LSSAX Portfolio moves — Loomis Sayles Securitized Asset Fund

LSSAX

Loomis Sayles Securitized Asset Fund

LOOMIS SAYLES FUNDS I

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

From To

Dec 31, 2025 → Mar 31, 2026

Expand a category to see the positions behind it, ranked by weight.

Security	Shares Mar 2026	Δ shares	End %	Δ value
Uniform Mortgage-Backed Security, TBA	110,000,000	110,000,000	5.72%	$110.36M
G2SF 5 4/26	71,787,000	71,787,000	3.68%	$71.09M
FNCL 5 4/26	60,000,000	60,000,000	3.07%	$59.17M
Uniform Mortgage-Backed Security, TBA	61,130,000	61,130,000	3.05%	$58.94M
FNCL 4.5 4/26	48,870,000	48,870,000	2.44%	$47.16M
FANNIE MAE REMICS FNR 2025-114 AE	32,204,729	32,204,729	1.65%	$31.81M
FIXED INC CLEARING CORP.REPO	11,183,829	11,183,829	0.58%	$11.18M
FHLMC, REMIC, Series 5425, Class KB	9,871,719	9,871,719	0.52%	$10.08M
AFRMT 2026-2A A	8,545,000	8,545,000	0.44%	$8.45M
FNMA, REMIC, Series 2024-34, Class B	4,600,000	4,600,000	0.24%	$4.70M
Fannie Mae Pool	5,383,479	5,383,479	0.24%	$4.54M
LPATH 2026-1A A2	4,060,000	4,060,000	0.21%	$4.05M
KCG Securitization II LLC	4,055,000	4,055,000	0.21%	$4.00M
Purchasing Power Funding LLC, Series 2026-A, Class B	3,510,000	3,510,000	0.18%	$3.47M
MetroNet Infrastructure Issuer LLC	3,255,000	3,255,000	0.17%	$3.27M
OneMain Direct Auto Receivables Trust 2026-1	3,265,000	3,265,000	0.17%	$3.24M
Stream Innovations 2026-1 Issuer Trust	3,260,000	3,260,000	0.17%	$3.23M
Golub Capital Partners Clo 85M	3,185,000	3,185,000	0.16%	$3.17M
LAD AUTO RECEIVABLES TRUST 2026 1	3,030,000	3,030,000	0.15%	$2.98M
SEB Funding LLC, Series 2026-1A, Class A2	2,870,000	2,870,000	0.15%	$2.85M
AmeriCredit Automobile Receivables Trust, Series 2026-1, Class A3	2,410,000	2,410,000	0.12%	$2.40M
Government National Mortgage Association	33,298,474	33,298,474	0.12%	$2.40M
Purchasing Power Funding 2026-A LLC	1,956,000	1,956,000	0.10%	$1.94M
TRFIG 2024-1A A2	1,605,000	1,605,000	0.08%	$1.61M
SPRITE 2026-1 LTD SPRTE 2026 1 A 144A	1,485,000	1,485,000	0.08%	$1.46M
COMPASS DATACENTERS ISSUER III LLC / LTD (PARTNERSHIP) 4.897% 02/25/2056 144A	1,405,000	1,405,000	0.07%	$1.39M
MAST LLC, Series 2026-1A, Class A	1,381,726	1,381,726	0.07%	$1.36M
Extended Stay America Trust, Series 2026-ESH2, Class A	1,169,001	1,169,001	0.06%	$1.17M
Avant Loans Funding Trust 2026-REV1	1,000,000	1,000,000	0.05%	$991.80K
CRDBL 2026-1A A	965,000	965,000	0.05%	$959.26K
NextGear Floorplan Master Owner Trust	800,000	800,000	0.04%	$792.89K
PKAIR 2026-1 A	795,000	795,000	0.04%	$784.88K
THRUST ENGINE LEASING 2021 DAC SER 2021-1A CL A REGD 144A P/P 4.16300000	764,567	764,567	0.04%	$756.18K
FNCL 2.5 4/26	636,000	636,000	0.03%	$534.64K
NFAS3 LLC SER 2025-1 CL A REGD 144A P/P 6.35100000	510,000	510,000	0.03%	$512.17K
Start Ltd., Series 2018-1, Class A	44,367	44,367	0.00%	$45.48K
Freddie Mac Structured Pass-Through Certificates	17,306	17,306	0.00%	$16.39K

Security	Shares Dec 2025	Δ shares	End %	Δ value
FIXED INC CLEARING CORP.REPO	24,598,015	-24,598,015	0.00%	-$24.60M
FNCL 2.5 1/26	6,032,000	-6,032,000	0.00%	-$5.10M
Post CLO Ltd., Series 2022-1A, Class A	3,800,000	-3,800,000	0.00%	-$3.80M
Clsec Holdings 22t LLC	2,933,968	-2,933,968	0.00%	-$2.78M
American Credit Acceptance Receivables Trust, Series 2025-1, Class B	2,425,000	-2,425,000	0.00%	-$2.43M
FYBR 2023-1 A2 144A 6.6% 08-20-53	2,383,000	-2,383,000	0.00%	-$2.41M
American Credit Acceptance Receivables Trust 2025-4	2,305,000	-2,305,000	0.00%	-$2.32M
AFFRM 2024-A 1A 144A 5.61% 02-15-29	2,125,000	-2,125,000	0.00%	-$2.13M
GM FINL. AUTOMOBILE 4.89%	2,085,000	-2,085,000	0.00%	-$2.11M
Republic Finance Issuance Trust, Series 2021-A, Class B	1,824,274	-1,824,274	0.00%	-$1.82M
Frontier Issuer LLC, Series 2024-1, Class A2	1,615,000	-1,615,000	0.00%	-$1.66M
Tricon American Homes Trust, Series 2019-SFR1, Class A	1,669,937	-1,669,937	0.00%	-$1.66M
Harbour Aircraft Investments Ltd	1,497,137	-1,497,137	0.00%	-$1.41M
MNET 2025-2A A2	1,295,000	-1,295,000	0.00%	-$1.31M
LAD AUTO RECEIVABLES TRUST 202 LADAR 2025 1A A4 144A	1,250,000	-1,250,000	0.00%	-$1.27M
Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A	1,105,000	-1,105,000	0.00%	-$1.11M
WLAKE 2025-3A A3 144A 4.22% 06-15-29	1,085,000	-1,085,000	0.00%	-$1.09M
GSAR 2025-3A A2 144A 4.46% 10-15-30	1,010,495	-1,010,495	0.00%	-$1.02M
GLS AUTO RECEIVABLES TRUST GCAR 2025 3A B 144A	830,000	-830,000	0.00%	-$833.78K
SEB Funding LLC, Series 2021-1A, Class A2	738,150	-738,150	0.00%	-$737.21K
SBNA Auto Lease Trust, Series 2024-B, Class A4	710,000	-710,000	0.00%	-$718.79K
Slam Ltd.	622,434	-622,434	0.00%	-$638.05K
SDART 2025-4 C 4.52% 01-15-32	630,000	-630,000	0.00%	-$631.40K
AFFRM 2024-A A 144A 5.61% 02-15-29	555,000	-555,000	0.00%	-$555.84K
GS MTG SECS CORP TR 2023-SHIP A VAR 09/06/2026 144A	520,000	-520,000	0.00%	-$519.22K
Government National Mortgage Association	389,145	-389,145	0.00%	-$383.75K
SDART 2024-5 A3 4.62% 11-15-28	382,482	-382,482	0.00%	-$383.14K
BofA Auto Trust, Series 2024-1A, Class A3	373,757	-373,757	0.00%	-$376.76K
WOART 2024-B A3	352,175	-352,175	0.00%	-$355.50K
KSTRL 2018-1A A	332,529	-332,529	0.00%	-$332.49K
SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A	309,454	-309,454	0.00%	-$306.03K
TMCL 2021-1A A 144A 1.68% 02-20-46	325,067	-325,067	0.00%	-$306.00K
HNGRY 2024-1A A2	186,675	-186,675	0.00%	-$192.95K
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class B	88,703	-88,703	0.00%	-$88.53K
Castlelake Aircraft Structured Trust 2021-1	30,565	-30,565	0.00%	-$30.31K
Freddie Mac REMICS	25,675	-25,675	0.00%	-$25.02K
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K055 CL X1 V/R 1.33452500	6,061,309	-6,061,309	0.00%	-$6.42K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FE V/R 4.60000000	1,933	-1,933	0.00%	-$1.92K
Freddie Mac Multifamily Structured Pass Through Certificates	4,780,719	-4,780,719	0.00%	-$46
WHEAT SEP 26	1,450	-1,450	0.00%	$1.45M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
ZAYO ISSUER LLC ZAYO 2025 1A A2 144A	3,330,000	4,765,000	1,435,000	0.25%	$1.42M
SHENTL 2025-1A A2	1,660,000	4,675,000	3,015,000	0.24%	$3.04M
BFLD Commercial Mortgage Trust, Series 2025-660F, Class A	1,325,000	3,210,000	1,885,000	0.17%	$1.88M
SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX	1,808,502	2,088,612	280,110	0.10%	$268.53K
BX Trust, Series 2025-DELC, Class A	690,000	1,895,000	1,205,000	0.10%	$1.21M
FSPC T-61 1A1	1,734,381	1,890,456	156,075	0.10%	$157.03K
