Holdings (Monthly)
Guide ↗
Fidelity Limited Term Securitized Completion Fund
· Fidelity Advisor Series II| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | Fidelity Revere Street Trust | 31635A105 | Feb 2026 | 5,930,863 | $5.9M | 4.56% | STIV |
| 2 | FNMA/FHLG TBA ISSUER | 01F050437 | Feb 2026 | 4,725,000 | $4.8M | 3.69% | ABS-MBS |
| 3 | FNMA/FHLG TBA ISSUER | 01F050445 | Feb 2026 | 3,275,000 | $3.3M | 2.56% | ABS-MBS |
| 4 | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C | 85855EAC0 | Feb 2026 | 2,500,000 | $2.5M | 1.94% | ABS-CBDO |
| 5 | FED HOME LOAN MTG CORP - GOLD | 3132CXU42 | Feb 2026 | 2,686,536 | $2.5M | 1.89% | ABS-MBS |
| 6 | WHEELS FLEET LEASE FUNDING 1 LLC | 96328GCK1 | Feb 2026 | 2,300,000 | $2.3M | 1.79% | ABS-CBDO |
| 7 | OCCU AUTO RECEIVABLES TRUST 2025-1 | 67098SAC4 | Feb 2026 | 2,200,000 | $2.2M | 1.71% | ABS-CBDO |
| 8 | FORD CR FLOORPLAN MAST OWN TR | 34528PAK2 | Feb 2026 | 1,905,000 | $1.9M | 1.48% | ABS-CBDO |
| 9 | BHG 2025-2CON | 05494LAA3 | Feb 2026 | 1,816,247 | $1.8M | 1.42% | ABS-CBDO |
| 10 | FORDR 2025-2 | 34536BAB3 | Feb 2026 | 1,700,000 | $1.7M | 1.34% | ABS-CBDO |
| 11 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137HPUB7 | Feb 2026 | 1,699,838 | $1.7M | 1.31% | ABS-MBS |
| 12 | MHP 2025-MHIL2 | 59317DAA3 | Feb 2026 | 1,625,000 | $1.6M | 1.25% | ABS-MBS |
| 13 | KUBOTA CREDIT OWNER TRUST 2024-2 | 50117DAC0 | Feb 2026 | 1,600,000 | $1.6M | 1.25% | ABS-CBDO |
| 14 | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 | 30185EAC7 | Feb 2026 | 1,505,000 | $1.5M | 1.17% | ABS-CBDO |
| 15 | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C | 85855EAD8 | Feb 2026 | 1,500,000 | $1.5M | 1.16% | ABS-CBDO |
| 16 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 | 96043BAD4 | Feb 2026 | 1,500,000 | $1.5M | 1.16% | ABS-CBDO |
| 17 | BMO 2025-5C9 MTG TR | 096933AC0 | Feb 2026 | 1,400,000 | $1.5M | 1.14% | ABS-MBS |
| 18 | DEXT ABS 2025-1 LLC | 252154AC3 | Feb 2026 | 1,460,000 | $1.5M | 1.14% | ABS-CBDO |
| 19 | GMF FLOORPLAN OWNER REVOLVING TR | 361886DF8 | Feb 2026 | 1,382,000 | $1.4M | 1.10% | ABS-CBDO |
| 20 | JPMDB COML MTG SECS TR 2019 | 48129RAX3 | Feb 2026 | 1,500,000 | $1.4M | 1.07% | ABS-MBS |
| 21 | BANK5 2026-5YR20 | 06650JAG3 | Feb 2026 | 1,300,000 | $1.3M | 1.04% | ABS-MBS |
| 22 | FORD CREDIT AUTO OWNER TRUST 2021-1 A | 345340AA1 | Feb 2026 | 1,330,000 | $1.3M | 1.02% | ABS-CBDO |
| 23 | VERIZON MASTER TRUST | 92348KDM2 | Feb 2026 | 1,305,000 | $1.3M | 1.02% | ABS-CBDO |
| 24 | BMO MORTGAGE TRUST | 09664JAC0 | Feb 2026 | 1,200,000 | $1.2M | 0.96% | ABS-MBS |
| 25 | TOWD POINT MORTGAGE TRUST 2023-1 | 89181JAA0 | Feb 2026 | 1,272,538 | $1.2M | 0.96% | ABS-CBDO |
| 26 | MERCHANTS FLEET FUNDING LLC | 588926AM7 | Feb 2026 | 1,200,000 | $1.2M | 0.93% | ABS-CBDO |
| 27 | BANK 2019-BNK21 | 06540BBC2 | Feb 2026 | 1,260,724 | $1.2M | 0.93% | ABS-MBS |
| 28 | AMUR EQUIP FIN RECEIVABLES XV LLC | 03237FAB1 | Feb 2026 | 1,184,650 | $1.2M | 0.92% | ABS-CBDO |
| 29 | CSAIL 2018-CX11 COML MTG TR | 12652UAU3 | Feb 2026 | 1,200,000 | $1.2M | 0.92% | ABS-MBS |
| 30 | OPORTUN ISSUANCE TRUST 2025-C | 68378RAA9 | Feb 2026 | 1,100,000 | $1.1M | 0.85% | ABS-CBDO |
| 31 | BENCHMARK 2018-B7 MTG TR | 08162TBA0 | Feb 2026 | 1,100,000 | $1.1M | 0.85% | ABS-MBS |
| 32 | UST NOTES | 91282CPK1 | Feb 2026 | 1,070,000 | $1.1M | 0.83% | DBT |
| 33 | BX TRUST 2025-DIME | 05613UAA9 | Feb 2026 | 1,060,000 | $1.1M | 0.81% | ABS-MBS |
| 34 | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1 | 68269JAE1 | Feb 2026 | 1,000,000 | $1.0M | 0.80% | ABS-CBDO |
| 35 | EQT TR 2024-EXTR | 29439DAA9 | Feb 2026 | 1,000,000 | $1.0M | 0.79% | ABS-MBS |
| 36 | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 | 68270DAA9 | Feb 2026 | 1,000,000 | $1.0M | 0.78% | ABS-CBDO |
| 37 | CARMAX AUTO OWNER TRUST 2025-4 | 14320HAF3 | Feb 2026 | 1,000,000 | $1.0M | 0.78% | ABS-CBDO |
| 38 | GMF FLOORPLAN OWNER REVOLVING TR | 361886DA9 | Feb 2026 | 1,000,000 | $1.0M | 0.78% | ABS-CBDO |
| 39 | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-3 | 30185FAD2 | Feb 2026 | 1,000,000 | $1.0M | 0.78% | ABS-CBDO |
| 40 | FORD CR FLOORPLN MAST OWN TR A | 34528QJK1 | Feb 2026 | 1,000,000 | $1.0M | 0.78% | ABS-CBDO |
| 41 | AFFIRM MASTER TRUST | 00833BAN8 | Feb 2026 | 1,000,000 | $1.0M | 0.78% | ABS-CBDO |
| 42 | CARMAX SELECT RECEIVABLES TRUST 2025-B | 14320BAC3 | Feb 2026 | 1,000,000 | $1.0M | 0.77% | ABS-CBDO |
| 43 | OPORTUN ISSUANCE TRUST 2025-D | 68379HAA0 | Feb 2026 | 1,000,000 | $1.0M | 0.77% | ABS-CBDO |
| 44 | RCKTL 2025-2 | 74939HAB9 | Feb 2026 | 1,000,000 | $1.0M | 0.77% | ABS-CBDO |
| 45 | SCG 2025-FLWR | 78438AAA3 | Feb 2026 | 1,000,000 | $1.0M | 0.77% | ABS-MBS |
| 46 | SOFI CONSUMER LOAN PROGRAM TRUST | 83408AAA9 | Feb 2026 | 1,000,000 | $1.0M | 0.77% | ABS-CBDO |
