Holdings (Monthly)
Guide ↗
First Trust Core Investment Grade ETF
· First Trust Exchange-Traded Fund IV| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| 1 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 36179V7D6 | Jan 2026 | 22,725,868 | -473,246 | $18.7M | -3.1% | 0.79% | ABS-MBS |
| 2 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BUDS6 | Jan 2026 | 16,503,198 | -621,594 | $16.6M | -3.4% | 0.70% | ABS-O |
| 3 | PMT LOAN TRUST 2025-CNF1 | 729906BM8 | Jan 2026 | 16,452,339 | -1,282,712 | $16.5M | -7.5% | 0.70% | ABS-O |
| 4 | Federal Home Loan Mortgage Corp. | 3132AEQR0 | Jan 2026 | 16,130,523 | -514,897 | $15.6M | -4.8% | 0.66% | ABS-MBS |
| 5 | OBX 2026-J1 TRUST | 67123TAU1 | Jan 2026 | 14,453,649 | -376,351 | $14.5M | -2.4% | 0.61% | ABS-O |
| 6 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38384PKG4 | Jan 2026 | 14,584,500 | -202,754 | $13.9M | -2.6% | 0.59% | ABS-O |
| 7 | Federal National Mortgage Association | 3140XQZ42 | Jan 2026 | 13,233,348 | -222,375 | $12.3M | -3.2% | 0.52% | ABS-MBS |
| 8 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38381UKH4 | Jan 2026 | 15,018,974 | -951,056 | $11.9M | -6.7% | 0.50% | ABS-O |
| 9 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BWAF3 | Jan 2026 | 11,424,637 | -482,813 | $11.4M | -4.5% | 0.48% | ABS-O |
| 10 | PRPM 2026-RCF1 LLC | 69383VAA1 | Jan 2026 | 10,873,774 | -706,226 | $10.8M | -7.0% | 0.46% | ABS-O |
| 11 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38384X5M1 | Jan 2026 | 10,097,526 | -264,182 | $10.2M | -2.5% | 0.43% | ABS-O |
| 12 | Federal National Mortgage Association | 3140XQXJ1 | Jan 2026 | 11,247,831 | -236,885 | $10.1M | -3.2% | 0.43% | ABS-MBS |
| 13 | PMT LOAN TRUST 2026-INV1 | 73015LBP7 | Jan 2026 | 9,833,559 | -266,441 | $9.8M | -3.0% | 0.42% | ABS-O |
| 14 | GCAT 2019-NQM3 TRUST | 36173VBA3 | Jan 2026 | 9,634,256 | -731,844 | $9.7M | -7.4% | 0.41% | ABS-O |
| 15 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PHF9 | Jan 2026 | 9,757,165 | -332,666 | $9.5M | -4.2% | 0.40% | ABS-O |
| 16 | Federal National Mortgage Association | 3140W1MP5 | Jan 2026 | 9,528,059 | -221,780 | $9.3M | -3.9% | 0.39% | ABS-MBS |
| 17 | FEDERAL HOME LOAN MORTGAGE CORP | 3137H8WD9 | Jan 2026 | 8,877,981 | -549,156 | $8.8M | -6.2% | 0.37% | ABS-O |
| 18 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PLH0 | Jan 2026 | 8,767,764 | -294,416 | $8.5M | -3.9% | 0.36% | ABS-O |
| 19 | RATE MORTGAGE TRUST 2025-J3 | 75410EBC8 | Jan 2026 | 8,345,349 | -363,274 | $8.4M | -4.4% | 0.35% | ABS-O |
| 20 | FEDERAL HOME LOAN MORTGAGE CORP | 3137HABM7 | Jan 2026 | 8,939,145 | -171,255 | $8.1M | -3.7% | 0.34% | ABS-O |
| 21 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XDWF9 | Jan 2026 | 8,177,929 | -175,191 | $8.0M | -3.7% | 0.34% | ABS-MBS |
| 22 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BNZ74 | Jan 2026 | 8,064,431 | -222,715 | $8.0M | -3.4% | 0.34% | ABS-O |
| 23 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140W1D67 | Jan 2026 | 9,238,733 | -169,121 | $7.8M | -3.1% | 0.33% | ABS-MBS |
| 24 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140JBEB8 | Jan 2026 | 8,776,677 | -146,248 | $7.7M | -2.7% | 0.33% | ABS-MBS |
| 25 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38381NPY8 | Jan 2026 | 8,099,535 | -430,373 | $7.4M | -6.4% | 0.31% | ABS-O |
| 26 | JP MORGAN MORTGAGE TRUST 2026-1 | 46594NCH5 | Jan 2026 | 7,460,373 | -3,789,627 | $7.4M | -34.2% | 0.31% | ABS-O |
| 27 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BN3L8 | Jan 2026 | 6,972,794 | -226,873 | $6.9M | -3.6% | 0.29% | ABS-O |
| 28 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38381QSW2 | Jan 2026 | 7,853,588 | -277,128 | $6.9M | -4.7% | 0.29% | ABS-O |
| 29 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PKJ7 | Jan 2026 | 7,228,342 | -111,103 | $6.8M | -2.5% | 0.29% | ABS-O |
| 30 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38383FN90 | Jan 2026 | 6,489,816 | -130,646 | $6.6M | -3.1% | 0.28% | ABS-O |
| 31 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38383FS53 | Jan 2026 | 6,377,034 | -147,057 | $6.5M | -3.4% | 0.27% | ABS-O |
