Holdings (Monthly)
Guide ↗
Loomis Sayles Full Discretion Institutional Securitized Fund
· Advisors' Inner Circle Fund| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | N/A | 31846V328 | Jan 2026 | 35,008,668 | $35.0M | 7.85% | STIV |
| 2 | KDAC AVIATION FINANCE (CAYMAN) LTD | 48244XAC6 | Apr 2024 | 15,406,845 | $15.4M | 3.45% | ABS-MBS |
| 3 | CSMC TRUST | 12649AAQ2 | Apr 2024 | 11,475,000 | $9.1M | 2.04% | ABS-MBS |
| 4 | APL FINANCE DESIGNATED ACTIVITY COMPANY | 03790CAJ0 | Jan 2026 | 8,157,000 | $8.1M | 1.81% | ABS-MBS |
| 5 | AIM AVIATION FINANCE LIMITED | 001406AB3 | Apr 2024 | 8,883,378 | $7.3M | 1.63% | ABS-MBS |
| 6 | Freddie Mac | 3132XGSQ0 | Apr 2024 | 6,920,000 | $6.9M | 1.55% | DBT |
| 7 | N/A | G4301UAH7 | Apr 2024 | 9,106,654 | $6.4M | 1.43% | ABS-MBS |
| 8 | NYC COMMERCIAL MORTGAGE TRUST | 62957FAA7 | Jan 2026 | 5,970,000 | $6.3M | 1.41% | ABS-MBS |
| 9 | GS MORTGAGE SECURITIES TRUST | 36253BAZ6 | Jan 2026 | 6,605,000 | $5.4M | 1.21% | ABS-MBS |
| 10 | FORTIVA PRIVATE LABEL CREDIT CARD | 34962AAX0 | Jul 2024 | 5,270,000 | $5.3M | 1.19% | ABS-MBS |
| 11 | CITIBANK CREDIT CARD ISSUANCE TRUST | 17305EDT9 | Jan 2026 | 4,670,000 | $5.2M | 1.16% | ABS-MBS |
| 12 | PERIMETER MASTER NOTE BUSINESS TRUST | 71384PBE0 | Jan 2026 | 5,000,000 | $4.9M | 1.10% | ABS-MBS |
| 13 | STREAM INNOVATIONS ISSUER TRUST | 86324CAC5 | Jul 2024 | 4,098,097 | $4.5M | 1.02% | ABS-MBS |
| 14 | BIRCH GROVE CLO LTD | 09077FAL9 | Jan 2026 | 4,485,000 | $4.5M | 1.01% | ABS-CBDO |
| 15 | CITIGROUP COMMERCIAL MORTGAGE TRUST | 17322MAA4 | Apr 2024 | 4,790,000 | $4.5M | 1.00% | ABS-MBS |
| 16 | POLEN CAPITAL CLO LTD. | 73110CAA5 | Jan 2026 | 4,300,000 | $4.4M | 0.98% | ABS-CBDO |
| 17 | NYMT LOAN TRUST | 67120TAC4 | Jan 2026 | 4,250,000 | $4.3M | 0.96% | ABS-MBS |
| 18 | GARNET CLO LIMITED | 36626TAJ3 | Jan 2026 | 4,275,000 | $4.3M | 0.96% | ABS-CBDO |
| 19 | PALMER SQUARE CLO | 69702TAJ1 | Jan 2026 | 4,205,000 | $4.2M | 0.95% | ABS-CBDO |
| 20 | PRPM LLC | 69382HAB1 | Jan 2026 | 4,085,000 | $4.1M | 0.92% | ABS-MBS |
| 21 | N/A | G4301UAF1 | Apr 2024 | 4,296,575 | $4.0M | 0.90% | ABS-MBS |
| 22 | SYMETRA CLO LTD | 87153CAA3 | Jan 2026 | 4,000,000 | $4.0M | 0.90% | ABS-CBDO |
| 23 | EDI ABS ISSUER 1 LLC | 268332AB9 | Jan 2026 | 4,240,000 | $4.0M | 0.90% | ABS-MBS |
| 24 | POLEN CAPITAL CLO LTD. | 73110LAA5 | Jan 2026 | 3,905,000 | $4.0M | 0.89% | ABS-CBDO |
| 25 | AASET TRUST | 00255UAC9 | Apr 2024 | 3,915,655 | $3.8M | 0.86% | ABS-MBS |
| 26 | NEUBERGER BERMAN LOAN ADVISERS LLC | 640962AA4 | Jan 2026 | 3,810,000 | $3.8M | 0.86% | ABS-CBDO |
| 27 | ROC MORTGAGE TRUST | 77118UAC4 | Jan 2026 | 3,740,000 | $3.8M | 0.85% | ABS-MBS |
| 28 | FF ASSET SECURITIZATION LLC | 31568BAC8 | Jan 2026 | 3,796,000 | $3.8M | 0.85% | ABS-MBS |
| 29 | AVENTURA MALL VENTURE | 05359AAA1 | Jul 2024 | 3,760,000 | $3.7M | 0.84% | ABS-MBS |
| 30 | 720 EAST CLO LTD | 81800VAA1 | Jan 2026 | 3,720,000 | $3.7M | 0.84% | ABS-CBDO |