| 47 | VCAT ASSET SECURITIZATION LLC | 921968AA1 | Feb 2026 | 1,000,000 | $1000K | 0.77% | ABS-CBDO |
| 48 | VERSUS SECURITIZATION TR 2026-1 | 92541JAC5 | Feb 2026 | 990,603 | $992K | 0.76% | ABS-CBDO |
| 49 | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021-1 | 36263HAA6 | Feb 2026 | 1,000,000 | $986K | 0.76% | ABS-CBDO |
| 50 | FNMA/FHLG TBA ISSUER | 01F042434 | Feb 2026 | 950,000 | $954K | 0.73% | ABS-MBS |
| 51 | OBX 2025-NQM19 TR | 67449LAA9 | Feb 2026 | 940,437 | $943K | 0.73% | ABS-CBDO |
| 52 | BINOM SECURITIZATION TRUST 2021 | 05552CAA2 | Feb 2026 | 968,011 | $922K | 0.71% | ABS-CBDO |
| 53 | PRPM 2025-RCF5 LLC | 69384AAA6 | Feb 2026 | 919,724 | $921K | 0.71% | ABS-CBDO |
| 54 | ARI FLEET LEASE TRUST 2024-B | 04033HAC9 | Feb 2026 | 896,000 | $913K | 0.70% | ABS-CBDO |
| 55 | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 | 92867YAD6 | Feb 2026 | 811,905 | $821K | 0.63% | ABS-CBDO |
| 56 | FNMA GTD MTG PASS THRU CTF | 3140W1FB4 | Feb 2026 | 779,766 | $803K | 0.62% | ABS-MBS |
| 57 | VCAT ASSET SECURITIZATION LLC | 91825GAA4 | Feb 2026 | 800,000 | $798K | 0.61% | ABS-CBDO |
| 58 | CAPTIAL ONE MULTI-ASSET EXECUT | 14041NFV8 | Feb 2026 | 800,000 | $794K | 0.61% | ABS-CBDO |
| 59 | DLLMT 2024-1 LLC | 23347AAE1 | Feb 2026 | 750,000 | $756K | 0.58% | ABS-CBDO |
| 60 | BX COML MTG TR 2024-GPA3 | 123910AA9 | Feb 2026 | 736,293 | $737K | 0.57% | ABS-MBS |
| 61 | BPR COML MTG TR 2024-PK | 05593UAA3 | Feb 2026 | 700,000 | $720K | 0.55% | ABS-MBS |
| 62 | WELLS FARGO COML MTG TR 2020-C58 | 95002UAC5 | Feb 2026 | 744,584 | $715K | 0.55% | ABS-MBS |
| 63 | EVERGREEN CR CARD TR | 30023JCX4 | Feb 2026 | 700,000 | $709K | 0.55% | ABS-CBDO |
| 64 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137HHF97 | Feb 2026 | 693,893 | $698K | 0.54% | ABS-CBDO |
| 65 | TOWD PT MTG TR 2018-1 | 89176EAB6 | Feb 2026 | 700,000 | $688K | 0.53% | ABS-CBDO |
| 66 | FNMA GTD MTG PASS THRU CTF | 3140X9X67 | Feb 2026 | 727,691 | $665K | 0.51% | ABS-MBS |
| 67 | GNMA II GTD PASS THRU CTF MULTIPLE ISSUER | 21H052637 | Feb 2026 | 650,000 | $658K | 0.51% | ABS-MBS |
| 68 | EXTENDED STAY AMERICA TRUST 2025-ESH | 30227TAA8 | Feb 2026 | 645,000 | $646K | 0.50% | ABS-MBS |
| 69 | BANK 2020-BNK26 | 06540JBA9 | Feb 2026 | 656,820 | $639K | 0.49% | ABS-MBS |
| 70 | AMERICAN EXPRESS CR ACC MST TR | 02582JKH2 | Feb 2026 | 625,000 | $636K | 0.49% | ABS-CBDO |
| 71 | WILLIS ENGINE STRUCTURED TRUST III | 97063QAA0 | Feb 2026 | 632,972 | $631K | 0.49% | ABS-CBDO |
| 72 | FNMA GTD MTG PASS THRU CTF | 3140XCV39 | Feb 2026 | 668,062 | $625K | 0.48% | ABS-MBS |
| 73 | FNMA GTD MTG PASS THRU CTF | 3140W24F5 | Feb 2026 | 652,568 | $610K | 0.47% | ABS-MBS |
| 74 | GNMA II GTD PASS THRU CTF MULTIPLE ISSUER | 21H052645 | Feb 2026 | 600,000 | $607K | 0.47% | ABS-MBS |
| 75 | ILPT TRUST 2019-SURF | 44965LAA2 | Feb 2026 | 600,000 | $596K | 0.46% | ABS-MBS |
| 76 | ONEMAIN FINL ISSUANCE TR 2019-2 | 68269BAA6 | Feb 2026 | 600,000 | $594K | 0.46% | ABS-CBDO |
| 77 | BX TRUST 2025-ROIC | 05593VAJ2 | Feb 2026 | 585,609 | $584K | 0.45% | ABS-MBS |
| 78 | MORGAN STANLEY CAP I TR 2019-H7 | 61771MAW0 | Feb 2026 | 600,000 | $584K | 0.45% | ABS-MBS |
| 79 | DELL EQUIPMENT FINANCE TRUST 24-1 | 24702GAE5 | Feb 2026 | 561,933 | $566K | 0.44% | ABS-CBDO |
| 80 | WHEELS FLEET LEASE FUNDING 1 LLC | 96328GBM8 | Feb 2026 | 555,150 | $561K | 0.43% | ABS-CBDO |
| 81 | SREIT TR 2021-MFP | 78472UAA6 | Feb 2026 | 545,247 | $545K | 0.42% | ABS-MBS |
| 82 | UNITED STATES TREASURY BOND | 912810UF3 | Feb 2026 | 520,000 | $525K | 0.40% | DBT |
| 83 | DTP COML MTG TR 2023-STE2 | 23346GAA7 | Feb 2026 | 503,000 | $519K | 0.40% | ABS-MBS |
| 84 | AVIS BUDGET RENT CAR FDG AESOP LLC | 05377RJK1 | Feb 2026 | 500,000 | $518K | 0.40% | ABS-CBDO |
| 85 | FNMA GTD MTG PASS THRU CTF | 3140W24M0 | Feb 2026 | 561,894 | $513K | 0.39% | ABS-MBS |
| 86 | UPX HIL 2025-1 ISSUER TR | 916925AB6 | Feb 2026 | 500,000 | $509K | 0.39% | ABS-CBDO |
| 87 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 | 95003QAE9 | Feb 2026 | 525,000 | $504K | 0.39% | ABS-MBS |
| 88 | HPEFS EQUIPMENT TRUST 2025-2 | 442927AC3 | Feb 2026 | 500,000 | $502K | 0.39% | ABS-CBDO |
| 89 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 | 80288FAD3 | Feb 2026 | 500,000 | $502K | 0.39% | ABS-CBDO |
| 90 | CSAIL 2018-CX12 COML MTG TR | 12595XAS2 | Feb 2026 | 500,000 | $499K | 0.38% | ABS-MBS |
| 91 | GS MTG-BACKED SECS TR 2024-RPL2 | 36269MAA9 | Feb 2026 | 484,492 | $476K | 0.37% | ABS-CBDO |
| 92 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137FVHP0 | Feb 2026 | 489,283 | $474K | 0.36% | ABS-CBDO |
| 93 | BX COMMERCIAL MORTGAGE TRUST 2021-SOAR | 05609WAA1 | Feb 2026 | 465,903 | $466K | 0.36% | ABS-MBS |
| 94 | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC | 03238BAB9 | Feb 2026 | 455,405 | $462K | 0.36% | ABS-CBDO |
