American Funds Mortgage Fund

#	Name	Ticker	Since	Shares	Value	% Port	Cat
1	UNIFORM MBS	01F022659	Feb 2022	1,285,677,929	$1.26B	13.65%	ABS-MBS
2	UNIFORM MBS	01F030645	Feb 2022	694,425,371	$699.9M	7.57%	ABS-MBS
3	UNIFORM MBS	01F022642	Feb 2022	557,920,839	$549.2M	5.94%	ABS-MBS
4	UNITED STATES TREASURY	912828B25	Feb 2022	387,928,785	$412.6M	4.46%	DBT
5	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	21H030633	Feb 2022	305,876,805	$311.0M	3.36%	ABS-MBS
6	FEDERAL HOME LOAN BANKS	313385TZ9	Feb 2022	275,000,000	$275.0M	2.97%	DBT
7	UNITED STATES TREASURY	912796F38	Feb 2022	250,000,000	$250.0M	2.70%	DBT
8	STATE STREET CORP	N/A	Feb 2022	243,500,000	$243.5M	2.63%	STIV
9	UNITED STATES TREASURY	912796L98	Feb 2022	225,000,000	$225.0M	2.43%	DBT
10	UNITED STATES TREASURY	912796Q28	Feb 2022	220,900,000	$220.8M	2.39%	DBT
11	UNITED STATES TREASURY	912796U98	Feb 2022	218,700,000	$218.6M	2.36%	DBT
12	UNIFORM MBS	01F032641	Feb 2022	204,752,430	$210.4M	2.27%	ABS-MBS
13	FEDERAL HOME LOAN BANKS	313385VE3	Feb 2022	210,000,000	$210.0M	2.27%	DBT
14	FEDERAL HOME LOAN BANKS	313385UK0	Feb 2022	202,000,000	$202.0M	2.18%	DBT
15	UNITED STATES TREASURY	912796P37	Feb 2022	198,400,000	$198.3M	2.14%	DBT
16	UNITED STATES TREASURY	91282CBS9	Feb 2022	165,000,000	$159.9M	1.73%	DBT
17	UNIFORM MBS	01F020646	Feb 2022	165,370,710	$158.3M	1.71%	ABS-MBS
18	FEDERAL HOME LOAN BANKS	313385WL6	Feb 2022	152,000,000	$151.9M	1.64%	DBT
19	FEDERAL HOME LOAN BANKS	313385UQ7	Feb 2022	143,000,000	$143.0M	1.55%	DBT
20	UNITED STATES TREASURY	912810SP4	Feb 2022	170,100,000	$140.2M	1.52%	DBT
21	FEDERAL HOME LOAN BANKS	313385WB8	Feb 2022	139,300,000	$139.3M	1.51%	DBT
22	UNITED STATES TREASURY	912796M97	Feb 2022	135,400,000	$135.4M	1.46%	DBT
23	FEDERAL HOME LOAN BANKS	313385XH4	Feb 2022	130,300,000	$130.2M	1.41%	DBT
24	FEDERAL HOME LOAN BANKS	313385UB0	Feb 2022	125,000,000	$125.0M	1.35%	DBT
25	UNITED STATES TREASURY	91282CBF7	Feb 2022	107,101,000	$117.2M	1.27%	DBT
26	UNITED STATES TREASURY	912810SS8	Feb 2022	131,000,000	$114.9M	1.24%	DBT
27	FEDERAL HOME LOAN BANKS	313385UZ7	Feb 2022	110,000,000	$110.0M	1.19%	DBT
28	UNIFORM MBS	01F030637	Feb 2022	104,858,991	$105.9M	1.14%	ABS-MBS
29	UNITED STATES TREASURY	91282CBT7	Feb 2022	108,921,900	$104.7M	1.13%	DBT
30	FEDERAL HOME LOAN BANKS	313385TU0	Feb 2022	100,000,000	$100.0M	1.08%	DBT
31	UNITED STATES TREASURY	912796K57	Feb 2022	100,000,000	$99.8M	1.08%	DBT
32	UNITED STATES TREASURY	912796U23	Feb 2022	98,500,000	$98.5M	1.06%	DBT
33	UNITED STATES TREASURY	912796U80	Feb 2022	90,000,000	$90.0M	0.97%	DBT
34	UNITED STATES TREASURY	91282CDX6	Feb 2022	80,461,600	$88.3M	0.95%	DBT
35	FEDERAL HOME LOAN BANKS	313385TV8	Feb 2022	79,450,000	$79.4M	0.86%	DBT
36	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140JBNK8	Feb 2022	75,039,646	$78.5M	0.85%	ABS-MBS
37	UNITED STATES TREASURY	91282CDD0	Feb 2022	79,047,400	$77.7M	0.84%	DBT
38	UNIFORM MBS	01F022634	Feb 2022	77,000,000	$76.0M	0.82%	ABS-MBS
39	UNIFORM MBS	01F042632	Feb 2022	71,847,687	$75.9M	0.82%	ABS-MBS
40	FREDDIE MAC - SLST SLST_19-1	35564CBB2	Feb 2022	73,128,424	$75.4M	0.82%	ABS-CBDO
41	UNITED STATES TREASURY	912796S75	Feb 2022	75,000,000	$75.0M	0.81%	DBT
42	FEDERAL HOME LOAN BANKS	313385VG8	Feb 2022	75,000,000	$75.0M	0.81%	DBT
43	FEDERAL HOME LOAN BANKS	313385UA2	Feb 2022	72,000,000	$72.0M	0.78%	DBT
44	CISCO SYSTEMS INC	17277BCF0	Feb 2022	71,120,000	$71.1M	0.77%	STIV
45	SEASONED CREDIT RISK TRANSFER SCRT_17-4	35563PDD8	Feb 2022	68,897,865	$71.0M	0.77%	ABS-CBDO
46	UNITED STATES TREASURY	912796N21	Feb 2022	70,000,000	$70.0M	0.76%	DBT
47	UNITED STATES TREASURY	912828UH1	Feb 2022	63,392,762	$65.9M	0.71%	DBT
48	UNITED STATES TREASURY	912796T74	Feb 2022	64,800,000	$64.8M	0.70%	DBT
49	FEDERAL HOME LOAN BANKS	313385UH7	Feb 2022	64,000,000	$64.0M	0.69%	DBT
50	UNITED STATES TREASURY	912796Q36	Feb 2022	63,200,000	$63.2M	0.68%	DBT
51	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QDDA9	Feb 2022	56,641,596	$57.8M	0.63%	ABS-MBS
52	FREDDIE MAC - SLST SLST_18-2	35564CAN7	Feb 2022	55,623,982	$57.1M	0.62%	ABS-CBDO
53	BOFA SECURITIES INC	06054PCM6	Feb 2022	56,900,000	$56.9M	0.62%	STIV
54	UNITED STATES TREASURY	91282CAR2	Feb 2022	56,971,900	$56.7M	0.61%	DBT
55	APPLE INC	03785EC28	Feb 2022	55,000,000	$55.0M	0.59%	STIV
56	UNITED STATES TREASURY	91282CDJ7	Feb 2022	53,554,200	$51.4M	0.56%	DBT
57	UNITED STATES TREASURY	912828VM9	Feb 2022	47,921,200	$50.7M	0.55%	DBT
58	FEDERAL HOME LOAN BANKS	N/A	Feb 2022	50,000,000	$50.0M	0.54%	DBT
59	FEDERAL HOME LOAN BANKS	313385TT3	Feb 2022	50,000,000	$50.0M	0.54%	DBT
60	CRC FUNDING LLC	12619UC33	Feb 2022	50,000,000	$50.0M	0.54%	STIV
61	FEDERAL NATIONAL MORTGAGE ASSOCIATION	313589UA9	Feb 2022	50,000,000	$50.0M	0.54%	DBT
62	UNITED STATES TREASURY	912796S91	Feb 2022	50,000,000	$50.0M	0.54%	DBT
63	FEDERAL HOME LOAN BANKS	313385UX2	Feb 2022	50,000,000	$50.0M	0.54%	DBT
64	FEDERAL HOME LOAN BANKS	313385VW3	Feb 2022	50,000,000	$50.0M	0.54%	DBT
65	FEDERAL HOME LOAN BANKS	313385XF8	Feb 2022	50,000,000	$50.0M	0.54%	DBT
66	UNITED STATES TREASURY	912796J42	Feb 2022	50,000,000	$49.9M	0.54%	DBT
67	FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K142	3137H5Y92	Feb 2022	50,000,000	$49.6M	0.54%	ABS-CBDO
68	UNITED STATES TREASURY	91282CDV0	Feb 2022	49,243,400	$48.7M	0.53%	DBT
69	FEDERAL HOME LOAN BANKS	313385US3	Feb 2022	48,000,000	$48.0M	0.52%	DBT
70	FREDDIE MAC - SLST SLST_19-3	35564CEE3	Feb 2022	45,188,716	$46.2M	0.50%	ABS-CBDO
71	SEASONED CREDIT RISK TRANSFER SCRT_17-4	35563PCM9	Feb 2022	43,803,845	$46.0M	0.50%	ABS-CBDO
72	UNITED STATES TREASURY	912810QV3	Feb 2022	37,404,163	$44.7M	0.48%	DBT
73	UNITED STATES TREASURY	912810SG4	Feb 2022	33,681,984	$44.2M	0.48%	DBT
74	UNIFORM MBS	01F032633	Feb 2022	42,880,821	$44.2M	0.48%	ABS-MBS
75	UNITED STATES TREASURY	912810SW9	Feb 2022	43,408,200	$40.8M	0.44%	DBT
76	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140XFPT2	Feb 2022	40,346,688	$40.3M	0.44%	ABS-MBS
77	CAFCO LLC	1247P3C26	Feb 2022	40,000,000	$40.0M	0.43%	STIV
78	CISCO SYSTEMS INC	17277BC86	Feb 2022	40,000,000	$40.0M	0.43%	STIV
79	FEDERAL HOME LOAN BANKS	313385VS2	Feb 2022	39,350,000	$39.3M	0.43%	DBT
80	APPLE INC	03785ECE2	Feb 2022	39,200,000	$39.2M	0.42%	STIV
81	UNITED STATES TREASURY	91282CDK4	Feb 2022	40,000,000	$39.1M	0.42%	DBT
82	CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6	12527LAA0	Feb 2022	39,257,253	$39.1M	0.42%	ABS-CBDO
83	FEDERAL HOME LOAN MORTGAGE CORP	3132DVKQ7	Feb 2022	37,375,682	$38.9M	0.42%	ABS-MBS
84	UNITED STATES TREASURY	912796P45	Feb 2022	38,100,000	$38.1M	0.41%	DBT
85	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140GSRX2	Feb 2022	36,013,407	$37.4M	0.40%	ABS-MBS
86	UNITED STATES TREASURY	912796V22	Feb 2022	37,400,000	$37.4M	0.40%	DBT
87	RISKLESS ISSUER	N/A	Feb 2022	1	$36.8M	0.40%	DIR
88	UNITED STATES TREASURY	912796H44	Feb 2022	36,600,000	$36.6M	0.40%	DBT
89	UNITED STATES TREASURY	912828WU0	Feb 2022	31,577,658	$33.6M	0.36%	DBT
90	UNITED STATES TREASURY	91282CBU4	Feb 2022	33,376,200	$33.0M	0.36%	DBT
91	UNITED STATES TREASURY	9128284H0	Feb 2022	30,885,794	$32.4M	0.35%	DBT
92	NELNET STUDENT LOAN TRUST NSLT_21-B	64034QAB4	Feb 2022	33,215,824	$31.9M	0.34%	ABS-O
93	MRA ISSUANCE TRUST MRAIT_21-16	55349T100	Feb 2022	31,378,000	$31.4M	0.34%	ABS-CBDO
94	UNITED STATES TREASURY	912828Z78	Feb 2022	30,000,000	$29.7M	0.32%	DBT
95	UNITED STATES TREASURY	91282CBB6	Feb 2022	31,500,000	$29.5M	0.32%	DBT
96	FEDERAL FARM CREDIT BANKS FUNDING CORP	313313UC0	Feb 2022	27,000,000	$27.0M	0.29%	DBT
97	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138ERSW1	Feb 2022	25,396,619	$26.4M	0.29%	ABS-MBS
98	SEASONED CREDIT RISK TRANSFER SCRT_19-4	35563PML0	Feb 2022	25,985,522	$26.4M	0.28%	ABS-CBDO
99	UNITED STATES TREASURY	91282CBP5	Feb 2022	26,983,600	$26.0M	0.28%	DBT
100	SEASONED CREDIT RISK TRANSFER SCRT_18-2	35563PFF1	Feb 2022	24,388,263	$25.5M	0.28%	ABS-CBDO
101	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418EBJ8	Feb 2022	26,023,841	$25.4M	0.27%	ABS-MBS
102	FEDERAL HOME LOAN BANKS	313385WR3	Feb 2022	25,000,000	$25.0M	0.27%	DBT
103	UNITED STATES TREASURY	9128286N5	Feb 2022	22,967,506	$24.4M	0.26%	DBT
104	NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1	643821AA9	Feb 2022	25,250,000	$24.3M	0.26%	ABS-O
105	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138ERLG3	Feb 2022	22,729,369	$23.9M	0.26%	ABS-MBS
106	UNIFORM MBS	01F020430	Feb 2022	23,064,889	$22.9M	0.25%	ABS-MBS
107	SREIT TRUST SREIT_21-MFP	78472UAA6	Feb 2022	23,078,000	$22.6M	0.24%	ABS-CBDO
108	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138ERSV3	Feb 2022	21,627,926	$22.6M	0.24%	ABS-MBS
109	FEDERAL HOME LOAN MORTGAGE CORP	3133KYWH8	Feb 2022	22,956,528	$22.4M	0.24%	ABS-MBS
110	UNITED STATES TREASURY	91282CDW8	Feb 2022	22,000,000	$21.9M	0.24%	DBT
111	MRAIT_20-10	55345C101	Feb 2022	21,731,000	$21.8M	0.24%	ABS-CBDO
112	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138ERLR9	Feb 2022	19,815,922	$20.8M	0.23%	ABS-MBS
113	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QMZJ6	Feb 2022	20,130,310	$20.5M	0.22%	ABS-MBS
114	BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT	05609VAA3	Feb 2022	21,000,000	$20.4M	0.22%	ABS-CBDO
115	UNITED STATES TREASURY	91282CCZ2	Feb 2022	21,000,000	$20.2M	0.22%	DBT
116	FEDERAL FARM CREDIT BANKS FUNDING CORP	313313VV7	Feb 2022	20,000,000	$20.0M	0.22%	DBT
117	FEDERAL HOME LOAN BANKS	313385WJ1	Feb 2022	20,000,000	$20.0M	0.22%	DBT
118	BX TRUST BX_21-ARIA	05608RAA3	Feb 2022	19,921,000	$19.6M	0.21%	ABS-CBDO
119	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140X7HL6	Feb 2022	18,384,285	$19.4M	0.21%	ABS-MBS
120	FEDERAL HOME LOAN MORTGAGE CORP	3133KGPY8	Feb 2022	18,653,522	$19.0M	0.20%	ABS-MBS
121	CF HIPPOLYTA ISSUER LLC SORT_21-1	12530MAE5	Feb 2022	19,372,090	$18.4M	0.20%	ABS-O
122	UNITED STATES TREASURY	91282CCH2	Feb 2022	19,000,000	$18.4M	0.20%	DBT
123	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138ERSU5	Feb 2022	17,557,535	$18.3M	0.20%	ABS-MBS
124	CHARTA LLC	16115WC70	Feb 2022	18,300,000	$18.3M	0.20%	STIV
125	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QDEM2	Feb 2022	17,862,236	$18.2M	0.20%	ABS-MBS
126	RISKLESS ISSUER	N/A	Feb 2022	1	$18.1M	0.20%	DIR
127	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XCR80	Feb 2022	17,018,627	$18.1M	0.20%	ABS-MBS
128	UNITED STATES TREASURY	91282CBL4	Feb 2022	19,100,000	$18.0M	0.19%	DBT
129	UNITED STATES TREASURY	91282CBX8	Feb 2022	18,000,000	$17.8M	0.19%	DBT
130	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138ERLH1	Feb 2022	16,858,650	$17.6M	0.19%	ABS-MBS
131	UNITED STATES TREASURY	912810SZ2	Feb 2022	18,372,000	$17.6M	0.19%	DBT
132	NELNET STUDENT LOAN TRUST NSLT_21-C	64035GAA7	Feb 2022	17,470,046	$17.2M	0.19%	ABS-O
133	BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR	05608WAA2	Feb 2022	17,394,000	$17.0M	0.18%	ABS-CBDO
134	RISKLESS ISSUER	N/A	Feb 2022	1	$16.8M	0.18%	DIR
135	FEDERAL HOME LOAN MORTGAGE CORP	3133KMT47	Feb 2022	16,162,690	$16.5M	0.18%	ABS-MBS
136	MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3	58552FAA4	Feb 2022	16,000,000	$15.9M	0.17%	ABS-CBDO
137	FEDERAL HOME LOAN MORTGAGE CORP	3132DVL29	Feb 2022	15,295,930	$15.2M	0.16%	ABS-MBS
138	PACCAR FINANCIAL CORP	69372BCU2	Feb 2022	15,000,000	$15.0M	0.16%	STIV
139	FEDERAL FARM CREDIT BANKS FUNDING CORP	313313XH6	Feb 2022	15,000,000	$15.0M	0.16%	DBT
140	FEDERAL FARM CREDIT BANKS FUNDING CORP	313313YD4	Feb 2022	15,000,000	$15.0M	0.16%	DBT
141	RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1	74969TAA8	Feb 2022	14,947,539	$14.8M	0.16%	ABS-CBDO
142	UNITED STATES TREASURY	91282CCN9	Feb 2022	15,000,000	$14.8M	0.16%	DBT