| 31 | SYCAMORE TREE CLO LTD | 87122WAE9 | Jan 2026 | 3,750,000 | $3.7M | 0.83% | ABS-CBDO |
| 32 | TVC MORTAGE TRUST | 87306WAC1 | Jan 2026 | 3,610,000 | $3.6M | 0.81% | ABS-MBS |
| 33 | SCF EQUIPMENT LEASING LLC | 78397WAG1 | Apr 2024 | 3,580,740 | $3.6M | 0.80% | ABS-MBS |
| 34 | OCP CLO LTD | 67113MAG9 | Jul 2024 | 3,500,000 | $3.5M | 0.78% | ABS-CBDO |
| 35 | MISSION LANE CREDIT CARD MASTER TRUST | 60510MBN7 | Jan 2026 | 3,500,000 | $3.4M | 0.77% | ABS-MBS |
| 36 | GITSIT MORTGAGE LOAN TRUST | 375926AB8 | Jan 2026 | 3,436,000 | $3.4M | 0.77% | ABS-MBS |
| 37 | GS MORTGAGE SECURITIES CORPORATION TRUST | 36270GAC5 | Apr 2024 | 3,440,000 | $3.4M | 0.77% | ABS-MBS |
| 38 | MERCURY FINANCIAL CREDIT CARD MASTER TRUST | 58940BBH8 | Jan 2026 | 3,420,000 | $3.4M | 0.76% | ABS-MBS |
| 39 | HUNDSON'S BAY SIMON JV TRUST | 44422PBN1 | Apr 2024 | 3,375,000 | $3.4M | 0.75% | ABS-MBS |
| 40 | GFH MORTGAGE TRUST | 36171JAA3 | Jan 2026 | 3,330,000 | $3.4M | 0.75% | ABS-MBS |
| 41 | GS MORTGAGE SECURITIES CORPORATION TRUST | 36192RAA0 | Apr 2024 | 3,675,227 | $3.3M | 0.73% | ABS-MBS |
| 42 | ELDRIDGE CLO LTD. | 284913AA8 | Jan 2026 | 3,095,000 | $3.1M | 0.70% | ABS-CBDO |
| 43 | AUXILIOR TERM FUNDING LLC | 05335JAF0 | Apr 2024 | 2,750,000 | $3.0M | 0.68% | ABS-MBS |
| 44 | FORA FINANCIAL ASSET SECURITIZATION LLC | 34512PAD6 | Jan 2026 | 3,000,000 | $3.0M | 0.68% | ABS-MBS |
| 45 | N/A | 831003AA6 | Jan 2026 | 2,992,759 | $3.0M | 0.68% | ABS-MBS |
| 46 | VSTRONG AUTO RECEIVABLES TRUST | 92920CAJ6 | Apr 2024 | 2,845,000 | $3.0M | 0.67% | ABS-MBS |
| 47 | PRET LLC | 69392EAA8 | Jan 2026 | 2,943,539 | $3.0M | 0.66% | ABS-MBS |
| 48 | PG&E WILDFIRE RECOVERY FUNDING LLC | 693342AB3 | Apr 2024 | 3,000,000 | $2.9M | 0.65% | DBT |
| 49 | N/A | 37637LAA4 | Jan 2026 | 2,875,000 | $2.9M | 0.65% | DBT |
| 50 | BHG SECURITIZATION TRUST | 08862GAE4 | Apr 2024 | 2,500,000 | $2.8M | 0.64% | ABS-MBS |
| 51 | TEXTAINER MARINE CONTAINERS LIMITED | 87257FAB9 | Jan 2026 | 2,793,405 | $2.8M | 0.63% | ABS-MBS |
| 52 | FHF TRUST | 30340RAB2 | Jan 2026 | 2,793,901 | $2.8M | 0.63% | ABS-MBS |
| 53 | REDWOOD FUNDING TRUST | 757912AA8 | Jan 2026 | 2,757,849 | $2.8M | 0.62% | ABS-MBS |
| 54 | SUNNOVA HELIOS ISSUER LLC | 86745CAA0 | Jan 2026 | 3,193,380 | $2.7M | 0.62% | ABS-MBS |
| 55 | BHG SECURITIZATION TRUST | 08862HAE2 | Apr 2024 | 2,500,000 | $2.7M | 0.61% | ABS-MBS |
| 56 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95000DBK6 | Apr 2024 | 2,902,000 | $2.7M | 0.61% | ABS-MBS |
| 57 | BASEPOINT MCA SECURITIZATION LLC | 06983XAC9 | Jan 2026 | 2,675,000 | $2.7M | 0.60% | ABS-MBS |
| 58 | Freddie Mac | 3137HB4W1 | Apr 2024 | 2,413,466 | $2.5M | 0.57% | DBT |
| 59 | GGAM MASTER TRUST INTERNATIONAL LTD | 36173XAA0 | Jan 2026 | 2,523,762 | $2.5M | 0.57% | ABS-MBS |
| 60 | RFS ASSET SECURITIZATION II LLC | 74969DAQ8 | Jul 2024 | 2,500,000 | $2.5M | 0.57% | ABS-MBS |
| 61 | KAPITUS ASSET SECURITIZATION LLC | 48555NAD9 | Jan 2026 | 2,500,000 | $2.5M | 0.56% | ABS-MBS |