| 32 | FEDERAL HOME LOAN MORTGAGE CORP | 3137HHF89 | Jan 2026 | 6,292,791 | -381,060 | $6.3M | -5.6% | 0.27% | ABS-O |
| 33 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3 | 64830KAA5 | Jan 2026 | 5,849,475 | -209,068 | $5.7M | -4.5% | 0.24% | ABS-O |
| 34 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BQQZ5 | Jan 2026 | 6,495,438 | -668,868 | $5.5M | -12.6% | 0.23% | ABS-O |
| 35 | HOMES 2024-AFC1 TRUST | 403945AC2 | Jan 2026 | 5,310,487 | -587,692 | $5.3M | -10.3% | 0.22% | ABS-O |
| 36 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XFYA3 | Jan 2026 | 5,565,456 | -171,112 | $5.3M | -4.7% | 0.22% | ABS-MBS |
| 37 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418DYS5 | Jan 2026 | 6,335,631 | -99,045 | $5.2M | -2.3% | 0.22% | ABS-MBS |
| 38 | PROGRESS RESIDENTIAL 2025-SFR1 TRUST | 74334NAA9 | Jan 2026 | 5,472,158 | -5,892 | $5.2M | -1.0% | 0.22% | ABS-O |
| 39 | FEDERAL HOME LOAN MORTGAGE CORP | 3137HAZG4 | Jan 2026 | 6,319,346 | -783,724 | $5.2M | -13.1% | 0.22% | ABS-O |
| 40 | PMT LOAN TRUST 2025-INV9 | 69392UBK9 | Jan 2026 | 5,025,660 | -532,152 | $5.1M | -9.5% | 0.21% | ABS-O |
| 41 | FREDDIE MAC STACR REMIC TRUST 2024-DNA2 | 35564NCW1 | Jan 2026 | 5,013,086 | -247,598 | $5.0M | -4.7% | 0.21% | ABS-O |
| 42 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38382TZP2 | Jan 2026 | 4,897,486 | -90,595 | $5.0M | -3.0% | 0.21% | ABS-O |
| 43 | Federal National Mortgage Association | 3140XRNJ0 | Jan 2026 | 5,289,205 | -138,114 | $4.9M | -4.0% | 0.21% | ABS-MBS |
| 44 | FEDERAL HOME LOAN MORTGAGE CORP | 3133KYVT3 | Jan 2026 | 5,360,025 | -123,493 | $4.8M | -2.3% | 0.20% | ABS-MBS |
| 45 | PMT LOAN TRUST 2026-J1 | 73015MBC4 | Jan 2026 | 4,770,448 | -229,552 | $4.7M | -5.3% | 0.20% | ABS-O |
| 46 | Federal Home Loan Mortgage Corp. | 31427M5H0 | Jan 2026 | 5,103,001 | -78,774 | $4.7M | -3.0% | 0.20% | ABS-MBS |
| 47 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ERNL0 | Jan 2026 | 5,245,584 | -74,966 | $4.7M | -2.6% | 0.20% | ABS-MBS |
| 48 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38385G2J7 | Jan 2026 | 4,883,144 | -161,952 | $4.7M | -4.9% | 0.20% | ABS-O |
| 49 | Federal National Mortgage Association | 3140W0U86 | Jan 2026 | 4,728,898 | -189,592 | $4.4M | -5.0% | 0.19% | ABS-MBS |
| 50 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BPAQ4 | Jan 2026 | 4,382,150 | -194,516 | $4.4M | -4.7% | 0.18% | ABS-O |
| 51 | MFA 2024-NQM3 TRUST | 55287GAA0 | Jan 2026 | 4,313,440 | -313,760 | $4.3M | -7.3% | 0.18% | ABS-O |
| 52 | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ10 | 36273RBA1 | Jan 2026 | 4,324,817 | -378,693 | $4.3M | -8.5% | 0.18% | ABS-O |
| 53 | Federal National Mortgage Association | 3140JCRV8 | Jan 2026 | 4,460,341 | -115,503 | $4.2M | -3.9% | 0.18% | ABS-MBS |
| 54 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PMN6 | Jan 2026 | 4,667,912 | -53,918 | $4.2M | -0.1% | 0.18% | ABS-O |
| 55 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XGEU9 | Jan 2026 | 4,219,827 | -130,381 | $4.1M | -4.6% | 0.17% | ABS-MBS |
| 56 | OBX 2018-1 TRUST | 67112FAD2 | Jan 2026 | 4,163,761 | -381,454 | $4.1M | -8.3% | 0.17% | ABS-O |
| 57 | LUXURY LEASE PARTNERS AUTO LEASE TRUST 2025-A | 55069BAA5 | Jan 2026 | 4,096,057 | -516,882 | $4.1M | -11.4% | 0.17% | ABS-O |
| 58 | FEDERAL HOME LOAN MORTGAGE CORP | 3137HDTC4 | Jan 2026 | 4,509,524 | -346,041 | $4.1M | -9.1% | 0.17% | ABS-O |
| 59 | PMT LOAN TRUST 2025-INV2 | 729911BE6 | Jan 2026 | 4,005,510 | -258,811 | $4.0M | -6.1% | 0.17% | ABS-O |
| 60 | CHICAGO BOARD OF TRADE | TNM6 | Jan 2026 | -1,770 | -1,746 | $4.0M | -11856.7% | 0.17% | DIR |
| 61 | Federal National Mortgage Association | 3140JA3U0 | Jan 2026 | 4,285,772 | -99,244 | $3.9M | -3.8% | 0.17% | ABS-MBS |
| 62 | EFMT 2025-NQM3 | 281916AE6 | Jan 2026 | 3,843,876 | -94,201 | $3.8M | -3.2% | 0.16% | ABS-O |
| 63 | Federal National Mortgage Association | 3140XNEN0 | Jan 2026 | 4,025,049 | -100,857 | $3.8M | -4.6% | 0.16% | ABS-MBS |
| 64 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38385GPR4 | Jan 2026 | 3,913,588 | -232,224 | $3.8M | -7.2% | 0.16% | ABS-O |