Compass Datacenters Issuer III LLC, Series 2025-3A, Class A2	1,520,000	1,789,000	269,000	0.09%	$242.29K
NAVSL 2019-GA A	391,511	948,499	556,988	0.05%	$543.23K
Government National Mortgage Association	818,877	825,383	6,506	0.04%	$1.06K
MVW LLC, Series 2021-1WA, Class B	139,300	367,932	228,632	0.02%	$221.12K
Government National Mortgage Association	158,606	160,389	1,784	0.01%	$666
Government National Mortgage Association	140,205	141,847	1,642	0.01%	$1.15K
Government National Mortgage Association	93,285	93,497	212	0.00%	-$112
Government National Mortgage Association	537,459	542,391	4,932	0.00%	-$218
Government National Mortgage Association	19,926	20,141	215	0.00%	$209
Government National Mortgage Association	151,444	153,791	2,348	0.00%	$235
Government National Mortgage Association	13,525	13,671	146	0.00%	$136
Government National Mortgage Association	13,057	13,057	1	0.00%	-$79
Government National Mortgage Association	257,248	261,134	3,887	0.00%	$305
Government National Mortgage Association	4,212	4,232	20	0.00%	$1

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
FNMA, Other	94,721,850	93,184,365	-1,537,486	3.97%	-$1.14M
FN CB2751	74,338,123	73,311,378	-1,026,745	3.20%	-$1.18M
Fannie Mae Pool	73,906,403	72,438,724	-1,467,678	3.09%	-$1.15M
Fannie Mae Pool	58,760,202	57,321,015	-1,439,187	2.44%	-$1.25M
Freddie Mac REMICS	42,034,765	33,968,362	-8,066,403	1.75%	-$8.11M
Fannie Mae Pool	37,995,051	37,530,074	-464,977	1.60%	-$424.94K
Fannie Mae Pool	32,557,481	31,660,287	-897,194	1.48%	-$1.06M
FN CC0715	29,090,757	28,196,437	-894,321	1.47%	-$1.16M
Freddie Mac REMICS	31,301,341	26,889,232	-4,412,109	1.39%	-$4.47M
FNMA 30YR 3% 02/01/2052#CB2890	30,495,222	29,945,592	-549,630	1.38%	-$667.89K
FNMA UMBS, 30 Year	29,223,147	28,703,667	-519,480	1.32%	-$632.81K
FR SD8489	23,680,715	23,353,965	-326,750	1.17%	-$574.70K
Fannie Mae Pool	25,531,216	24,987,333	-543,883	1.14%	-$626.65K
Fannie Mae Pool	23,443,111	22,996,698	-446,412	1.08%	-$574.90K
Freddie Mac Pool	18,101,501	16,472,369	-1,629,132	0.87%	-$1.81M
Freddie Mac Pool	18,336,100	15,687,924	-2,648,177	0.84%	-$2.85M
Fannie Mae Pool	19,119,785	18,784,937	-334,848	0.80%	-$296.78K
FR SD8244	15,615,770	15,337,661	-278,108	0.75%	-$366.29K
Fannie Mae Pool	16,246,153	16,035,567	-210,586	0.72%	-$249.67K
Fannie Mae REMICS	16,296,416	13,650,897	-2,645,519	0.71%	-$2.71M
Fannie Mae Pool	14,790,874	14,318,095	-472,778	0.67%	-$540.19K
Fannie Mae Pool	14,452,126	12,962,387	-1,489,739	0.58%	-$1.34M
Freddie Mac REMICS	12,574,657	10,844,075	-1,730,581	0.57%	-$1.75M
UMBS	11,838,030	11,725,807	-112,222	0.51%	-$144.72K
Freddie Mac REMICS	10,000,000	9,888,504	-111,496	0.50%	-$152.40K
Fannie Mae Pool	11,762,378	11,324,065	-438,314	0.48%	-$373.60K
FNMA 30YR 6.5% 10/01/2055#MA5855	9,521,631	8,602,563	-919,068	0.46%	-$997.11K
FN MA5497	8,566,477	7,968,353	-598,124	0.42%	-$680.15K
UMBS	7,888,424	7,733,911	-154,513	0.41%	-$209.37K
Freddie Mac Multifamily Structured Pass Through Certificates	95,044,599	94,943,510	-101,089	0.36%	-$195.85K
FN FS1648	8,327,557	8,191,290	-136,267	0.36%	-$150.48K
FNMA, Other	8,416,117	8,280,592	-135,526	0.35%	-$120.87K
Government National Mortgage Association	6,928,671	6,735,284	-193,386	0.34%	-$97.26K
UMBS	6,579,862	6,491,218	-88,644	0.31%	-$133.40K
FR SD8205	7,147,681	7,020,536	-127,145	0.31%	-$145.58K
Freddie Mac Pool	6,785,803	6,737,663	-48,140	0.29%	$13.52K
Freddie Mac Multifamily Structured Pass Through Certificates	51,468,361	51,382,600	-85,761	0.27%	-$165.22K
Freddie Mac Pool	6,008,407	5,969,847	-38,560	0.26%	-$57.59K
WAX 2022-1A A2	4,752,625	4,740,312	-12,312	0.24%	$6.26K
Freddie Mac Multifamily Structured Pass Through Certificates	53,617,880	53,572,169	-45,711	0.24%	-$148.06K
Fannie Mae Pool	4,948,688	4,916,831	-31,857	0.22%	-$47.59K
Freddie Mac Pool	4,334,435	4,311,769	-22,666	0.20%	-$45.46K
FLAGSHIP CREDIT AUTO TRUST 2023-2 B 5.21% 05/15/2028 144A	4,705,000	3,594,265	-1,110,735	0.19%	-$1.11M
Government National Mortgage Association	44,711,672	44,197,441	-514,232	0.18%	$291.73K
DT Auto Owner Trust, Series 2023-3A, Class C	3,970,000	3,524,343	-445,657	0.18%	-$452.80K
Government National Mortgage Association	48,479,532	48,131,473	-348,059	0.18%	$572.29K
TRP 2021 LLC	3,607,096	3,544,983	-62,113	0.18%	-$52.87K
Government National Mortgage Association	52,119,802	50,601,977	-1,517,825	0.17%	-$206.18K
SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A	3,303,987	3,227,000	-76,987	0.16%	-$94.45K
GS MORTGAGE SECURITIES TRUST SERIES 2012-BWTR CLASS A REGD 144A 2.95400000	3,502,953	3,481,794	-21,160	0.16%	-$31.63K
Fannie Mae Pool	3,588,657	3,562,465	-26,192	0.16%	-$37.21K
Government National Mortgage Association	50,572,861	50,048,193	-524,669	0.15%	-$77.03K
AASET Trust	3,004,049	2,945,071	-58,978	0.15%	-$77.86K
Government National Mortgage Association	44,601,547	44,386,784	-214,763	0.15%	-$56.84K
Lendbuzz Securitization Trust, Series 2023-2A, Class A2	3,586,425	2,774,206	-812,219	0.15%	-$829.63K
Government National Mortgage Association	38,589,814	38,365,564	-224,250	0.14%	-$70.81K
BX TRUST BX 2022 AHP B 144A	2,770,000	2,725,448	-44,552	0.14%	-$42.88K
Government National Mortgage Association	47,743,693	46,956,418	-787,275	0.14%	-$121.33K
Government National Mortgage Association	33,123,838	32,400,717	-723,120	0.14%	$99.72K
Aqua Finance Trust, Series 2021-A, Class A	3,028,772	2,840,074	-188,698	0.14%	-$179.93K
Government National Mortgage Association	34,023,478	33,321,969	-701,509	0.13%	-$94.74K
Morgan Stanley Capital I Trust 2013-ALTM	3,160,580	2,686,752	-473,828	0.13%	-$454.98K
TPMT 2017-3 A2 144A FRN 07-25-57	3,400,971	2,592,190	-808,782	0.13%	-$797.85K
Government National Mortgage Association	38,856,667	38,632,897	-223,770	0.13%	-$67.93K
ALINEA CLO LTD ALINE 2018 1A BR 144A	5,255,000	2,544,755	-2,710,245	0.13%	-$2.71M
Government National Mortgage Association	42,226,979	40,621,191	-1,605,788	0.13%	-$161.94K
Government National Mortgage Association	33,390,716	33,208,231	-182,484	0.13%	-$59.79K
Willis Engine Structured Trust VI, Series 2021-A, Class A	2,668,429	2,638,538	-29,891	0.13%	-$36.09K
Government National Mortgage Association	39,482,634	38,550,136	-932,498	0.13%	-$112.67K
FNMA, Other	2,902,653	2,840,083	-62,571	0.13%	-$60.25K
FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL B REGD 144A P/P 6.97000000	2,508,973	2,356,022	-152,951	0.13%	-$182.14K