143	FEDERAL HOME LOAN MORTGAGE CORP	3133KHGD2	Feb 2022	13,921,675	$14.5M	0.16%	ABS-MBS
144	CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3	12661GAA7	Feb 2022	14,199,840	$14.1M	0.15%	ABS-CBDO
145	SORT_20-1	12530MAA3	Feb 2022	14,350,650	$13.9M	0.15%	ABS-O
146	SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1	35564CAA5	Feb 2022	13,270,584	$13.6M	0.15%	ABS-CBDO
147	UNITED STATES TREASURY	912810ST6	Feb 2022	15,668,400	$13.6M	0.15%	DBT
148	FREDDIE MAC FHLMC_18-1SC	35563PDT3	Feb 2022	13,289,535	$13.6M	0.15%	ABS-CBDO
149	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140XDRN8	Feb 2022	13,451,847	$13.4M	0.14%	ABS-MBS
150	UNITED STATES TREASURY	91282CDY4	Feb 2022	13,000,000	$13.1M	0.14%	DBT
151	FEDERAL FARM CREDIT BANKS FUNDING CORP	313313XM5	Feb 2022	13,000,000	$13.0M	0.14%	DBT
152	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138ERSX9	Feb 2022	12,341,572	$12.9M	0.14%	ABS-MBS
153	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QDEJ9	Feb 2022	12,572,536	$12.8M	0.14%	ABS-MBS
154	UNITED STATES TREASURY	912810SU3	Feb 2022	13,623,800	$12.7M	0.14%	DBT
155	FREDDIE MAC - SCRT SCRT_17-3	35563PBS7	Feb 2022	12,323,201	$12.6M	0.14%	ABS-CBDO
156	UNIFORM MBS	01F022436	Feb 2022	12,436,000	$12.6M	0.14%	ABS-MBS
157	UNITED STATES TREASURY	91282CAV3	Feb 2022	13,471,800	$12.5M	0.13%	DBT
158	UNITED STATES TREASURY	91282CBJ9	Feb 2022	13,208,100	$12.4M	0.13%	DBT
159	LUXE_21-TRIP	55066WAA2	Feb 2022	12,365,000	$12.2M	0.13%	ABS-CBDO
160	GCAT TRUST GCAT_21-NQM6	36167KAA6	Feb 2022	12,416,288	$12.2M	0.13%	ABS-CBDO
161	FEDERAL FARM CREDIT BANKS FUNDING CORP	313313VK1	Feb 2022	12,000,000	$12.0M	0.13%	DBT
162	FREDDIE MAC - SCRT SCRT_17-3	35563PBY4	Feb 2022	11,757,598	$11.9M	0.13%	ABS-CBDO
163	CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4	12529LAA8	Feb 2022	11,718,225	$11.7M	0.13%	ABS-CBDO
164	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QMT53	Feb 2022	11,616,890	$11.5M	0.12%	ABS-MBS
165	NELNET STUDENT LOAN TRUST NSLT_21-A	64035DAB2	Feb 2022	11,991,685	$11.5M	0.12%	ABS-O
166	UNIFORM MBS	01F020653	Feb 2022	11,806,419	$11.3M	0.12%	ABS-MBS
167	CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7	12530BAA7	Feb 2022	11,153,980	$11.0M	0.12%	ABS-CBDO
168	BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_12-PARK	05524UAA7	Feb 2022	10,663,000	$10.7M	0.12%	ABS-CBDO
169	UNITED STATES TREASURY	912810TB4	Feb 2022	11,237,200	$10.5M	0.11%	DBT
170	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418ECG3	Feb 2022	10,732,999	$10.5M	0.11%	ABS-MBS
171	UNITED STATES TREASURY	91282CBQ3	Feb 2022	10,726,100	$10.2M	0.11%	DBT
172	FEDERAL FARM CREDIT BANKS FUNDING CORP	313313VC9	Feb 2022	10,000,000	$10.0M	0.11%	DBT
173	FEDERAL FARM CREDIT BANKS FUNDING CORP	313313XQ6	Feb 2022	10,000,000	$10.0M	0.11%	DBT
174	EXTENDED STAY AMERICA TRUST ESA_21-ESH	30227FAA8	Feb 2022	9,778,816	$9.7M	0.10%	ABS-CBDO
175	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132WKH43	Feb 2022	9,198,309	$9.7M	0.10%	ABS-MBS
176	NELNET STUDENT LOAN TRUST NSLT_21-C	64035GAB5	Feb 2022	9,608,526	$9.2M	0.10%	ABS-O
177	MILL CITY MORTGAGE LOAN TRUST MCMLT_15-1	599809CE8	Feb 2022	9,090,400	$9.1M	0.10%	ABS-CBDO
178	FINANCE OF AMERICA HECM BUYOUT FAHB_20-HB2	31737VAA4	Feb 2022	9,212,100	$9.1M	0.10%	ABS-CBDO
179	UNITED STATES TREASURY	912828YL8	Feb 2022	8,335,194	$8.9M	0.10%	DBT
180	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179UMM1	Feb 2022	8,235,509	$8.6M	0.09%	ABS-MBS
181	UNITED STATES TREASURY	912810SC3	Feb 2022	7,000,000	$8.3M	0.09%	DBT
182	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QBTH1	Feb 2022	7,389,819	$7.8M	0.08%	ABS-MBS
183	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138WTRU2	Feb 2022	7,202,686	$7.4M	0.08%	ABS-MBS
184	FEDERAL HOME LOAN MORTGAGE CORP	31346YFN8	Feb 2022	7,118,479	$7.3M	0.08%	ABS-MBS
185	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140XD3N4	Feb 2022	7,269,746	$7.2M	0.08%	ABS-MBS
186	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140XDV29	Feb 2022	7,065,953	$7.2M	0.08%	ABS-MBS
187	TOWD POINT MORTGAGE TRUST TPMT_15-3	89172HAD9	Feb 2022	7,000,000	$7.1M	0.08%	ABS-CBDO
188	TOWD POINT MORTGAGE TRUST TPMT_15-4	89171UAG4	Feb 2022	6,900,000	$7.0M	0.08%	ABS-CBDO
189	BX TRUST BX_21-RISE	12434EAA8	Feb 2022	7,000,000	$6.9M	0.07%	ABS-CBDO
190	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QKBK3	Feb 2022	6,653,730	$6.8M	0.07%	ABS-MBS
191	SEASONED CREDIT RISK TRANSFER SCRT_17-1	35563PAP4	Feb 2022	6,707,711	$6.8M	0.07%	ABS-CBDO
192	CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3	22535GAA0	Feb 2022	6,825,000	$6.7M	0.07%	ABS-O
193	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140XDXY7	Feb 2022	6,682,320	$6.7M	0.07%	ABS-MBS
194	MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC	55316VAA2	Feb 2022	6,615,000	$6.5M	0.07%	ABS-CBDO
195	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140J87A5	Feb 2022	6,342,342	$6.5M	0.07%	ABS-MBS
196	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	21H022630	Feb 2022	6,518,461	$6.5M	0.07%	ABS-MBS
197	PROVIDENT FUNDING SECURITIZATION TRUST PFWST_21-1	74387PAA0	Feb 2022	6,403,000	$6.3M	0.07%	ABS-CBDO
198	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140X56A6	Feb 2022	6,067,088	$6.3M	0.07%	ABS-MBS
199	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QDEN0	Feb 2022	6,131,839	$6.2M	0.07%	ABS-MBS
200	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	31335AHP6	Feb 2022	5,937,589	$6.2M	0.07%	ABS-MBS
201	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140X4FC5	Feb 2022	5,839,691	$6.1M	0.07%	ABS-MBS
202	TOWD POINT MORTGAGE TRUST TPMT_15-4	89171UAE9	Feb 2022	6,063,421	$6.1M	0.07%	ABS-CBDO
203	SEASONED CREDIT RISK TRANSFER SCRT_17-2	35563PBF5	Feb 2022	5,844,445	$5.9M	0.06%	ABS-CBDO
204	UNITED STATES TREASURY	91282CCB5	Feb 2022	6,000,000	$5.9M	0.06%	DBT
205	TOWD POINT MORTGAGE TRUST TPMT_16-2	89172PAC3	Feb 2022	5,800,000	$5.9M	0.06%	ABS-CBDO
206	FEDERAL HOME LOAN MORTGAGE CORP	31347AG73	Feb 2022	5,604,087	$5.9M	0.06%	ABS-MBS
207	SEASONED CREDIT RISK TRANSFER SCRT_17-2	35563PBC2	Feb 2022	5,765,296	$5.8M	0.06%	ABS-CBDO
208	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140K15H5	Feb 2022	5,747,231	$5.8M	0.06%	ABS-MBS
209	CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P1	14687BAG1	Feb 2022	5,855,000	$5.8M	0.06%	ABS-O
210	NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C	63942JAA5	Feb 2022	5,906,980	$5.7M	0.06%	ABS-O
211	UNITED STATES TREASURY	91282CCS8	Feb 2022	6,000,000	$5.7M	0.06%	DBT
212	FEDERAL HOME LOAN MORTGAGE CORP	3133KGXH6	Feb 2022	5,179,405	$5.4M	0.06%	ABS-MBS
213	FEDERAL HOME LOAN MORTGAGE CORP	3133KGTU2	Feb 2022	5,159,905	$5.4M	0.06%	ABS-MBS
214	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140K0XE3	Feb 2022	5,104,655	$5.2M	0.06%	ABS-MBS
215	OSW STRUCTURED ASSET TRUST OSAT_20-RPL1	67113FAA7	Feb 2022	5,166,114	$5.2M	0.06%	ABS-O
216	FEDERAL HOME LOAN MORTGAGE CORP	3133KHSG2	Feb 2022	4,986,456	$5.1M	0.05%	ABS-MBS
217	CGRBS COMMERCIAL MORTGAGE TRUST CGRBS_13-VNO5	125354AA8	Feb 2022	5,000,000	$5.1M	0.05%	ABS-CBDO
218	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138EJNA2	Feb 2022	4,808,048	$5.0M	0.05%	ABS-MBS
219	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140Q9NX7	Feb 2022	4,741,290	$5.0M	0.05%	ABS-MBS
220	FEDERAL FARM CREDIT BANKS FUNDING CORP	313313WY0	Feb 2022	5,000,000	$5.0M	0.05%	DBT
221	UNITED STATES TREASURY	91282CCU3	Feb 2022	5,000,000	$4.9M	0.05%	DBT
222	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179TAL9	Feb 2022	4,641,700	$4.9M	0.05%	ABS-MBS
223	UNIFORM MBS	01F040636	Feb 2022	4,663,354	$4.9M	0.05%	ABS-MBS
224	LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2	52476DAA5	Feb 2022	4,936,528	$4.8M	0.05%	ABS-CBDO
225	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138MBMB9	Feb 2022	4,617,016	$4.8M	0.05%	ABS-MBS
226	NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1	65246PAA9	Feb 2022	4,769,217	$4.7M	0.05%	ABS-CBDO
227	CENT CLO LP CECLO_14-21A	15137EBN2	Feb 2022	4,738,000	$4.7M	0.05%	ABS-O
228	ARROYO MORTGAGE TRUST ARRW_21-1R	042853AA9	Feb 2022	4,785,595	$4.7M	0.05%	ABS-CBDO
229	SEASONED CREDIT RISK TRANSFER SCRT_18-3	35563PGG8	Feb 2022	4,532,884	$4.7M	0.05%	ABS-CBDO
230	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418CRG1	Feb 2022	4,410,402	$4.7M	0.05%	ABS-MBS
231	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140FXM58	Feb 2022	4,355,545	$4.6M	0.05%	ABS-MBS
232	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140X4S98	Feb 2022	4,234,783	$4.4M	0.05%	ABS-MBS
233	UNITED STATES TREASURY	912810SX7	Feb 2022	4,108,300	$4.3M	0.05%	DBT
234	COLT MORTGAGE LOAN TRUST COLT_21-5	12598RAA1	Feb 2022	4,325,172	$4.2M	0.05%	ABS-CBDO
235	FLAGSTAR MORTGAGE TRUST FSMT_21-10INV	33851RAB7	Feb 2022	4,290,605	$4.1M	0.04%	ABS-CBDO
236	MELLO WAREHOUSE SECURITIZATION TRUST MWST_20-2	58551VAA0	Feb 2022	4,134,000	$4.1M	0.04%	ABS-CBDO
237	UNIFORM MBS	01F012437	Feb 2022	4,050,146	$3.9M	0.04%	ABS-MBS
238	UNITED STATES TREASURY	91282CDL2	Feb 2022	4,000,000	$3.9M	0.04%	DBT
239	BALLY 2019-2A	05875MAL6	Feb 2022	3,740,000	$3.7M	0.04%	ABS-O
240	FEDERAL HOME LOAN MORTGAGE CORP	3132DMF42	Feb 2022	3,628,411	$3.7M	0.04%	ABS-MBS
241	UNITED STATES TREASURY	91282CCE9	Feb 2022	3,800,000	$3.7M	0.04%	DBT
242	NAVIENT STUDENT LOAN TRUST NAVSL_21-A	63942BAA2	Feb 2022	3,679,315	$3.6M	0.04%	ABS-O
243	MELLO WAREHOUSE SECURITIZATION TRUST MWST_20-1	585505AA8	Feb 2022	3,536,000	$3.5M	0.04%	ABS-CBDO
244	FEDERAL HOME LOAN MORTGAGE CORP	31342WAP6	Feb 2022	3,358,431	$3.4M	0.04%	ABS-MBS
245	BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1	10569XAA7	Feb 2022	3,374,000	$3.4M	0.04%	ABS-CBDO
246	MARATHON CLO LTD MCLO_17-9A	56577PAL3	Feb 2022	3,230,867	$3.2M	0.03%	ABS-O
247	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140FXRB0	Feb 2022	3,043,510	$3.2M	0.03%	ABS-MBS
248	FEDERAL HOME LOAN MORTGAGE CORP	3132DV5N1	Feb 2022	3,002,393	$3.2M	0.03%	ABS-MBS
249	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418CBQ6	Feb 2022	2,903,202	$3.1M	0.03%	ABS-MBS
250	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140XDVZ6	Feb 2022	2,972,418	$3.0M	0.03%	ABS-MBS
251	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140FXLA8	Feb 2022	2,651,466	$3.0M	0.03%	ABS-MBS
252	TOWD POINT MORTGAGE TRUST TPMT_18-2	89175VAA1	Feb 2022	2,944,265	$3.0M	0.03%	ABS-CBDO
253	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418AXM5	Feb 2022	2,770,310	$3.0M	0.03%	ABS-MBS
254	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QC4Y9	Feb 2022	2,916,149	$3.0M	0.03%	ABS-MBS
255	UNITED STATES TREASURY	91282CDP3	Feb 2022	3,000,000	$2.9M	0.03%	DBT
256	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138EJEP9	Feb 2022	2,790,283	$2.9M	0.03%	ABS-MBS
257	SEASONED CREDIT RISK TRANSFER SCRT_19-2	35563PKG3	Feb 2022	2,740,247	$2.8M	0.03%	ABS-CBDO
258	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418ECY4	Feb 2022	2,892,049	$2.8M	0.03%	ABS-MBS
259	FEDERAL HOME LOAN MORTGAGE CORP	3133KYWN5	Feb 2022	2,808,942	$2.7M	0.03%	ABS-MBS
260	FEDERAL HOME LOAN MORTGAGE CORP	31334WJ51	Feb 2022	2,604,081	$2.7M	0.03%	ABS-MBS
261	FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K052	3137BMTX4	Feb 2022	2,500,000	$2.6M	0.03%	ABS-CBDO
262	FEDERAL HOME LOAN MORTGAGE CORP	3137B4GY6	Feb 2022	2,400,000	$2.4M	0.03%	ABS-CBDO
263	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138EJGJ1	Feb 2022	2,331,414	$2.4M	0.03%	ABS-MBS
264	MOTEL 6 TRUST MOTEL_21-MTL6	61977KAA4	Feb 2022	2,354,225	$2.3M	0.03%	ABS-CBDO
265	TOWD POINT MORTGAGE TRUST TPMT_17-6	89175JAA8	Feb 2022	2,282,286	$2.3M	0.02%	ABS-CBDO
266	SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A	78448YAJ0	Feb 2022	2,450,199	$2.3M	0.02%	ABS-O