| 65 | FEDERAL HOME LOAN MORTGAGE CORP | 3132AC3B4 | Jan 2026 | 3,815,302 | -117,577 | $3.7M | -4.5% | 0.16% | ABS-MBS |
| 66 | MFA 2025-NQM1 TRUST | 59319DAC7 | Jan 2026 | 3,706,900 | -247,998 | $3.7M | -6.8% | 0.16% | ABS-O |
| 67 | SKY1 TRUST 2025-LINE | 830941AA8 | Jan 2026 | 3,691,315 | -35,665 | $3.7M | -1.2% | 0.16% | ABS-O |
| 68 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38385GUG2 | Jan 2026 | 3,977,691 | -162,623 | $3.7M | -5.4% | 0.16% | ABS-O |
| 69 | HOMES 2025-AFC1 TRUST | 43762DAC3 | Jan 2026 | 3,652,660 | -234,985 | $3.7M | -6.8% | 0.15% | ABS-O |
| 70 | PRPM 2025-RCF6 LLC | 69393BAA3 | Jan 2026 | 3,571,857 | -312,178 | $3.5M | -8.9% | 0.15% | ABS-O |
| 71 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136ALDV0 | Jan 2026 | 3,779,561 | -102,971 | $3.5M | -3.6% | 0.15% | ABS-O |
| 72 | RUN TR 2022-NQM1 | 74981CAA9 | Jan 2026 | 3,519,551 | -95,320 | $3.5M | -4.3% | 0.15% | ABS-O |
| 73 | PRKCM 2022-AFC2 TRUST | 69377TAA4 | Jan 2026 | 3,451,455 | -116,647 | $3.4M | -3.7% | 0.15% | ABS-O |
| 74 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PGD5 | Jan 2026 | 3,693,078 | -47,066 | $3.3M | -2.0% | 0.14% | ABS-O |
| 75 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ETKN5 | Jan 2026 | 3,573,692 | -124,097 | $3.3M | -4.5% | 0.14% | ABS-MBS |
| 76 | FEDERAL HOME LOAN MORTGAGE CORP | 3137H63G8 | Jan 2026 | 3,545,457 | -70,232 | $3.2M | -2.8% | 0.14% | ABS-O |
| 77 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PKG3 | Jan 2026 | 3,363,616 | -107,481 | $3.2M | -4.1% | 0.14% | ABS-O |
| 78 | CIM TRUST 2019-INV3 | 12557LAZ8 | Jan 2026 | 3,330,625 | -49,229 | $3.2M | -3.1% | 0.14% | ABS-O |
| 79 | TOWD POINT MORTGAGE TRUST 2022-3 | 89180NAA2 | Jan 2026 | 3,413,068 | -113,739 | $3.2M | -4.3% | 0.14% | ABS-O |
| 80 | Federal National Mortgage Association | 3140JCRH9 | Jan 2026 | 3,543,340 | -92,959 | $3.2M | -3.7% | 0.14% | ABS-MBS |
| 81 | Federal Home Loan Mortgage Corp. | 3132DVDN2 | Jan 2026 | 3,200,396 | -87,863 | $3.1M | -4.4% | 0.13% | ABS-MBS |
| 82 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BTLF8 | Jan 2026 | 2,922,422 | -166,656 | $2.9M | -5.1% | 0.12% | ABS-O |
| 83 | PRKCM 2025-AFC2 TRUST | 74277JAC3 | Jan 2026 | 2,918,597 | -56,766 | $2.9M | -2.6% | 0.12% | ABS-O |
| 84 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2 | 802638AA4 | Jan 2026 | 2,858,351 | -243,917 | $2.9M | -8.4% | 0.12% | ABS-O |
| 85 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PLK3 | Jan 2026 | 3,001,833 | -45,046 | $2.8M | -2.5% | 0.12% | ABS-O |
| 86 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 | 64828FCQ3 | Jan 2026 | 2,785,436 | -185,471 | $2.8M | -6.1% | 0.12% | ABS-O |
| 87 | Federal National Mortgage Association | 3140JCYL2 | Jan 2026 | 3,479,312 | -38,183 | $2.7M | -1.8% | 0.12% | ABS-MBS |
| 88 | BMO 2025-C13 MORTGAGE TRUST | 05592YAE8 | Jan 2026 | 35,988,476 | -5,984 | $2.7M | -2.1% | 0.11% | ABS-O |
| 89 | EFMT 2026-AE1 | 26846NBB7 | Jan 2026 | 2,678,483 | -196,517 | $2.7M | -7.0% | 0.11% | ABS-O |
| 90 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K120 | 3137F72R5 | Jan 2026 | 71,184,003 | -356,127 | $2.6M | -4.9% | 0.11% | ABS-O |
| 91 | BBCMS MORTGAGE TRUST 2025-C35 | 07337DAH3 | Jan 2026 | 51,801,963 | -35,501 | $2.5M | -2.2% | 0.11% | ABS-O |
| 92 | FARM 2024-1 MORTGAGE TRUST | 30335JAC5 | Jan 2026 | 2,594,211 | -36,940 | $2.5M | -2.7% | 0.11% | ABS-O |
| 93 | Federal National Mortgage Association | 3140XTD40 | Jan 2026 | 2,562,688 | -31,011 | $2.5M | -2.9% | 0.11% | ABS-MBS |
| 94 | TRK 2021-INV1 TRUST | 89688WAA9 | Jan 2026 | 2,748,616 | -245,724 | $2.5M | -8.5% | 0.11% | ABS-O |
| 95 | FEDERAL HOME LOAN MORTGAGE CORP | 3137HFSC0 | Jan 2026 | 2,463,068 | -189,669 | $2.5M | -6.9% | 0.10% | ABS-O |
| 96 | CHASE HOME LENDING MORTGAGE TRUST 2025-10 | 16160BBD8 | Jan 2026 | 2,464,296 | -265,192 | $2.5M | -9.9% | 0.10% | ABS-O |
| 97 | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-1 | 76089YAA7 | Jan 2026 | 2,447,129 | -228,720 | $2.5M | -8.8% | 0.10% | ABS-O |
| 98 | PRPM 2025-NQM2 TRUST | 693983AA6 | Jan 2026 | 2,429,909 | -170,167 | $2.4M | -7.0% | 0.10% | ABS-O |
