAL HOME LOAN BANKS | FHLB | Sep 2024 | 43,508 | -921 | $42K | -1.6% | 0.01% | ABS-MBS |
| 375 | BANK 2019-BNK16 | BANK | Sep 2024 | 2,243,273 | -8,283 | $41K | -9.9% | 0.00% | ABS-O |
| 376 | GEORGIA POWER COMPANY | SO | Mar 2026 | 40,000 | -25,000 | $40K | -38.9% | 0.00% | DBT |
| 377 | DBGS 2018-C1 MORTGAGE TRUST | DBGS | Sep 2024 | 10,483,865 | -23,639 | $38K | -11.6% | 0.00% | ABS-O |
| 378 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FHLB | Sep 2024 | 38,619 | -688 | $38K | -1.8% | 0.00% | ABS-MBS |
| 379 | METLIFE SECURITIZATION TRUST 2017-1 | MST | Sep 2024 | 39,599 | -1,311 | $38K | -3.6% | 0.00% | ABS-O |
| 380 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 36,756 | -818 | $36K | -2.3% | 0.00% | ABS-MBS |
| 381 | ANGEL OAK MORTGAGE TRUST 2020-R1 | AOMT | Sep 2024 | 37,063 | -2,986 | $36K | -7.4% | 0.00% | ABS-O |
| 382 | PENSKE TRUCK LEASING CO LP / PENSKE TRUCK LEASING FINANCE CORP | PENSKE | Sep 2024 | 35,000 | -20,000 | $35K | -36.6% | 0.00% | DBT |
| 383 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 36,777 | -5,156 | $35K | -12.3% | 0.00% | ABS-O |
| 384 | COLT 2020-2R MORTGAGE LOAN TRUST | COLT | Sep 2024 | 36,652 | -5,912 | $35K | -13.7% | 0.00% | ABS-O |
| 385 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 37,620 | -1,705 | $34K | -5.0% | 0.00% | ABS-MBS |
| 386 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FHLB | Sep 2024 | 36,697 | -1,091 | $34K | -4.0% | 0.00% | ABS-MBS |
| 387 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 38,810 | -582 | $33K | -2.0% | 0.00% | ABS-MBS |
| 388 | GS MORTGAGE SECURITIES TRUST 2020-GC45 | GSMS | Sep 2024 | 1,879,505 | -3,945 | $33K | -7.4% | 0.00% | ABS-O |
| 389 | JP MORGAN CHASE & COMPANY | JPM | Sep 2024 | 35,000 | -100,000 | $32K | -74.1% | 0.00% | DBT |
| 390 | GLENCORE FUNDING LLC | GLENLN | Sep 2024 | 30,000 | -90,000 | $32K | -75.2% | 0.00% | DBT |
| 391 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 939,220 | -4,608 | $31K | -4.9% | 0.00% | ABS-O |
| 392 | BANK 2020-BNK26 | BANK | Sep 2024 | 1,003,789 | -2,609 | $31K | -8.5% | 0.00% | ABS-O |
| 393 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 38,719 | -916 | $31K | -3.1% | 0.00% | ABS-MBS |
| 394 | NSTAR ELECTRIC COMPANY | ES | Sep 2024 | 30,000 | -75,000 | $31K | -71.5% | 0.00% | DBT |
| 395 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 4,236,304 | -16,561 | $30K | -8.2% | 0.00% | ABS-O |
| 396 | ALPHABET INC | GOOGL | Mar 2026 | 30,000 | -50,000 | $30K | -62.5% | 0.00% | DBT |
| 397 | BANK 2019-BNK22 | BANK | Sep 2024 | 1,744,298 | -2,255 | $30K | -7.8% | 0.00% | ABS-O |
| 398 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 559,492 | -2,258 | $28K | -6.8% | 0.00% | ABS-O |
| 399 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 29,355 | -757 | $28K | -3.3% | 0.00% | ABS-O |
| 400 | EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2 | EART | Mar 2026 | 27,149 | -91,872 | $27K | -77.2% | 0.00% | ABS-O |
| 401 | ARROYO MORTGAGE TRUST 2019-3 | ARRW | Sep 2024 | 28,019 | -3,408 | $27K | -10.2% | 0.00% | ABS-O |
| 402 | TOWD POINT MORTGAGE TRUST 2018-5 | TPMT | Sep 2024 | 26,095 | -7,958 | $26K | -23.3% | 0.00% | ABS-O |
| 403 | ARROYO MORTGAGE TRUST 2019-2 | ARRW | Sep 2024 | 26,266 | -2,678 | $25K | -9.5% | 0.00% | ABS-O |
| 404 | VOLT 2021-NPL11 | VOLT | Sep 2024 | 25,261 | -25,192 | $25K | -49.9% | 0.00% | ABS-O |
| 405 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 31,107 | -210 | $25K | -1.5% | 0.00% | ABS-MBS |
| 406 | MPLX LP | MPLX | Mar 2026 | 25,000 | -65,000 | $25K | -72.4% | 0.00% | DBT |
| 407 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 24,365 | -1,497 | $25K | -6.0% | 0.00% | ABS-MBS |
| 408 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 26,316 | -1,420 | $24K | -5.7% | 0.00% | ABS-O |