Government National Mortgage Association	43,623,203	43,353,193	-270,010	0.13%	-$63.24K
MSAIC 2024-2A A	2,632,398	2,561,993	-70,405	0.13%	-$161.20K
Government National Mortgage Association	38,798,150	38,581,091	-217,059	0.13%	-$47.89K
SEACO 2025-1H A 144A 6.169% 09-20-45	2,374,413	2,358,826	-15,587	0.12%	-$27.95K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-52 CL IO V/R 0.72197000	43,854,972	43,604,268	-250,704	0.12%	-$68.87K
Government National Mortgage Association	35,106,987	34,926,991	-179,996	0.12%	-$47.98K
Government National Mortgage Association	10,928,712	10,916,006	-12,705	0.12%	-$32.90K
Freddie Mac Multifamily Structured Pass Through Certificates	253,672,736	253,514,032	-158,704	0.11%	-$97.94K
OWN Equipment Fund I LLC, Series 2024-2M, Class A	2,149,826	2,030,996	-118,830	0.11%	-$139.62K
Government National Mortgage Association	32,869,780	32,681,208	-188,572	0.11%	-$56.06K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H02 CL JA 3.50000000	2,161,305	2,118,612	-42,693	0.11%	-$55.47K
Freddie Mac Multifamily Structured Pass Through Certificates	102,885,964	102,841,969	-43,995	0.11%	-$77.65K
Government National Mortgage Association	29,097,345	28,143,412	-953,933	0.10%	-$112.76K
Business Jet Securities LLC, Series 2024-2A, Class A	1,979,520	1,895,669	-83,852	0.10%	-$104.43K
GGAMMT 2025-1A A 144A 5.923% 09-30-60	2,020,000	1,832,612	-187,388	0.09%	-$204.82K
Hilton Grand Vacations Trust, Series 2024-2A, Class A	1,925,128	1,768,921	-156,207	0.09%	-$171.43K
Government National Mortgage Association	26,165,631	25,650,111	-515,521	0.09%	$72.77K
Government National Mortgage Association	28,591,167	28,421,638	-169,530	0.09%	-$36.01K
SLAM LTD SLAM 2024 1A A 144A	1,692,278	1,661,111	-31,166	0.09%	-$45.28K
BHG SECURITIZATION TRUST 2023-A SER 2023-A CL B REGD 144A P/P 6.35000000	1,825,000	1,631,435	-193,565	0.09%	-$204.04K
Government National Mortgage Association	21,891,049	21,834,571	-56,478	0.08%	$65.48K
FNCL UMBS 2.5 FS9167 07-01-53	1,844,573	1,816,047	-28,526	0.08%	-$30.23K
Fannie Mae Pool	1,753,589	1,696,694	-56,895	0.08%	-$58.93K
Government National Mortgage Association	26,899,682	26,748,985	-150,698	0.08%	-$53.30K
Fannie Mae REMICS	8,180,582	7,934,877	-245,705	0.07%	-$65.55K
Government National Mortgage Association	31,432,915	31,267,174	-165,740	0.07%	-$41.92K
Freddie Mac Multifamily Structured Pass Through Certificates	81,977,659	81,927,688	-49,971	0.07%	-$53.23K
Sunrun Atlas Issuer LLC, Series 2019-2, Class A	1,440,411	1,417,210	-23,202	0.07%	-$21.44K
Government National Mortgage Association	19,531,258	19,420,965	-110,294	0.07%	-$28.91K
NYMT LOAN TRUST SERIES 2024-BPL3 SER 2024-BPL3 CL A1 V/R REGD 144A P/P 5.26800000	1,620,000	1,333,737	-286,263	0.07%	-$290.30K
Government National Mortgage Association	17,667,653	17,096,319	-571,334	0.07%	$32.59K
Hilton Grand Vacations Trust, Series 2023-1A, Class A	1,453,378	1,297,612	-155,766	0.07%	-$171.68K
SLM Private Credit Student Loan Trust 2003-B	1,336,000	1,298,000	-38,000	0.07%	$28.81K
OWN EQUIPMENT FUND III LLC SER 2025-2M CL A REGD 144A P/P 5.42000000	1,350,000	1,302,715	-47,285	0.07%	-$60.18K
FN MA3147	1,462,066	1,438,997	-23,069	0.07%	-$29.51K
AQUA FINANCE TRUST 2024-A SER 2024-A CL A REGD 144A P/P 4.81000000	1,371,608	1,289,154	-82,454	0.07%	-$92.65K
Commercial Mortgage Pass-Through Certificates, Series 2012-LTRT, Class A2	1,338,942	1,298,200	-40,743	0.07%	-$40.63K
EQS 2024-1C A 144A 6.05% 01-20-31	1,323,307	1,247,576	-75,732	0.07%	-$84.40K
Freddie Mac Multifamily Structured Pass Through Certificates	78,994,121	78,956,800	-37,321	0.06%	-$56.04K
Home Partners of America Trust 2021-1	1,358,638	1,349,575	-9,063	0.06%	-$8.34K
ALTDE Trust, Series 2025-1A, Class A	1,224,660	1,198,757	-25,903	0.06%	-$44.02K
FRESB 2022-SB95 Mortgage Trust	81,711,227	79,444,068	-2,267,159	0.06%	$13.38K
Government National Mortgage Association	18,305,928	18,205,679	-100,248	0.06%	-$30.79K
SMB Private Education Loan Trust (Private Loans) 1.07 01/15/2053	1,371,393	1,294,522	-76,871	0.06%	-$70.96K
Freddie Mac Pool	1,420,759	1,411,437	-9,322	0.06%	$3.46K
WLAKE 2024-1A B 144A 5.55% 11-15-27	1,640,000	1,131,056	-508,944	0.06%	-$513.80K
Government National Mortgage Association	14,884,453	14,663,385	-221,068	0.06%	$61.70K
Government National Mortgage Association	1,331,568	1,124,282	-207,287	0.06%	-$208.50K
Freddie Mac Multifamily Structured Pass Through Certificates	50,670,835	50,636,955	-33,880	0.06%	-$44.72K
Ajax Mortgage Loan Trust 2019-D	1,071,855	1,043,587	-28,268	0.05%	-$34.13K
Government National Mortgage Association	12,008,351	11,909,170	-99,181	0.05%	$71.59K
MSBAM Commercial Mortgage Securities Trust, Series 2012-CKSV, Class A2	1,049,902	1,042,426	-7,476	0.05%	-$12.38K
Freddie Mac REMICS	9,936,743	9,672,010	-264,732	0.05%	-$59.44K
COLLEGE AVE STUDENT LOANS CASL 2021 A A2 144A	1,128,358	1,068,936	-59,422	0.05%	-$51.43K
SOFI 2021-B AFX	1,150,778	1,090,776	-60,002	0.05%	-$29.72K
NMLT TRUST NLT 2023 1 A1 144A	1,089,432	1,054,200	-35,232	0.05%	-$32.04K
Government National Mortgage Association	14,273,457	13,697,049	-576,409	0.05%	-$4.95K
Freddie Mac REMICS	952,714	920,966	-31,749	0.05%	-$72.62K
Freddie Mac Multifamily Structured Pass Through Certificates	66,288,889	66,224,643	-64,245	0.05%	-$37.91K
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-4 SER 2022-4 CL D REGD 144A P/P 8.00000000	1,415,000	939,517	-475,483	0.05%	-$480.23K
Government National Mortgage Association	15,313,138	15,241,550	-71,589	0.05%	-$23.80K
NAVSL 2021-GA A 144A 1.58% 04-15-70	1,093,034	1,039,435	-53,599	0.05%	-$54.36K
BHG Securitization Trust, Series 2025-2CON, Class A	1,038,405	914,719	-123,687	0.05%	-$131.95K
Hilton Grand Vacations Trust, Series 2020-AA, Class A	1,023,341	926,065	-97,276	0.05%	-$97.24K
SpringCastle America Funding LLC, Series 2020-AA, Class A	1,041,960	954,261	-87,699	0.05%	-$85.31K
MVW LLC, Series 2024-2A, Class A	1,014,684	903,606	-111,078	0.05%	-$115.79K
Freddie Mac REMICS	8,778,020	8,548,970	-229,050	0.05%	-$53.90K
BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL A REGD 144A P/P 4.82000000	1,029,688	878,864	-150,824	0.05%	-$157.17K
Flagship Credit Auto Trust, Series 2022-1, Class C	1,603,694	878,748	-724,946	0.05%	-$715.32K
Freddie Mac Multifamily Structured Pass Through Certificates	45,846,907	45,810,524	-36,384	0.04%	-$35.76K
Freddie Mac REMICS	13,851,550	13,705,235	-146,315	0.04%	-$28.53K