267	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XCRV9	Feb 2022	2,181,530	$2.3M	0.02%	ABS-MBS
268	CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1	12596MAB2	Feb 2022	2,248,069	$2.3M	0.02%	ABS-CBDO
269	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418CNR1	Feb 2022	2,133,319	$2.3M	0.02%	ABS-MBS
270	FREDDIE MAC - SCRT SCRT_17-3	35563PBX6	Feb 2022	2,178,602	$2.3M	0.02%	ABS-CBDO
271	SORT_20-1	12530MAB1	Feb 2022	2,319,295	$2.2M	0.02%	ABS-O
272	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36182NR88	Feb 2022	2,094,013	$2.2M	0.02%	ABS-MBS
273	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138MBVM5	Feb 2022	2,080,752	$2.2M	0.02%	ABS-MBS
274	CME CHICAGO MERCANTILE EXCHANGE	TNM2	Feb 2022	2,301	$2.1M	0.02%	DIR
275	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31419A5E3	Feb 2022	2,030,522	$2.1M	0.02%	ABS-MBS
276	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140FXRT1	Feb 2022	2,021,925	$2.1M	0.02%	ABS-MBS
277	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31419A2X4	Feb 2022	1,927,584	$2.0M	0.02%	ABS-MBS
278	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	21H020642	Feb 2022	2,052,083	$2.0M	0.02%	ABS-MBS
279	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140FXRA2	Feb 2022	1,884,081	$2.0M	0.02%	ABS-MBS
280	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418CAT1	Feb 2022	1,804,156	$1.9M	0.02%	ABS-MBS
281	TOWD POINT MORTGAGE TRUST TPMT_17-3	89169DAA9	Feb 2022	1,865,505	$1.9M	0.02%	ABS-CBDO
282	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QAEY2	Feb 2022	1,749,218	$1.9M	0.02%	ABS-MBS
283	SEASONED CREDIT RISK TRANSFER SCRT_18-4	35563PHE2	Feb 2022	1,734,587	$1.8M	0.02%	ABS-CBDO
284	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132M9E75	Feb 2022	1,687,400	$1.8M	0.02%	ABS-MBS
285	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132Y2KZ8	Feb 2022	1,613,906	$1.7M	0.02%	ABS-MBS
286	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138WHA28	Feb 2022	1,625,026	$1.7M	0.02%	ABS-MBS
287	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140JPN27	Feb 2022	1,621,910	$1.7M	0.02%	ABS-MBS
288	SEASONED CREDIT RISK TRANSFER SCRT_19-1	35563PJE0	Feb 2022	1,601,264	$1.7M	0.02%	ABS-CBDO
289	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418CDZ4	Feb 2022	1,538,413	$1.6M	0.02%	ABS-MBS
290	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	3622A2C26	Feb 2022	1,416,497	$1.6M	0.02%	ABS-MBS
291	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36180YLY5	Feb 2022	1,476,426	$1.6M	0.02%	ABS-MBS
292	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140H6SD2	Feb 2022	1,477,514	$1.6M	0.02%	ABS-MBS
293	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138ELHF3	Feb 2022	1,488,381	$1.6M	0.02%	ABS-MBS
294	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138EGCK8	Feb 2022	1,485,519	$1.6M	0.02%	ABS-MBS
295	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140HAKZ2	Feb 2022	1,470,287	$1.5M	0.02%	ABS-MBS
296	ALLEGRO CLO I LTD ALLEG_17-1A	01748RAL9	Feb 2022	1,523,000	$1.5M	0.02%	ABS-O
297	BHG SECURITIZATION TRUST BHG_21-A	08861YAA4	Feb 2022	1,530,854	$1.5M	0.02%	ABS-O
298	TOWD POINT MORTGAGE TRUST TPMT_17-4	89173UAA5	Feb 2022	1,486,590	$1.5M	0.02%	ABS-CBDO
299	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36182NR54	Feb 2022	1,392,644	$1.4M	0.02%	ABS-MBS
300	CME CHICAGO MERCANTILE EXCHANGE	ZTM2	Feb 2022	2,617	$1.4M	0.02%	DIR
301	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	3622A2C34	Feb 2022	1,271,314	$1.4M	0.02%	ABS-MBS
302	SEASONED CREDIT RISK TRANSFER SCRT_19-2	35563PKF5	Feb 2022	1,338,717	$1.4M	0.02%	ABS-CBDO
303	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QMRN6	Feb 2022	1,327,007	$1.4M	0.01%	ABS-MBS
304	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140QMRP1	Feb 2022	1,325,100	$1.4M	0.01%	ABS-MBS
305	BHG SECURITIZATION TRUST BHG_21-B	08862BAA3	Feb 2022	1,360,938	$1.3M	0.01%	ABS-O
306	FEDERAL HOME LOAN MORTGAGE CORP	31342WAQ4	Feb 2022	1,259,233	$1.3M	0.01%	ABS-MBS
307	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	21H020634	Feb 2022	1,298,198	$1.3M	0.01%	ABS-MBS
308	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36182NQ97	Feb 2022	1,108,943	$1.2M	0.01%	ABS-MBS
309	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36182NRZ8	Feb 2022	1,126,495	$1.2M	0.01%	ABS-MBS
310	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179SD87	Feb 2022	1,133,218	$1.2M	0.01%	ABS-MBS
311	RISKLESS ISSUER	N/A	Feb 2022	1	$1.2M	0.01%	DIR
312	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140J5JZ3	Feb 2022	1,131,201	$1.2M	0.01%	ABS-MBS
313	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132Y0KM1	Feb 2022	1,079,251	$1.1M	0.01%	ABS-MBS
314	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140HAKQ2	Feb 2022	1,113,587	$1.1M	0.01%	ABS-MBS
315	FEDERAL HOME LOAN MORTGAGE CORP	3133KH3D6	Feb 2022	1,137,903	$1.1M	0.01%	ABS-MBS
316	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XUJP1	Feb 2022	1,085,939	$1.1M	0.01%	ABS-MBS
317	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	3622A2CZ3	Feb 2022	1,013,608	$1.1M	0.01%	ABS-MBS
318	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418CKQ6	Feb 2022	1,066,051	$1.1M	0.01%	ABS-MBS
319	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179UXV9	Feb 2022	1,036,564	$1.1M	0.01%	ABS-MBS
320	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138W9ZK9	Feb 2022	1,029,169	$1.1M	0.01%	ABS-MBS
321	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	31323ABR2	Feb 2022	968,972	$994K	0.01%	ABS-MBS
322	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36182NR47	Feb 2022	964,790	$992K	0.01%	ABS-MBS
323	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140HLS64	Feb 2022	922,803	$982K	0.01%	ABS-MBS
324	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138WJGU6	Feb 2022	937,541	$965K	0.01%	ABS-MBS
325	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36182NR21	Feb 2022	928,971	$962K	0.01%	ABS-MBS
326	CME CHICAGO MERCANTILE EXCHANGE	ZNM2	Feb 2022	1,808	$932K	0.01%	DIR
327	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XYCF2	Feb 2022	851,692	$921K	0.01%	ABS-MBS
328	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	21H022648	Feb 2022	921,172	$919K	0.01%	ABS-MBS
329	UNITED STATES TREASURY	912810QP6	Feb 2022	611,098	$900K	0.01%	DBT
330	SEASONED CREDIT RISK TRANSFER SCRT_19-3	35563PLG2	Feb 2022	841,454	$880K	0.01%	ABS-CBDO
331	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418AZE1	Feb 2022	873,727	$871K	0.01%	ABS-MBS
332	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36178FDK9	Feb 2022	826,558	$866K	0.01%	ABS-MBS
333	CME CHICAGO MERCANTILE EXCHANGE	ZFM2	Feb 2022	2,046	$850K	0.01%	DIR
334	TOWD POINT MORTGAGE TRUST TPMT_16-5	89173CAA5	Feb 2022	829,061	$833K	0.01%	ABS-CBDO
335	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XTYU6	Feb 2022	792,951	$827K	0.01%	ABS-MBS
336	TOWD POINT MORTGAGE TRUST TPMT_18-5	89176VAK8	Feb 2022	798,877	$808K	0.01%	ABS-CBDO
337	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	21H032639	Feb 2022	779,000	$804K	0.01%	ABS-MBS
338	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132Y2LS3	Feb 2022	734,720	$800K	0.01%	ABS-MBS
339	SEASONED CREDIT RISK TRANSFER SCRT_19-1	35563PJF7	Feb 2022	768,473	$792K	0.01%	ABS-CBDO
340	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418CCZ5	Feb 2022	735,003	$781K	0.01%	ABS-MBS
341	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XYT56	Feb 2022	733,902	$780K	0.01%	ABS-MBS
342	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36182NRR6	Feb 2022	727,318	$770K	0.01%	ABS-MBS
343	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140FQSF5	Feb 2022	733,054	$770K	0.01%	ABS-MBS
344	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XXTN9	Feb 2022	729,730	$760K	0.01%	ABS-MBS
345	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XY2H9	Feb 2022	717,212	$760K	0.01%	ABS-MBS
346	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140FUWA2	Feb 2022	725,082	$758K	0.01%	ABS-MBS
347	FEDERAL HOME LOAN MORTGAGE CORP	31339SBR5	Feb 2022	718,692	$750K	0.01%	ABS-MBS
348	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36180B6C0	Feb 2022	687,037	$746K	0.01%	ABS-MBS
349	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179MJS0	Feb 2022	721,486	$730K	0.01%	ABS-MBS
350	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XXGK9	Feb 2022	689,791	$718K	0.01%	ABS-MBS
351	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36182NR96	Feb 2022	681,643	$705K	0.01%	ABS-MBS
352	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	3622A2CY6	Feb 2022	655,562	$701K	0.01%	ABS-MBS
353	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140HJY62	Feb 2022	656,297	$697K	0.01%	ABS-MBS
354	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XXGT0	Feb 2022	656,609	$685K	0.01%	ABS-MBS
355	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3128P8DC2	Feb 2022	637,028	$672K	0.01%	ABS-MBS
356	FEDERAL HOME LOAN MORTGAGE CORP	31342WAM3	Feb 2022	642,165	$659K	0.01%	ABS-MBS
357	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132WMN91	Feb 2022	621,626	$648K	0.01%	ABS-MBS
358	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132WD7J7	Feb 2022	592,407	$633K	0.01%	ABS-MBS
359	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132J9S25	Feb 2022	599,620	$631K	0.01%	ABS-MBS
360	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138WU5X7	Feb 2022	584,432	$615K	0.01%	ABS-MBS
361	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31410GX65	Feb 2022	601,640	$614K	0.01%	ABS-MBS
362	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132LPZX0	Feb 2022	576,777	$611K	0.01%	ABS-MBS
363	FANNIEMAE-ACES FNMA_16-M11	3136ATZ80	Feb 2022	608,514	$609K	0.01%	ABS-CBDO
364	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	38376RUW4	Feb 2022	47,053,327	$601K	0.01%	ABS-CBDO
365	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31414EXG4	Feb 2022	589,058	$596K	0.01%	ABS-MBS
366	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36182NRA3	Feb 2022	550,207	$595K	0.01%	ABS-MBS
367	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132Y2JY3	Feb 2022	552,946	$592K	0.01%	ABS-MBS
368	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36178MMG3	Feb 2022	549,003	$588K	0.01%	ABS-MBS
369	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36202FWT9	Feb 2022	532,283	$568K	0.01%	ABS-MBS
370	JP MORGAN STRUCTURED FINANCING TRUST JPSF_21-EBO1	46654LAA3	Feb 2022	563,018	$563K	0.01%	ABS-CBDO
371	TOWD POINT MORTGAGE TRUST TPMT_17-5	89169EAA7	Feb 2022	560,555	$560K	0.01%	ABS-CBDO
372	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XXGJ2	Feb 2022	533,870	$557K	0.01%	ABS-MBS
373	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36176WKV2	Feb 2022	521,180	$552K	0.01%	ABS-MBS
374	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140H6NT2	Feb 2022	522,675	$546K	0.01%	ABS-MBS
375	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36181YU65	Feb 2022	508,849	$531K	0.01%	ABS-MBS
376	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179CGM8	Feb 2022	499,229	$531K	0.01%	ABS-MBS
377	FNMA_17-M10	3136AXVB8	Feb 2022	522,623	$530K	0.01%	ABS-CBDO
378	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36176MP31	Feb 2022	482,867	$520K	0.01%	ABS-MBS
379	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XXJ42	Feb 2022	485,193	$503K	0.01%	ABS-MBS
380	UNITED STATES TREASURY	912810SE9	Feb 2022	406,200	$502K	0.01%	DBT
381	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36177RQZ7	Feb 2022	442,782	$489K	0.01%	ABS-MBS
382	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36182NR62	Feb 2022	472,384	$488K	0.01%	ABS-MBS