| 99 | BANK 2025-BNK49 | 05494FBY3 | Jan 2026 | 53,373,157 | -54,860 | $2.4M | -2.4% | 0.10% | ABS-O |
| 100 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PKD0 | Jan 2026 | 2,683,258 | -32,214 | $2.4M | -1.9% | 0.10% | ABS-O |
| 101 | CENTENE CORP | 15135BAR2 | Jan 2026 | 2,360,000 | -1,990,000 | $2.3M | -45.7% | 0.10% | DBT |
| 102 | HOMES 2024-AFC2 TRUST | 437920AC5 | Jan 2026 | 2,304,941 | -217,226 | $2.3M | -9.1% | 0.10% | ABS-O |
| 103 | PAGAYA AI DEBT GRANTOR TRUST 2025-5 | 69548WAB9 | Jan 2026 | 2,295,557 | -204,346 | $2.3M | -8.5% | 0.10% | ABS-O |
| 104 | FEDERAL HOME LOAN MORTGAGE CORP | 3137HN4T2 | Jan 2026 | 71,830,863 | -24,730 | $2.3M | -6.4% | 0.10% | ABS-O |
| 105 | CSMC 2018-J1 TRUST | 12653TAB7 | Jan 2026 | 2,497,717 | -29,413 | $2.3M | -1.7% | 0.10% | ABS-O |
| 106 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 20754XAA1 | Jan 2026 | 2,255,354 | -34,949 | $2.3M | -1.5% | 0.10% | ABS-O |
| 107 | VERUS SECURITIZATION TRUST 2022-2 | 92538XAA3 | Jan 2026 | 2,304,839 | -89,117 | $2.2M | -3.9% | 0.09% | ABS-O |
| 108 | PRPM 2025-NQM3 TRUST | 69382NAA0 | Jan 2026 | 2,177,388 | -83,154 | $2.2M | -4.2% | 0.09% | ABS-O |
| 109 | FEDERAL HOME LOAN MORTGAGE CORP | 3137H3EX6 | Jan 2026 | 91,922,399 | -78,901 | $2.1M | -4.7% | 0.09% | ABS-O |
| 110 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PDZ9 | Jan 2026 | 2,192,647 | -69,827 | $2.1M | -3.7% | 0.09% | ABS-O |
| 111 | WELLS FARGO MORTGAGE BACKED SECURITIES 2018-1 TRUST | 94989UBH3 | Jan 2026 | 2,111,024 | -86,440 | $2.0M | -3.5% | 0.08% | ABS-O |
| 112 | TRINITY CDO LTD | 872635AA5 | Jan 2026 | 2,103,702 | -150,392 | $2.0M | -7.4% | 0.08% | ABS-O |
| 113 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03 | 20754TAB8 | Jan 2026 | 1,911,828 | -212,926 | $1.9M | -10.0% | 0.08% | ABS-O |
| 114 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 20755JAA1 | Jan 2026 | 1,904,788 | -218,155 | $1.9M | -10.3% | 0.08% | ABS-O |
| 115 | FLAGSTAR MORTGAGE TRUST 2018-2 | 33851HAZ6 | Jan 2026 | 2,041,324 | -37,441 | $1.9M | -3.3% | 0.08% | ABS-O |
| 116 | MSWF 2023-1 | 55376CAP8 | Jan 2026 | 40,300,101 | -17,876 | $1.9M | -3.7% | 0.08% | ABS-O |
| 117 | PRKCM 2025-HOME1 TRUST | 69382FAA7 | Jan 2026 | 1,877,543 | -134,068 | $1.9M | -7.4% | 0.08% | ABS-O |
| 118 | TOWD POINT MORTGAGE TRUST 2022-1 | 89170VAA6 | Jan 2026 | 1,973,236 | -59,957 | $1.9M | -4.0% | 0.08% | ABS-O |
| 119 | PRPM 2025-RPL4 LLC | 74448NAA2 | Jan 2026 | 1,967,607 | -66,248 | $1.9M | -3.9% | 0.08% | ABS-O |
| 120 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XDPA8 | Jan 2026 | 1,996,989 | -44,657 | $1.9M | -3.7% | 0.08% | ABS-MBS |
| 121 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418DPK2 | Jan 2026 | 2,180,060 | -28,536 | $1.8M | -1.7% | 0.08% | ABS-MBS |
| 122 | OBX 2025-NQM6 TRUST | 67448UAA0 | Jan 2026 | 1,799,274 | -208,702 | $1.8M | -10.9% | 0.08% | ABS-O |
| 123 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38383JCQ6 | Jan 2026 | 24,156,798 | -44,063 | $1.8M | -0.7% | 0.08% | ABS-O |
| 124 | HOMES 2025-AFC2 TRUST | 43761YAA2 | Jan 2026 | 1,778,287 | -191,240 | $1.8M | -10.2% | 0.08% | ABS-O |
| 125 | PAGAYA AI DEBT GRAN TR 2025-R1 | 69547CAB4 | Jan 2026 | 1,756,539 | -509,602 | $1.8M | -22.7% | 0.07% | ABS-O |
| 126 | Federal Home Loan Mortgage Corp. | 3132WGQ34 | Jan 2026 | 1,948,178 | -23,075 | $1.8M | -2.3% | 0.07% | ABS-MBS |
| 127 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2016-3 | 64829HAM9 | Jan 2026 | 1,741,912 | -94,866 | $1.7M | -5.8% | 0.07% | ABS-O |
| 128 | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-2 | 85571RAA8 | Jan 2026 | 1,690,316 | -43,929 | $1.7M | -2.5% | 0.07% | ABS-O |
| 129 | EFMT 2024-INV2 | 26844LAA6 | Jan 2026 | 1,622,323 | -61,488 | $1.6M | -4.2% | 0.07% | ABS-O |
| 130 | TOWD POINT MORTGAGE TRUST 2022-2 | 89180HAA5 | Jan 2026 | 1,705,976 | -58,461 | $1.6M | -4.4% | 0.07% | ABS-O |
| 131 | FEDERAL HOME LOAN MORTGAGE CORP | 3137HLXX5 | Jan 2026 | 71,353,401 | -19,129 | $1.6M | -6.6% | 0.07% | ABS-O |
| 132 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38381J2J5 | Jan 2026 | 29,829,098 | -212,765 | $1.6M | +0.4% | 0.07% | ABS-O |