PRPM LLC, Series 2024-RCF2, Class A1	908,142	864,569	-43,572	0.04%	-$47.84K
Freddie Mac REMICS	5,777,508	5,623,781	-153,727	0.04%	-$35.19K
Elara HGV Timeshare Issuer LLC, Series 2023-A, Class A	884,221	817,663	-66,558	0.04%	-$77.93K
Volofin Finance (Ireland) Designated Activity Company	1,104,959	815,549	-289,410	0.04%	-$299.15K
Freddie Mac Multifamily Structured Pass Through Certificates	17,120,594	17,045,698	-74,896	0.04%	-$62.13K
Massachusetts Educational Financing Authority, Series A	862,912	803,459	-59,453	0.04%	-$58.56K
Flagship Credit Auto Trust, Series 2024-3, Class A	1,101,109	791,293	-309,817	0.04%	-$308.36K
SMB Private Education Loan Trust, Series 2018-C, Class A2A	986,851	792,904	-193,947	0.04%	-$193.78K
GMCAR 2024-2 A3	970,768	782,180	-188,588	0.04%	-$193.52K
Fannie Mae REMICS	8,157,111	7,958,158	-198,953	0.04%	-$48.74K
SDART 2025-1 A3	915,000	744,163	-170,837	0.04%	-$171.61K
Freddie Mac Multifamily Structured Pass Through Certificates	20,521,208	20,510,471	-10,737	0.04%	-$27.17K
Fannie Mae Pool	1,101,687	933,613	-168,074	0.04%	-$135.64K
FNMA ACES, Series 2020-M43, Class X1	14,637,339	14,546,523	-90,816	0.04%	-$47.79K
Freddie Mac Multifamily Structured Pass Through Certificates	13,556,715	13,513,632	-43,083	0.04%	-$51.71K
Fannie Mae REMICS	30,246,425	29,322,182	-924,244	0.04%	-$356.72K
Government National Mortgage Association	26,931,207	26,778,722	-152,485	0.04%	-$25.00K
Government National Mortgage Association	16,605,219	16,529,634	-75,585	0.04%	-$15.23K
AMCAR 2024-1 A3	908,071	717,632	-190,439	0.04%	-$194.18K
Government National Mortgage Association	7,226,757	7,031,488	-195,269	0.04%	-$40.72K
NAVSL 2021-A A 144A 0.84% 05-15-69	827,114	768,621	-58,492	0.04%	-$56.27K
Government National Mortgage Association	18,829,903	18,720,434	-109,469	0.04%	-$19.50K
Sunnova Helios XIII Issuer LLC, Series 2024-A, Class A	817,974	805,872	-12,101	0.04%	-$27.71K
Government National Mortgage Association	20,205,540	20,091,592	-113,948	0.04%	-$20.05K
FNMA, Series 2021-24	12,832,871	12,746,266	-86,605	0.04%	-$21.68K
Freddie Mac Multifamily Structured Pass Through Certificates	35,744,144	35,721,374	-22,769	0.03%	-$28.76K
Government National Mortgage Association	971,617	693,034	-278,582	0.03%	-$273.32K
EFT 2020-A A	695,460	648,351	-47,109	0.03%	-$47.97K
Freddie Mac Multifamily Structured Pass Through Certificates	14,162,025	14,098,403	-63,622	0.03%	-$34.58K
OWN Equipment Fund II LLC, Series 2025-1M, Class A	632,682	608,422	-24,260	0.03%	-$28.84K
NAVSL 2021-BA A 144A 0.94% 07-15-69	699,735	658,103	-41,631	0.03%	-$41.28K
Fannie Mae REMICS	5,823,946	5,640,778	-183,168	0.03%	-$38.68K
Government National Mortgage Association	8,769,501	8,719,769	-49,732	0.03%	-$12.95K
Government National Mortgage Association	10,664,060	10,608,875	-55,186	0.03%	-$12.44K
CLAST 2019-1A A	1,320,094	591,695	-728,399	0.03%	-$725.35K
Fannie Mae REMICS	529,763	496,220	-33,543	0.03%	-$52.42K
MFF 2023-1A A 144A 7.21% 05-20-36	816,081	581,389	-234,692	0.03%	-$237.39K
Freddie Mac REMICS	641,078	618,999	-22,079	0.03%	-$21.34K
EVERBRIGHT SOLAR TRUST 2024-A SER 2024-A CL A REGD 144A P/P 6.43000000	699,054	685,484	-13,569	0.03%	-$88.92K
NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A	665,235	612,206	-53,029	0.03%	-$53.77K
Government National Mortgage Association	788,345	583,542	-204,803	0.03%	-$197.82K
Government National Mortgage Association	11,202,243	11,153,963	-48,279	0.03%	-$9.21K
NAVSL 2020-DA A 144A 1.69% 05-15-69	650,034	594,988	-55,046	0.03%	-$53.69K
Government National Mortgage Association	18,344,118	18,126,987	-217,130	0.03%	-$15.21K
MILL CITY MORTGAGE LOAN TRUST 2018-2 SER 2018-2 CL M1 V/R REGD 144A P/P 3.75000000	603,172	568,767	-34,405	0.03%	-$35.40K
Freddie Mac Multifamily Structured Pass Through Certificates	11,276,629	11,240,827	-35,801	0.03%	-$40.93K
NYMT LOAN TRUST 2024-CP1 SER 2024-CP1 CL A1 V/R REGD 144A P/P 3.75000000	616,281	600,519	-15,762	0.03%	-$19.69K
FRESB 2021-SB91 Mortgage Trust	21,830,656	21,442,244	-388,412	0.03%	-$29.10K
Fannie Mae REMICS	477,285	450,409	-26,876	0.03%	-$45.22K
Government National Mortgage Association	782,740	554,923	-227,817	0.03%	-$223.27K
Freddie Mac Multifamily Structured Pass Through Certificates	32,618,975	32,602,117	-16,858	0.03%	-$23.57K
Sierra Timeshare Receivables Funding LLC SRFC 2024-3A A	603,271	531,692	-71,579	0.03%	-$76.30K
Government National Mortgage Association	733,888	540,694	-193,194	0.03%	-$188.38K
Government National Mortgage Association	9,204,966	9,164,698	-40,268	0.03%	-$14.48K
MAACH 2019-1 A	532,948	497,384	-35,565	0.03%	-$35.10K
Foundation Finance Trust, Series 2024-1A, Class B	506,663	479,083	-27,580	0.03%	-$33.57K
MAPS Trust, Series 2021-1A, Class A	597,448	507,930	-89,519	0.03%	-$84.11K
STELR 2021-1 B 144A 5.926% 10-15-41	843,599	490,353	-353,246	0.03%	-$349.76K
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9	526,672	492,668	-34,004	0.03%	-$28.58K
HARBORVIEW MORTGAGE LOAN TRUST 2004-3 HVMLT 2004-3 1A	548,491	510,791	-37,699	0.02%	-$36.38K
FNMA ACES, Series 2020-M37, Class X	14,748,068	14,694,257	-53,811	0.02%	-$31.44K
SMB Private Education Loan Trust 2018-A	622,866	465,665	-157,200	0.02%	-$157.09K
Freddie Mac Multifamily Structured Pass Through Certificates	13,490,020	13,402,676	-87,344	0.02%	-$21.99K
SMB Private Education Loan Trust, Series 2021-D, Class A1A	538,462	490,803	-47,658	0.02%	-$45.13K
Freddie Mac REMICS	3,627,498	3,568,429	-59,069	0.02%	-$47.00K
Government National Mortgage Association	10,289,275	10,195,960	-93,314	0.02%	-$13.45K
Government National Mortgage Association	11,436,772	11,309,713	-127,059	0.02%	-$18.46K
Fannie Mae Pool	442,608	440,363	-2,245	0.02%	-$4.25K
Fannie Mae REMICS	444,236	435,775	-8,461	0.02%	-$9.69K
Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class A4	896,024	412,592	-483,432	0.02%	-$481.16K
Freddie Mac Multifamily Structured Pass Through Certificates	121,141,783	120,829,454	-312,330	0.02%	-$13.61K
Freddie Mac REMICS	2,265,570	2,182,485	-83,085	0.02%	-$18.24K
Fannie Mae REMICS	2,232,085	2,143,526	-88,559	0.02%	-$25.21K
Government National Mortgage Association	6,814,446	6,790,108	-24,339	0.02%	-$8.87K
FNR 2008-86 LA	424,062	408,023	-16,038	0.02%	-$17.82K
WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A	666,377	375,244	-291,133	0.02%	-$299.85K
MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 A1 144A	450,894	394,077	-56,817	0.02%	-$54.35K