| 95 | NYMT LOAN TRUST 2025-CP1 | 67121VAA2 | Feb 2026 | 462,997 | $453K | 0.35% | ABS-CBDO |
| 96 | PRPM 2023-RCF2 LLC | 69380RAA3 | Feb 2026 | 449,885 | $447K | 0.34% | ABS-CBDO |
| 97 | GS MTG SECS TR 2017-GS6 | 36253PAB8 | Feb 2026 | 448,077 | $443K | 0.34% | ABS-MBS |
| 98 | DLLAD 2023-1A | 233258AC6 | Feb 2026 | 435,270 | $437K | 0.34% | ABS-CBDO |
| 99 | VERUS SECURITIZATION TRUST 2025-5 | 92540XAA9 | Feb 2026 | 426,788 | $431K | 0.33% | ABS-CBDO |
| 100 | PRPM 2024-RPL4 LLC | 74448MAA4 | Feb 2026 | 436,010 | $430K | 0.33% | ABS-CBDO |
| 101 | OBX 2025-NQM14 A1 | 673924AC0 | Feb 2026 | 419,946 | $423K | 0.33% | ABS-CBDO |
| 102 | FORD CR AUTO OWNER TR 2024-REV1 | 34533BAA8 | Feb 2026 | 400,000 | $412K | 0.32% | ABS-CBDO |
| 103 | OBX 2025-NQM10 | 67121LAA4 | Feb 2026 | 406,923 | $411K | 0.32% | ABS-CBDO |
| 104 | FNMA GTD MTG PASS THRU CTF | 31418DYT3 | Feb 2026 | 449,208 | $409K | 0.31% | ABS-MBS |
| 105 | DLLAD 2024-1 LLC | 23346MAC0 | Feb 2026 | 400,000 | $408K | 0.31% | ABS-CBDO |
| 106 | FORD CR FLOORPLN MAST OWN TR A | 34528QJA3 | Feb 2026 | 400,000 | $406K | 0.31% | ABS-CBDO |
| 107 | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 | 12532CAZ8 | Feb 2026 | 409,763 | $406K | 0.31% | ABS-MBS |
| 108 | WELLS FARGO CARD ISSUANCE TRUST | 92970QAA3 | Feb 2026 | 400,000 | $405K | 0.31% | ABS-CBDO |
| 109 | GMF FLOORPLAN OWNER REVOLVING TR | 361886CS1 | Feb 2026 | 400,000 | $401K | 0.31% | ABS-CBDO |
| 110 | AFFIRM ASSET SECURITIZATION TR 2025-X1 | 00834MAB9 | Feb 2026 | 400,000 | $401K | 0.31% | ABS-CBDO |
| 111 | UNITED STATES TREASURY BOND | 912810UM8 | Feb 2026 | 390,000 | $397K | 0.31% | DBT |
| 112 | VERUS SECURITIZATION TR 2026-R1 | 924932AD8 | Feb 2026 | 394,993 | $396K | 0.30% | ABS-CBDO |
| 113 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 | 17326DAC6 | Feb 2026 | 400,000 | $396K | 0.30% | ABS-MBS |
| 114 | UNITED STATES TREASURY BOND | 912810UH9 | Feb 2026 | 380,000 | $385K | 0.30% | DBT |
| 115 | CHASE ISSUANCE TR | 161571HT4 | Feb 2026 | 374,000 | $377K | 0.29% | ABS-CBDO |
| 116 | BX COML MTG TR 2024-XL4 | 05611VAA9 | Feb 2026 | 359,632 | $360K | 0.28% | ABS-MBS |
| 117 | CFMT 2024-R1 LLC | 12530YAA7 | Feb 2026 | 353,748 | $349K | 0.27% | ABS-CBDO |
| 118 | FNMA GTD MTG PASS THRU CTF | 31418EBJ8 | Feb 2026 | 392,091 | $349K | 0.27% | ABS-MBS |
| 119 | FORDO 2024-B | 34531QAD1 | Feb 2026 | 342,000 | $346K | 0.27% | ABS-CBDO |
| 120 | BX 2024-CNYN | 05612HAA9 | Feb 2026 | 327,962 | $328K | 0.25% | ABS-MBS |
| 121 | AFFIRM ASSET SECURITIZATION TR 2024-B | 00835AAA6 | Feb 2026 | 320,000 | $321K | 0.25% | ABS-CBDO |
| 122 | BENCHMARK 2025-B41 MTG TR | 081935AW8 | Feb 2026 | 300,000 | $319K | 0.25% | ABS-MBS |
| 123 | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 | 38012RAA4 | Feb 2026 | 300,000 | $309K | 0.24% | ABS-CBDO |
| 124 | DELL EQUIP FIN TR 2025-1 | 24703UAE3 | Feb 2026 | 300,000 | $304K | 0.23% | ABS-CBDO |
| 125 | BENCHMARK 2018-B7 MTG TR | 08162TBB8 | Feb 2026 | 300,000 | $302K | 0.23% | ABS-MBS |
| 126 | BARINGS EQUIPMENT FINANCE LLC 2025-A | 06764MAB0 | Feb 2026 | 299,702 | $301K | 0.23% | ABS-CBDO |
| 127 | REACH ABS TR 2026-1A | 75526XAB0 | Feb 2026 | 300,000 | $301K | 0.23% | ABS-CBDO |
| 128 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137HMCF5 | Feb 2026 | 300,000 | $300K | 0.23% | ABS-MBS |
| 129 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137H5YC5 | Feb 2026 | 300,000 | $288K | 0.22% | ABS-MBS |
| 130 | FED HOME LOAN MTG CORP - GOLD | 3133KYUY3 | Feb 2026 | 333,140 | $288K | 0.22% | ABS-MBS |
| 131 | MORGAN STANLEY CAPITAL I TRUST 2018-H4 | 61691RAE6 | Feb 2026 | 285,000 | $287K | 0.22% | ABS-MBS |
| 132 | FNMA GTD MTG PASS THRU CTF | 31418DU42 | Feb 2026 | 324,071 | $281K | 0.22% | ABS-MBS |
| 133 | DBJPM 2020-C9 | 233063AT3 | Feb 2026 | 300,000 | $272K | 0.21% | ABS-MBS |
| 134 | FEDERAL NAT MTG ASN GTD REM PA | 3136BNY91 | Feb 2026 | 273,095 | $272K | 0.21% | ABS-CBDO |
| 135 | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 | 36271NAB1 | Feb 2026 | 250,000 | $256K | 0.20% | ABS-CBDO |
| 136 | ARI FLEET LEASE TRUST 2025-A | 04033CAD8 | Feb 2026 | 250,000 | $254K | 0.20% | ABS-CBDO |
| 137 | REACH ABS TRUST 2025-1 | 75525PAA0 | Feb 2026 | 253,451 | $254K | 0.20% | ABS-CBDO |
| 138 | CCG RECEIVABLES TRUST. | 12515XAC4 | Feb 2026 | 250,000 | $254K | 0.20% | ABS-CBDO |
| 139 | ENTERPRISE FLEET FINANCING 2024-3 LLC | 29375QAC2 | Feb 2026 | 250,000 | $253K | 0.19% | ABS-CBDO |
| 140 | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A | 98164PAF7 | Feb 2026 | 250,000 | $253K | 0.19% | ABS-CBDO |
| 141 | SOFI CONSUMER LOAN PROGRAM TRUST | 83408AAB7 | Feb 2026 | 250,000 | $252K | 0.19% | ABS-CBDO |
| 142 | WILLIS ENGINE SECURITIZATION TRUST 2025-B | 970910AA3 | Feb 2026 | 248,192 | $251K | 0.19% | ABS-CBDO |