| 133 | MFA 2025-NQM1 TRUST | 55287JAA4 | Jan 2026 | 1,559,114 | -89,774 | $1.6M | -6.2% | 0.07% | ABS-O |
| 134 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PJF7 | Jan 2026 | 1,600,753 | -51,539 | $1.6M | -4.2% | 0.07% | ABS-O |
| 135 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K115 | 3137FWG95 | Jan 2026 | 33,738,479 | -111,098 | $1.5M | -5.7% | 0.07% | ABS-O |
| 136 | JP MORGAN MORTGAGE TRUST 2019-INV1 | 46591DAX7 | Jan 2026 | 1,582,868 | -23,918 | $1.5M | -3.0% | 0.07% | ABS-O |
| 137 | COLT 2025-4 MORTGAGE LOAN TRUST | 12674HAA0 | Jan 2026 | 1,508,064 | -160,057 | $1.5M | -10.1% | 0.06% | ABS-O |
| 138 | OBX 2025-NQM13 TRUST | 67121UAA4 | Jan 2026 | 1,507,015 | -167,421 | $1.5M | -10.6% | 0.06% | ABS-O |
| 139 | Federal National Mortgage Association | 3140JCET7 | Jan 2026 | 1,593,598 | -10,037 | $1.5M | -2.4% | 0.06% | ABS-MBS |
| 140 | MFA 2023-INV2 TRUST | 59319BAA5 | Jan 2026 | 1,501,922 | -70,712 | $1.5M | -4.9% | 0.06% | ABS-O |
| 141 | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2 | 35563PBC2 | Jan 2026 | 1,602,166 | -34,280 | $1.5M | -2.7% | 0.06% | ABS-O |
| 142 | CROSS 2025-H3 MORTGAGE TRUST | 22757EAB4 | Jan 2026 | 1,492,940 | -145,408 | $1.5M | -9.5% | 0.06% | ABS-O |
| 143 | TOWD POINT MORTGAGE TRUST 2019-HY2 | 89177HAA0 | Jan 2026 | 1,480,086 | -173,606 | $1.5M | -11.0% | 0.06% | ABS-O |
| 144 | FREMF 2018-K1506 MORTGAGE TRUST | 302957AL9 | Jan 2026 | 319,506,507 | -881,208 | $1.5M | -4.0% | 0.06% | ABS-O |
| 145 | PAGAYA AI DEBT GRAN TR 2025-R1 | 69549EAA0 | Jan 2026 | 1,472,398 | -442,917 | $1.5M | -23.3% | 0.06% | ABS-O |
| 146 | CF 2019-CF1 | 12529MAB4 | Jan 2026 | 1,449,083 | -7 | $1.4M | -0.2% | 0.06% | ABS-O |
| 147 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BVXE3 | Jan 2026 | 1,404,103 | -225,895 | $1.4M | -13.9% | 0.06% | ABS-O |
| 148 | Gs Mortgage-backed Securities Trust 2026-PJ1 | 36275TBA5 | Jan 2026 | 1,405,358 | -94,642 | $1.4M | -6.6% | 0.06% | ABS-O |
| 149 | CSMC 2021-RPL6 TRUST | 12657GAA3 | Jan 2026 | 1,538,227 | -39,243 | $1.4M | -3.4% | 0.06% | ABS-O |
| 150 | CHASE HOME LENDING MORTGAGE TRUST 2025-8 | 16162UBA0 | Jan 2026 | 1,378,896 | -167,318 | $1.4M | -11.2% | 0.06% | ABS-O |
| 151 | PRPM 2025-RCF5 LLC | 69384AAA6 | Jan 2026 | 1,371,125 | -100,890 | $1.4M | -8.0% | 0.06% | ABS-O |
| 152 | FEDERAL HOME LOAN MORTGAGE CORP | 3137H1YX8 | Jan 2026 | 29,690,009 | -34,570 | $1.3M | -3.7% | 0.05% | ABS-O |
| 153 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FMTU6 | Jan 2026 | 26,409,908 | -64,456 | $1.3M | -3.8% | 0.05% | ABS-O |
| 154 | PRPM 2025-RCF4 LLC | 69382WAA0 | Jan 2026 | 1,228,141 | -64,947 | $1.2M | -5.7% | 0.05% | ABS-O |
| 155 | FREDDIE MAC STACR REMIC TRUST 2025-HQA1 | 35564NGY3 | Jan 2026 | 1,206,250 | -168,750 | $1.2M | -12.3% | 0.05% | ABS-O |
| 156 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PDY2 | Jan 2026 | 1,346,979 | -19,011 | $1.2M | -0.9% | 0.05% | ABS-O |
| 157 | BRAVO RESIDENTIAL FUNDING TRUST 2025-CES1 | 105927AC1 | Jan 2026 | 1,114,979 | -85,305 | $1.1M | -7.5% | 0.05% | ABS-O |
| 158 | FREDDIE MAC SEASONED CREDIT RISK TRANSFER 2017-1 | 35563PAP4 | Jan 2026 | 1,109,626 | -27,107 | $1.1M | -2.9% | 0.04% | ABS-O |
| 159 | JP MORGAN MORTGAGE TRUST 2019-6 | 46651BAY6 | Jan 2026 | 1,077,168 | -19,418 | $1.0M | -3.3% | 0.04% | ABS-O |
| 160 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418AXL7 | Jan 2026 | 1,071,304 | -5,806 | $1.0M | -2.0% | 0.04% | ABS-MBS |
| 161 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CNJ6 | Jan 2026 | 1,000,000 | -9,000,000 | $992K | -90.1% | 0.04% | DBT |
| 162 | FREMF 2020-K110 MORTGAGE TRUST | 3137FTZS9 | Jan 2026 | 18,666,931 | -88,854 | $986K | -6.9% | 0.04% | ABS-O |
| 163 | FREDDIE MAC STACR REMIC TRUST 2025-DNA1 | 35564NFY4 | Jan 2026 | 980,000 | -90,000 | $981K | -8.5% | 0.04% | ABS-O |
| 164 | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM1 | 10569FAA6 | Jan 2026 | 982,330 | -58,524 | $968K | -6.4% | 0.04% | ABS-O |
| 165 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38381L5V0 | Jan 2026 | 13,014,597 | -178,667 | $916K | -1.4% | 0.04% | ABS-O |