383	FEDERAL HOME LOAN MORTGAGE CORP	31342WAN1	Feb 2022	463,957	$477K	0.01%	ABS-MBS
384	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179MKX7	Feb 2022	453,133	$475K	0.01%	ABS-MBS
385	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3128P8CN9	Feb 2022	446,580	$475K	0.01%	ABS-MBS
386	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418PAZ8	Feb 2022	437,306	$464K	0.01%	ABS-MBS
387	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140F9WA9	Feb 2022	426,533	$445K	0.00%	ABS-MBS
388	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140H6M22	Feb 2022	422,280	$433K	0.00%	ABS-MBS
389	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140FQR74	Feb 2022	409,186	$430K	0.00%	ABS-MBS
390	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I	36177ULZ5	Feb 2022	407,504	$429K	0.00%	ABS-MBS
391	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179UWA6	Feb 2022	406,066	$427K	0.00%	ABS-MBS
392	MILL CITY MORTGAGE TRUST MCMLT_18-1	59980VAA9	Feb 2022	412,135	$416K	0.00%	ABS-CBDO
393	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36176MP23	Feb 2022	389,585	$415K	0.00%	ABS-MBS
394	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179UQ62	Feb 2022	384,162	$404K	0.00%	ABS-MBS
395	FANNIE MAE-ACES FNMA_16-M5	3136AR4Z8	Feb 2022	400,818	$403K	0.00%	ABS-CBDO
396	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36181YU73	Feb 2022	388,842	$402K	0.00%	ABS-MBS
397	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418D2V3	Feb 2022	405,640	$395K	0.00%	ABS-MBS
398	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XYT49	Feb 2022	359,476	$385K	0.00%	ABS-MBS
399	UNITED STATES TREASURY	91282CCF6	Feb 2022	400,000	$384K	0.00%	DBT
400	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132Y0KC3	Feb 2022	364,658	$380K	0.00%	ABS-MBS
401	FEDERAL HOME LOAN MORTGAGE CORP	3137B1U75	Feb 2022	377,747	$379K	0.00%	ABS-CBDO
402	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36176WKS9	Feb 2022	349,978	$370K	0.00%	ABS-MBS
403	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418B4Q6	Feb 2022	336,267	$358K	0.00%	ABS-MBS
404	FANNIE MAE ACES FNMA_17-M15	3136AY6S7	Feb 2022	350,326	$357K	0.00%	ABS-CBDO
405	FANNIEMAE-ACES FNMA_13-M12	3136AGMB5	Feb 2022	349,371	$351K	0.00%	ABS-CBDO
406	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138X7ME0	Feb 2022	342,371	$344K	0.00%	ABS-MBS
407	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36178FCZ7	Feb 2022	322,922	$339K	0.00%	ABS-MBS
408	FANNIEMAE-ACES FNMA_16-M2	3136AQ5E6	Feb 2022	327,554	$328K	0.00%	ABS-CBDO
409	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I	36177MLZ3	Feb 2022	313,330	$317K	0.00%	ABS-MBS
410	FANNIE MAE ACES FNMA_17-M3	3136AVPR4	Feb 2022	308,397	$310K	0.00%	ABS-CBDO
411	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132GLS88	Feb 2022	272,917	$286K	0.00%	ABS-MBS
412	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132Y0KD1	Feb 2022	272,830	$283K	0.00%	ABS-MBS
413	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140HPZH3	Feb 2022	263,454	$280K	0.00%	ABS-MBS
414	FANNIE MAE ACES FNMA_16-M4	3136ARTY4	Feb 2022	275,878	$277K	0.00%	ABS-CBDO
415	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I	36177LQ64	Feb 2022	263,815	$274K	0.00%	ABS-MBS
416	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XXJ34	Feb 2022	241,816	$252K	0.00%	ABS-MBS
417	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I	36178LPP2	Feb 2022	239,686	$241K	0.00%	ABS-MBS
418	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31419BL60	Feb 2022	214,888	$238K	0.00%	ABS-MBS
419	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XXLM9	Feb 2022	215,233	$226K	0.00%	ABS-MBS
420	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138ATCK4	Feb 2022	207,661	$223K	0.00%	ABS-MBS
421	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I	36178LXU2	Feb 2022	218,416	$220K	0.00%	ABS-MBS
422	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179MJT8	Feb 2022	208,853	$219K	0.00%	ABS-MBS
423	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36178QAW2	Feb 2022	207,557	$218K	0.00%	ABS-MBS
424	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132JASX4	Feb 2022	204,466	$215K	0.00%	ABS-MBS
425	CME CHICAGO MERCANTILE EXCHANGE	ZBM2	Feb 2022	96	$214K	0.00%	DIR
426	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179CFM9	Feb 2022	199,730	$208K	0.00%	ABS-MBS
427	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I	36177U4P6	Feb 2022	200,707	$202K	0.00%	ABS-MBS
428	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179CF49	Feb 2022	188,955	$201K	0.00%	ABS-MBS
429	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132J87J3	Feb 2022	188,711	$199K	0.00%	ABS-MBS
430	RISKLESS ISSUER	N/A	Feb 2022	1	$195K	0.00%	DIR
431	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138NXVE4	Feb 2022	182,240	$191K	0.00%	ABS-MBS
432	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132Y1BL1	Feb 2022	177,831	$191K	0.00%	ABS-MBS
433	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138WVJB8	Feb 2022	184,966	$187K	0.00%	ABS-MBS
434	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138WZVU3	Feb 2022	170,246	$165K	0.00%	ABS-MBS
435	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XXGH6	Feb 2022	146,794	$154K	0.00%	ABS-MBS
436	TOWD POINT MORTGAGE TRUST TPMT_16-2	89172PAJ8	Feb 2022	150,415	$151K	0.00%	ABS-CBDO
437	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36176REW8	Feb 2022	139,738	$146K	0.00%	ABS-MBS
438	FANNIEMAE-ACES FNMA_16-M12	3136AUKW0	Feb 2022	144,562	$145K	0.00%	ABS-CBDO
439	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31419BNG6	Feb 2022	128,886	$143K	0.00%	ABS-MBS
440	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31419JPP7	Feb 2022	136,829	$141K	0.00%	ABS-MBS
441	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140HBAA6	Feb 2022	132,457	$138K	0.00%	ABS-MBS
442	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31417J3C2	Feb 2022	121,293	$133K	0.00%	ABS-MBS
443	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140HPZ34	Feb 2022	121,461	$130K	0.00%	ABS-MBS
444	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31419BM36	Feb 2022	110,131	$122K	0.00%	ABS-MBS
445	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140FUWC8	Feb 2022	115,037	$121K	0.00%	ABS-MBS
446	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140H6ME6	Feb 2022	114,816	$119K	0.00%	ABS-MBS
447	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132Y0KB5	Feb 2022	113,269	$118K	0.00%	ABS-MBS
448	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I	36177WSP6	Feb 2022	110,821	$112K	0.00%	ABS-MBS
449	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138YAPF6	Feb 2022	105,375	$111K	0.00%	ABS-MBS
450	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XXGG8	Feb 2022	104,469	$110K	0.00%	ABS-MBS
451	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138WVJQ5	Feb 2022	110,547	$107K	0.00%	ABS-MBS
452	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132XXTS8	Feb 2022	103,202	$107K	0.00%	ABS-MBS
453	ARROYO MORTGAGE TRUST ARRW_19-1	042859AA6	Feb 2022	104,084	$103K	0.00%	ABS-CBDO
454	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138X8AX9	Feb 2022	94,626	$92K	0.00%	ABS-MBS
455	DT AUTO OWNER TRUST DTAOT_20-2	23343RAA6	Feb 2022	90,297	$90K	0.00%	ABS-O
456	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138WMN64	Feb 2022	77,694	$81K	0.00%	ABS-MBS
457	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31414FGR6	Feb 2022	76,672	$77K	0.00%	ABS-MBS
458	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31412RDK0	Feb 2022	68,373	$75K	0.00%	ABS-MBS
459	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3128M5NQ9	Feb 2022	64,489	$74K	0.00%	ABS-MBS
460	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138X8AW1	Feb 2022	74,758	$73K	0.00%	ABS-MBS
461	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138WRMC1	Feb 2022	69,312	$72K	0.00%	ABS-MBS
462	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31419BMY8	Feb 2022	64,324	$72K	0.00%	ABS-MBS
463	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3128P74D2	Feb 2022	68,291	$69K	0.00%	ABS-MBS
464	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138YRTL2	Feb 2022	64,191	$67K	0.00%	ABS-MBS
465	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31419BM93	Feb 2022	59,872	$65K	0.00%	ABS-MBS
466	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	31322Y7A3	Feb 2022	62,482	$64K	0.00%	ABS-MBS
467	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138YFA79	Feb 2022	61,049	$63K	0.00%	ABS-MBS
468	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140JHXE8	Feb 2022	54,776	$58K	0.00%	ABS-MBS
469	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36296YD74	Feb 2022	53,420	$57K	0.00%	ABS-MBS
470	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36178CKQ5	Feb 2022	50,726	$57K	0.00%	ABS-MBS
471	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138WMKN0	Feb 2022	54,430	$57K	0.00%	ABS-MBS
472	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138YFEW0	Feb 2022	52,244	$54K	0.00%	ABS-MBS
473	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3132J66L3	Feb 2022	49,673	$52K	0.00%	ABS-MBS
474	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31418Q6C2	Feb 2022	44,593	$48K	0.00%	ABS-MBS
475	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36202FW28	Feb 2022	45,274	$48K	0.00%	ABS-MBS
476	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140GREU4	Feb 2022	44,926	$47K	0.00%	ABS-MBS
477	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140GREW0	Feb 2022	41,307	$43K	0.00%	ABS-MBS
478	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140GRPG3	Feb 2022	40,331	$42K	0.00%	ABS-MBS
479	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31412QFH7	Feb 2022	33,442	$37K	0.00%	ABS-MBS
480	FANNIEMAE-ACES FNMA_15-M4	3136AMM48	Feb 2022	37,106	$37K	0.00%	ABS-CBDO
481	FANNIE MAE ACES FNMA_16-M9	3136ATYS7	Feb 2022	36,209	$36K	0.00%	ABS-CBDO
482	FEDERAL HOME LOAN MORTGAGE CORP - GOLD	3128P7XW8	Feb 2022	36,730	$36K	0.00%	ABS-MBS
483	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140GREV2	Feb 2022	30,659	$32K	0.00%	ABS-MBS
484	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3138XYEN0	Feb 2022	30,484	$31K	0.00%	ABS-MBS
485	FEDERAL HOME LOAN MORTGAGE CORP	3132A86Y0	Feb 2022	28,736	$29K	0.00%	ABS-MBS
486	FANNIEMAE-ACES FNMA_16-M6	3136ASVY9	Feb 2022	28,538	$29K	0.00%	ABS-CBDO
487	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140J6GQ4	Feb 2022	21,255	$22K	0.00%	ABS-MBS
488	FANNIE MAE FNMA_12-M13	3136A8G61	Feb 2022	20,810	$21K	0.00%	ABS-CBDO
489	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36179UWB4	Feb 2022	18,074	$19K	0.00%	ABS-MBS
490	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140Q9KU6	Feb 2022	18,258	$19K	0.00%	ABS-MBS
491	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36198NTX3	Feb 2022	17,022	$17K	0.00%	ABS-MBS
492	FANNIE MAE ACES FNMA_16-M3	3136ARTB4	Feb 2022	17,086	$17K	0.00%	ABS-CBDO
493	FEDERAL NATIONAL MORTGAGE ASSOCIATION	3140J8K93	Feb 2022	11,825	$12K	0.00%	ABS-MBS
494	FEDERAL HOME LOAN MORTGAGE CORP	3132A9T80	Feb 2022	9,612	$10K	0.00%	ABS-MBS
495	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36190VF75	Feb 2022	6,194	$7K	0.00%	ABS-MBS
496	CLOUD PASS-THROUGH TRUST CPTT_19-1	18913AAA3	Feb 2022	4,247	$4K	0.00%	ABS-O
497	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	38375BJW3	Feb 2022	3,841	$4K	0.00%	ABS-CBDO
498	FEDERAL NATIONAL MORTGAGE ASSOCIATION	31400RR94	Feb 2022	3,442	$4K	0.00%	ABS-MBS
499	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II	36190VF91	Feb 2022	3,256	$3K	0.00%	ABS-MBS
500	FEDERAL HOME LOAN MORTGAGE CORP	3132A9VB0	Feb 2022	1,656	$2K	0.00%	ABS-MBS