Accelerated Assets LLC, Series 2018-1, Class A	454,209	381,050	-73,158	0.02%	-$72.69K
Fannie Mae REMICS	420,843	401,058	-19,785	0.02%	-$21.43K
COMMONBOND STUDENT LOAN TRUST CBSLT 2020 AGS A 144A	435,572	412,853	-22,720	0.02%	-$21.39K
Freddie Mac Multifamily Structured Pass Through Certificates	19,712,282	19,702,628	-9,654	0.02%	-$14.91K
TPMT 2018-3 A1 144A FRN 05-25-58	392,278	365,639	-26,638	0.02%	-$27.87K
Fannie Mae REMICS	6,110,836	5,763,310	-347,526	0.02%	-$91.87K
Freddie Mac Multifamily Structured Pass Through Certificates	17,831,829	17,737,228	-94,601	0.02%	-$27.63K
Navient Private Education Refi Loan Trust, Series 2020-BA, Class A2	388,706	356,626	-32,080	0.02%	-$31.83K
PRESTIGE AUTO RECEIVABLES TRUST 2023 2	1,290,151	340,456	-949,695	0.02%	-$949.59K
Government National Mortgage Association	1,852,895	1,786,451	-66,444	0.02%	-$15.69K
Fannie Mae REMICS	4,600,036	4,370,072	-229,964	0.02%	-$51.73K
MSAIC 2024-1A A	360,332	350,451	-9,880	0.02%	-$20.34K
TIC Home Improvement Trust 2024-A	346,108	316,930	-29,178	0.02%	-$27.22K
SSTRT 2025-A B 144A 5.038% 07-25-31	361,002	316,821	-44,182	0.02%	-$46.03K
FRESB 2021-SB90 Mortgage Trust	13,382,003	13,145,509	-236,494	0.02%	-$18.75K
Government National Mortgage Association	15,381,886	15,200,823	-181,063	0.02%	-$7.80K
WaMu Mortgage Pass-Through Ctfs. Trust, Series 2007-HY2, Class 2A2	423,943	325,097	-98,845	0.02%	-$60.26K
PRPM LLC, Series 2024-RCF1, Class A1	324,279	305,756	-18,523	0.02%	-$18.86K
GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A4 144A	373,892	298,254	-75,639	0.02%	-$79.53K
SUNNOVA HELIOS II ISSUER LLC 2019-A SER 2019-AA CL A REGD 144A P/P 3.75000000	331,385	320,981	-10,404	0.02%	-$15.54K
NAVSL 2019-CA A2	363,898	296,731	-67,167	0.02%	-$66.36K
Government National Mortgage Association	6,182,910	6,090,345	-92,565	0.02%	-$9.88K
BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL B REGD 144A P/P 5.26000000	314,321	283,248	-31,073	0.01%	-$31.61K
VEROS AUTO RECEIVABLES TRUST VEROS 2025 1 A 144A	362,101	275,560	-86,541	0.01%	-$85.10K
Government National Mortgage Association	282,004	273,505	-8,499	0.01%	-$10.30K
SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A	304,465	299,188	-5,276	0.01%	-$6.02K
Freddie Mac REMICS	2,846,008	2,761,939	-84,070	0.01%	-$22.36K
Government National Mortgage Association	4,142,602	4,119,796	-22,806	0.01%	-$4.69K
Fannie Mae REMICS	2,469,414	2,257,121	-212,293	0.01%	-$37.54K
Sierra Timeshare Receivables Funding LLC	282,434	255,883	-26,551	0.01%	-$28.42K
MSC 2011-C2 D CSTR 6/44	290,462	257,997	-32,465	0.01%	-$32.18K
Government National Mortgage Association	7,057,661	7,007,479	-50,182	0.01%	-$8.58K
SMB Private Education Loan Trust (Private Loans) 3.60 01/15/2037	327,464	251,539	-75,925	0.01%	-$75.50K
Fannie Mae REMICS	3,970,130	3,754,397	-215,733	0.01%	-$31.58K
FNMA, Series 2016-32, Class SA	4,847,155	4,567,458	-279,697	0.01%	-$35.42K
SUNNOVA SOL III ISSUER LLC SER 2021-1 CL A REGD 144A P/P 2.58000000	288,073	283,023	-5,050	0.01%	-$4.33K
CRVNA 2021-N1 C	300,010	240,026	-59,984	0.01%	-$58.04K
Fannie Mae-Aces	22,338,909	22,282,789	-56,120	0.01%	$4.28K
Fannie Mae Pool	289,161	286,942	-2,219	0.01%	-$2.56K
Fannie Mae REMICS	2,308,300	2,169,774	-138,526	0.01%	-$13.79K
Mill City Mortgage Loan Trust, Series 2018-3, Class A1	259,519	221,717	-37,802	0.01%	-$37.47K
Fannie Mae REMICS	265,557	261,719	-3,838	0.01%	-$7.03K
SLM Private Credit Student Loan Trust 2003-A	227,000	215,000	-12,000	0.01%	-$383
STELR 2021-1 A 144A 3.967% 10-15-41	323,715	212,322	-111,393	0.01%	-$108.65K
Fannie Mae REMICS	3,842,922	3,616,617	-226,305	0.01%	-$29.66K
Fannie Mae REMICS	2,464,639	2,302,111	-162,529	0.01%	-$34.20K
Fannie Mae REMICS	2,647,326	2,462,500	-184,827	0.01%	-$29.90K
Government National Mortgage Association	2,503,687	2,305,794	-197,893	0.01%	-$25.62K
Freddie Mac REMICS	1,132,332	1,122,607	-9,725	0.01%	-$3.88K
THE HUNTINGTON NATIONAL BANK HACLN 2024 1 B1 144A	215,444	184,915	-30,529	0.01%	-$31.17K
PRPM LLC, Series 2023-RCF2, Class A1	201,495	189,045	-12,450	0.01%	-$13.40K
Fannie Mae REMICS	147,141	136,817	-10,324	0.01%	-$17.86K
Freddie Mac REMICS	1,718,307	1,641,797	-76,511	0.01%	-$20.83K
REACH FINANCIAL LLC REACH 2025 1A A 144A	237,671	178,539	-59,132	0.01%	-$59.73K
Government National Mortgage Association	10,050,653	9,778,389	-272,265	0.01%	-$9.98K
Government National Mortgage Association	9,909,961	9,094,589	-815,373	0.01%	-$27.35K
Hilton Grand Vacations Trust, Series 2024-1B, Class A	199,709	173,743	-25,966	0.01%	-$27.98K
Government National Mortgage Association	12,536,918	11,362,709	-1,174,209	0.01%	-$56.96K
HORZN 2019-1 A	200,821	170,284	-30,537	0.01%	-$30.84K
Freddie Mac REMICS	161,568	150,758	-10,809	0.01%	-$14.79K
Freddie Mac REMICS	901,107	870,337	-30,770	0.01%	-$6.24K
Freddie Mac Multifamily Structured Pass Through Certificates	3,324,400	3,317,330	-7,071	0.01%	-$6.41K
BHG Securitization Trust, Series 2024-1CON, Class A	173,616	156,141	-17,476	0.01%	-$19.63K
Fannie Mae REMICS	2,529,309	2,394,359	-134,950	0.01%	-$21.93K
Government National Mortgage Association	4,891,186	4,012,798	-878,388	0.01%	-$34.71K
Freddie Mac REMICS	1,720,372	1,649,253	-71,118	0.01%	-$8.63K
Government National Mortgage Association	3,283,905	3,263,436	-20,469	0.01%	-$3.63K
ACHV ABS TRUST, Series 2024-1PL, Class B	180,003	147,175	-32,828	0.01%	-$33.56K
GREENSKY HOME IMPROVEMENT TRUST 2024-2 A4 5.15% 10/27/2059 144A	165,353	147,284	-18,069	0.01%	-$20.14K
Government National Mortgage Association	1,751,112	1,741,018	-10,094	0.01%	-$15.52K
Freddie Mac REMICS	151,612	141,433	-10,179	0.01%	-$12.53K
Government National Mortgage Association	5,021,308	4,660,260	-361,047	0.01%	-$15.14K
Government National Mortgage Association	153,656	146,360	-7,295	0.01%	-$6.50K
Fannie Mae REMICS	1,829,745	1,797,029	-32,716	0.01%	-$10.21K
Freddie Mac REMICS	154,465	135,623	-18,842	0.01%	-$18.82K
Government National Mortgage Association	4,896,206	4,859,492	-36,714	0.01%	-$2.66K
CoreVest American Finance Trust, Series 2019-3, Class A	182,231	118,957	-63,274	0.01%	-$63.13K
Fannie Mae REMICS	1,033,494	1,019,890	-13,604	0.01%	-$10.52K
Credit Acceptance Auto Loan Trust, Series 2023-3A, Class A	221,941	112,177	-109,763	0.01%	-$110.69K
Fannie Mae REMICS	895,499	877,828	-17,670	0.01%	-$11.70K
Fannie Mae REMICS	112,957	109,762	-3,195	0.01%	-$4.39K

Top 300 of 400, by weight.