| 409 | BANK 2019-BNK20 | BANK | Sep 2024 | 1,122,200 | -3,688 | $24K | -8.6% | 0.00% | ABS-O |
| 410 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 24,970 | -1,460 | $24K | -6.1% | 0.00% | ABS-O |
| 411 | ANGEL OAK MORTGAGE TRUST 2020-6 | AOMT | Sep 2024 | 26,067 | -1,646 | $24K | -6.0% | 0.00% | ABS-O |
| 412 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 26,094 | -736 | $24K | -3.3% | 0.00% | ABS-MBS |
| 413 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 23,468 | -7,543 | $23K | -24.4% | 0.00% | ABS-MBS |
| 414 | BENCHMARK 2020-B18 MORTGAGE TRUST | BMARK | Sep 2024 | 479,678 | -2,198 | $23K | -6.8% | 0.00% | ABS-O |
| 415 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 28,271 | -450 | $23K | -2.4% | 0.00% | ABS-MBS |
| 416 | RESIDENTIAL MORTGAGE LOAN TRUST 2021-1R | RMLT | Sep 2024 | 22,636 | -3,148 | $22K | -12.1% | 0.00% | ABS-O |
| 417 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 27,029 | -331 | $22K | -2.0% | 0.00% | ABS-MBS |
| 418 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FHLMC | Sep 2024 | 27,054 | -479 | $22K | -2.6% | 0.00% | ABS-MBS |
| 419 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 20,551 | -478 | $21K | -2.2% | 0.00% | ABS-MBS |
| 420 | BANK 2019-BNK18 | BANK | Sep 2024 | 957,068 | -1,493 | $21K | -9.0% | 0.00% | ABS-O |
| 421 | PACIFIC GAS & ELECTRIC COMPANY | PCG | Sep 2024 | 20,000 | -140,000 | $21K | -87.6% | 0.00% | DBT |
| 422 | CSMC TRUST 2017-FHA1 | CSMC | Sep 2024 | 21,947 | -811 | $21K | -4.0% | 0.00% | ABS-O |
| 423 | JBS USA HOLDING LUX SARL | JBS | Mar 2026 | 20,000 | -65,000 | $21K | -76.6% | 0.00% | DBT |
| 424 | ONEOK INC | OKE | Sep 2024 | 20,000 | -105,000 | $20K | -84.0% | 0.00% | DBT |
| 425 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 19,644 | -630 | $19K | -3.8% | 0.00% | ABS-MBS |
| 426 | BANK 2019-BNK23 | BANK | Sep 2024 | 966,368 | -1,213 | $19K | -7.5% | 0.00% | ABS-O |
| 427 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-5 | NRZT | Sep 2024 | 18,284 | -979 | $19K | -4.7% | 0.00% | ABS-O |
| 428 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 18,090 | -375 | $19K | -2.2% | 0.00% | ABS-MBS |
| 429 | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 | EFMT | Sep 2024 | 18,868 | -2,949 | $18K | -13.3% | 0.00% | ABS-O |
| 430 | BENCHMARK 2019-B12 MORTGAGE TRUST | BMARK | Sep 2024 | 824,077 | -26,742 | $18K | -9.5% | 0.00% | ABS-O |
| 431 | MSWF COMMERCIAL MORTGAGE TRUST 2023-2 | MSWF | Sep 2024 | 337,228 | -65 | $17K | -3.9% | 0.00% | ABS-O |
| 432 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 17,844 | -1,158 | $17K | -6.6% | 0.00% | ABS-O |
| 433 | CD 2017-CD3 MORTGAGE TRUST | CD | Sep 2024 | 16,481 | -15,293 | $16K | -48.0% | 0.00% | ABS-O |
| 434 | GCAT 2020-NQM2 TRUST | GCAT | Sep 2024 | 16,476 | -577 | $16K | -3.6% | 0.00% | ABS-O |
| 435 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 17,383 | -446 | $15K | -3.2% | 0.00% | ABS-MBS |
| 436 | HUMANA INC | HUM | Mar 2026 | 15,000 | -70,000 | $15K | -82.1% | 0.00% | DBT |
| 437 | FREDDIE MAC STACR REMIC TRUST 2021-DNA5 | STACR | Sep 2024 | 14,327 | -4,859 | $14K | -25.2% | 0.00% | ABS-O |
| 438 | DBJPM 2016-SFC MORTGAGE TRUST | DBJPM | Sep 2024 | 375,289 | -8,872 | $14K | -9.4% | 0.00% | ABS-O |
| 439 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 13,886 | -1,768 | $14K | -11.6% | 0.00% | ABS-O |
| 440 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 434,791 | -2,072 | $14K | -5.7% | 0.00% | ABS-O |
| 441 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2015-1 | NRZT | Sep 2024 | 14,054 | -455 | $13K | -3.8% | 0.00% | ABS-O |
| 442 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 13,992 | -554 | $13K | -4.5% | 0.00% | ABS-O |
| 443 | ANGEL OAK MORTGAGE TRUST 2020-4 | AOMT | Sep 2024 | 12,940 | -4,700 | $13K | -26.3% | 0.00% | ABS-O |