1

UNIFORM MBS

01F022659

Feb 2022

1,285,677,929

$1.26B

13.65%

ABS-MBS

2

UNIFORM MBS

01F030645

Feb 2022

694,425,371

$699.9M

7.57%

ABS-MBS

3

UNIFORM MBS

01F022642

Feb 2022

557,920,839

$549.2M

5.94%

ABS-MBS

4

UNITED STATES TREASURY

912828B25

Feb 2022

387,928,785

$412.6M

4.46%

DBT

5

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

21H030633

Feb 2022

305,876,805

$311.0M

3.36%

ABS-MBS

6

FEDERAL HOME LOAN BANKS

313385TZ9

Feb 2022

275,000,000

$275.0M

2.97%

DBT

7

UNITED STATES TREASURY

912796F38

Feb 2022

250,000,000

$250.0M

2.70%

DBT

8

STATE STREET CORP

N/A

Feb 2022

243,500,000

$243.5M

2.63%

STIV

9

UNITED STATES TREASURY

912796L98

Feb 2022

225,000,000

$225.0M

2.43%

DBT

10

UNITED STATES TREASURY

912796Q28

Feb 2022

220,900,000

$220.8M

2.39%

DBT

11

UNITED STATES TREASURY

912796U98

Feb 2022

218,700,000

$218.6M

2.36%

DBT

12

UNIFORM MBS

01F032641

Feb 2022

204,752,430

$210.4M

2.27%

ABS-MBS

13

FEDERAL HOME LOAN BANKS

313385VE3

Feb 2022

210,000,000

$210.0M

2.27%

DBT

14

FEDERAL HOME LOAN BANKS

313385UK0

Feb 2022

202,000,000

$202.0M

2.18%

DBT

15

UNITED STATES TREASURY

912796P37

Feb 2022

198,400,000

$198.3M

2.14%

DBT

16

UNITED STATES TREASURY

91282CBS9

Feb 2022

165,000,000

$159.9M

1.73%

DBT

17

UNIFORM MBS

01F020646

Feb 2022

165,370,710

$158.3M

1.71%

ABS-MBS

18

FEDERAL HOME LOAN BANKS

313385WL6

Feb 2022

152,000,000

$151.9M

1.64%

DBT

19

FEDERAL HOME LOAN BANKS

313385UQ7

Feb 2022

143,000,000

$143.0M

1.55%

DBT

20

UNITED STATES TREASURY

912810SP4

Feb 2022

170,100,000

$140.2M

1.52%

DBT

21

FEDERAL HOME LOAN BANKS

313385WB8

Feb 2022

139,300,000

$139.3M

1.51%

DBT

22

UNITED STATES TREASURY

912796M97

Feb 2022

135,400,000

$135.4M

1.46%

DBT

23

FEDERAL HOME LOAN BANKS

313385XH4

Feb 2022

130,300,000

$130.2M

1.41%

DBT

24

FEDERAL HOME LOAN BANKS

313385UB0

Feb 2022

125,000,000

$125.0M

1.35%

DBT

25

UNITED STATES TREASURY

91282CBF7

Feb 2022

107,101,000

$117.2M

1.27%

DBT

26

UNITED STATES TREASURY

912810SS8

Feb 2022

131,000,000

$114.9M

1.24%

DBT

27

FEDERAL HOME LOAN BANKS

313385UZ7

Feb 2022

110,000,000

$110.0M

1.19%

DBT

28

UNIFORM MBS

01F030637

Feb 2022

104,858,991

$105.9M

1.14%

ABS-MBS

29

UNITED STATES TREASURY

91282CBT7

Feb 2022

108,921,900

$104.7M

1.13%

DBT

30

FEDERAL HOME LOAN BANKS

313385TU0

Feb 2022

100,000,000

$100.0M

1.08%

DBT

31

UNITED STATES TREASURY

912796K57

Feb 2022

100,000,000

$99.8M

1.08%

DBT

32

UNITED STATES TREASURY

912796U23

Feb 2022

98,500,000

$98.5M

1.06%

DBT

33

UNITED STATES TREASURY

912796U80

Feb 2022

90,000,000

$90.0M

0.97%

DBT

34

UNITED STATES TREASURY

91282CDX6

Feb 2022

80,461,600

$88.3M

0.95%

DBT

35

FEDERAL HOME LOAN BANKS

313385TV8

Feb 2022

79,450,000

$79.4M

0.86%

DBT

36

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140JBNK8

Feb 2022

75,039,646

$78.5M

0.85%

ABS-MBS

37

UNITED STATES TREASURY

91282CDD0

Feb 2022

79,047,400

$77.7M

0.84%

DBT

38

UNIFORM MBS

01F022634

Feb 2022

77,000,000

$76.0M

0.82%

ABS-MBS

39

UNIFORM MBS

01F042632

Feb 2022

71,847,687

$75.9M

0.82%

ABS-MBS

40

FREDDIE MAC - SLST SLST_19-1

35564CBB2

Feb 2022

73,128,424

$75.4M

0.82%

ABS-CBDO

41

UNITED STATES TREASURY

912796S75

Feb 2022

75,000,000

$75.0M

0.81%

DBT

42

FEDERAL HOME LOAN BANKS

313385VG8

Feb 2022

75,000,000

$75.0M

0.81%

DBT

43

FEDERAL HOME LOAN BANKS

313385UA2

Feb 2022

72,000,000

$72.0M

0.78%

DBT

44

CISCO SYSTEMS INC

17277BCF0

Feb 2022

71,120,000

$71.1M

0.77%

STIV

45

SEASONED CREDIT RISK TRANSFER SCRT_17-4

35563PDD8

Feb 2022

68,897,865

$71.0M

0.77%

ABS-CBDO

46

UNITED STATES TREASURY

912796N21

Feb 2022

70,000,000

$70.0M

0.76%

DBT

47

UNITED STATES TREASURY

912828UH1

Feb 2022

63,392,762

$65.9M

0.71%

DBT

48

UNITED STATES TREASURY

912796T74

Feb 2022

64,800,000

$64.8M

0.70%

DBT

49

FEDERAL HOME LOAN BANKS

313385UH7

Feb 2022

64,000,000

$64.0M

0.69%

DBT

50

UNITED STATES TREASURY

912796Q36

Feb 2022

63,200,000

$63.2M

0.68%

DBT

51

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QDDA9

Feb 2022

56,641,596

$57.8M

0.63%

ABS-MBS

52

FREDDIE MAC - SLST SLST_18-2

35564CAN7

Feb 2022

55,623,982

$57.1M

0.62%

ABS-CBDO

53

BOFA SECURITIES INC

06054PCM6

Feb 2022

56,900,000

$56.9M

0.62%

STIV

54

UNITED STATES TREASURY

91282CAR2

Feb 2022

56,971,900

$56.7M

0.61%

DBT

55

APPLE INC

03785EC28

Feb 2022

55,000,000

$55.0M

0.59%

STIV

56

UNITED STATES TREASURY

91282CDJ7

Feb 2022

53,554,200

$51.4M

0.56%

DBT

57

UNITED STATES TREASURY

912828VM9

Feb 2022

47,921,200

$50.7M

0.55%

DBT

58

FEDERAL HOME LOAN BANKS

N/A

Feb 2022

50,000,000

$50.0M

0.54%

DBT

59

FEDERAL HOME LOAN BANKS

313385TT3

Feb 2022

50,000,000

$50.0M

0.54%

DBT

60

CRC FUNDING LLC

12619UC33

Feb 2022

50,000,000

$50.0M

0.54%

STIV

61

FEDERAL NATIONAL MORTGAGE ASSOCIATION

313589UA9

Feb 2022

50,000,000

$50.0M

0.54%

DBT

62

UNITED STATES TREASURY

912796S91

Feb 2022

50,000,000

$50.0M

0.54%

DBT

63

FEDERAL HOME LOAN BANKS

313385UX2

Feb 2022

50,000,000

$50.0M

0.54%

DBT

64

FEDERAL HOME LOAN BANKS

313385VW3

Feb 2022

50,000,000

$50.0M

0.54%

DBT

65

FEDERAL HOME LOAN BANKS

313385XF8

Feb 2022

50,000,000

$50.0M

0.54%

DBT

66

UNITED STATES TREASURY

912796J42

Feb 2022

50,000,000

$49.9M

0.54%

DBT

67

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K142

3137H5Y92

Feb 2022

50,000,000

$49.6M

0.54%

ABS-CBDO

68

UNITED STATES TREASURY

91282CDV0

Feb 2022

49,243,400

$48.7M

0.53%

DBT

69

FEDERAL HOME LOAN BANKS

313385US3

Feb 2022

48,000,000

$48.0M

0.52%

DBT

70

FREDDIE MAC - SLST SLST_19-3

35564CEE3

Feb 2022

45,188,716

$46.2M

0.50%

ABS-CBDO

71

SEASONED CREDIT RISK TRANSFER SCRT_17-4

35563PCM9

Feb 2022

43,803,845

$46.0M

0.50%

ABS-CBDO

72

UNITED STATES TREASURY

912810QV3

Feb 2022

37,404,163

$44.7M

0.48%

DBT

73

UNITED STATES TREASURY

912810SG4

Feb 2022

33,681,984

$44.2M

0.48%

DBT

74

UNIFORM MBS

01F032633

Feb 2022

42,880,821

$44.2M

0.48%

ABS-MBS

75

UNITED STATES TREASURY

912810SW9

Feb 2022

43,408,200

$40.8M

0.44%

DBT

76

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140XFPT2

Feb 2022

40,346,688

$40.3M

0.44%

ABS-MBS

77

CAFCO LLC

1247P3C26

Feb 2022

40,000,000

$40.0M

0.43%

STIV

78

CISCO SYSTEMS INC

17277BC86

Feb 2022

40,000,000

$40.0M

0.43%

STIV

79

FEDERAL HOME LOAN BANKS

313385VS2

Feb 2022

39,350,000

$39.3M

0.43%

DBT

80

APPLE INC

03785ECE2

Feb 2022

39,200,000

$39.2M

0.42%

STIV

81

UNITED STATES TREASURY

91282CDK4

Feb 2022

40,000,000

$39.1M

0.42%

DBT

82

CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6

12527LAA0

Feb 2022

39,257,253

$39.1M

0.42%

ABS-CBDO

83

FEDERAL HOME LOAN MORTGAGE CORP

3132DVKQ7

Feb 2022

37,375,682

$38.9M

0.42%

ABS-MBS

84

UNITED STATES TREASURY

912796P45

Feb 2022

38,100,000

$38.1M

0.41%

DBT

85

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140GSRX2

Feb 2022

36,013,407

$37.4M

0.40%

ABS-MBS

86

UNITED STATES TREASURY

912796V22

Feb 2022

37,400,000

$37.4M

0.40%

DBT

87

RISKLESS ISSUER

N/A

Feb 2022

1

$36.8M

0.40%

DIR

88

UNITED STATES TREASURY

912796H44

Feb 2022

36,600,000

$36.6M

0.40%

DBT

89

UNITED STATES TREASURY

912828WU0

Feb 2022

31,577,658

$33.6M

0.36%

DBT

90

UNITED STATES TREASURY

91282CBU4

Feb 2022

33,376,200

$33.0M

0.36%

DBT

91

UNITED STATES TREASURY

9128284H0

Feb 2022

30,885,794

$32.4M

0.35%

DBT

92

NELNET STUDENT LOAN TRUST NSLT_21-B

64034QAB4

Feb 2022

33,215,824

$31.9M

0.34%

ABS-O

93

MRA ISSUANCE TRUST MRAIT_21-16

55349T100

Feb 2022

31,378,000

$31.4M

0.34%

ABS-CBDO

94

UNITED STATES TREASURY

912828Z78

Feb 2022

30,000,000

$29.7M

0.32%

DBT

95

UNITED STATES TREASURY

91282CBB6

Feb 2022

31,500,000

$29.5M

0.32%

DBT

96

FEDERAL FARM CREDIT BANKS FUNDING CORP

313313UC0

Feb 2022

27,000,000

$27.0M

0.29%

DBT

97

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138ERSW1

Feb 2022

25,396,619

$26.4M

0.29%

ABS-MBS

98

SEASONED CREDIT RISK TRANSFER SCRT_19-4

35563PML0

Feb 2022

25,985,522

$26.4M

0.28%

ABS-CBDO

99

UNITED STATES TREASURY

91282CBP5

Feb 2022

26,983,600

$26.0M

0.28%

DBT

100

SEASONED CREDIT RISK TRANSFER SCRT_18-2

35563PFF1

Feb 2022

24,388,263

$25.5M

0.28%

ABS-CBDO

101

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418EBJ8

Feb 2022

26,023,841

$25.4M

0.27%

ABS-MBS

102

FEDERAL HOME LOAN BANKS

313385WR3

Feb 2022

25,000,000

$25.0M

0.27%

DBT

103

UNITED STATES TREASURY

9128286N5

Feb 2022

22,967,506

$24.4M

0.26%

DBT

104

NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1

643821AA9

Feb 2022

25,250,000

$24.3M

0.26%

ABS-O

105

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138ERLG3

Feb 2022

22,729,369

$23.9M

0.26%

ABS-MBS

106

UNIFORM MBS

01F020430

Feb 2022

23,064,889

$22.9M

0.25%

ABS-MBS

107

SREIT TRUST SREIT_21-MFP

78472UAA6

Feb 2022

23,078,000

$22.6M

0.24%

ABS-CBDO

108

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138ERSV3

Feb 2022

21,627,926

$22.6M

0.24%

ABS-MBS

109

FEDERAL HOME LOAN MORTGAGE CORP

3133KYWH8

Feb 2022

22,956,528

$22.4M

0.24%

ABS-MBS

110

UNITED STATES TREASURY

91282CDW8

Feb 2022

22,000,000

$21.9M

0.24%

DBT

111

MRAIT_20-10

55345C101

Feb 2022

21,731,000

$21.8M

0.24%

ABS-CBDO

112

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138ERLR9

Feb 2022

19,815,922

$20.8M

0.23%

ABS-MBS

113

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QMZJ6

Feb 2022

20,130,310

$20.5M

0.22%

ABS-MBS

114

BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT

05609VAA3

Feb 2022

21,000,000

$20.4M

0.22%

ABS-CBDO

115

UNITED STATES TREASURY

91282CCZ2

Feb 2022

21,000,000

$20.2M

0.22%

DBT

116

FEDERAL FARM CREDIT BANKS FUNDING CORP

313313VV7

Feb 2022

20,000,000

$20.0M

0.22%

DBT

117

FEDERAL HOME LOAN BANKS

313385WJ1

Feb 2022

20,000,000

$20.0M

0.22%

DBT

118

BX TRUST BX_21-ARIA

05608RAA3

Feb 2022

19,921,000

$19.6M

0.21%

ABS-CBDO

119

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140X7HL6

Feb 2022

18,384,285

$19.4M

0.21%

ABS-MBS

120

FEDERAL HOME LOAN MORTGAGE CORP

3133KGPY8

Feb 2022

18,653,522

$19.0M

0.20%

ABS-MBS

121

CF HIPPOLYTA ISSUER LLC SORT_21-1

12530MAE5

Feb 2022

19,372,090

$18.4M

0.20%

ABS-O

122

UNITED STATES TREASURY

91282CCH2

Feb 2022

19,000,000

$18.4M

0.20%

DBT

123

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138ERSU5

Feb 2022

17,557,535

$18.3M

0.20%

ABS-MBS

124

CHARTA LLC

16115WC70

Feb 2022

18,300,000

$18.3M

0.20%

STIV

125

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QDEM2

Feb 2022

17,862,236

$18.2M

0.20%

ABS-MBS

126

RISKLESS ISSUER

N/A

Feb 2022

1

$18.1M

0.20%

DIR

127

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XCR80

Feb 2022

17,018,627

$18.1M

0.20%

ABS-MBS

128

UNITED STATES TREASURY

91282CBL4

Feb 2022

19,100,000

$18.0M

0.19%

DBT

129

UNITED STATES TREASURY

91282CBX8

Feb 2022

18,000,000

$17.8M

0.19%

DBT

130

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138ERLH1

Feb 2022

16,858,650

$17.6M

0.19%

ABS-MBS

131

UNITED STATES TREASURY

912810SZ2

Feb 2022

18,372,000

$17.6M

0.19%

DBT

132

NELNET STUDENT LOAN TRUST NSLT_21-C

64035GAA7

Feb 2022

17,470,046

$17.2M

0.19%

ABS-O

133

BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR

05608WAA2

Feb 2022

17,394,000

$17.0M

0.18%

ABS-CBDO

134

RISKLESS ISSUER

N/A

Feb 2022

1

$16.8M

0.18%

DIR

135

FEDERAL HOME LOAN MORTGAGE CORP

3133KMT47

Feb 2022

16,162,690

$16.5M

0.18%

ABS-MBS

136

MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3

58552FAA4

Feb 2022

16,000,000

$15.9M

0.17%

ABS-CBDO

137

FEDERAL HOME LOAN MORTGAGE CORP

3132DVL29

Feb 2022

15,295,930

$15.2M

0.16%

ABS-MBS

138

PACCAR FINANCIAL CORP

69372BCU2

Feb 2022

15,000,000

$15.0M

0.16%

STIV

139

FEDERAL FARM CREDIT BANKS FUNDING CORP

313313XH6

Feb 2022

15,000,000

$15.0M

0.16%

DBT

140

FEDERAL FARM CREDIT BANKS FUNDING CORP

313313YD4

Feb 2022

15,000,000

$15.0M

0.16%

DBT

141

RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1

74969TAA8

Feb 2022

14,947,539

$14.8M

0.16%

ABS-CBDO

142

UNITED STATES TREASURY

91282CCN9

Feb 2022