| 166 | FEDERAL HOME LOAN MORTGAGE CORP | 35564CSK4 | Jan 2026 | 886,593 | -19,470 | $904K | -1.5% | 0.04% | ABS-O |
| 167 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 | 617946AA6 | Jan 2026 | 905,665 | -21,983 | $883K | -3.4% | 0.04% | ABS-O |
| 168 | UBS COMMERCIAL MORTGAGE TRUST 2019-C17 | 90278MBB2 | Jan 2026 | 22,062,029 | -118,113 | $878K | -8.1% | 0.04% | ABS-O |
| 169 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BSDB8 | Jan 2026 | 922,251 | -27,110 | $876K | -3.7% | 0.04% | ABS-O |
| 170 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FREK3 | Jan 2026 | 24,725,621 | -125,278 | $872K | -4.0% | 0.04% | ABS-O |
| 171 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BTTR4 | Jan 2026 | 838,761 | -45,749 | $847K | -4.9% | 0.04% | ABS-O |
| 172 | HOME PARTNERS OF AMERICA 2020-2 TRUST | 437301AA2 | Jan 2026 | 918,272 | -20,457 | $847K | -2.1% | 0.04% | ABS-O |
| 173 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3132AA2H6 | Jan 2026 | 885,403 | -18,431 | $824K | -3.5% | 0.03% | ABS-MBS |
| 174 | PRKCM 2025-HOME1 TRUST | 69382FAB5 | Jan 2026 | 797,258 | -56,929 | $801K | -7.4% | 0.03% | ABS-O |
| 175 | FEDERAL HOME LOAN MORTGAGE CORP | 3137HHSZ5 | Jan 2026 | 772,649 | -66,845 | $781K | -7.8% | 0.03% | ABS-O |
| 176 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38380RVN7 | Jan 2026 | 10,873,549 | -70,412 | $741K | -2.6% | 0.03% | ABS-O |
| 177 | JP MORGAN MORTGAGE TRUST 2019-INV3 | 46591LBF7 | Jan 2026 | 805,268 | -55,388 | $731K | -6.9% | 0.03% | ABS-O |
| 178 | BANK 2019-BNK19 | 06540WBH5 | Jan 2026 | 28,396,729 | -89,903 | $712K | -8.2% | 0.03% | ABS-O |
| 179 | PRPM 2024-RPL2 LLC | 69381DAA3 | Jan 2026 | 694,574 | -24,396 | $679K | -3.6% | 0.03% | ABS-O |
| 180 | PAGAYA AI DEBT GRANTOR TRUST 2024-1 | 69544AAA3 | Jan 2026 | 674,563 | -152,844 | $677K | -18.7% | 0.03% | ABS-O |
| 181 | Federal Home Loan Mortgage Corp. | 3133KYVD8 | Jan 2026 | 748,854 | -16,375 | $675K | -2.6% | 0.03% | ABS-MBS |
| 182 | PAGAYA AI DEBT TRUST 2025-4 | 69547DAB2 | Jan 2026 | 645,801 | -354,164 | $650K | -35.5% | 0.03% | ABS-O |
| 183 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 | 95001WBC1 | Jan 2026 | 22,902,866 | -448,771 | $647K | -10.9% | 0.03% | ABS-O |
| 184 | COREVEST AMERICAN FINANCE 2021-1 TRUST | 21873LAA1 | Jan 2026 | 651,892 | -706,964 | $641K | -52.2% | 0.03% | ABS-O |
| 185 | FREDDIE MAC STACR REMIC TRUST 2024-HQA2 | 35564NDY6 | Jan 2026 | 613,333 | -40,000 | $616K | -6.1% | 0.03% | ABS-O |
| 186 | JP MORGAN MORTGAGE TRUST 2017-6 | 46649HAG7 | Jan 2026 | 676,046 | -9,099 | $615K | -2.2% | 0.03% | ABS-O |
| 187 | CSMC TRUST 2018-RPL9 | 12654PAE8 | Jan 2026 | 635,854 | -17,887 | $612K | -3.8% | 0.03% | ABS-O |
| 188 | COREVEST AMERICAN FINANCE 2021-2 TRUST | 21873BAA3 | Jan 2026 | 611,649 | -66,021 | $597K | -9.6% | 0.03% | ABS-O |
| 189 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PGB9 | Jan 2026 | 631,916 | -15,699 | $594K | -3.0% | 0.03% | ABS-O |
| 190 | GLS AUTO SELECT RECEIVABLES TRUST 2 | 36267FAE8 | Jan 2026 | 581,498 | -231,168 | $585K | -28.6% | 0.02% | ABS-O |
| 191 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FQ4B6 | Jan 2026 | 23,504,124 | -107,618 | $581K | -7.6% | 0.02% | ABS-O |
| 192 | PAGAYA AI DEBT GRANTOR TRUST 2024-10 | 69544MAA7 | Jan 2026 | 575,367 | -143,106 | $577K | -20.1% | 0.02% | ABS-O |
| 193 | PRPM 2023-NQM3 TRUST | 69380TAA9 | Jan 2026 | 567,534 | -64,201 | $571K | -10.6% | 0.02% | ABS-O |
| 194 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC43 | 17328HBE0 | Jan 2026 | 563,004 | -41,379 | $548K | -7.2% | 0.02% | ABS-O |
| 195 | COLT 2021-6 MORTGAGE LOAN TRUST | 12658YAA3 | Jan 2026 | 593,113 | -31,110 | $546K | -5.8% | 0.02% | ABS-O |
| 196 | CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2 | 16159GAY5 | Jan 2026 | 575,056 | -7,227 | $536K | -2.7% | 0.02% | ABS-O |
| 197 | SOUND POINT CLO XXVIII LTD | 83615CAL0 | Jan 2026 | 512,968 | -84,344 | $513K | -14.3% | 0.02% | ABS-CBDO |
| 198 | CHASE AUTO OWNER TRUST 2022-A | 16144JAD3 | Jan 2026 | 511,252 | -233,058 | $511K | -31.3% | 0.02% | ABS-O |