| 444 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 10,783 | -202 | $11K | -2.1% | 0.00% | ABS-MBS |
| 445 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 10,489 | -242 | $11K | -2.3% | 0.00% | ABS-MBS |
| 446 | ANGEL OAK MORTGAGE TRUST 2020-1 | AOMT | Sep 2024 | 11,111 | -1,353 | $11K | -10.8% | 0.00% | ABS-O |
| 447 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 10,788 | -2,016 | $11K | -15.9% | 0.00% | ABS-O |
| 448 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 | NRZT | Sep 2024 | 11,012 | -1,070 | $11K | -8.9% | 0.00% | ABS-O |
| 449 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 11,099 | -590 | $11K | -5.7% | 0.00% | ABS-O |
| 450 | ORACLE CORP | ORCL | Mar 2026 | 13,000 | -135,000 | $10K | -91.1% | 0.00% | DBT |
| 451 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 10,662 | -104 | $10K | -1.8% | 0.00% | ABS-MBS |
| 452 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 8,891 | -395 | $9K | -4.4% | 0.00% | ABS-MBS |
| 453 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 8,270 | -185 | $9K | -2.2% | 0.00% | ABS-MBS |
| 454 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 8,678 | -616 | $8K | -7.0% | 0.00% | ABS-O |
| 455 | MFA 2020-NQM3 TRUST | MFRA | Sep 2024 | 8,443 | -799 | $8K | -8.5% | 0.00% | ABS-O |
| 456 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 7,677 | -182 | $8K | -2.5% | 0.00% | ABS-MBS |
| 457 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | GNR | Sep 2024 | 7,558 | -1,922 | $7K | -20.2% | 0.00% | ABS-O |
| 458 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 6,904 | -1,963 | $7K | -22.1% | 0.00% | ABS-O |
| 459 | J P MORGAN MTG TR 2025-NQM1 | JPMMT | Mar 2026 | 6,778 | -949,721 | $7K | -99.3% | 0.00% | ABS-O |
| 460 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 6,262 | -1,488 | $6K | -19.2% | 0.00% | ABS-O |
| 461 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 6,266 | -2,110 | $6K | -25.1% | 0.00% | ABS-O |
| 462 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 6,226 | -820 | $6K | -11.9% | 0.00% | ABS-O |
| 463 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 5,902 | -150 | $6K | -2.3% | 0.00% | ABS-MBS |
| 464 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 | STAR | Sep 2024 | 6,022 | -1,725 | $6K | -21.9% | 0.00% | ABS-O |
| 465 | CITIGROUP MORTGAGE LOAN TRUST 2018-RP1 | CMLTI | Sep 2024 | 5,860 | -1,480 | $6K | -20.0% | 0.00% | ABS-O |
| 466 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 5,703 | -2,911 | $6K | -33.8% | 0.00% | ABS-O |
| 467 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 5,278 | -231 | $6K | -3.6% | 0.00% | ABS-MBS |
| 468 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 5,583 | -1,550 | $6K | -21.7% | 0.00% | ABS-O |
| 469 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 5,595 | -1,835 | $6K | -24.6% | 0.00% | ABS-O |
| 470 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 5,144 | -1,810 | $5K | -25.9% | 0.00% | ABS-O |
| 471 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FHLMC | Sep 2024 | 4,762 | -307 | $5K | -6.0% | 0.00% | ABS-MBS |
| 472 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 4,264 | -145 | $4K | -3.8% | 0.00% | ABS-MBS |
| 473 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 3,746 | -208 | $4K | -5.4% | 0.00% | ABS-MBS |
| 474 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | Sep 2024 | 3,071 | -138 | $3K | -4.4% | 0.00% | ABS-MBS |
| 475 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 2,385 | -49 | $3K | -1.7% | 0.00% | ABS-MBS |
| 476 | FEDERAL HOME LOAN MORTGAGE CORP | FHLMC | Sep 2024 | 1,410 | -64 | $1K | -4.0% | 0.00% | ABS-MBS |
| 477 | TOWD POINT MORTGAGE TRUST 2018-1 | TPMT | Sep 2024 | 345 | -1,404 | $344 | -80.3% | 0.00% | ABS-O |
| 478 | ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION | SO3 FMZ002 | Mar 2026 | 41 | -23 | $-55197 | -69.4% | -0.01% | DIR |