15,000,000

$14.8M

0.16%

DBT

143

FEDERAL HOME LOAN MORTGAGE CORP

3133KHGD2

Feb 2022

13,921,675

$14.5M

0.16%

ABS-MBS

144

CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3

12661GAA7

Feb 2022

14,199,840

$14.1M

0.15%

ABS-CBDO

145

SORT_20-1

12530MAA3

Feb 2022

14,350,650

$13.9M

0.15%

ABS-O

146

SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1

35564CAA5

Feb 2022

13,270,584

$13.6M

0.15%

ABS-CBDO

147

UNITED STATES TREASURY

912810ST6

Feb 2022

15,668,400

$13.6M

0.15%

DBT

148

FREDDIE MAC FHLMC_18-1SC

35563PDT3

Feb 2022

13,289,535

$13.6M

0.15%

ABS-CBDO

149

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140XDRN8

Feb 2022

13,451,847

$13.4M

0.14%

ABS-MBS

150

UNITED STATES TREASURY

91282CDY4

Feb 2022

13,000,000

$13.1M

0.14%

DBT

151

FEDERAL FARM CREDIT BANKS FUNDING CORP

313313XM5

Feb 2022

13,000,000

$13.0M

0.14%

DBT

152

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138ERSX9

Feb 2022

12,341,572

$12.9M

0.14%

ABS-MBS

153

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QDEJ9

Feb 2022

12,572,536

$12.8M

0.14%

ABS-MBS

154

UNITED STATES TREASURY

912810SU3

Feb 2022

13,623,800

$12.7M

0.14%

DBT

155

FREDDIE MAC - SCRT SCRT_17-3

35563PBS7

Feb 2022

12,323,201

$12.6M

0.14%

ABS-CBDO

156

UNIFORM MBS

01F022436

Feb 2022

12,436,000

$12.6M

0.14%

ABS-MBS

157

UNITED STATES TREASURY

91282CAV3

Feb 2022

13,471,800

$12.5M

0.13%

DBT

158

UNITED STATES TREASURY

91282CBJ9

Feb 2022

13,208,100

$12.4M

0.13%

DBT

159

LUXE_21-TRIP

55066WAA2

Feb 2022

12,365,000

$12.2M

0.13%

ABS-CBDO

160

GCAT TRUST GCAT_21-NQM6

36167KAA6

Feb 2022

12,416,288

$12.2M

0.13%

ABS-CBDO

161

FEDERAL FARM CREDIT BANKS FUNDING CORP

313313VK1

Feb 2022

12,000,000

$12.0M

0.13%

DBT

162

FREDDIE MAC - SCRT SCRT_17-3

35563PBY4

Feb 2022

11,757,598

$11.9M

0.13%

ABS-CBDO

163

CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4

12529LAA8

Feb 2022

11,718,225

$11.7M

0.13%

ABS-CBDO

164

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QMT53

Feb 2022

11,616,890

$11.5M

0.12%

ABS-MBS

165

NELNET STUDENT LOAN TRUST NSLT_21-A

64035DAB2

Feb 2022

11,991,685

$11.5M

0.12%

ABS-O

166

UNIFORM MBS

01F020653

Feb 2022

11,806,419

$11.3M

0.12%

ABS-MBS

167

CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7

12530BAA7

Feb 2022

11,153,980

$11.0M

0.12%

ABS-CBDO

168

BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_12-PARK

05524UAA7

Feb 2022

10,663,000

$10.7M

0.12%

ABS-CBDO

169

UNITED STATES TREASURY

912810TB4

Feb 2022

11,237,200

$10.5M

0.11%

DBT

170

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418ECG3

Feb 2022

10,732,999

$10.5M

0.11%

ABS-MBS

171

UNITED STATES TREASURY

91282CBQ3

Feb 2022

10,726,100

$10.2M

0.11%

DBT

172

FEDERAL FARM CREDIT BANKS FUNDING CORP

313313VC9

Feb 2022

10,000,000

$10.0M

0.11%

DBT

173

FEDERAL FARM CREDIT BANKS FUNDING CORP

313313XQ6

Feb 2022

10,000,000

$10.0M

0.11%

DBT

174

EXTENDED STAY AMERICA TRUST ESA_21-ESH

30227FAA8

Feb 2022

9,778,816

$9.7M

0.10%

ABS-CBDO

175

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132WKH43

Feb 2022

9,198,309

$9.7M

0.10%

ABS-MBS

176

NELNET STUDENT LOAN TRUST NSLT_21-C

64035GAB5

Feb 2022

9,608,526

$9.2M

0.10%

ABS-O

177

MILL CITY MORTGAGE LOAN TRUST MCMLT_15-1

599809CE8

Feb 2022

9,090,400

$9.1M

0.10%

ABS-CBDO

178

FINANCE OF AMERICA HECM BUYOUT FAHB_20-HB2

31737VAA4

Feb 2022

9,212,100

$9.1M

0.10%

ABS-CBDO

179

UNITED STATES TREASURY

912828YL8

Feb 2022

8,335,194

$8.9M

0.10%

DBT

180

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179UMM1

Feb 2022

8,235,509

$8.6M

0.09%

ABS-MBS

181

UNITED STATES TREASURY

912810SC3

Feb 2022

7,000,000

$8.3M

0.09%

DBT

182

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QBTH1

Feb 2022

7,389,819

$7.8M

0.08%

ABS-MBS

183

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138WTRU2

Feb 2022

7,202,686

$7.4M

0.08%

ABS-MBS

184

FEDERAL HOME LOAN MORTGAGE CORP

31346YFN8

Feb 2022

7,118,479

$7.3M

0.08%

ABS-MBS

185

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140XD3N4

Feb 2022

7,269,746

$7.2M

0.08%

ABS-MBS

186

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140XDV29

Feb 2022

7,065,953

$7.2M

0.08%

ABS-MBS

187

TOWD POINT MORTGAGE TRUST TPMT_15-3

89172HAD9

Feb 2022

7,000,000

$7.1M

0.08%

ABS-CBDO

188

TOWD POINT MORTGAGE TRUST TPMT_15-4

89171UAG4

Feb 2022

6,900,000

$7.0M

0.08%

ABS-CBDO

189

BX TRUST BX_21-RISE

12434EAA8

Feb 2022

7,000,000

$6.9M

0.07%

ABS-CBDO

190

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QKBK3

Feb 2022

6,653,730

$6.8M

0.07%

ABS-MBS

191

SEASONED CREDIT RISK TRANSFER SCRT_17-1

35563PAP4

Feb 2022

6,707,711

$6.8M

0.07%

ABS-CBDO

192

CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3

22535GAA0

Feb 2022

6,825,000

$6.7M

0.07%

ABS-O

193

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140XDXY7

Feb 2022

6,682,320

$6.7M

0.07%

ABS-MBS

194

MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC

55316VAA2

Feb 2022

6,615,000

$6.5M

0.07%

ABS-CBDO

195

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140J87A5

Feb 2022

6,342,342

$6.5M

0.07%

ABS-MBS

196

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

21H022630

Feb 2022

6,518,461

$6.5M

0.07%

ABS-MBS

197

PROVIDENT FUNDING SECURITIZATION TRUST PFWST_21-1

74387PAA0

Feb 2022

6,403,000

$6.3M

0.07%

ABS-CBDO

198

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140X56A6

Feb 2022

6,067,088

$6.3M

0.07%

ABS-MBS

199

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QDEN0

Feb 2022

6,131,839

$6.2M

0.07%

ABS-MBS

200

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

31335AHP6

Feb 2022

5,937,589

$6.2M

0.07%

ABS-MBS

201

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140X4FC5

Feb 2022

5,839,691

$6.1M

0.07%

ABS-MBS

202

TOWD POINT MORTGAGE TRUST TPMT_15-4

89171UAE9

Feb 2022

6,063,421

$6.1M

0.07%

ABS-CBDO

203

SEASONED CREDIT RISK TRANSFER SCRT_17-2

35563PBF5

Feb 2022

5,844,445

$5.9M

0.06%

ABS-CBDO

204

UNITED STATES TREASURY

91282CCB5

Feb 2022

6,000,000

$5.9M

0.06%

DBT

205

TOWD POINT MORTGAGE TRUST TPMT_16-2

89172PAC3

Feb 2022

5,800,000

$5.9M

0.06%

ABS-CBDO

206

FEDERAL HOME LOAN MORTGAGE CORP

31347AG73

Feb 2022

5,604,087

$5.9M

0.06%

ABS-MBS

207

SEASONED CREDIT RISK TRANSFER SCRT_17-2

35563PBC2

Feb 2022

5,765,296

$5.8M

0.06%

ABS-CBDO

208

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140K15H5

Feb 2022

5,747,231

$5.8M

0.06%

ABS-MBS

209

CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P1

14687BAG1

Feb 2022

5,855,000

$5.8M

0.06%

ABS-O

210

NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C

63942JAA5

Feb 2022

5,906,980

$5.7M

0.06%

ABS-O

211

UNITED STATES TREASURY

91282CCS8

Feb 2022

6,000,000

$5.7M

0.06%

DBT

212

FEDERAL HOME LOAN MORTGAGE CORP

3133KGXH6

Feb 2022

5,179,405

$5.4M

0.06%

ABS-MBS

213

FEDERAL HOME LOAN MORTGAGE CORP

3133KGTU2

Feb 2022

5,159,905

$5.4M

0.06%

ABS-MBS

214

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140K0XE3

Feb 2022

5,104,655

$5.2M

0.06%

ABS-MBS

215

OSW STRUCTURED ASSET TRUST OSAT_20-RPL1

67113FAA7

Feb 2022

5,166,114

$5.2M

0.06%

ABS-O

216

FEDERAL HOME LOAN MORTGAGE CORP

3133KHSG2

Feb 2022

4,986,456

$5.1M

0.05%

ABS-MBS

217

CGRBS COMMERCIAL MORTGAGE TRUST CGRBS_13-VNO5

125354AA8

Feb 2022

5,000,000

$5.1M

0.05%

ABS-CBDO

218

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138EJNA2

Feb 2022

4,808,048

$5.0M

0.05%

ABS-MBS

219

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140Q9NX7

Feb 2022

4,741,290

$5.0M

0.05%

ABS-MBS

220

FEDERAL FARM CREDIT BANKS FUNDING CORP

313313WY0

Feb 2022

5,000,000

$5.0M

0.05%

DBT

221

UNITED STATES TREASURY

91282CCU3

Feb 2022

5,000,000

$4.9M

0.05%

DBT

222

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179TAL9

Feb 2022

4,641,700

$4.9M

0.05%

ABS-MBS

223

UNIFORM MBS

01F040636

Feb 2022

4,663,354

$4.9M

0.05%

ABS-MBS

224

LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2

52476DAA5

Feb 2022

4,936,528

$4.8M

0.05%

ABS-CBDO

225

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138MBMB9

Feb 2022

4,617,016

$4.8M

0.05%

ABS-MBS

226

NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1

65246PAA9

Feb 2022

4,769,217

$4.7M

0.05%

ABS-CBDO

227

CENT CLO LP CECLO_14-21A

15137EBN2

Feb 2022

4,738,000

$4.7M

0.05%

ABS-O

228

ARROYO MORTGAGE TRUST ARRW_21-1R

042853AA9

Feb 2022

4,785,595

$4.7M

0.05%

ABS-CBDO

229

SEASONED CREDIT RISK TRANSFER SCRT_18-3

35563PGG8

Feb 2022

4,532,884

$4.7M

0.05%

ABS-CBDO

230

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418CRG1

Feb 2022

4,410,402

$4.7M

0.05%

ABS-MBS

231

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140FXM58

Feb 2022

4,355,545

$4.6M

0.05%

ABS-MBS

232

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140X4S98

Feb 2022

4,234,783

$4.4M

0.05%

ABS-MBS

233

UNITED STATES TREASURY

912810SX7

Feb 2022

4,108,300

$4.3M

0.05%

DBT

234

COLT MORTGAGE LOAN TRUST COLT_21-5

12598RAA1

Feb 2022

4,325,172

$4.2M

0.05%

ABS-CBDO

235

FLAGSTAR MORTGAGE TRUST FSMT_21-10INV

33851RAB7

Feb 2022

4,290,605

$4.1M

0.04%

ABS-CBDO

236

MELLO WAREHOUSE SECURITIZATION TRUST MWST_20-2

58551VAA0

Feb 2022

4,134,000

$4.1M

0.04%

ABS-CBDO

237

UNIFORM MBS

01F012437

Feb 2022

4,050,146

$3.9M

0.04%

ABS-MBS

238

UNITED STATES TREASURY

91282CDL2

Feb 2022

4,000,000

$3.9M

0.04%

DBT

239

BALLY 2019-2A

05875MAL6

Feb 2022

3,740,000

$3.7M

0.04%

ABS-O

240

FEDERAL HOME LOAN MORTGAGE CORP

3132DMF42

Feb 2022

3,628,411

$3.7M

0.04%

ABS-MBS

241

UNITED STATES TREASURY

91282CCE9

Feb 2022

3,800,000

$3.7M

0.04%

DBT

242

NAVIENT STUDENT LOAN TRUST NAVSL_21-A

63942BAA2

Feb 2022

3,679,315

$3.6M

0.04%

ABS-O

243

MELLO WAREHOUSE SECURITIZATION TRUST MWST_20-1

585505AA8

Feb 2022

3,536,000

$3.5M

0.04%

ABS-CBDO

244

FEDERAL HOME LOAN MORTGAGE CORP

31342WAP6

Feb 2022

3,358,431

$3.4M

0.04%

ABS-MBS

245

BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1

10569XAA7

Feb 2022

3,374,000

$3.4M

0.04%

ABS-CBDO

246

MARATHON CLO LTD MCLO_17-9A

56577PAL3

Feb 2022

3,230,867

$3.2M

0.03%

ABS-O

247

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140FXRB0

Feb 2022

3,043,510

$3.2M

0.03%

ABS-MBS

248

FEDERAL HOME LOAN MORTGAGE CORP

3132DV5N1

Feb 2022

3,002,393

$3.2M

0.03%

ABS-MBS

249

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418CBQ6

Feb 2022

2,903,202

$3.1M

0.03%

ABS-MBS

250

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140XDVZ6

Feb 2022

2,972,418

$3.0M

0.03%

ABS-MBS

251

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140FXLA8

Feb 2022

2,651,466

$3.0M

0.03%

ABS-MBS

252

TOWD POINT MORTGAGE TRUST TPMT_18-2

89175VAA1

Feb 2022

2,944,265

$3.0M

0.03%

ABS-CBDO

253

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418AXM5

Feb 2022

2,770,310

$3.0M

0.03%

ABS-MBS

254

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QC4Y9

Feb 2022

2,916,149

$3.0M

0.03%

ABS-MBS

255

UNITED STATES TREASURY

91282CDP3

Feb 2022

3,000,000

$2.9M

0.03%

DBT

256

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138EJEP9

Feb 2022

2,790,283

$2.9M

0.03%

ABS-MBS

257

SEASONED CREDIT RISK TRANSFER SCRT_19-2

35563PKG3

Feb 2022

2,740,247

$2.8M

0.03%

ABS-CBDO

258

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418ECY4

Feb 2022

2,892,049

$2.8M

0.03%

ABS-MBS

259

FEDERAL HOME LOAN MORTGAGE CORP

3133KYWN5

Feb 2022

2,808,942

$2.7M

0.03%

ABS-MBS

260

FEDERAL HOME LOAN MORTGAGE CORP

31334WJ51

Feb 2022

2,604,081

$2.7M

0.03%

ABS-MBS

261

FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K052

3137BMTX4

Feb 2022

2,500,000

$2.6M

0.03%

ABS-CBDO

262

FEDERAL HOME LOAN MORTGAGE CORP

3137B4GY6

Feb 2022

2,400,000

$2.4M

0.03%

ABS-CBDO

263

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138EJGJ1

Feb 2022

2,331,414

$2.4M

0.03%

ABS-MBS

264

MOTEL 6 TRUST MOTEL_21-MTL6

61977KAA4

Feb 2022

2,354,225

$2.3M

0.03%

ABS-CBDO

265

TOWD POINT MORTGAGE TRUST TPMT_17-6

89175JAA8

Feb 2022

2,282,286

$2.3M

0.02%

ABS-CBDO

266

SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A

78448YAJ0

Feb 2022

2,450,199

$2.3M

0.02%