| 62 | SUNRUN ATLAS ISSUER LLC | 86772FAA9 | Jan 2026 | 2,592,264 | $2.5M | 0.56% | ABS-MBS |
| 63 | BPR TRUST | 05592CAQ9 | Apr 2024 | 2,545,000 | $2.5M | 0.56% | ABS-MBS |
| 64 | AVANT CREDIT CARD MASTER TRUST | 05351KAV1 | Jan 2026 | 2,500,000 | $2.5M | 0.56% | ABS-MBS |
| 65 | NYMT LOAN TRUST | 67119RAC1 | Jan 2026 | 2,470,000 | $2.5M | 0.56% | ABS-MBS |
| 66 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | 46635TAX0 | Apr 2024 | 2,490,000 | $2.4M | 0.53% | ABS-MBS |
| 67 | WAVE LLC | 94354KAC4 | Apr 2024 | 2,651,062 | $2.4M | 0.53% | ABS-MBS |
| 68 | SEACUBE CONTAINER CLIF | 18683CAA7 | Jan 2026 | 2,340,000 | $2.4M | 0.53% | ABS-MBS |
| 69 | OHA CREDIT FUNDING LTD | 67707EBJ2 | Jan 2026 | 2,300,000 | $2.3M | 0.52% | ABS-CBDO |
| 70 | BRIDGE STREET CLO LTD | 107921AG3 | Jan 2026 | 2,235,000 | $2.2M | 0.50% | ABS-CBDO |
| 71 | BPR TRUST | 05602HAL7 | Apr 2024 | 2,170,000 | $2.2M | 0.49% | ABS-MBS |
| 72 | OHA LOAN FUNDING LTD | 67109BDW1 | Jan 2026 | 2,145,000 | $2.2M | 0.48% | ABS-CBDO |
| 73 | SANTANDER DRIVE AUTO RECEIVABLES TRUST | 80287LAF6 | Jul 2024 | 2,090,000 | $2.1M | 0.48% | ABS-MBS |
| 74 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 61762TAH9 | Apr 2024 | 3,330,000 | $2.1M | 0.46% | ABS-MBS |
| 75 | UNITI FIBER ABS ISSUER LLC | 91326EAJ4 | Jan 2026 | 2,000,000 | $2.0M | 0.46% | ABS-MBS |
| 76 | BHG SECURITIZATION TRUST | 08860DAE3 | Apr 2024 | 1,890,000 | $2.0M | 0.46% | ABS-MBS |
| 77 | BPR TRUST | 05592CAN6 | Jan 2026 | 2,030,000 | $2.0M | 0.45% | ABS-MBS |
| 78 | CARLYLE US CLO LTD | 143111AU6 | Jan 2026 | 2,000,000 | $2.0M | 0.45% | ABS-CBDO |
| 79 | MORGAN STANLEY CAPITAL I TRUST | 61690LAQ3 | Apr 2024 | 2,500,000 | $2.0M | 0.44% | ABS-MBS |
| 80 | FREDDIE MAC STACR REMIC TRUST | 35564KL49 | Apr 2024 | 1,845,000 | $2.0M | 0.44% | DBT |
| 81 | N/A | 12567UAC7 | Apr 2024 | 1,969,306 | $2.0M | 0.44% | ABS-MBS |
| 82 | AGL CLO LTD | 00121RAG9 | Jan 2026 | 1,950,000 | $1.9M | 0.44% | ABS-CBDO |
| 83 | OCTANE RECEIVABLES TRUST | 67571FAF1 | Apr 2024 | 1,872,000 | $1.9M | 0.44% | ABS-MBS |
| 84 | AASET TRUST | 00255UAB1 | Apr 2024 | 1,964,543 | $1.9M | 0.43% | ABS-MBS |
| 85 | SEACO CONTAINER | 37893FAB4 | Jan 2026 | 1,890,900 | $1.9M | 0.43% | ABS-MBS |
| 86 | GARNET CLO LIMITED | 36626CAG6 | Jan 2026 | 1,845,000 | $1.9M | 0.42% | ABS-CBDO |
| 87 | TOWD POINT MORTGAGE TRUST | 89179JAC0 | Apr 2024 | 2,300,000 | $1.8M | 0.41% | ABS-MBS |
| 88 | OWN EQUIPMENT FUND | 69121NAA6 | Jan 2026 | 1,784,487 | $1.8M | 0.41% | ABS-MBS |
| 89 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 92890NAY5 | Apr 2024 | 2,130,000 | $1.8M | 0.40% | ABS-MBS |
| 90 | UBS COMMERCIAL MORTGAGE TRUST | 90278KBF7 | Apr 2024 | 1,885,000 | $1.8M | 0.40% | ABS-MBS |
| 91 | BAIN CAPITAL CREDIT CLO | 056920AJ0 | Jan 2026 | 1,750,000 | $1.8M | 0.39% | ABS-CBDO |
| 92 | BX TRUST | 05594MAE2 | Jan 2026 | 1,725,000 | $1.7M | 0.39% | ABS-MBS |
| 93 | WFRBS COMMERCIAL MORTGAGE TRUST | 92936CAY5 | Apr 2024 | 1,680,000 | $1.6M | 0.36% | ABS-MBS |