| 143 | WESTF 2025-A | 97063RAA8 | Feb 2026 | 244,082 | $250K | 0.19% | ABS-CBDO |
| 144 | BX 2021-LBA | 05609BCD9 | Feb 2026 | 250,000 | $250K | 0.19% | ABS-MBS |
| 145 | AFFIRM MASTER TRUST | 00833BAA6 | Feb 2026 | 235,000 | $237K | 0.18% | ABS-CBDO |
| 146 | FNMA GTD MTG PASS THRU CTF | 31418DRV6 | Feb 2026 | 244,642 | $234K | 0.18% | ABS-MBS |
| 147 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137HAT48 | Feb 2026 | 212,965 | $216K | 0.17% | ABS-CBDO |
| 148 | BANK5 2025-5YR14 | 06604MAC2 | Feb 2026 | 200,000 | $211K | 0.16% | ABS-MBS |
| 149 | BENCHMARK 2026-V20 MTG TR | 08164KAW0 | Feb 2026 | 200,000 | $209K | 0.16% | ABS-MBS |
| 150 | CARVANA AUTO RECEIVABLES TR 2025-P1 | 14689MAE0 | Feb 2026 | 200,000 | $207K | 0.16% | ABS-CBDO |
| 151 | SCLP 2025-2 | 83407HAA5 | Feb 2026 | 202,229 | $203K | 0.16% | ABS-CBDO |
| 152 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 | 80287NAD7 | Feb 2026 | 200,000 | $203K | 0.16% | ABS-CBDO |
| 153 | FED HOME LOAN MTG CORP - GOLD | 3142GVEQ0 | Feb 2026 | 192,783 | $202K | 0.16% | ABS-MBS |
| 154 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137HPET6 | Feb 2026 | 200,000 | $202K | 0.16% | ABS-MBS |
| 155 | CARMX 2026-1 | 14320XAD3 | Feb 2026 | 200,000 | $202K | 0.16% | ABS-CBDO |
| 156 | BOFA AUTO TRUST 2025-1 | 05594BAD8 | Feb 2026 | 200,000 | $201K | 0.15% | ABS-CBDO |
| 157 | KUBOTA CREDIT OWNER TRUST 2026-1A | 50118HAC0 | Feb 2026 | 200,000 | $201K | 0.15% | ABS-CBDO |
| 158 | FNMA GTD MTG PASS THRU CTF | 3140Y6Y46 | Feb 2026 | 194,275 | $200K | 0.15% | ABS-MBS |
| 159 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137FCJK1 | Feb 2026 | 200,000 | $199K | 0.15% | ABS-MBS |
| 160 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137FBBX3 | Feb 2026 | 200,000 | $199K | 0.15% | ABS-MBS |
| 161 | UBS COMMERCIAL MORTGAGE TRUST 2019 | 90278PBA7 | Feb 2026 | 200,000 | $192K | 0.15% | ABS-MBS |
| 162 | WHEELS FLEET LEASE FUNDING 1 LLC | 96328GCP0 | Feb 2026 | 190,000 | $191K | 0.15% | ABS-CBDO |
| 163 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137HAFW1 | Feb 2026 | 187,167 | $188K | 0.14% | ABS-CBDO |
| 164 | ONSLOW BAY FINANCIAL LLC | 67126GAC6 | Feb 2026 | 187,328 | $188K | 0.14% | ABS-CBDO |
| 165 | BX COML MTG TR 2024-XL4 | 05611VAC5 | Feb 2026 | 186,210 | $186K | 0.14% | ABS-MBS |
| 166 | BBCMS Mortgage Trust 2022-C14 | 07336AAF4 | Feb 2026 | 190,000 | $183K | 0.14% | ABS-MBS |
| 167 | FED HOME LOAN MTG CORP - GOLD | 3142GVER8 | Feb 2026 | 169,838 | $178K | 0.14% | ABS-MBS |
| 168 | FED HOME LOAN MTG CORP - GOLD | 3133L7X44 | Feb 2026 | 188,755 | $177K | 0.14% | ABS-MBS |
| 169 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 | 46652JAW2 | Feb 2026 | 200,000 | $176K | 0.14% | ABS-MBS |
| 170 | ONITY LOAN INVESTMENT TRUST 2024-HB2 | 68278DAA1 | Feb 2026 | 170,929 | $171K | 0.13% | ABS-CBDO |
| 171 | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 | 30167KAC5 | Feb 2026 | 170,000 | $171K | 0.13% | ABS-CBDO |
| 172 | JOHN DEERE OWNER TRUST 2025 | 47800DAB0 | Feb 2026 | 170,223 | $171K | 0.13% | ABS-CBDO |
| 173 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137HKUC6 | Feb 2026 | 169,116 | $170K | 0.13% | ABS-CBDO |
| 174 | FNMA GTD MTG PASS THRU CTF | 3140X8AS6 | Feb 2026 | 180,577 | $169K | 0.13% | ABS-MBS |
| 175 | VERUS 2025-4 | 92540UAC1 | Feb 2026 | 167,081 | $169K | 0.13% | ABS-CBDO |
| 176 | CSAIL 2016-C6 COML MTG TR | 12636MAE8 | Feb 2026 | 168,367 | $168K | 0.13% | ABS-MBS |
| 177 | COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR | 12515DAR5 | Feb 2026 | 169,000 | $167K | 0.13% | ABS-MBS |
| 178 | BX COML MTG TR 2024-MDHS | 12433BAA5 | Feb 2026 | 165,644 | $166K | 0.13% | ABS-MBS |
| 179 | PRPM 2025-RCF3 LLC | 69392PAA3 | Feb 2026 | 163,246 | $164K | 0.13% | ABS-CBDO |
| 180 | OWN EQUIPMENT FUND I LLC | 69121NAA6 | Feb 2026 | 157,767 | $161K | 0.12% | ABS-CBDO |
| 181 | BX TRUST 2025-ROIC | 05593VAA1 | Feb 2026 | 160,067 | $160K | 0.12% | ABS-MBS |
| 182 | PRPM 2024-RCF6 LLC | 74390FAA7 | Feb 2026 | 158,364 | $157K | 0.12% | ABS-CBDO |
| 183 | FNMA GTD MTG PASS THRU CTF | 3136BVFK9 | Feb 2026 | 154,247 | $156K | 0.12% | ABS-CBDO |
| 184 | SCMS 2025-BNC1 | 78398LAC3 | Feb 2026 | 155,000 | $156K | 0.12% | ABS-MBS |
| 185 | FNMA GTD MTG PASS THRU CTF | 3140XRML6 | Feb 2026 | 168,051 | $154K | 0.12% | ABS-MBS |
| 186 | USAA AUTO OWNER TR 2024-A | 90327VAC2 | Feb 2026 | 152,889 | $154K | 0.12% | ABS-CBDO |
| 187 | FNMA GTD MTG PASS THRU CTF | 31418DZZ8 | Feb 2026 | 166,855 | $152K | 0.12% | ABS-MBS |
| 188 | CITIZENS AUTO RECEIVABLES TRUST 2024-1 | 17331QAD8 | Feb 2026 | 151,279 | $152K | 0.12% | ABS-CBDO |
| 189 | GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 | 39154GAJ5 | Feb 2026 | 150,000 | $152K | 0.12% | ABS-CBDO |
| 190 | FEDERAL NAT MTG ASN GTD REM PA | 3136BQRD3 | Feb 2026 | 149,203 | $151K | 0.12% | ABS-CBDO |