ABS-O

267

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XCRV9

Feb 2022

2,181,530

$2.3M

0.02%

ABS-MBS

268

CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1

12596MAB2

Feb 2022

2,248,069

$2.3M

0.02%

ABS-CBDO

269

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418CNR1

Feb 2022

2,133,319

$2.3M

0.02%

ABS-MBS

270

FREDDIE MAC - SCRT SCRT_17-3

35563PBX6

Feb 2022

2,178,602

$2.3M

0.02%

ABS-CBDO

271

SORT_20-1

12530MAB1

Feb 2022

2,319,295

$2.2M

0.02%

ABS-O

272

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182NR88

Feb 2022

2,094,013

$2.2M

0.02%

ABS-MBS

273

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138MBVM5

Feb 2022

2,080,752

$2.2M

0.02%

ABS-MBS

274

CME CHICAGO MERCANTILE EXCHANGE

TNM2

Feb 2022

2,301

$2.1M

0.02%

DIR

275

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31419A5E3

Feb 2022

2,030,522

$2.1M

0.02%

ABS-MBS

276

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140FXRT1

Feb 2022

2,021,925

$2.1M

0.02%

ABS-MBS

277

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31419A2X4

Feb 2022

1,927,584

$2.0M

0.02%

ABS-MBS

278

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

21H020642

Feb 2022

2,052,083

$2.0M

0.02%

ABS-MBS

279

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140FXRA2

Feb 2022

1,884,081

$2.0M

0.02%

ABS-MBS

280

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418CAT1

Feb 2022

1,804,156

$1.9M

0.02%

ABS-MBS

281

TOWD POINT MORTGAGE TRUST TPMT_17-3

89169DAA9

Feb 2022

1,865,505

$1.9M

0.02%

ABS-CBDO

282

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QAEY2

Feb 2022

1,749,218

$1.9M

0.02%

ABS-MBS

283

SEASONED CREDIT RISK TRANSFER SCRT_18-4

35563PHE2

Feb 2022

1,734,587

$1.8M

0.02%

ABS-CBDO

284

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132M9E75

Feb 2022

1,687,400

$1.8M

0.02%

ABS-MBS

285

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132Y2KZ8

Feb 2022

1,613,906

$1.7M

0.02%

ABS-MBS

286

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138WHA28

Feb 2022

1,625,026

$1.7M

0.02%

ABS-MBS

287

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140JPN27

Feb 2022

1,621,910

$1.7M

0.02%

ABS-MBS

288

SEASONED CREDIT RISK TRANSFER SCRT_19-1

35563PJE0

Feb 2022

1,601,264

$1.7M

0.02%

ABS-CBDO

289

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418CDZ4

Feb 2022

1,538,413

$1.6M

0.02%

ABS-MBS

290

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

3622A2C26

Feb 2022

1,416,497

$1.6M

0.02%

ABS-MBS

291

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36180YLY5

Feb 2022

1,476,426

$1.6M

0.02%

ABS-MBS

292

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140H6SD2

Feb 2022

1,477,514

$1.6M

0.02%

ABS-MBS

293

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138ELHF3

Feb 2022

1,488,381

$1.6M

0.02%

ABS-MBS

294

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138EGCK8

Feb 2022

1,485,519

$1.6M

0.02%

ABS-MBS

295

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140HAKZ2

Feb 2022

1,470,287

$1.5M

0.02%

ABS-MBS

296

ALLEGRO CLO I LTD ALLEG_17-1A

01748RAL9

Feb 2022

1,523,000

$1.5M

0.02%

ABS-O

297

BHG SECURITIZATION TRUST BHG_21-A

08861YAA4

Feb 2022

1,530,854

$1.5M

0.02%

ABS-O

298

TOWD POINT MORTGAGE TRUST TPMT_17-4

89173UAA5

Feb 2022

1,486,590

$1.5M

0.02%

ABS-CBDO

299

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182NR54

Feb 2022

1,392,644

$1.4M

0.02%

ABS-MBS

300

CME CHICAGO MERCANTILE EXCHANGE

ZTM2

Feb 2022

2,617

$1.4M

0.02%

DIR

301

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

3622A2C34

Feb 2022

1,271,314

$1.4M

0.02%

ABS-MBS

302

SEASONED CREDIT RISK TRANSFER SCRT_19-2

35563PKF5

Feb 2022

1,338,717

$1.4M

0.02%

ABS-CBDO

303

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QMRN6

Feb 2022

1,327,007

$1.4M

0.01%

ABS-MBS

304

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140QMRP1

Feb 2022

1,325,100

$1.4M

0.01%

ABS-MBS

305

BHG SECURITIZATION TRUST BHG_21-B

08862BAA3

Feb 2022

1,360,938

$1.3M

0.01%

ABS-O

306

FEDERAL HOME LOAN MORTGAGE CORP

31342WAQ4

Feb 2022

1,259,233

$1.3M

0.01%

ABS-MBS

307

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

21H020634

Feb 2022

1,298,198

$1.3M

0.01%

ABS-MBS

308

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182NQ97

Feb 2022

1,108,943

$1.2M

0.01%

ABS-MBS

309

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182NRZ8

Feb 2022

1,126,495

$1.2M

0.01%

ABS-MBS

310

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179SD87

Feb 2022

1,133,218

$1.2M

0.01%

ABS-MBS

311

RISKLESS ISSUER

N/A

Feb 2022

1

$1.2M

0.01%

DIR

312

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140J5JZ3

Feb 2022

1,131,201

$1.2M

0.01%

ABS-MBS

313

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132Y0KM1

Feb 2022

1,079,251

$1.1M

0.01%

ABS-MBS

314

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140HAKQ2

Feb 2022

1,113,587

$1.1M

0.01%

ABS-MBS

315

FEDERAL HOME LOAN MORTGAGE CORP

3133KH3D6

Feb 2022

1,137,903

$1.1M

0.01%

ABS-MBS

316

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XUJP1

Feb 2022

1,085,939

$1.1M

0.01%

ABS-MBS

317

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

3622A2CZ3

Feb 2022

1,013,608

$1.1M

0.01%

ABS-MBS

318

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418CKQ6

Feb 2022

1,066,051

$1.1M

0.01%

ABS-MBS

319

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179UXV9

Feb 2022

1,036,564

$1.1M

0.01%

ABS-MBS

320

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138W9ZK9

Feb 2022

1,029,169

$1.1M

0.01%

ABS-MBS

321

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

31323ABR2

Feb 2022

968,972

$994K

0.01%

ABS-MBS

322

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182NR47

Feb 2022

964,790

$992K

0.01%

ABS-MBS

323

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140HLS64

Feb 2022

922,803

$982K

0.01%

ABS-MBS

324

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138WJGU6

Feb 2022

937,541

$965K

0.01%

ABS-MBS

325

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182NR21

Feb 2022

928,971

$962K

0.01%

ABS-MBS

326

CME CHICAGO MERCANTILE EXCHANGE

ZNM2

Feb 2022

1,808

$932K

0.01%

DIR

327

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XYCF2

Feb 2022

851,692

$921K

0.01%

ABS-MBS

328

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

21H022648

Feb 2022

921,172

$919K

0.01%

ABS-MBS

329

UNITED STATES TREASURY

912810QP6

Feb 2022

611,098

$900K

0.01%

DBT

330

SEASONED CREDIT RISK TRANSFER SCRT_19-3

35563PLG2

Feb 2022

841,454

$880K

0.01%

ABS-CBDO

331

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418AZE1

Feb 2022

873,727

$871K

0.01%

ABS-MBS

332

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36178FDK9

Feb 2022

826,558

$866K

0.01%

ABS-MBS

333

CME CHICAGO MERCANTILE EXCHANGE

ZFM2

Feb 2022

2,046

$850K

0.01%

DIR

334

TOWD POINT MORTGAGE TRUST TPMT_16-5

89173CAA5

Feb 2022

829,061

$833K

0.01%

ABS-CBDO

335

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XTYU6

Feb 2022

792,951

$827K

0.01%

ABS-MBS

336

TOWD POINT MORTGAGE TRUST TPMT_18-5

89176VAK8

Feb 2022

798,877

$808K

0.01%

ABS-CBDO

337

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

21H032639

Feb 2022

779,000

$804K

0.01%

ABS-MBS

338

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132Y2LS3

Feb 2022

734,720

$800K

0.01%

ABS-MBS

339

SEASONED CREDIT RISK TRANSFER SCRT_19-1

35563PJF7

Feb 2022

768,473

$792K

0.01%

ABS-CBDO

340

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418CCZ5

Feb 2022

735,003

$781K

0.01%

ABS-MBS

341

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XYT56

Feb 2022

733,902

$780K

0.01%

ABS-MBS

342

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182NRR6

Feb 2022

727,318

$770K

0.01%

ABS-MBS

343

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140FQSF5

Feb 2022

733,054

$770K

0.01%

ABS-MBS

344

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XXTN9

Feb 2022

729,730

$760K

0.01%

ABS-MBS

345

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XY2H9

Feb 2022

717,212

$760K

0.01%

ABS-MBS

346

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140FUWA2

Feb 2022

725,082

$758K

0.01%

ABS-MBS

347

FEDERAL HOME LOAN MORTGAGE CORP

31339SBR5

Feb 2022

718,692

$750K

0.01%

ABS-MBS

348

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36180B6C0

Feb 2022

687,037

$746K

0.01%

ABS-MBS

349

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179MJS0

Feb 2022

721,486

$730K

0.01%

ABS-MBS

350

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XXGK9

Feb 2022

689,791

$718K

0.01%

ABS-MBS

351

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182NR96

Feb 2022

681,643

$705K

0.01%

ABS-MBS

352

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

3622A2CY6

Feb 2022

655,562

$701K

0.01%

ABS-MBS

353

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140HJY62

Feb 2022

656,297

$697K

0.01%

ABS-MBS

354

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XXGT0

Feb 2022

656,609

$685K

0.01%

ABS-MBS

355

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3128P8DC2

Feb 2022

637,028

$672K

0.01%

ABS-MBS

356

FEDERAL HOME LOAN MORTGAGE CORP

31342WAM3

Feb 2022

642,165

$659K

0.01%

ABS-MBS

357

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132WMN91

Feb 2022

621,626

$648K

0.01%

ABS-MBS

358

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132WD7J7

Feb 2022

592,407

$633K

0.01%

ABS-MBS

359

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132J9S25

Feb 2022

599,620

$631K

0.01%

ABS-MBS

360

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138WU5X7

Feb 2022

584,432

$615K

0.01%

ABS-MBS

361

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31410GX65

Feb 2022

601,640

$614K

0.01%

ABS-MBS

362

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132LPZX0

Feb 2022

576,777

$611K

0.01%

ABS-MBS

363

FANNIEMAE-ACES FNMA_16-M11

3136ATZ80

Feb 2022

608,514

$609K

0.01%

ABS-CBDO

364

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION

38376RUW4

Feb 2022

47,053,327

$601K

0.01%

ABS-CBDO

365

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31414EXG4

Feb 2022

589,058

$596K

0.01%

ABS-MBS

366

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182NRA3

Feb 2022

550,207

$595K

0.01%

ABS-MBS

367

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132Y2JY3

Feb 2022

552,946

$592K

0.01%

ABS-MBS

368

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36178MMG3

Feb 2022

549,003

$588K

0.01%

ABS-MBS

369

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36202FWT9

Feb 2022

532,283

$568K

0.01%

ABS-MBS

370

JP MORGAN STRUCTURED FINANCING TRUST JPSF_21-EBO1

46654LAA3

Feb 2022

563,018

$563K

0.01%

ABS-CBDO

371

TOWD POINT MORTGAGE TRUST TPMT_17-5

89169EAA7

Feb 2022

560,555

$560K

0.01%

ABS-CBDO

372

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XXGJ2

Feb 2022

533,870

$557K

0.01%

ABS-MBS

373

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36176WKV2

Feb 2022

521,180

$552K

0.01%

ABS-MBS

374

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140H6NT2

Feb 2022

522,675

$546K

0.01%

ABS-MBS

375

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36181YU65

Feb 2022

508,849

$531K

0.01%

ABS-MBS

376

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179CGM8

Feb 2022

499,229

$531K

0.01%

ABS-MBS

377

FNMA_17-M10

3136AXVB8

Feb 2022

522,623

$530K

0.01%

ABS-CBDO

378

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36176MP31

Feb 2022

482,867

$520K

0.01%

ABS-MBS

379

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XXJ42

Feb 2022

485,193

$503K

0.01%

ABS-MBS

380

UNITED STATES TREASURY

912810SE9

Feb 2022

406,200

$502K

0.01%

DBT

381

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36177RQZ7

Feb 2022

442,782

$489K

0.01%

ABS-MBS

382

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182NR62

Feb 2022

472,384

$488K

0.01%

ABS-MBS

383

FEDERAL HOME LOAN MORTGAGE CORP

31342WAN1

Feb 2022

463,957

$477K

0.01%

ABS-MBS

384

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179MKX7

Feb 2022

453,133

$475K

0.01%

ABS-MBS

385