| 199 | OBX 2019-EXP3 TRUST | 67113ABA7 | Jan 2026 | 508,306 | -98,523 | $509K | -16.2% | 0.02% | ABS-O |
| 200 | PRPM 2024-RPL4 LLC | 74448MAA4 | Jan 2026 | 518,563 | -15,046 | $507K | -3.5% | 0.02% | ABS-O |
| 201 | FEDERAL HOME LOAN MORTGAGE CORP | 35564CGW1 | Jan 2026 | 550,362 | -10,485 | $504K | -2.5% | 0.02% | ABS-O |
| 202 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PMF3 | Jan 2026 | 537,883 | -8,183 | $498K | -2.2% | 0.02% | ABS-O |
| 203 | FEDERAL HOME LOAN BANKS | 3132DVL78 | Jan 2026 | 555,178 | -12,080 | $496K | -3.7% | 0.02% | ABS-MBS |
| 204 | FEDERAL HOME LOAN MORTGAGE CORP | 3137H9M71 | Jan 2026 | 486,023 | -5,644 | $481K | -1.8% | 0.02% | ABS-O |
| 205 | FNA VI LLC | 34411YAA5 | Jan 2026 | 493,443 | -46,275 | $459K | -9.3% | 0.02% | ABS-O |
| 206 | JP MORGAN MORTGAGE TRUST 2019-INV3 | 46591LAC5 | Jan 2026 | 474,455 | -32,634 | $431K | -6.9% | 0.02% | ABS-O |
| 207 | JP MORGAN MORTGAGE TRUST 2020-LTV2 | 46653LCA2 | Jan 2026 | 471,092 | -5,230 | $430K | -2.7% | 0.02% | ABS-O |
| 208 | BENCHMARK 2020-B21 MORTGAGE TRUST | 08163LAL3 | Jan 2026 | 8,610,797 | -14,739 | $430K | -5.5% | 0.02% | ABS-O |
| 209 | COREVEST AMERICAN FINANCE 2020-2 TRUST | 21872VAD4 | Jan 2026 | 408,040 | -601,960 | $406K | -59.7% | 0.02% | ABS-O |
| 210 | Federal National Mortgage Association | 31374CR81 | Jan 2026 | 437,382 | -7,076 | $403K | -3.1% | 0.02% | ABS-MBS |
| 211 | Federal National Mortgage Association | 31374CR57 | Jan 2026 | 445,623 | -5,870 | $393K | -2.4% | 0.02% | ABS-MBS |
| 212 | FEDERAL HOME LOAN MORTGAGE CORP | 35564CCZ8 | Jan 2026 | 406,440 | -14,621 | $389K | -4.0% | 0.02% | ABS-O |
| 213 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C58 | 95002UAD3 | Jan 2026 | 420,196 | -13,656 | $379K | -4.0% | 0.02% | ABS-O |
| 214 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FVEE8 | Jan 2026 | 8,385,615 | -37,348 | $378K | -6.5% | 0.02% | ABS-O |
| 215 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FWHV5 | Jan 2026 | 7,723,559 | -41,286 | $371K | -5.8% | 0.02% | ABS-O |
| 216 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FQVN0 | Jan 2026 | 362,695 | -15,082 | $357K | -4.0% | 0.02% | ABS-O |
| 217 | GCAT 2019-RPL1 TRUST | 36167CAA4 | Jan 2026 | 358,676 | -53,829 | $351K | -13.1% | 0.01% | ABS-O |
| 218 | CHASE HOME LENDING MORTGAGE TRUST 2019-ATR2 | 16159GAZ2 | Jan 2026 | 367,040 | -4,613 | $341K | -2.7% | 0.01% | ABS-O |
| 219 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PML0 | Jan 2026 | 358,303 | -10,848 | $337K | -3.0% | 0.01% | ABS-O |
| 220 | BANK 2020-BNK29 | 06541TBL2 | Jan 2026 | 6,853,467 | -20,603 | $323K | -5.6% | 0.01% | ABS-O |
| 221 | Federal National Mortgage Association | 3140XDYJ9 | Jan 2026 | 337,524 | -7,984 | $314K | -3.8% | 0.01% | ABS-MBS |
| 222 | CITIGROUP MORTGAGE LOAN TRUST 2014-A | 17322GAE9 | Jan 2026 | 313,796 | -67,029 | $313K | -17.8% | 0.01% | ABS-O |
| 223 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2019-K103 | 3137FQKM4 | Jan 2026 | 321,444 | -24,466 | $312K | -7.4% | 0.01% | ABS-O |
| 224 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136BATB0 | Jan 2026 | 307,114 | -6,276 | $301K | -2.1% | 0.01% | ABS-O |
| 225 | METLIFE SECURITIZATION TRUST 2017-1 | 59166DAA5 | Jan 2026 | 307,125 | -9,578 | $298K | -3.9% | 0.01% | ABS-O |
| 226 | FEDERAL HOME LOAN MORTGAGE CORP | 3137F84T7 | Jan 2026 | 9,625,660 | -41,506 | $296K | -5.9% | 0.01% | ABS-O |
| 227 | Federal National Mortgage Association | 3140JCLB8 | Jan 2026 | 316,944 | -8,857 | $294K | -4.2% | 0.01% | ABS-MBS |
| 228 | FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K118 | 3137F62P1 | Jan 2026 | 8,289,312 | -32,305 | $288K | -5.4% | 0.01% | ABS-O |
| 229 | Farm Mortgage Trust 2024-2 | 307910AC3 | Jan 2026 | 293,284 | -13,678 | $286K | -5.8% | 0.01% | ABS-O |
| 230 | JP MORGAN MORTGAGE TRUST 2019-INV1 | 46591DBF5 | Jan 2026 | 285,650 | -14,887 | $282K | -5.0% | 0.01% | ABS-O |
| 231 | OSCAR US FUNDING XV LLC | 68785CAC5 | Jan 2026 | 275,520 | -163,409 | $277K | -37.3% | 0.01% | ABS-O |
| 232 | COREVEST AMERICAN FINANCE 2019-3 TRUST | 21872NAA8 | Jan 2026 | 255,439 | -24,224 | $255K | -8.7% | 0.01% | ABS-O |