| 191 | GS MTG SECS TR 2018-GS10 | 36250SAE9 | Feb 2026 | 150,000 | $150K | 0.12% | ABS-MBS |
| 192 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | 3137H3EQ1 | Feb 2026 | 180,256 | $149K | 0.11% | ABS-CBDO |
| 193 | FED HOME LOAN MTG CORP - GOLD | 3133KYU80 | Feb 2026 | 172,731 | $149K | 0.11% | ABS-MBS |
| 194 | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 | 30167KAD3 | Feb 2026 | 145,000 | $146K | 0.11% | ABS-CBDO |
| 195 | BANK 2017-BNK8 | 06650AAD9 | Feb 2026 | 147,580 | $145K | 0.11% | ABS-MBS |
| 196 | BENCHMARK 2019-B12 MTG TR | 08162FAE3 | Feb 2026 | 150,000 | $145K | 0.11% | ABS-MBS |
| 197 | GS MTG SECS CORP TR 2019 | 36257HBP0 | Feb 2026 | 150,000 | $145K | 0.11% | ABS-MBS |
| 198 | EXTENDED STAY AMER TR 2026-ESH2 | 30227WAA1 | Feb 2026 | 143,000 | $143K | 0.11% | ABS-MBS |
| 199 | ALA TRUST 2025-OANA | 009920AA7 | Feb 2026 | 141,000 | $142K | 0.11% | ABS-MBS |
| 200 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24 | 95000HBE1 | Feb 2026 | 138,049 | $137K | 0.11% | ABS-MBS |
| 201 | FNMA GTD MTG PASS THRU CTF | 3140QV4N1 | Feb 2026 | 127,638 | $135K | 0.10% | ABS-MBS |
| 202 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137HCYX4 | Feb 2026 | 131,893 | $133K | 0.10% | ABS-CBDO |
| 203 | FNMA GTD MTG PASS THRU CTF | 3136BUGA2 | Feb 2026 | 130,591 | $132K | 0.10% | ABS-CBDO |
| 204 | GS MTG SECS TR 2018-GS10 | 36250SAF6 | Feb 2026 | 130,001 | $130K | 0.10% | ABS-MBS |
| 205 | GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 | 39154GAH9 | Feb 2026 | 128,019 | $128K | 0.10% | ABS-CBDO |
| 206 | FNMA GTD MTG PASS THRU CTF | 3138EQD25 | Feb 2026 | 128,569 | $127K | 0.10% | ABS-MBS |
| 207 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD | 3137HJYG6 | Feb 2026 | 123,939 | $125K | 0.10% | ABS-CBDO |
| 208 | BANKERS HEALTHCARE GROUP SECURITIZATION TRUST | 08860AAA7 | Feb 2026 | 120,701 | $123K | 0.09% | ABS-CBDO |
| 209 | BX COML MTG TR 2024-XL5 | 05612GAA1 | Feb 2026 | 122,257 | $122K | 0.09% | ABS-MBS |
| 210 | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 | 92887TAB7 | Feb 2026 | 120,753 | $121K | 0.09% | ABS-CBDO |
| 211 | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A | 98164PAB6 | Feb 2026 | 118,217 | $118K | 0.09% | ABS-CBDO |
| 212 | GMF FLOORPLAN OWNER REVOLVING TR | 361886CT9 | Feb 2026 | 115,000 | $115K | 0.09% | ABS-CBDO |
| 213 | CARMAX SELECT RECEIVABLES TRUST 2026-A | 142929AB4 | Feb 2026 | 115,000 | $115K | 0.09% | ABS-CBDO |
| 214 | BRAVO RESIDENTIAL FDG TR 2025-NQM5 | 10569RAC6 | Feb 2026 | 112,126 | $113K | 0.09% | ABS-CBDO |
| 215 | RCO VIII MORTGAGE LLC 2025-3 | 74939GAA3 | Feb 2026 | 111,343 | $111K | 0.09% | ABS-CBDO |
| 216 | WELLS FARGO CARD ISSUANCE TRUST | 92970QAE5 | Feb 2026 | 110,000 | $111K | 0.09% | ABS-CBDO |
| 217 | MERCHANTS FLEET FUNDING LLC | 588926AL9 | Feb 2026 | 110,000 | $111K | 0.09% | ABS-CBDO |
| 218 | MSC 2021-L6 | 61692CBE7 | Feb 2026 | 120,000 | $109K | 0.08% | ABS-MBS |
| 219 | BENCHMARK 2024-V9 MORTGAGE TRUST | 081919AN2 | Feb 2026 | 100,000 | $105K | 0.08% | ABS-MBS |
| 220 | BANK 2023-BNK45 | 06541BBK3 | Feb 2026 | 100,000 | $104K | 0.08% | ABS-MBS |
| 221 | CENT TRUST 2025-CITY | 12517TAA5 | Feb 2026 | 100,000 | $103K | 0.08% | ABS-MBS |
| 222 | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA | 44989YAA6 | Feb 2026 | 100,000 | $102K | 0.08% | ABS-MBS |
| 223 | HILTON USA TR 2016-HHV | 43300LAG5 | Feb 2026 | 102,000 | $102K | 0.08% | ABS-MBS |
| 224 | AVIS BUDGET RENT CAR FDG AESOP LLC | 05377RKL7 | Feb 2026 | 100,000 | $102K | 0.08% | ABS-CBDO |
| 225 | FED HOME LOAN MTG CORP - GOLD | 3132CXK43 | Feb 2026 | 98,168 | $102K | 0.08% | ABS-MBS |
| 226 | DLLAD LLC | 23347BAC3 | Feb 2026 | 100,000 | $102K | 0.08% | ABS-CBDO |
| 227 | CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 | 228920AA2 | Feb 2026 | 100,000 | $101K | 0.08% | ABS-MBS |
| 228 | WELLS FARGO COML MTG TR 2025-VTT | 94990GAA7 | Feb 2026 | 100,000 | $101K | 0.08% | ABS-MBS |
| 229 | EFF 2026-1 | 29376JAC7 | Feb 2026 | 100,000 | $101K | 0.08% | ABS-CBDO |
| 230 | CARVANA AUTO RECEIVABLES TR 2025-N1 | 14688XAC1 | Feb 2026 | 100,000 | $101K | 0.08% | ABS-CBDO |
| 231 | CHASE ISSUANCE TR | 161571HV9 | Feb 2026 | 100,000 | $101K | 0.08% | ABS-CBDO |
| 232 | GMF FLOORPLAN OWNER REVOLVING TR | 361886DZ4 | Feb 2026 | 100,000 | $101K | 0.08% | ABS-CBDO |
| 233 | OPORTUN ISSUANCE TRUST 2025-B | 68378QAA1 | Feb 2026 | 100,000 | $101K | 0.08% | ABS-CBDO |
| 234 | CARMAX AUTO OWNER TRUST 2025-4 | 14320HAD8 | Feb 2026 | 100,000 | $100K | 0.08% | ABS-CBDO |
| 235 | DEXT ABS 2025-2 LLC | 252153AC5 | Feb 2026 | 100,000 | $100K | 0.08% | ABS-CBDO |
| 236 | OPTN 2026-A | 68390VAA4 | Feb 2026 | 100,000 | $100K | 0.08% | ABS-CBDO |
| 237 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 | 81885FAD8 | Feb 2026 | 100,000 | $100K | 0.08% | ABS-CBDO |