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3128P8CN9

Feb 2022

446,580

$475K

0.01%

ABS-MBS

386

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418PAZ8

Feb 2022

437,306

$464K

0.01%

ABS-MBS

387

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140F9WA9

Feb 2022

426,533

$445K

0.00%

ABS-MBS

388

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140H6M22

Feb 2022

422,280

$433K

0.00%

ABS-MBS

389

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140FQR74

Feb 2022

409,186

$430K

0.00%

ABS-MBS

390

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I

36177ULZ5

Feb 2022

407,504

$429K

0.00%

ABS-MBS

391

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179UWA6

Feb 2022

406,066

$427K

0.00%

ABS-MBS

392

MILL CITY MORTGAGE TRUST MCMLT_18-1

59980VAA9

Feb 2022

412,135

$416K

0.00%

ABS-CBDO

393

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36176MP23

Feb 2022

389,585

$415K

0.00%

ABS-MBS

394

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179UQ62

Feb 2022

384,162

$404K

0.00%

ABS-MBS

395

FANNIE MAE-ACES FNMA_16-M5

3136AR4Z8

Feb 2022

400,818

$403K

0.00%

ABS-CBDO

396

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36181YU73

Feb 2022

388,842

$402K

0.00%

ABS-MBS

397

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418D2V3

Feb 2022

405,640

$395K

0.00%

ABS-MBS

398

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XYT49

Feb 2022

359,476

$385K

0.00%

ABS-MBS

399

UNITED STATES TREASURY

91282CCF6

Feb 2022

400,000

$384K

0.00%

DBT

400

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132Y0KC3

Feb 2022

364,658

$380K

0.00%

ABS-MBS

401

FEDERAL HOME LOAN MORTGAGE CORP

3137B1U75

Feb 2022

377,747

$379K

0.00%

ABS-CBDO

402

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36176WKS9

Feb 2022

349,978

$370K

0.00%

ABS-MBS

403

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418B4Q6

Feb 2022

336,267

$358K

0.00%

ABS-MBS

404

FANNIE MAE ACES FNMA_17-M15

3136AY6S7

Feb 2022

350,326

$357K

0.00%

ABS-CBDO

405

FANNIEMAE-ACES FNMA_13-M12

3136AGMB5

Feb 2022

349,371

$351K

0.00%

ABS-CBDO

406

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138X7ME0

Feb 2022

342,371

$344K

0.00%

ABS-MBS

407

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36178FCZ7

Feb 2022

322,922

$339K

0.00%

ABS-MBS

408

FANNIEMAE-ACES FNMA_16-M2

3136AQ5E6

Feb 2022

327,554

$328K

0.00%

ABS-CBDO

409

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I

36177MLZ3

Feb 2022

313,330

$317K

0.00%

ABS-MBS

410

FANNIE MAE ACES FNMA_17-M3

3136AVPR4

Feb 2022

308,397

$310K

0.00%

ABS-CBDO

411

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132GLS88

Feb 2022

272,917

$286K

0.00%

ABS-MBS

412

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132Y0KD1

Feb 2022

272,830

$283K

0.00%

ABS-MBS

413

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140HPZH3

Feb 2022

263,454

$280K

0.00%

ABS-MBS

414

FANNIE MAE ACES FNMA_16-M4

3136ARTY4

Feb 2022

275,878

$277K

0.00%

ABS-CBDO

415

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I

36177LQ64

Feb 2022

263,815

$274K

0.00%

ABS-MBS

416

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XXJ34

Feb 2022

241,816

$252K

0.00%

ABS-MBS

417

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I

36178LPP2

Feb 2022

239,686

$241K

0.00%

ABS-MBS

418

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31419BL60

Feb 2022

214,888

$238K

0.00%

ABS-MBS

419

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XXLM9

Feb 2022

215,233

$226K

0.00%

ABS-MBS

420

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138ATCK4

Feb 2022

207,661

$223K

0.00%

ABS-MBS

421

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I

36178LXU2

Feb 2022

218,416

$220K

0.00%

ABS-MBS

422

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179MJT8

Feb 2022

208,853

$219K

0.00%

ABS-MBS

423

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36178QAW2

Feb 2022

207,557

$218K

0.00%

ABS-MBS

424

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132JASX4

Feb 2022

204,466

$215K

0.00%

ABS-MBS

425

CME CHICAGO MERCANTILE EXCHANGE

ZBM2

Feb 2022

96

$214K

0.00%

DIR

426

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179CFM9

Feb 2022

199,730

$208K

0.00%

ABS-MBS

427

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I

36177U4P6

Feb 2022

200,707

$202K

0.00%

ABS-MBS

428

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179CF49

Feb 2022

188,955

$201K

0.00%

ABS-MBS

429

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132J87J3

Feb 2022

188,711

$199K

0.00%

ABS-MBS

430

RISKLESS ISSUER

N/A

Feb 2022

1

$195K

0.00%

DIR

431

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138NXVE4

Feb 2022

182,240

$191K

0.00%

ABS-MBS

432

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132Y1BL1

Feb 2022

177,831

$191K

0.00%

ABS-MBS

433

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138WVJB8

Feb 2022

184,966

$187K

0.00%

ABS-MBS

434

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138WZVU3

Feb 2022

170,246

$165K

0.00%

ABS-MBS

435

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XXGH6

Feb 2022

146,794

$154K

0.00%

ABS-MBS

436

TOWD POINT MORTGAGE TRUST TPMT_16-2

89172PAJ8

Feb 2022

150,415

$151K

0.00%

ABS-CBDO

437

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36176REW8

Feb 2022

139,738

$146K

0.00%

ABS-MBS

438

FANNIEMAE-ACES FNMA_16-M12

3136AUKW0

Feb 2022

144,562

$145K

0.00%

ABS-CBDO

439

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31419BNG6

Feb 2022

128,886

$143K

0.00%

ABS-MBS

440

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31419JPP7

Feb 2022

136,829

$141K

0.00%

ABS-MBS

441

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140HBAA6

Feb 2022

132,457

$138K

0.00%

ABS-MBS

442

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31417J3C2

Feb 2022

121,293

$133K

0.00%

ABS-MBS

443

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140HPZ34

Feb 2022

121,461

$130K

0.00%

ABS-MBS

444

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31419BM36

Feb 2022

110,131

$122K

0.00%

ABS-MBS

445

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140FUWC8

Feb 2022

115,037

$121K

0.00%

ABS-MBS

446

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140H6ME6

Feb 2022

114,816

$119K

0.00%

ABS-MBS

447

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132Y0KB5

Feb 2022

113,269

$118K

0.00%

ABS-MBS

448

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I

36177WSP6

Feb 2022

110,821

$112K

0.00%

ABS-MBS

449

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138YAPF6

Feb 2022

105,375

$111K

0.00%

ABS-MBS

450

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XXGG8

Feb 2022

104,469

$110K

0.00%

ABS-MBS

451

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138WVJQ5

Feb 2022

110,547

$107K

0.00%

ABS-MBS

452

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132XXTS8

Feb 2022

103,202

$107K

0.00%

ABS-MBS

453

ARROYO MORTGAGE TRUST ARRW_19-1

042859AA6

Feb 2022

104,084

$103K

0.00%

ABS-CBDO

454

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138X8AX9

Feb 2022

94,626

$92K

0.00%

ABS-MBS

455

DT AUTO OWNER TRUST DTAOT_20-2

23343RAA6

Feb 2022

90,297

$90K

0.00%

ABS-O

456

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138WMN64

Feb 2022

77,694

$81K

0.00%

ABS-MBS

457

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31414FGR6

Feb 2022

76,672

$77K

0.00%

ABS-MBS

458

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31412RDK0

Feb 2022

68,373

$75K

0.00%

ABS-MBS

459

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3128M5NQ9

Feb 2022

64,489

$74K

0.00%

ABS-MBS

460

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138X8AW1

Feb 2022

74,758

$73K

0.00%

ABS-MBS

461

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138WRMC1

Feb 2022

69,312

$72K

0.00%

ABS-MBS

462

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31419BMY8

Feb 2022

64,324

$72K

0.00%

ABS-MBS

463

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3128P74D2

Feb 2022

68,291

$69K

0.00%

ABS-MBS

464

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138YRTL2

Feb 2022

64,191

$67K

0.00%

ABS-MBS

465

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31419BM93

Feb 2022

59,872

$65K

0.00%

ABS-MBS

466

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

31322Y7A3

Feb 2022

62,482

$64K

0.00%

ABS-MBS

467

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138YFA79

Feb 2022

61,049

$63K

0.00%

ABS-MBS

468

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140JHXE8

Feb 2022

54,776

$58K

0.00%

ABS-MBS

469

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36296YD74

Feb 2022

53,420

$57K

0.00%

ABS-MBS

470

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36178CKQ5

Feb 2022

50,726

$57K

0.00%

ABS-MBS

471

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138WMKN0

Feb 2022

54,430

$57K

0.00%

ABS-MBS

472

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138YFEW0

Feb 2022

52,244

$54K

0.00%

ABS-MBS

473

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3132J66L3

Feb 2022

49,673

$52K

0.00%

ABS-MBS

474

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31418Q6C2

Feb 2022

44,593

$48K

0.00%

ABS-MBS

475

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36202FW28

Feb 2022

45,274

$48K

0.00%

ABS-MBS

476

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140GREU4

Feb 2022

44,926

$47K

0.00%

ABS-MBS

477

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140GREW0

Feb 2022

41,307

$43K

0.00%

ABS-MBS

478

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140GRPG3

Feb 2022

40,331

$42K

0.00%

ABS-MBS

479

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31412QFH7

Feb 2022

33,442

$37K

0.00%

ABS-MBS

480

FANNIEMAE-ACES FNMA_15-M4

3136AMM48

Feb 2022

37,106

$37K

0.00%

ABS-CBDO

481

FANNIE MAE ACES FNMA_16-M9

3136ATYS7

Feb 2022

36,209

$36K

0.00%

ABS-CBDO

482

FEDERAL HOME LOAN MORTGAGE CORP - GOLD

3128P7XW8

Feb 2022

36,730

$36K

0.00%

ABS-MBS

483

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140GREV2

Feb 2022

30,659

$32K

0.00%

ABS-MBS

484

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3138XYEN0

Feb 2022

30,484

$31K

0.00%

ABS-MBS

485

FEDERAL HOME LOAN MORTGAGE CORP

3132A86Y0

Feb 2022

28,736

$29K

0.00%

ABS-MBS

486

FANNIEMAE-ACES FNMA_16-M6

3136ASVY9

Feb 2022

28,538

$29K

0.00%

ABS-CBDO

487

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140J6GQ4

Feb 2022

21,255

$22K

0.00%

ABS-MBS

488

FANNIE MAE FNMA_12-M13

3136A8G61

Feb 2022

20,810

$21K

0.00%

ABS-CBDO

489

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36179UWB4

Feb 2022

18,074

$19K

0.00%

ABS-MBS

490

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140Q9KU6

Feb 2022

18,258

$19K

0.00%

ABS-MBS

491

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36198NTX3

Feb 2022

17,022

$17K

0.00%

ABS-MBS

492

FANNIE MAE ACES FNMA_16-M3

3136ARTB4

Feb 2022

17,086

$17K

0.00%

ABS-CBDO

493

FEDERAL NATIONAL MORTGAGE ASSOCIATION

3140J8K93

Feb 2022

11,825

$12K

0.00%

ABS-MBS

494

FEDERAL HOME LOAN MORTGAGE CORP

3132A9T80

Feb 2022

9,612

$10K

0.00%

ABS-MBS

495

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36190VF75

Feb 2022

6,194

$7K

0.00%

ABS-MBS

496

CLOUD PASS-THROUGH TRUST CPTT_19-1

18913AAA3

Feb 2022

4,247

$4K

0.00%

ABS-O

497

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION

38375BJW3

Feb 2022

3,841

$4K

0.00%

ABS-CBDO

498

FEDERAL NATIONAL MORTGAGE ASSOCIATION

31400RR94

Feb 2022

3,442

$4K

0.00%

ABS-MBS

499

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36190VF91

Feb 2022

3,256

$3K

0.00%

ABS-MBS

500

FEDERAL HOME LOAN MORTGAGE CORP

3132A9VB0

Feb 2022

1,656

$2K

0.00%

ABS-MBS

501

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36182DEG6

Feb 2022

1,266

$1K

0.00%

ABS-MBS

502

FEDERAL HOME LOAN MORTGAGE CORP

3132D55A6

Feb 2022

810

$835

0.00%

ABS-MBS

503

GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II

36176RBJ0

Feb 2022

758

$799

0.00%

ABS-MBS

504

CME CHICAGO MERCANTILE EXCHANGE

UBM2

Feb 2022

38

$-28322

-0.00%

DIR