Security	Shares Dec 2025	Shares Mar 2026	End %	Δ value
Rockland Park Limited	7,650,000	7,650,000	0.40%	-$15.56K
CSMC TR 2014-USA 3.953% 09/15/2037 144A	6,160,000	6,160,000	0.29%	-$18.18K
Hudsons Bay Simon JV Trust, Series 2015-HB10, Class A10	5,885,000	5,885,000	0.29%	-$240.80K
MSC 2019-L3 A4	5,780,000	5,780,000	0.28%	-$30.79K
Carvana Auto Receivables Trust, Series 2021-P2, Class C	5,410,000	5,410,000	0.28%	$39.49K
FirstKey Homes Trust, Series 2021-SFR2, Class C	5,430,000	5,430,000	0.28%	$43.08K
DROP Mortgage Trust 2021-FILE	5,365,000	5,365,000	0.28%	$104.87K
Symetra CLO Ltd., Series 2025-1A, Class A1	5,130,000	5,130,000	0.27%	-$2.74K
Progress Residential 2021-SFR9 Trust	5,450,000	5,450,000	0.27%	$26.24K
TPMT 2019-2 A2 144A FRN 12-25-58	5,530,000	5,530,000	0.26%	-$75.56K
U.S. Treasury Bills	5,000,000	5,000,000	0.26%	$43.33K
CRVNA 2025-P1 A3	4,965,000	4,965,000	0.26%	-$13.65K
WFCM 2018-C48 A5	5,000,000	5,000,000	0.26%	-$37.57K
BMARK 2019-B13 A4	5,185,000	5,185,000	0.25%	-$34.60K
BANK 2022-BNK39 BANK 2022 BNK39 A4	5,300,000	5,300,000	0.25%	-$45.03K
WFCM 2019-C54 A4	5,012,000	5,012,000	0.25%	-$30.93K
GSMS 2019-GSA1 A4	5,000,000	5,000,000	0.25%	-$846
Towd Point Mortgage Trust 2020-2	5,555,000	5,555,000	0.24%	-$37.63K
BMO 2022-C1 A5	4,970,000	4,970,000	0.24%	-$27.16K
GSMS 2013-PEMB A	5,775,000	5,775,000	0.23%	$347.08K
BX Trust 2025-VLT6	4,470,000	4,470,000	0.23%	-$25.14K
OHA Credit Funding 3 LTD	4,205,000	4,205,000	0.22%	-$10.01K
TPMT 2020-4 A2	5,000,000	5,000,000	0.21%	-$1.82K
GLS Auto Receivables Issuer Trust, Series 2025-1A, Class B	4,070,000	4,070,000	0.21%	-$13.59K
LMAT 2020-RPL1 A2	4,515,000	4,515,000	0.21%	-$50.54K
DIN 2025-1A A2	3,996,000	3,996,000	0.21%	-$30.40K
Mill City Mortgage Trust 2015-2	4,006,000	4,006,000	0.20%	-$23.13K
SCFET 2025-1A A3 144A 5.11% 11-21-33	3,820,000	3,820,000	0.20%	-$20.52K
TPMT 2017-4 A2	4,036,054	4,036,054	0.20%	-$7.91K
Dryden 53 CLO Ltd. Floating Rate, Due 01/15/2031	3,835,000	3,835,000	0.20%	-$4.28K
VStrong Auto Receivables Trust 2023-A	3,605,000	3,605,000	0.20%	-$19.43K
AMERICAN TOWER T	3,725,000	3,725,000	0.20%	-$21.06K
Zayo Issuer, LLC, Series 2025-2A, Class A2	3,645,000	3,645,000	0.19%	-$31.82K
FirstKey Homes Trust, Series 2021-SFR1, Class B	3,730,000	3,730,000	0.19%	$22.54K
BANK 2019-BN20 A3	3,720,000	3,720,000	0.18%	-$5.32K
MSC 2017-H1 A5	3,399,917	3,399,917	0.17%	-$6.79K
MLANE 2024-A A1 144A 6.2% 08-15-29	3,344,000	3,344,000	0.17%	-$12.52K
CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL A V/R REGD 144A P/P 5.48216000	3,305,000	3,305,000	0.17%	-$37.77K
JP Morgan Chase Commerical Mortgage Trust Series 2025-BMS, Class A	3,350,000	3,350,000	0.17%	-$7.32K
BANK 2020-BN26 A4	3,649,000	3,649,000	0.17%	-$11.77K
BANK 2019-BN22 A4	3,525,000	3,525,000	0.17%	-$12.96K
CERBERUS LOAN FUNDING XLVII LLC CERB 2024-3A A	3,300,000	3,300,000	0.17%	-$7.16K
NY Commercial Mortgage Trust, Series 2025-299P, Class A	3,180,000	3,180,000	0.17%	-$46.69K
WYZE 2024-2A A 7/37	3,290,000	3,290,000	0.17%	-$7.15K
Garnet CLO 2 Ltd., Series 2025-2A, Class A	3,290,000	3,290,000	0.17%	-$9.29K
Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A	3,215,000	3,215,000	0.17%	-$35.56K
BMARK 2019-B10 A4	3,330,000	3,330,000	0.17%	-$22.57K
BCMM 2019-1A A1RR	3,245,000	3,245,000	0.17%	-$17.74K
Zayo Issuer LLC	3,195,000	3,195,000	0.17%	$7.76K
VStrong Auto Receivables Trust, Series 2024-A, Class B	3,155,000	3,155,000	0.17%	-$12.89K
BANK 2021-BN34 A5	3,615,000	3,615,000	0.16%	-$15.85K
RFR 2025-SGRM A	3,115,000	3,115,000	0.16%	-$35.90K
AmeriCredit Automobile Receivables Trust, Series 2023-2, Class B	3,100,000	3,100,000	0.16%	-$20.44K
SFARM 2025-1A A2	3,195,000	3,195,000	0.16%	$1.09K
Diameter Capital CLO 12 Ltd., Series 2025-12A, Class A	3,125,000	3,125,000	0.16%	$2.55K
SDART 2023-2 C	3,075,000	3,075,000	0.16%	-$14.76K
CITZN 2023-1 A4	3,025,000	3,025,000	0.16%	-$16.06K
CARMAX AUTO OWNER TRUST 2022 3	3,030,000	3,030,000	0.16%	-$9.34K
CSMC OA LLC, Series 2014-USA, Class C	3,600,000	3,600,000	0.16%	-$70.66K
ELDRIDGE CLO 2025-1 LTD SER 2025-1A CL A1 V/R REGD 144A P/P 5.25042000	3,020,000	3,020,000	0.16%	$1.64K
LCM 30 Ltd	3,005,000	3,005,000	0.16%	-$14.05K
TYSN Mortgage Trust, Series 2023-CRNR, Class A	2,870,000	2,870,000	0.15%	-$38.70K
Polen Capital CLO Ltd., Series 2025-2A, Class A1	2,940,000	2,940,000	0.15%	-$1.27K
CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2	3,020,000	3,020,000	0.15%	-$11.68K
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class AS	2,969,000	2,969,000	0.15%	$1.67K
CHASE AUTO OWNER TRUST 2024-2A A4 5.48% 11/26/2029 144A	2,800,000	2,800,000	0.15%	-$30.71K
HYPER 2025-1A A2	2,905,000	2,905,000	0.15%	-$62.51K
Bluepeak ABS Issuer LLC, Series 2025-1A, Class A2	2,620,000	2,620,000	0.14%	$19.84K
DC Commercial Mortgage Trust, Series 2023-DC, Class A	2,520,000	2,520,000	0.13%	-$26.02K
GECU AUTO RECEIVABLES TRUST 2023 1	2,440,000	2,440,000	0.13%	-$10.40K
FKH 2021-SFR1 F1 1.888% 08/17/2038 144A	2,495,000	2,495,000	0.13%	$17.15K
Palmer Square BDC CLO 1 Ltd	2,455,000	2,455,000	0.13%	-$4.56K
SEB Funding LLC, Series 2024-1A, Class A2	2,385,000	2,385,000	0.13%	-$12.20K
GSMS 2020-GC45 A5	2,555,000	2,555,000	0.12%	$4.71K
CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL B REGD 5.69000000	2,325,000	2,325,000	0.12%	-$17.96K
LFT 2025-3A A	2,330,000	2,330,000	0.12%	-$12.75K
CSAIL Commercial Mortgage Trust, Series 2019-C18, Class A4	2,405,000	2,405,000	0.12%	-$11.19K
BANK5 2024-5YR6 AS	2,140,000	2,140,000	0.12%	-$27.29K
CHASE AUTO OWNER TRUST 2024 4	2,200,000	2,200,000	0.12%	-$16.58K
Taco Bell Funding, LLC, Series 2025-1A, Class A2I	2,275,000	2,275,000	0.12%	-$28.88K
SCOTT Trust, Series 2023-SFS, Class A	2,160,000	2,160,000	0.11%	-$17.69K
FHF Issuer Trust, Series 2025-2A, Class A2	2,125,000	2,125,000	0.11%	-$2.38K
Octagon Investment Partners 18-R Ltd	2,040,000	2,040,000	0.11%	-$4.40K
Towd Point Mortgage Trust 2018-4	2,325,000	2,325,000	0.10%	-$30.05K
MLANE 2024-B A	1,920,000	1,920,000	0.10%	-$10.19K
Polen Capital CLO 2025-1 Ltd	1,900,000	1,900,000	0.10%	-$241
LAD Auto Receivables Trust, Series 2025-2A, Class B	1,910,000	1,910,000	0.10%	-$16.36K
GSMS 2014-GC22 AS	2,000,000	2,000,000	0.10%	$34.25K
MORGAN STANLEY CAPITAL I TRUST MSC 2021 L5 A4	2,085,000	2,085,000	0.10%	-$8.60K
Government National Mortgage Association	9,563,379	9,563,379	0.10%	-$18.87K
Progress Residential, Series 2021-SFR3, Class B	1,892,000	1,892,000	0.10%	$8.15K
GSAR 2024-3A B 144A 5.64% 08-15-30	1,780,000	1,780,000	0.09%	-$10.06K
CSMC OA LLC, Series 2014-USA, Class B	2,110,000	2,110,000	0.09%	-$52.20K
BANK 2022-BNK42 VAR	1,830,000	1,830,000	0.09%	-$16.17K
Foursight Capital Automobile Receivables Trust 2023-2	1,750,000	1,750,000	0.09%	-$6.49K
Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1	1,765,000	1,765,000	0.09%	-$18.14K
CMXS 2025-B C 4.83% 06-16-31	1,720,000	1,720,000	0.09%	-$3.23K
Progress Residential Trust, Series 2021-SFR6, Class C	1,715,000	1,715,000	0.09%	$8.30K
CarMax Select Receivables Trust, Series 2025-A, Class A3	1,680,000	1,680,000	0.09%	-$3.22K
TEVT 2023-1 B	1,630,000	1,630,000	0.09%	-$5.56K
Carvana Auto Receivables Trust, Series 2023-P4, Class A4	1,605,000	1,605,000	0.09%	-$12.84K
PRNT 2025-A A 144A 4.84% 09-15-29	1,645,000	1,645,000	0.09%	-$3.89K
BANK 2020-BN25 A5	1,770,000	1,770,000	0.08%	-$9.56K
MNET 2025-2A B	1,630,000	1,630,000	0.08%	-$9.59K
CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A4	1,600,000	1,600,000	0.08%	-$6.72K
MTBAT 2025-1A A4	1,560,000	1,560,000	0.08%	-$16.53K
MILL CITY MORTGAGE LOAN TRUST 2019-1 SER 2019-1 CL M1 V/R REGD 144A P/P 3.50000000	1,646,966	1,646,966	0.08%	-$4.04K
Foursight Capital Automobile Receivables Trust 2023-1	1,520,000	1,520,000	0.08%	-$9.47K
Empower CLO Ltd., Series 2025-1A, Class A	1,530,000	1,530,000	0.08%	-$4.34K
WLAKE 2024-3A A3 144A 4.71% 04-17-28	1,520,000	1,520,000	0.08%	-$2.29K
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-3	1,510,000	1,510,000	0.08%	-$11.35K
EDI ABS ISSUER 1 LLC SER 2025-1A CL A2 REGD 144A P/P 4.45000000	1,565,000	1,565,000	0.08%	-$17.82K
RMIT 2025-2 B	1,515,000	1,515,000	0.08%	-$14.49K
BASEPOINT MCA SECURITIZATION II LLC SER 2025-1A CL A REGD 144A P/P 5.92600000	1,495,000	1,495,000	0.08%	-$4.35K
BX Commercial Mortgage Trust, Series 2024-VLT5, Class A	1,485,000	1,485,000	0.08%	-$19.68K
Nelnet Student Loan Trust, Series 2021-A, Class B1	1,630,000	1,630,000	0.08%	$11.01K
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B	1,475,000	1,475,000	0.08%	-$9.34K
CyrusOne Data Centers Issuer I LLC, Series 2024-3A, Class A2	1,525,000	1,525,000	0.08%	-$14.94K
SYNIT 2024-A1 A	1,395,000	1,395,000	0.07%	-$7.24K
Mariner Finance Issuance Trust, Series 2025-BA, Class A	1,410,000	1,410,000	0.07%	-$10.68K
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D	1,565,000	1,565,000	0.07%	-$6.45K
Compass Datacenters Issuer III LLC, Series 2025-1A, Class A2	1,375,000	1,375,000	0.07%	-$10.83K
MFCC 2024-2A A 144A 6.56% 07-20-29	1,370,000	1,370,000	0.07%	-$5.41K
Mariner Finance Issuance Trust Series 2024-AA, Class B	1,345,000	1,345,000	0.07%	-$10.96K
CMLTI 2019-RP1 M2	1,448,850	1,448,850	0.07%	-$6.64K
GS Mortgage Securities Trust 2014-GC22	2,373,000	2,373,000	0.07%	$1.48K
WHEELS FLEET LEASE FUNDING 1 LLC	1,335,000	1,335,000	0.07%	-$4.72K
Freddie Mac Multifamily Structured Pass Through Certificates	100,000,000	100,000,000	0.07%	-$48.02K
Voya CLO Ltd 10/18/2031 VAR% 144A	1,315,000	1,315,000	0.07%	-$874
UBSCM 2019-C16 A4	1,350,000	1,350,000	0.07%	-$2.88K
Starwood Retail Property Trust 2014-STAR	6,500,000	6,500,000	0.07%	$0
CHASE AUTO OWNER TRUST 2024 1	1,250,000	1,250,000	0.07%	-$10.55K
TRICON AMERICAN HOMES TAH 2020 SFR1 C 144A	1,275,000	1,275,000	0.07%	$6.80K
Tricon American Homes Trust	1,305,000	1,305,000	0.06%	$2.18K
Flagship Credit Auto Trust 2024-1	1,235,000	1,235,000	0.06%	-$692
WLAKE 2024-2A B 144A 5.62% 03-15-30	1,230,000	1,230,000	0.06%	-$861
CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST SER 2025-A CL A REGD 144A P/P 5.40000000	1,230,000	1,230,000	0.06%	-$16.07K
SCFET 2025-2A C 144A 4.82% 06-20-36	1,220,000	1,220,000	0.06%	-$770
CRVNA 2025-P2 A4	1,125,000	1,125,000	0.06%	-$7.28K
GSAR 2025-4A C	1,110,000	1,110,000	0.06%	-$5.43K
Republic Finance Issuance Trust, Series 2024-A, Class A	1,055,000	1,055,000	0.05%	-$6.74K
LAD AUTO RECEIVABLES TRUST 2024 2	1,035,000	1,035,000	0.05%	-$6.59K