| 238 | BARINGS ISSUER LLC 2026-SBP | 06764UAA4 | Feb 2026 | 100,000 | $100K | 0.08% | ABS-MBS |
| 239 | TCO COML MTG TR 2024-DPM | 87231EAA5 | Feb 2026 | 100,000 | $100K | 0.08% | ABS-MBS |
| 240 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 | 81885FAB2 | Feb 2026 | 100,000 | $100K | 0.08% | ABS-CBDO |
| 241 | WELLS FARGO COML MTG TR 2024-GRP | 95003YAC6 | Feb 2026 | 100,000 | $100K | 0.08% | ABS-MBS |
| 242 | WELLS FARGO COML MTG TR 2024-GRP | 95003YAA0 | Feb 2026 | 100,000 | $100K | 0.08% | ABS-MBS |
| 243 | BX COMMERCIAL MORTGAGE TRUST 2021-PAC | 05609PAA6 | Feb 2026 | 100,000 | $100K | 0.08% | ABS-MBS |
| 244 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017 | 17326FAD9 | Feb 2026 | 100,000 | $99K | 0.08% | ABS-MBS |
| 245 | BMO 2025-5C12 MTG TR | 09663VAE0 | Feb 2026 | 2,900,000 | $98K | 0.08% | ABS-MBS |
| 246 | PRPM 2024-RCF4 LLC | 74448JAA1 | Feb 2026 | 96,154 | $95K | 0.07% | ABS-CBDO |
| 247 | FNMA GTD MTG PASS THRU CTF | 3140XKQL7 | Feb 2026 | 97,399 | $93K | 0.07% | ABS-MBS |
| 248 | PRET 2025-RPL3 | 69382RAA1 | Feb 2026 | 93,051 | $92K | 0.07% | ABS-CBDO |
| 249 | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT | 12433FAA6 | Feb 2026 | 90,664 | $91K | 0.07% | ABS-MBS |
| 250 | ARI FLEET LEASE TRUST 2025-A | 04033CAB2 | Feb 2026 | 87,751 | $88K | 0.07% | ABS-CBDO |
| 251 | DLLAA 2025-1 LLC | 233249AC5 | Feb 2026 | 85,000 | $87K | 0.07% | ABS-CBDO |
| 252 | CROSS 2025-H4 MTG TR | 22790AAA3 | Feb 2026 | 85,442 | $87K | 0.07% | ABS-CBDO |
| 253 | POST ROAD EQUIPMENT FINANCE 2025-1 LLC | 73747LAB4 | Feb 2026 | 85,642 | $86K | 0.07% | ABS-CBDO |
| 254 | VERD 2025-1A A2 | 92340GAB6 | Feb 2026 | 85,668 | $86K | 0.07% | ABS-CBDO |
| 255 | BLP COML MTG 2024-INDS | 05625AAA9 | Feb 2026 | 85,666 | $86K | 0.07% | ABS-MBS |
| 256 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 | 80288FAC5 | Feb 2026 | 85,000 | $85K | 0.07% | ABS-CBDO |
| 257 | FNMA GTD MTG PASS THRU CTF | 3140QUZX7 | Feb 2026 | 82,691 | $85K | 0.07% | ABS-MBS |
| 258 | FED HOME LOAN MTG CORP - GOLD | 3133L8NJ0 | Feb 2026 | 90,445 | $85K | 0.07% | ABS-MBS |
| 259 | CCG RECEIVABLES TRUST. | 12515XAB6 | Feb 2026 | 84,290 | $85K | 0.07% | ABS-CBDO |
| 260 | GNMA II GTD PASS THRU CTF MULTIPLE ISSUER | 3618N5C64 | Feb 2026 | 82,590 | $84K | 0.06% | ABS-MBS |
| 261 | MFRA TRST | 55287AAA3 | Feb 2026 | 83,310 | $81K | 0.06% | ABS-CBDO |
| 262 | FEDERAL NAT MTG ASN GTD REM PA | 3136BMBT4 | Feb 2026 | 85,201 | $80K | 0.06% | ABS-CBDO |
| 263 | UNITED STATES TREASURY BOND | 912810UP1 | Feb 2026 | 80,000 | $80K | 0.06% | DBT |
| 264 | FED HOME LOAN MTG CORP - GOLD | 3132D57J5 | Feb 2026 | 83,941 | $77K | 0.06% | ABS-MBS |
| 265 | HPEFS EQUIP TR 2024-2 | 40444MAE1 | Feb 2026 | 76,216 | $77K | 0.06% | ABS-CBDO |
| 266 | CARMAX SELECT RECEIVABLES TRUST 2024-A | 14319FAD5 | Feb 2026 | 75,000 | $76K | 0.06% | ABS-CBDO |
| 267 | PEAC SOLUTIONS RECEIVABLES 2026-1 LLC | 704583AB9 | Feb 2026 | 75,000 | $75K | 0.06% | ABS-CBDO |
| 268 | DLLMT 2026-1 LLC | 23347JAB8 | Feb 2026 | 75,000 | $75K | 0.06% | ABS-CBDO |
| 269 | BX TR 2021-ACNT | 05609QAC0 | Feb 2026 | 74,705 | $75K | 0.06% | ABS-MBS |
| 270 | OCWEN LOAN INVESTMENT TRUST | 68278FAA6 | Feb 2026 | 74,482 | $72K | 0.06% | ABS-CBDO |
| 271 | WHEELS FLEET LEASE FUNDING 1 LLC | 96328GBG1 | Feb 2026 | 69,794 | $71K | 0.05% | ABS-CBDO |
| 272 | RCKTL 2025-2 | 74939HAA1 | Feb 2026 | 70,358 | $70K | 0.05% | ABS-CBDO |
| 273 | FHLMC MFD HSG COP GTD (FREDMAC | 3142GUPN7 | Feb 2026 | 67,333 | $70K | 0.05% | ABS-MBS |
| 274 | CARMAX SELECT RECEIVABLES TRUST 2026-A | 142929AD0 | Feb 2026 | 70,000 | $70K | 0.05% | ABS-CBDO |
| 275 | BX COML MTG TR 2023-XL3 | 12434GAC9 | Feb 2026 | 70,000 | $70K | 0.05% | ABS-MBS |
| 276 | BX COMMERCIAL MORTGAGE TRUST 2021-VINO | 05610HAC7 | Feb 2026 | 70,000 | $70K | 0.05% | ABS-MBS |
| 277 | FNMA GTD MTG PASS THRU CTF | 31418DVZ2 | Feb 2026 | 80,755 | $70K | 0.05% | ABS-MBS |
| 278 | BRAVO RESIDENTIAL FDG TR 2023-RPL1 | 10569GAA4 | Feb 2026 | 67,417 | $68K | 0.05% | ABS-CBDO |
| 279 | MERCHANTS FLEET FUNDING LLC | 588926AF2 | Feb 2026 | 66,162 | $67K | 0.05% | ABS-CBDO |
| 280 | WELLS FARGO COML MTG TR 2019-C51 | 95001VAS9 | Feb 2026 | 66,380 | $65K | 0.05% | ABS-MBS |
| 281 | AUTONATION FINANCE TRUST 2026-1 | 05330WAC3 | Feb 2026 | 65,000 | $65K | 0.05% | ABS-CBDO |
| 282 | REACH ABS TR 2025-2 | 75525QAA8 | Feb 2026 | 63,685 | $64K | 0.05% | ABS-CBDO |
| 283 | FEDERAL NAT MTG ASN GTD REM PA | 3136BSMZ5 | Feb 2026 | 62,394 | $63K | 0.05% | ABS-CBDO |
| 284 | SOFI CONSUMER LOAN PROGRAM 2025-3 | 83390JAA0 | Feb 2026 | 62,926 | $63K | 0.05% | ABS-CBDO |
| 285 | FNMA GTD MTG PASS THRU CTF | 31418DX80 | Feb 2026 | 69,091 | $63K | 0.05% | ABS-MBS |
| 286 | CHESAPEAKE FUNDING II LLC | 165183CZ5 | Feb 2026 | 61,730 | $62K | 0.05% | ABS-CBDO |