| 94 | DC COMMERCIAL MORTGAGE TRUST | 24023AAE0 | Apr 2024 | 1,510,000 | $1.6M | 0.35% | ABS-MBS |
| 95 | SCF EQUIPMENT LEASING LLC | 784024AG6 | Apr 2024 | 1,500,000 | $1.5M | 0.34% | ABS-MBS |
| 96 | EWC MASTER ISSUER LLC | 26929HAB1 | Apr 2024 | 1,544,000 | $1.5M | 0.34% | ABS-MBS |
| 97 | GITSIT MORTGAGE LOAN TRUST | 375926AA0 | Jan 2026 | 1,524,580 | $1.5M | 0.34% | ABS-MBS |
| 98 | BIZ2CREDIT ASSET SECURITIZATION LLC | 091954AB3 | Jul 2024 | 1,520,000 | $1.5M | 0.34% | ABS-MBS |
| 99 | KAPITUS ASSET SECURITIZATION LLC | 48555MAH2 | Jan 2026 | 1,500,000 | $1.5M | 0.34% | ABS-MBS |
| 100 | SUNNOVA HELIOS ISSUER LLC | 86746EAB3 | Jul 2024 | 2,880,488 | $1.5M | 0.33% | ABS-MBS |
| 101 | LABRADOR AVIATION FIN LTD SER 2016 | 50543LAA0 | Apr 2024 | 1,482,499 | $1.5M | 0.33% | ABS-MBS |
| 102 | MERCURY FINANCIAL CREDIT CARD MASTER TRUST | 58940BAZ9 | Jul 2024 | 1,430,000 | $1.4M | 0.32% | ABS-MBS |
| 103 | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST | 863579TM0 | Apr 2024 | 2,458,159 | $1.4M | 0.32% | ABS-MBS |
| 104 | CLI FUNDING LLC | 12572DAA2 | Jan 2026 | 1,404,839 | $1.4M | 0.31% | ABS-MBS |
| 105 | DC COMMERCIAL MORTGAGE TRUST | 24023AAG5 | Apr 2024 | 1,370,000 | $1.4M | 0.31% | ABS-MBS |
| 106 | BB-UBS TRUST | 05490AAE3 | Apr 2024 | 2,000,000 | $1.4M | 0.31% | ABS-MBS |
| 107 | MASTR ALTERNATIVE LOAN TR | 576434MU5 | Apr 2024 | 1,497,588 | $1.4M | 0.31% | ABS-MBS |
| 108 | OCTANE RECEIVABLES TRUST | 67578YAF3 | Jul 2024 | 1,250,000 | $1.3M | 0.30% | ABS-MBS |
| 109 | AASET TRUST | 00038RAC0 | Jan 2026 | 1,349,894 | $1.3M | 0.30% | ABS-MBS |
| 110 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST | 35105AAF4 | Apr 2024 | 1,250,000 | $1.3M | 0.30% | ABS-MBS |
| 111 | SANTANDER BANK, N.A. | 80290CCW2 | Jan 2026 | 1,315,000 | $1.3M | 0.30% | ABS-MBS |
| 112 | RAPTOR AIRCRAFT FINANCE LIMITED | 75383HAA9 | Apr 2024 | 1,365,027 | $1.3M | 0.28% | ABS-MBS |
| 113 | CARVANA AUTO RECEIVABLES TRUST | 14687WAG5 | Jan 2026 | 1,250,000 | $1.3M | 0.28% | ABS-MBS |
| 114 | N/A | 00258AAA4 | Apr 2024 | 17,029,000 | $1.3M | 0.28% | ABS-MBS |
| 115 | COMM MORTGAGE TRUST | 126192AK9 | Apr 2024 | 1,594,668 | $1.2M | 0.27% | ABS-MBS |
| 116 | COREVEST AMERICAN FINANCE | 21872VAF9 | Apr 2024 | 1,211,000 | $1.2M | 0.27% | ABS-MBS |
| 117 | TIC HOME IMPROVEMENT TRUST | 87252DAC7 | Apr 2024 | 1,145,000 | $1.2M | 0.26% | ABS-MBS |
| 118 | FLAGSHIP CREDIT AUTO TRUST | 33845PAJ3 | Jan 2026 | 1,220,000 | $1.1M | 0.26% | ABS-MBS |
| 119 | WILLIS ENGINE STRUCTURED TRUST | 97064GAA1 | Apr 2024 | 1,195,854 | $1.1M | 0.25% | ABS-MBS |
| 120 | FOUNDATION FINANCE TRUST | 35040VAE9 | Jan 2026 | 1,068,117 | $1.1M | 0.25% | ABS-MBS |
| 121 | KAPITUS ASSET SECURITIZATION LLC | 48555MAD1 | Jan 2026 | 1,100,000 | $1.1M | 0.25% | ABS-MBS |
| 122 | HORIZON AIRCRAFT FINANCE I LIMITED | 440405AF5 | Jan 2026 | 1,171,040 | $1.1M | 0.25% | ABS-MBS |
| 123 | WFRBS COMMERCIAL MORTGAGE TRUST | 92938CAH0 | Jan 2026 | 1,117,979 | $1.1M | 0.24% | ABS-MBS |