| 233 | FEDERAL HOME LOAN MORTGAGE CORP | 3137H73N1 | Jan 2026 | 266,873 | -1,030 | $250K | -1.0% | 0.01% | ABS-O |
| 234 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136B2GN6 | Jan 2026 | 252,515 | -7,655 | $246K | -3.0% | 0.01% | ABS-O |
| 235 | OBX 2021-NQM4 TRUST | 67115DAA0 | Jan 2026 | 264,032 | -5,256 | $227K | -3.0% | 0.01% | ABS-O |
| 236 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FXGR7 | Jan 2026 | 227,173 | -7,864 | $224K | -4.2% | 0.01% | ABS-MBS |
| 237 | PRPM 2024-RPL3 LLC | 69381LAA5 | Jan 2026 | 224,304 | -6,234 | $219K | -3.3% | 0.01% | ABS-O |
| 238 | COREVEST AMERICAN FINANCE 2020-3 TRUST | 21873CAA1 | Jan 2026 | 203,860 | -135,073 | $203K | -39.7% | 0.01% | ABS-O |
| 239 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FFXM4 | Jan 2026 | 16,603,728 | -55,056 | $202K | -5.6% | 0.01% | ABS-O |
| 240 | CSMC 2019-AFC1 TRUST | 12596XAA0 | Jan 2026 | 189,241 | -33,495 | $184K | -14.7% | 0.01% | ABS-O |
| 241 | GS MORTGAGE SECURITIES TRUST 2015-GS1 | 36252HAE1 | Jan 2026 | 172,925 | -70,303 | $173K | -28.8% | 0.01% | ABS-O |
| 242 | STEELE CREEK CLO 2018-1 LTD | 85815CAC3 | Jan 2026 | 168,016 | -41,941 | $168K | -20.2% | 0.01% | ABS-CBDO |
| 243 | PAGAYA AI DEBT GRANTOR TRUST 2024-9 | 69546QAA6 | Jan 2026 | 163,233 | -50,253 | $164K | -23.6% | 0.01% | ABS-O |
| 244 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FNX70 | Jan 2026 | 5,224,346 | -25,092 | $159K | -8.1% | 0.01% | ABS-O |
| 245 | BANK 2020-BNK26 | 06540JBM3 | Jan 2026 | 4,771,694 | -12,739 | $159K | -7.8% | 0.01% | ABS-O |
| 246 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 | 37989AAE4 | Jan 2026 | 158,014 | -534,069 | $158K | -77.2% | 0.01% | ABS-O |
| 247 | COREVEST AMERICAN FINANCE 2020-1 TRUST | 21872UAC8 | Jan 2026 | 166,157 | -20,222 | $158K | -11.9% | 0.01% | ABS-O |
| 248 | BMO 2024-5C3 MORTGAGE TRUST | 09660QAU8 | Jan 2026 | 5,823,886 | -74 | $152K | -10.3% | 0.01% | ABS-O |
| 249 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 | 95001ABE5 | Jan 2026 | 12,399,885 | -72,866 | $149K | -19.1% | 0.01% | ABS-O |
| 250 | BRAVO RESIDENTIAL FUNDING TRUST 2019-2 | 10568LAL0 | Jan 2026 | 142,340 | -10,307 | $137K | -7.3% | 0.01% | ABS-O |
| 251 | GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1 | 36259WAC5 | Jan 2026 | 142,036 | -6,917 | $136K | -4.8% | 0.01% | ABS-O |
| 252 | MORGAN STANLEY CAPITAL I TRUST 2019-L2 | 61768HAX4 | Jan 2026 | 5,588,349 | -12,981 | $129K | -8.9% | 0.01% | ABS-O |
| 253 | FANNIE MAE REMIC TRUST 2019-33 | 3136B47H5 | Jan 2026 | 125,340 | -5,204 | $123K | -4.0% | 0.01% | ABS-O |
| 254 | PAGAYA AI DEBT GRANTOR TRUST 2024-8 | 69544QAA8 | Jan 2026 | 116,407 | -38,060 | $117K | -24.8% | 0.00% | ABS-O |
| 255 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES | 95001TAA3 | Jan 2026 | 113,677 | -1,250 | $108K | -2.1% | 0.00% | ABS-O |
| 256 | OZLM XXIV LTD | 67113DAW4 | Jan 2026 | 102,850 | -150,388 | $103K | -59.5% | 0.00% | ABS-CBDO |
| 257 | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1 | 03881BAW3 | Jan 2026 | 3,130,637 | -12,722 | $93K | -6.6% | 0.00% | ABS-O |
| 258 | VENTURE XIX CLO LTD | 92330EAP2 | Jan 2026 | 84,190 | -40,370 | $84K | -32.5% | 0.00% | ABS-CBDO |
| 259 | ARROYO MORTGAGE TRUST 2020-1 | 04285CAA9 | Jan 2026 | 81,605 | -35,507 | $80K | -30.0% | 0.00% | ABS-O |
| 260 | GS MORTGAGE SECURITIES TRUST 2015-GS1 | 36260JAF4 | Jan 2026 | 1,747,643 | -4,510 | $48K | -8.8% | 0.00% | ABS-O |
| 261 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FWHG8 | Jan 2026 | 399,066 | -342 | $35K | -2.5% | 0.00% | ABS-O |
| 262 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3137H14D5 | Jan 2026 | 2,161,651 | -5,912 | $35K | -12.6% | 0.00% | ABS-O |
| 263 | CFCRE 2016-C7 MORTGAGE TRUST | 12532CAY1 | Jan 2026 | 33,679 | -40,816 | $34K | -54.8% | 0.00% | ABS-O |
| 264 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FL2N3 | Jan 2026 | 669,699 | -1,115 | $18K | -3.8% | 0.00% | ABS-O |
| 265 | FEDERAL HOME LOAN MORTGAGE CORP | 3137FNWZ9 | Jan 2026 | 2,155,386 | -678,916 | $2K | -74.8% | 0.00% | ABS-O |