| 287 | UBS COML MTG TR 2017-C5 | 90276TAC8 | Feb 2026 | 62,517 | $62K | 0.05% | ABS-MBS |
| 288 | BANK OF AMERICA, N.A. | N/A | Feb 2026 | 1,620,000 | $62K | 0.05% | DIR |
| 289 | JPMORGAN CHASE BANK NA NEW YORK NY | N/A | Feb 2026 | 1,300,000 | $56K | 0.04% | DIR |
| 290 | NISSAN AUTO LEASE TR 2026-A | 65481HAD5 | Feb 2026 | 55,000 | $55K | 0.04% | ABS-CBDO |
| 291 | MORGAN STANLEY CAP I TR 2024-NSTB | 61690BAA0 | Feb 2026 | 55,310 | $55K | 0.04% | ABS-MBS |
| 292 | AUTONATION FINANCE TRUST 2025-1 | 05330QAB8 | Feb 2026 | 53,205 | $53K | 0.04% | ABS-CBDO |
| 293 | JPMCC COML MTG SECS TR 2016-JP4 | 46645UAU1 | Feb 2026 | 53,037 | $53K | 0.04% | ABS-MBS |
| 294 | FNMA/FHLG TBA ISSUER | 01F062630 | Feb 2026 | 50,000 | $52K | 0.04% | ABS-MBS |
| 295 | FNMA GTD MTG PASS THRU CTF | 3140QHEN1 | Feb 2026 | 54,792 | $51K | 0.04% | ABS-MBS |
| 296 | ENTERPRISE FLEET FINANCING 2024-4 LLC | 29374MAC2 | Feb 2026 | 50,000 | $51K | 0.04% | ABS-CBDO |
| 297 | WELLS FARGO COML MTG TR 2018-C46 | 95001QAU5 | Feb 2026 | 50,000 | $50K | 0.04% | ABS-MBS |
| 298 | CFMT 2024-HB15 LLC | 15723AAA9 | Feb 2026 | 49,222 | $49K | 0.04% | ABS-CBDO |
| 299 | RCKT TRUST 2025-1A | 74939RAA9 | Feb 2026 | 47,811 | $48K | 0.04% | ABS-CBDO |
| 300 | BENCHMARK 2021-B31 MORTGAGE TRUST | 08163MAE7 | Feb 2026 | 50,000 | $46K | 0.04% | ABS-MBS |
| 301 | OCWEN LOAN INVESTMENT TRUST | 68278EAA9 | Feb 2026 | 46,040 | $45K | 0.03% | ABS-CBDO |
| 302 | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC | 69392HAB9 | Feb 2026 | 44,104 | $44K | 0.03% | ABS-CBDO |
| 303 | FNMA GTD MTG PASS THRU CTF | 3140XBXK1 | Feb 2026 | 46,718 | $44K | 0.03% | ABS-MBS |
| 304 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 | 949931AE9 | Feb 2026 | 2,000,000 | $44K | 0.03% | ABS-MBS |
| 305 | BANK OF AMERICA, N.A. | N/A | Feb 2026 | 1,620,000 | $43K | 0.03% | DIR |
| 306 | CHICAGO BOARD OF TRADE | TUM6 | Feb 2026 | 142 | $43K | 0.03% | DIR |
| 307 | ARI FLEET LEASE TRUST 2024-B | 04033HAB1 | Feb 2026 | 41,084 | $41K | 0.03% | ABS-CBDO |
| 308 | MERCHANTS FLEET FUNDING LLC | 588926AA3 | Feb 2026 | 40,496 | $41K | 0.03% | ABS-CBDO |
| 309 | DLLMT 2026-1 LLC | 23347JAC6 | Feb 2026 | 40,000 | $40K | 0.03% | ABS-CBDO |
| 310 | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-3 | 30185FAC4 | Feb 2026 | 40,000 | $40K | 0.03% | ABS-CBDO |
| 311 | WORLD OMNI SELECT AUTO TRUST 2025-A | 98164UAE9 | Feb 2026 | 40,000 | $40K | 0.03% | ABS-CBDO |
| 312 | BANK5 2025-5YR19 | 05494RBS0 | Feb 2026 | 1,000,000 | $29K | 0.02% | ABS-MBS |
| 313 | ENTERPRISE FLEET FINANCING 2024-2 | 29375RAB2 | Feb 2026 | 28,305 | $28K | 0.02% | ABS-CBDO |
| 314 | OPORTUN FUNDING TRUST 2025-1 | 68377PAA4 | Feb 2026 | 26,486 | $27K | 0.02% | ABS-CBDO |
| 315 | EXETER AUTOMOBILE RECEIVABLES TR 2026-1 | 30168HAC1 | Feb 2026 | 25,000 | $25K | 0.02% | ABS-CBDO |
| 316 | EXTENDED STAY AMERICA TRUST 2025-ESH | 30227TAC4 | Feb 2026 | 25,000 | $25K | 0.02% | ABS-MBS |
| 317 | BANK 2017-BNKS | 06541WAW2 | Feb 2026 | 23,532 | $23K | 0.02% | ABS-MBS |
| 318 | BX TRUST 2025-ROIC | 05593VAG8 | Feb 2026 | 21,472 | $21K | 0.02% | ABS-MBS |
| 319 | DELL EQUIP FIN TR 2023-2 | 24703GAC8 | Feb 2026 | 21,325 | $21K | 0.02% | ABS-CBDO |
| 320 | AFFIRM ASSET SECURITIZATION TR 2025-X1 | 00834MAA1 | Feb 2026 | 18,861 | $19K | 0.01% | ABS-CBDO |
| 321 | SANTANDER DRIVE AUTO RECEIVABLES TR | 80288DAC0 | Feb 2026 | 18,506 | $19K | 0.01% | ABS-CBDO |
| 322 | FNMA GTD MTG PASS THRU CTF | 3140XPT74 | Feb 2026 | 19,670 | $18K | 0.01% | ABS-MBS |
| 323 | BANK5 2025-5YR16 | 065934BE0 | Feb 2026 | 1,000,000 | $18K | 0.01% | ABS-MBS |
| 324 | GOLDMAN SACHS BANK USA | N/A | Feb 2026 | 540,000 | $17K | 0.01% | DIR |
| 325 | GREENSKY HOME IMPROVEMENT TRUST 2024-2 | 39571XAB0 | Feb 2026 | 17,070 | $17K | 0.01% | ABS-CBDO |
| 326 | JPMORGAN CHASE BANK NA NEW YORK NY | N/A | Feb 2026 | 1,300,000 | $17K | 0.01% | DIR |
| 327 | GOLDMAN SACHS BANK USA | N/A | Feb 2026 | 540,000 | $17K | 0.01% | DIR |
| 328 | PEAC SOLUTIONS RECEIVABLES 2026-1 LLC | 704583AC7 | Feb 2026 | 15,000 | $15K | 0.01% | ABS-CBDO |
| 329 | BANK OF AMERICA, N.A. | N/A | Feb 2026 | 410,000 | $15K | 0.01% | DIR |
| 330 | EXTENDED STAY AMER TR 2026-ESH2 | 30227WAC7 | Feb 2026 | 15,000 | $15K | 0.01% | ABS-MBS |
| 331 | HAVN TR 2025-MOB | 40408XAA9 | Feb 2026 | 15,000 | $15K | 0.01% | ABS-MBS |
| 332 | FED HOME LOAN MTG CORP - GOLD | 3133GAS72 | Feb 2026 | 16,197 | $15K | 0.01% | ABS-MBS |
| 333 | BENCHMARK 2025-V16 MORTGAGE TRUST | 08164RAE5 | Feb 2026 | 1,000,000 | $15K | 0.01% | ABS-MBS |
| 334 | JPMORGAN CHASE BANK NA NEW YORK NY | N/A | Feb 2026 | 400,000 | $14K | 0.01% | DIR |
| 335 | FED HOME LOAN MTG CORP - GOLD | 3132D6AF7 | Feb 2026 | 14,751 | $13K | 0.01% | ABS-MBS |
| 336 | FNMA GTD MTG PASS THRU CTF | 3140L0JD0 | Feb 2026 | 14,488 | $13K | 0.01% | ABS-MBS |