| 124 | COMM MORTGAGE TRUST | 12674GAC8 | Jan 2026 | 1,065,000 | $1.1M | 0.24% | ABS-MBS |
| 125 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST | 35104AAF5 | Apr 2024 | 1,000,000 | $1.1M | 0.24% | ABS-MBS |
| 126 | FALCON AEROSPACE LIMITED | 30610HAA9 | Jul 2024 | 5,000,000 | $1.0M | 0.23% | ABS-MBS |
| 127 | APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC | 03789XAH1 | Jan 2026 | 1,028,000 | $1.0M | 0.23% | ABS-MBS |
| 128 | STREAM INNOVATIONS ISSUER TRUST | 86324EAC1 | Jan 2026 | 985,822 | $1.0M | 0.23% | ABS-MBS |
| 129 | LABRADOR AVIATION FIN LTD SER 2016 | 50543LAB8 | Apr 2024 | 1,020,323 | $1.0M | 0.23% | ABS-MBS |
| 130 | SBNA AUTO RECEIVABLES TRUST | 78437XAF3 | Jan 2026 | 1,000,000 | $1.0M | 0.23% | ABS-MBS |
| 131 | BHG SECURITIZATION TRUST | 05494LAE5 | Jan 2026 | 1,000,000 | $1.0M | 0.23% | ABS-MBS |
| 132 | BX TRUST | 123913AC9 | Jan 2026 | 1,000,000 | $1.0M | 0.22% | ABS-MBS |
| 133 | 37 CAPITAL CLO LTD | 88430QAA5 | Apr 2024 | 1,000,000 | $986K | 0.22% | ABS-CBDO |
| 134 | NEW RESIDENTIAL MORTGAGE LOAN TRUST | 64832AAC1 | Jul 2024 | 1,195,000 | $968K | 0.22% | ABS-MBS |
| 135 | RCO MORTGAGE LLC | 74939GAB1 | Jan 2026 | 958,000 | $963K | 0.22% | ABS-MBS |
| 136 | TOWD POINT MORTGAGE TRUST | 89175TAB4 | Apr 2024 | 1,100,000 | $948K | 0.21% | ABS-MBS |
| 137 | VIVINT SOLAR FINANCING V LLC | 92854VAA3 | Jan 2026 | 934,149 | $908K | 0.20% | ABS-MBS |
| 138 | RFS ASSET SECURITIZATION II LLC | 74970DAJ1 | Jan 2026 | 900,000 | $907K | 0.20% | ABS-MBS |
| 139 | CITIGROUP MORTGAGE LOAN TRUST INC | 17327RAD2 | Apr 2024 | 1,005,000 | $907K | 0.20% | ABS-MBS |
| 140 | BENCHMARK MORTGAGE TRUST | 08163MAE7 | Apr 2024 | 1,000,000 | $898K | 0.20% | ABS-MBS |
| 141 | BANK | 06541JAL5 | Apr 2024 | 1,000,000 | $887K | 0.20% | ABS-MBS |
| 142 | RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED | 76111XTB9 | Apr 2024 | 1,390,170 | $861K | 0.19% | ABS-MBS |
| 143 | COLLEGE AVE STUDENT LOANS LLC | 193938AF4 | Apr 2024 | 824,170 | $856K | 0.19% | ABS-MBS |
| 144 | HILTON GRAND VACATIONS TRUST | 43283DAD1 | Jan 2026 | 854,980 | $856K | 0.19% | ABS-MBS |
| 145 | CSMC TRUST | 12649AAL3 | Apr 2024 | 985,000 | $851K | 0.19% | ABS-MBS |
| 146 | COMM MORTGAGE TRUST | 12624PAS4 | Apr 2024 | 1,005,000 | $838K | 0.19% | ABS-MBS |
| 147 | CSMC TRUST | 12649AAN9 | Apr 2024 | 955,000 | $811K | 0.18% | ABS-MBS |
| 148 | CARVANA AUTO RECEIVABLES TRUST | 14687WAF7 | Jan 2026 | 785,000 | $789K | 0.18% | ABS-MBS |
| 149 | EVERBRIGHT SOLAR TRUST | 29977FAA2 | Apr 2024 | 890,559 | $783K | 0.18% | ABS-MBS |
| 150 | TOWD POINT MORTGAGE TRUST | 89177JAC2 | Apr 2024 | 890,000 | $781K | 0.17% | ABS-MBS |
| 151 | VOLOFIN FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY | 92873RAB7 | Jan 2026 | 755,170 | $776K | 0.17% | ABS-MBS |
| 152 | KKR FINANCIAL CLO, LTD. | 48252XAE1 | Apr 2024 | 840,000 | $776K | 0.17% | ABS-CBDO |
| 153 | FIRST INVESTORS AUTO OWNER TRUST | 32058KAD1 | Apr 2024 | 750,000 | $772K | 0.17% | ABS-MBS |