WORLD FINL NETWORK CC MASTR TR 5.47% 02/15/2031	1,040,000	1,040,000	0.05%	-$7.83K
WOLS 2025-A A4	1,045,000	1,045,000	0.05%	-$4.67K
DRVPNK 2025-1A A4	1,040,000	1,040,000	0.05%	-$8.88K
VSLR 2018-1A A	1,042,398	1,042,398	0.05%	$8.87K
WLAKE 2025-1A B 144A 4.98% 09-16-30	1,000,000	1,000,000	0.05%	-$2.23K
CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2	980,000	980,000	0.05%	-$10.59K
Chase Auto Owner Trust 2025-1	970,000	970,000	0.05%	-$7.70K
Starwood Retail Property Trust, Series 2014-STAR, Class A	1,606,458	1,606,458	0.05%	-$7.28K
FORD CREDIT AUTO OWNER TRUST 2023 REV2	920,000	920,000	0.05%	-$8.10K
First Investors Auto Owner Trust, Series 2025-1A, Class C	935,000	935,000	0.05%	$249
AVANT CREDIT CARD MASTER TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.89000000	905,000	905,000	0.05%	-$4.98K
UNITI FIBER ABS ISSUER LLC UNIT 2025 1A A2 144A	880,000	880,000	0.05%	-$1.71K
PNFED 2025-A A4 144A 4.19% 05-15-31	895,000	895,000	0.05%	-$5.81K
Government National Mortgage Association	8,447,001	8,447,001	0.05%	-$60.68K
WHEELS FLEET LEASE FUNDING LLC WFLF 2025 3A A1 144A	870,000	870,000	0.04%	-$7.64K
Government National Mortgage Association	4,075,853	4,075,853	0.04%	-$9.20K
Hyundai Auto Receivables Trust 4.76 06/15/2032	835,000	835,000	0.04%	-$6.08K
PROGRESS RESIDENTIAL TRUST	830,000	830,000	0.04%	$4.19K
Credit Acceptance Auto Loan Trust, Series 2025-2A, Class B	820,000	820,000	0.04%	-$3.85K
Navient Private Education Refi Loan Trust, Series 2020-HA, Class B	945,000	945,000	0.04%	-$2.72K
CARMX 2023-3 A3 5.61% 02/15/2029	800,000	800,000	0.04%	-$3.07K
OCTL 2025-1A B	740,000	740,000	0.04%	-$6.42K
BX Trust, Series 2024-VLT4, Class A	720,000	720,000	0.04%	-$4.27K
JPMBB 2014-C25 AS	730,000	730,000	0.04%	-$51
ARIXA MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 REGD 144A P/P 5.73500000	700,000	700,000	0.04%	-$2.31K
RMIT 2024-1 A	690,000	690,000	0.04%	-$4.24K
BANK 2020-BNK28	785,000	785,000	0.04%	-$1.17K
GLS AUTO RECEIVABLES TRUST GCAR 2024 3A C 144A	651,000	651,000	0.03%	-$2.21K
DRIVE 2025-1 A3	635,000	635,000	0.03%	-$1.20K
USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A B	625,000	625,000	0.03%	-$5.89K
Government National Mortgage Association	653,355	653,355	0.03%	-$3.27K
Enterprise Fleet Financing 2025-1 LLC	595,000	595,000	0.03%	-$5.60K
LEX Mortgage Trust, Series 2024-BBG, Class A	600,000	600,000	0.03%	-$6.08K
VZMT 2024-6 B	585,000	585,000	0.03%	-$2.57K
Octane Receivables Trust, Series 2024-2A, Class C	580,000	580,000	0.03%	-$4.21K
TCO Commercial Mortgage Trust, Series 2024-DPM, Class A	540,000	540,000	0.03%	-$2.01K
SDART 2024-2 C 6/30	500,000	500,000	0.03%	-$1.93K
AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A	495,000	495,000	0.03%	-$4.32K
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-1 B	490,000	490,000	0.03%	-$4.68K
CALI MORTGAGE TRUST 2019 101C CALI 2019 101C A 144A	510,000	510,000	0.03%	-$2.24K
BHG SECURITIZATION TRUST 2022-A SER 2022-A CL C REGD 144A P/P 3.08000000	495,000	495,000	0.03%	$1.98K
Carvana Auto Receivables Trust, Series 2024-P1, Class A4	442,000	442,000	0.02%	-$1.31K
GLS Auto Receivables Issuer Trust, Series 2025-4A, Class A3	425,000	425,000	0.02%	-$937
ISLN 2025-1A A	405,000	405,000	0.02%	-$2.77K
RMIT 2024-2 C	400,000	400,000	0.02%	-$1.87K
Extended Stay America Trust, Series 2025-ESH, Class A	395,000	395,000	0.02%	-$617
LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 4.93000000	340,000	340,000	0.02%	-$2.11K
Fannie Mae REMICS	396,352	396,352	0.02%	-$16.36K
FORD CR FLOORPLN MAST OWN TR 2023-1 C 5.75% 05/15/2028 144A	330,000	330,000	0.02%	-$1.07K
AFRMT 2025-3A B 144A 4.75% 10-16-34	320,000	320,000	0.02%	-$1.51K
AFFRM 2025-X2 C 144A 4.93% 10-15-30	317,000	317,000	0.02%	-$583
SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A B 144A	300,000	300,000	0.02%	-$3.71K
MMAF Equipment Finance LLC, Series 2020-A, Class A5	305,000	305,000	0.02%	$247
Fannie Mae REMICS	282,244	282,244	0.01%	-$2.73K
Freddie Mac REMICS	1,166,239	1,166,239	0.01%	-$6.69K
ROAK 2025-1A A	250,000	250,000	0.01%	$97
Government National Mortgage Association	324,000	324,000	0.01%	-$3.69K
Government National Mortgage Association	280,000	280,000	0.01%	-$3.28K
Extended Stay America Trust, Series 2025-ESH, Class B	210,000	210,000	0.01%	-$65
SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL C REGD 144A P/P 5.59000000	200,000	200,000	0.01%	-$567
GSAR 2025-1A B	180,000	180,000	0.01%	-$2.48K
Foursight Capital Automobile Receivables Trust 2024-1	130,000	130,000	0.01%	-$411
SLM Private Credit Student Loan Trust 2003-C	129,000	129,000	0.01%	$6.24K
Freddie Mac REMICS	183,907	183,907	0.01%	-$840
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL C REGD 144A P/P 5.97000000	125,000	125,000	0.01%	-$1.04K
SMB PRIVATE EDUCATION LOAN TRUST 2018-A SER 2018-A CL B REGD 144A P/P 3.96000000	115,000	115,000	0.01%	-$330
SLM Private Credit Student Loan Trust 2003-C	110,000	110,000	0.01%	$5.32K
SLM Private Credit Student Loan Trust 2003-A	50,000	50,000	0.00%	$1.44K
Freddie Mac Multifamily Structured Pass Through Certificates	5,246,771	5,246,771	0.00%	$0
RALI Series 2006-QS6 Trust	112	112	0.00%	$0

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.