| 337 | FED HOME LOAN MTG CORP - GOLD | 3140KYFK5 | Feb 2026 | 14,416 | $13K | 0.01% | ABS-MBS |
| 338 | FNMA GTD MTG PASS THRU CTF | 3140XDYW0 | Feb 2026 | 13,908 | $13K | 0.01% | ABS-MBS |
| 339 | MORGAN STANLEY CAPITAL SERVICES LLC | N/A | Feb 2026 | 400,000 | $13K | 0.01% | DIR |
| 340 | FNMA GTD MTG PASS THRU CTF | 31418DXG2 | Feb 2026 | 13,980 | $13K | 0.01% | ABS-MBS |
| 341 | MORGAN STANLEY CAPITAL SERVICES LLC | N/A | Feb 2026 | 400,000 | $13K | 0.01% | DIR |
| 342 | FED HOME LOAN MTG CORP - GOLD | 3132D57K2 | Feb 2026 | 12,882 | $12K | 0.01% | ABS-MBS |
| 343 | BENCHMARK 2018-B4 MTG TR | 08161HAD2 | Feb 2026 | 11,909 | $12K | 0.01% | ABS-MBS |
| 344 | FNMA GTD MTG PASS THRU CTF | 3140X86D4 | Feb 2026 | 12,694 | $12K | 0.01% | ABS-MBS |
| 345 | FED HOME LOAN MTG CORP - GOLD | 3132D56Z0 | Feb 2026 | 12,617 | $12K | 0.01% | ABS-MBS |
| 346 | FNMA GTD MTG PASS THRU CTF | 31418DU75 | Feb 2026 | 12,503 | $11K | 0.01% | ABS-MBS |
| 347 | BANK OF AMERICA, N.A. | N/A | Feb 2026 | 410,000 | $11K | 0.01% | DIR |
| 348 | FED HOME LOAN MTG CORP - GOLD | 3132D56U1 | Feb 2026 | 12,302 | $11K | 0.01% | ABS-MBS |
| 349 | JPMORGAN CHASE BANK NA NEW YORK NY | N/A | Feb 2026 | 400,000 | $11K | 0.01% | DIR |
| 350 | CENT TRUST 2025-CITY | 12517TAC1 | Feb 2026 | 1,571,000 | $10K | 0.01% | ABS-MBS |
| 351 | MORGAN STANLEY CAPITAL SERVICES LLC | N/A | Feb 2026 | 300,000 | $10K | 0.01% | DIR |
| 352 | GOLDMAN SACHS BANK USA | N/A | Feb 2026 | 300,000 | $10K | 0.01% | DIR |
| 353 | BANK OF AMERICA, N.A. | N/A | Feb 2026 | 300,000 | $10K | 0.01% | DIR |
| 354 | GOLDMAN SACHS BANK USA | N/A | Feb 2026 | 300,000 | $10K | 0.01% | DIR |
| 355 | UBS COML MTG TR 2017-C1 | 90276EAD9 | Feb 2026 | 8,852 | $9K | 0.01% | ABS-MBS |
| 356 | BANK OF AMERICA, N.A. | N/A | Feb 2026 | 300,000 | $8K | 0.01% | DIR |
| 357 | MORGAN STANLEY CAPITAL SERVICES LLC | N/A | Feb 2026 | 300,000 | $8K | 0.01% | DIR |
| 358 | CITIBANK, N.A. | N/A | Feb 2026 | 200,000 | $7K | 0.01% | DIR |
| 359 | GOLDMAN SACHS BANK USA | N/A | Feb 2026 | 200,000 | $7K | 0.01% | DIR |
| 360 | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A | 81378RAB0 | Feb 2026 | 5,701 | $6K | 0.00% | ABS-CBDO |
| 361 | CITIBANK, N.A. | N/A | Feb 2026 | 200,000 | $5K | 0.00% | DIR |
| 362 | GOLDMAN SACHS BANK USA | N/A | Feb 2026 | 200,000 | $5K | 0.00% | DIR |
| 363 | CHICAGO BOARD OF TRADE | WNM6 | Feb 2026 | 2 | $3K | 0.00% | DIR |
| 364 | SBNA AUTO LEASE TRUST 2024-C | 78398DAC1 | Feb 2026 | 2,974 | $3K | 0.00% | ABS-CBDO |
| 365 | OPORTUN FUNDING TRUST 2024-3 | 68377NAA9 | Feb 2026 | 470 | $470 | 0.00% | ABS-CBDO |
| 366 | CITIGROUP GLOBAL MARKETS LIMITED | N/A | Feb 2026 | 99,863 | $-43 | -0.00% | DCR |
| 367 | GOLDMAN SACHS and CO LLC (GOV REPO) | N/A | Feb 2026 | 100,000 | $-1175 | -0.00% | DCR |
| 368 | CITIGROUP GLOBAL MARKETS LIMITED | N/A | Feb 2026 | 100,000 | $-1175 | -0.00% | DCR |
| 369 | CITIGROUP GLOBAL MARKETS LIMITED | N/A | Feb 2026 | 100,000 | $-1175 | -0.00% | DCR |
| 370 | GOLDMAN SACHS and CO LLC (GOV REPO) | N/A | Feb 2026 | 100,000 | $-1175 | -0.00% | DCR |
| 371 | CITIGROUP GLOBAL MARKETS LIMITED | N/A | Feb 2026 | 200,000 | $-2350 | -0.00% | DCR |
| 372 | CITIGROUP GLOBAL MARKETS LIMITED | N/A | Feb 2026 | 200,000 | $-2350 | -0.00% | DCR |
| 373 | MORGAN STANLEY CAPITAL SERVICES LLC | N/A | Feb 2026 | 300,000 | $-3524 | -0.00% | DCR |
| 374 | CITIGROUP GLOBAL MARKETS LIMITED | N/A | Feb 2026 | 500,000 | $-5874 | -0.00% | DCR |
| 375 | CITIGROUP GLOBAL MARKETS LIMITED | N/A | Feb 2026 | 600,000 | $-7049 | -0.01% | DCR |
| 376 | LONDON CLEARING HOUSE | N/A | Feb 2026 | -1,154,000 | $-9267 | -0.01% | DIR |
| 377 | CHICAGO BOARD OF TRADE | FVM6 | Feb 2026 | -16 | $-9278 | -0.01% | DIR |
| 378 | LONDON CLEARING HOUSE | N/A | Feb 2026 | -5,325,000 | $-12688 | -0.01% | DIR |
| 379 | CITIGROUP GLOBAL MARKETS LIMITED | N/A | Feb 2026 | 100,000 | $-13303 | -0.01% | DCR |
| 380 | GOLDMAN SACHS and CO LLC (GOV REPO) | N/A | Feb 2026 | 100,000 | $-15114 | -0.01% | DCR |
| 381 | LONDON CLEARING HOUSE | N/A | Feb 2026 | -1,810,000 | $-16000 | -0.01% | DIR |
| 382 | JPMORGAN SECURITIES LLC | N/A | Feb 2026 | 100,000 | $-16740 | -0.01% | DCR |
| 383 | CHICAGO BOARD OF TRADE | TYM6 | Feb 2026 | -23 | $-17522 | -0.01% | DIR |
| 384 | LONDON CLEARING HOUSE | N/A | Feb 2026 | -4,026,000 | $-24532 | -0.02% | DIR |
| 385 | GOLDMAN SACHS and CO LLC (GOV REPO) | N/A | Feb 2026 | 100,000 | $-24993 | -0.02% | DCR |
| 386 | CITIGROUP GLOBAL MARKETS LIMITED | N/A | Feb 2026 | 150,000 | $-25111 | -0.02% | DCR |
| 387 | FNMA/FHLG TBA ISSUER | 01F062630 | Feb 2026 | -50,000 | $-51924 | -0.04% | ABS-MBS |
| 388 | GNMA II GTD PASS THRU CTF MULTIPLE ISSUER | 21H052637 | Feb 2026 | -600,000 | $-607726 | -0.47% | ABS-MBS |
| 389 | FNMA/FHLG TBA ISSUER | 01F050437 | Feb 2026 | -3,275,000 | $-3324765 | -2.56% | ABS-MBS |