| 154 | BX COMMERCIAL MORTGAGE TRUST | 05614JAA3 | Jan 2026 | 750,000 | $763K | 0.17% | ABS-MBS |
| 155 | GS MORTGAGE SECURITIES CORPORATION TRUST | 36197VAA6 | Apr 2024 | 1,005,000 | $742K | 0.17% | ABS-MBS |
| 156 | CONNECTICUT AVENUE SECURITIES TRUST | 20754RAF3 | Apr 2024 | 730,000 | $741K | 0.17% | ABS-MBS |
| 157 | AFFIRM ASSET SECURITIZATION TRUST | 00834KAD9 | Apr 2024 | 711,089 | $714K | 0.16% | ABS-MBS |
| 158 | QTS ISSUER ABS II LLC | 74690FAB2 | Jan 2026 | 730,000 | $712K | 0.16% | ABS-MBS |
| 159 | SUNRUN ATLAS ISSUER LLC | 86773QAA4 | Jan 2026 | 769,821 | $710K | 0.16% | ABS-MBS |
| 160 | J.P. MORGAN MORTGAGE TRUST | 466247EV1 | Apr 2024 | 685,345 | $709K | 0.16% | ABS-MBS |
| 161 | COMM MORTGAGE TRUST | 12591QAT9 | Apr 2024 | 711,285 | $688K | 0.15% | ABS-MBS |
| 162 | LENDMARK FUNDING TRUST | 52604QAD5 | Jan 2026 | 665,000 | $681K | 0.15% | ABS-MBS |
| 163 | CIM TRUST | 12567NAA7 | Apr 2024 | 694,353 | $664K | 0.15% | ABS-MBS |
| 164 | STREAM INNOVATIONS ISSUER TRUST | 86324XAD7 | Jan 2026 | 639,537 | $652K | 0.15% | ABS-MBS |
| 165 | FLAGSHIP CREDIT AUTO TRUST | 33846BAJ3 | Jan 2026 | 625,000 | $626K | 0.14% | ABS-MBS |
| 166 | BFLD TRUST | 05556QAG4 | Jan 2026 | 620,000 | $624K | 0.14% | ABS-MBS |
| 167 | MILL CITY MORTGAGE LOAN TRUST | 59982HAL4 | Apr 2024 | 730,000 | $616K | 0.14% | ABS-MBS |
| 168 | SECURITIZED TERM AUTO RECEIVABLES TRUST | 81378RAD6 | Jan 2026 | 595,685 | $609K | 0.14% | ABS-MBS |
| 169 | CASTLELAKE AIRCRAFT SECURITIZATION TRUST | 14856CAB5 | Apr 2024 | 592,540 | $581K | 0.13% | ABS-MBS |
| 170 | INDYMAC INDX MORTGAGE LOAN TRUST | 45660LQH5 | Apr 2024 | 787,279 | $578K | 0.13% | ABS-MBS |
| 171 | COREVEST AMERICAN FINANCE | 21872FAG2 | Apr 2024 | 575,000 | $577K | 0.13% | ABS-MBS |
| 172 | GS MORTGAGE SECURITIES TRUST | 36198EAY1 | Apr 2024 | 610,000 | $570K | 0.13% | ABS-MBS |
| 173 | CAL FUNDING LIMITED | 12807CAC7 | Apr 2024 | 559,633 | $539K | 0.12% | ABS-MBS |
| 174 | MASTR ADJUSTABLE RATE MORTGAGE TRUST | 576433XW1 | Apr 2024 | 591,193 | $527K | 0.12% | ABS-MBS |
| 175 | ISLAND FINANCE TRUST | 463920AC2 | Jan 2026 | 500,000 | $510K | 0.11% | ABS-MBS |
| 176 | CREDIT ACCEPTANCE AUTO LOAN TRUST | 224927AE3 | Apr 2024 | 495,000 | $504K | 0.11% | ABS-MBS |
| 177 | BIZ2CREDIT ASSET SECURITIZATION LLC | 091954AC1 | Jan 2026 | 500,000 | $504K | 0.11% | ABS-MBS |
| 178 | INDYMAC INDX MORTGAGE LOAN TRUST | 45660NX75 | Apr 2024 | 473,574 | $459K | 0.10% | ABS-MBS |
| 179 | SUNRUN DEMETER ISSUER LLC | 86772HAA5 | Jan 2026 | 485,695 | $443K | 0.10% | ABS-MBS |
| 180 | WFRBS COMMERCIAL MORTGAGE TRUST | 92936CAW9 | Apr 2024 | 439,473 | $432K | 0.10% | ABS-MBS |
| 181 | EXTENDED STAY AMERICA TRUST | 30227TAA8 | Jan 2026 | 430,000 | $432K | 0.10% | ABS-MBS |
| 182 | SEACUBE CONTAINER CLIF | 12563LAT4 | Apr 2024 | 451,850 | $431K | 0.10% | ABS-MBS |
| 183 | TOWD POINT MORTGAGE TRUST | 89176VAC6 | Apr 2024 | 505,000 | $431K | 0.10% | ABS-MBS |
| 184 | DEUTSCHE MORTGAGE SECURITIES MORTGAGE LOAN TRUST | 251563CA8 | Apr 2024 | 431,556 | $429K | 0.10% | ABS-MBS |
| 185 | ONDECK ASSET SECURITIZATION TRUST LLC | 67108SAF5 | Jan 2026 | 420,000 | $424K | 0.10% | ABS-MBS |
| 186 | WELLS FARGO COMMERCIAL MORTGAGE TRUST | 95000MBV2 | Apr 2024 | 500,000 | $424K | 0.10% | ABS-MBS |
| 187 | FLAGSHIP CREDIT AUTO TRUST | 337955AJ7 | Jan 2026 | 425,000 | $424K | 0.10% | ABS-MBS |
| 188 | MASTR ALTERNATIVE LOAN TR | 576434UQ5 | Apr 2024 | 395,992 | $400K | 0.09% | ABS-MBS |
| 189 | TEXTAINER MARINE CONTAINERS LIMITED | 88315LAN8 | Apr 2024 | 422,926 | $397K | 0.09% | ABS-MBS |
| 190 | GS MORTGAGE SECURITIES TRUST | 36253BAE3 | Apr 2024 | 3,000,000 | $390K | 0.09% | ABS-MBS |
| 191 | SIERRA TIMESHARE RECEIVABLES FUNDING LLC | 826935AD0 | Apr 2024 | 375,649 | $384K | 0.09% | ABS-MBS |
| 192 | KESTREL AIRCRAFT FUNDING LTD | 49255PAA1 | Apr 2024 | 379,261 | $379K | 0.09% | ABS-MBS |
| 193 | WILLIS ENGINE STRUCTURED TRUST | 97064YAA2 | Jan 2026 | 350,430 | $359K | 0.08% | ABS-MBS |
| 194 | SUNNOVA HELIOS ISSUER LLC | 86745LAA0 | Jan 2026 | 374,848 | $344K | 0.08% | ABS-MBS |
| 195 | LEHMAN XS TRUST MORTGAGE PASS-THROUGH CERTIFICATES | 525221HA8 | Apr 2024 | 376,547 | $343K | 0.08% | ABS-MBS |
| 196 | SIERRA TIMESHARE RECEIVABLES FUNDING LLC | 826943AD4 | Apr 2024 | 316,176 | $331K | 0.07% | ABS-MBS |
| 197 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST | 46639YAW7 | Apr 2024 | 945,000 | $331K | 0.07% | ABS-MBS |
| 198 | CITIGROUP MORTGAGE LOAN TRUST INC | 17307GTL2 | Apr 2024 | 403,720 | $325K | 0.07% | ABS-MBS |
| 199 | WFRBS COMMERCIAL MORTGAGE TRUST | 92935VAS7 | Apr 2024 | 854,828 | $308K | 0.07% | ABS-MBS |
| 200 | FLAGSHIP CREDIT AUTO TRUST | 33845PAG9 | Jan 2026 | 289,599 | $289K | 0.06% | ABS-MBS |
| 201 | FLAGSHIP CREDIT AUTO TRUST | 33843YAC1 | Jan 2026 | 270,000 | $270K | 0.06% | ABS-MBS |
| 202 | MARINER FINANCE ISSUANCE TRUST | 567928AD8 | Jul 2024 | 250,000 | $256K | 0.06% | ABS-MBS |
| 203 | ROCKFORD TOWER CLO | 77341DAJ6 | Apr 2024 | 250,000 | $251K | 0.06% | ABS-CBDO |
| 204 | HARDEES FUNDING LLC | 411707AM4 | Apr 2024 | 235,800 | $244K | 0.05% | ABS-MBS |
| 205 | MASTR ADJUSTABLE RATE MORTGAGE TRUST | 576438AA3 | Apr 2024 | 244,561 | $238K | 0.05% | ABS-MBS |
| 206 | VOLT LLC | 92873AAB4 | Apr 2024 | 231,539 | $232K | 0.05% | ABS-MBS |
| 207 | HILTON GRAND VACATIONS TRUST | 43283GAC6 | Apr 2024 | 218,991 | $221K | 0.05% | ABS-MBS |
| 208 | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES | 44644NAC3 | Jul 2024 | 208,421 | $210K | 0.05% | ABS-MBS |
| 209 | BANC OF AMERICA FUNDING CORPORATION | 05946XS61 | Apr 2024 | 206,178 | $210K | 0.05% | ABS-MBS |
| 210 | BANK OF AMERICA ALTERNATIVE LOAN TRUST | 05948XTV3 | Apr 2024 | 198,844 | $201K | 0.05% | ABS-MBS |
| 211 | PRET LLC | 74136TAA6 | Jan 2026 | 195,905 | $196K | 0.04% | ABS-MBS |
| 212 | STARWOOD RETAIL PROPERTY TRUST | 85571XAA5 | Apr 2024 | 323,792 | $194K | 0.04% | ABS-MBS |
| 213 | CITIGROUP MORTGAGE LOAN TRUST INC | 17317JAD2 | Apr 2024 | 179,837 | $176K | 0.04% | ABS-MBS |
| 214 | FLAGSHIP CREDIT AUTO TRUST | 33843XAE9 | Jan 2026 | 170,000 | $172K | 0.04% | ABS-MBS |
| 215 | COUNTRYWIDE HOME LOANS INC | 12669FM83 | Apr 2024 | 170,502 | $167K | 0.04% | ABS-MBS |
| 216 | HILTON GRAND VACATIONS TRUST | 43283YAD5 | Apr 2024 | 156,009 | $161K | 0.04% | ABS-MBS |
| 217 | TRICON AMERICAN HOMES TRUST | 89613GAF3 | Apr 2024 | 160,000 | $159K | 0.04% | ABS-MBS |
| 218 | MASTR ALTERNATIVE LOAN TR | 576434RG1 | Apr 2024 | 140,389 | $144K | 0.03% | ABS-MBS |
| 219 | CGCCRE COMMERCIAL MORTGAGE TRUST | 12528PAN2 | Apr 2024 | 915,044 | $141K | 0.03% | ABS-MBS |
| 220 | MASTR ALTERNATIVE LOAN TR | 576434KX1 | Apr 2024 | 137,146 | $138K | 0.03% | ABS-MBS |
| 221 | CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) | 12667FMX0 | Apr 2024 | 137,467 | $137K | 0.03% | ABS-MBS |
| 222 | THUNDERBOLT AIRCRAFT LEASE LIMITED | 88607AAB5 | Jul 2024 | 135,503 | $134K | 0.03% | ABS-MBS |
| 223 | CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) | 12667FVB8 | Apr 2024 | 124,831 | $127K | 0.03% | ABS-MBS |
| 224 | SUNNOVA ENERGY CORP 2018-1 | 86745JAA5 | Jan 2026 | 125,584 | $122K | 0.03% | ABS-MBS |
| 225 | CGCCRE COMMERCIAL MORTGAGE TRUST | 12528PAP7 | Apr 2024 | 2,228,132 | $114K | 0.03% | ABS-MBS |
| 226 | CITIGROUP MORTGAGE LOAN TRUST INC | 17316AAZ3 | Apr 2024 | 118,798 | $110K | 0.02% | ABS-MBS |
| 227 | MASTR ALTERNATIVE LOAN TR | 576434RF3 | Apr 2024 | 106,485 | $108K | 0.02% | ABS-MBS |
| 228 | ACCELERATED ASSETS LLC | 00436MAB1 | Apr 2024 | 100,411 | $99K | 0.02% | ABS-MBS |
| 229 | STELLAR JAY IRELAND DAC | 858558AA7 | Apr 2024 | 94,653 | $94K | 0.02% | ABS-MBS |
| 230 | GS MORTGAGE SECURITIES TRUST | 36191YAJ7 | Apr 2024 | 100,000 | $92K | 0.02% | ABS-MBS |
| 231 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 553514AL4 | Apr 2024 | 830,000 | $92K | 0.02% | ABS-MBS |
| 232 | CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) | 12667FYU3 | Apr 2024 | 80,109 | $80K | 0.02% | ABS-MBS |
| 233 | MORGAN STANLEY MORTGAGE LOAN TRUST | 61748HPQ8 | Apr 2024 | 89,050 | $78K | 0.02% | ABS-MBS |
| 234 | CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST) | 12667FGT6 | Apr 2024 | 65,189 | $66K | 0.01% | ABS-MBS |
| 235 | LEHMAN MORTGAGE TRUST | 52522XAA5 | Apr 2024 | 50,259 | $47K | 0.01% | ABS-MBS |
| 236 | BANC OF AMERICA FUNDING CORPORATION | 05953YBT7 | Apr 2024 | 48,137 | $42K | 0.01% | ABS-MBS |
| 237 | DEUTSCHE MORTGAGE SECURITIES MORTGAGE LOAN TRUST | 251563FD9 | Apr 2024 | 20,115 | $19K | 0.00% | ABS-MBS |
| 238 | STARWOOD RETAIL PROPERTY TRUST | 85571XAS6 | Apr 2024 | 3,185,000 | $16K | 0.00% | ABS-MBS |
| 239 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST | 553514AN0 | Apr 2024 | 400,000 | $4K | 0.00% | ABS-MBS |
| 240 | STARWOOD RETAIL PROPERTY TRUST | 85571XAU1 | Apr 2024 | 34,224 | $34 | 0.00% | ABS-MBS |
| 241 | ECAF I BLOCKER LTD | 3616399A7 | Apr 2024 | 9,000,000 | $0 | 0.00% | DBT |