Natixis Loomis Sayles Funds > LOOMIS SAYLES FUNDS I
Loomis Sayles Securitized Asset Fund
$1.25B
Avg Monthly Net Assets
$1.45B
Total Assets
$89.57M
Total Liabilities
$1.36B
Net Assets
Loomis Sayles Securitized Asset Fund is a Mutual Fund in LOOMIS SAYLES FUNDS I
from Natixis Loomis Sayles Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $1.25B.
On August 28th, 2024 it reported 614 holdings, the largest
being Fannie Mae (6.6%), Fannie Mae (5.1%) and Fannie Mae (4.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Class | C000018125 | LSSAX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AASET 2024-1 (Apollo Aviation Securitization Equity Trust) | Long | ABS-other | US | $2M | – | 0.12 |
| Accelerated Assets 2018-1 LLC (Accelerated Assets LLC) | Long | ABS-other | US | $1M | – | 0.08 |
| ACHV ABS TRUST 2024-1PL | Long | ABS-other | US | $840K | – | 0.06 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $2M | – | 0.13 |
| Affirm Asset Securitization Trust 2023-X1 (Affirm Inc) | Long | ABS-other | US | $255K | – | 0.02 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $2M | – | 0.13 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $553K | – | 0.04 |
| AGL CLO 12 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| AGL CLO 3 LTD (AGL CLO 3 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.22 |
| Ajax Mortgage Loan Trust 2019-D | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Alinea CLO 2018-1 Ltd (Alinea CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.39 |
| Allegro CLO VIII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $597K | – | 0.04 |
| American Credit Acceptance Receivables Trust 2023-4 | Long | ABS-other | US | $731K | – | 0.05 |
| AmeriCredit Automobile Receivables Trust 2022-2 | Long | ABS-other | US | $3M | – | 0.23 |
| AmeriCredit Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $3M | – | 0.23 |
| AmeriCredit Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $911K | – | 0.07 |
| APL Finance 2023-1 DAC (APL Finance LLC) | Long | ABS-other | US | $7M | – | 0.48 |
| Auxilior Term Funding 2023-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $512K | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $4M | – | 0.32 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $4M | – | 0.27 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.16 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.09 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| BANK 2019-BNK22 | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| BANK 2020-BNK25 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| BANK 2020-BNK26 | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| BANK 2020-BNK28 | Long | ABS-mortgage backed security | US | $635K | – | 0.05 |
| BANK 2022-BNK39 | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 (Banc of America Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $952K | – | 0.07 |
| BANK5 Trust 2024-5YR6 | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| BBCMS 2020-BID Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Benchmark 2019-B13 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.34 |
| BHG Securitization Trust 2022-C (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $253K | – | 0.02 |
| BHG Securitization Trust 2023-A (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $2M | – | 0.13 |
| BHG Securitization Trust 2024-1CON (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $515K | – | 0.04 |
| BMO 2022-C1 Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| BofA Auto Trust 2024-1 | Long | ABS-other | US | $446K | – | 0.03 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| BPR Trust 2022-SSP | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| BPR Trust 2022-STAR | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Bridgecrest Lending Auto Securitization Trust 2024-1 | Long | ABS-other | US | $816K | – | 0.06 |
| Bridgecrest Lending Auto Securitization Trust 2024-2 | Long | ABS-other | US | $9M | – | 0.68 |
| BX Commercial Mortgage Trust 2022-AHP (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| CAL Funding IV Ltd | Long | ABS-other | BM | $2M | – | 0.17 |
| CALI Mortgage Trust 2019-101C | Long | ABS-mortgage backed security | US | $449K | – | 0.03 |
| CarMax Auto Owner Trust 2020-3 | Long | ABS-other | US | $499K | – | 0.04 |
| Carmax Auto Owner Trust 2021-1 | Long | ABS-other | US | $1M | – | 0.11 |
| Carmax Auto Owner Trust 2022-3 | Long | ABS-other | US | $3M | – | 0.22 |
| Carmax Auto Owner Trust 2023-3 | Long | ABS-other | US | $801K | – | 0.06 |
| CarMax Auto Owner Trust 2024-2 | Long | ABS-other | US | $2M | – | 0.17 |
| Carvana Auto Receivables Trust 2021-N1 | Long | ABS-other | US | $734K | – | 0.05 |
| Carvana Auto Receivables Trust 2021-P1 | Long | ABS-other | US | $4M | – | 0.30 |
| Carvana Auto Receivables Trust 2021-P2 | Long | ABS-other | US | $5M | – | 0.37 |
| Carvana Auto Receivables Trust 2022-P3 | Long | ABS-other | US | $809K | – | 0.06 |
| Carvana Auto Receivables Trust 2023-P1 | Long | ABS-other | US | $3M | – | 0.19 |
| Carvana Auto Receivables Trust 2023-P4 | Long | ABS-other | US | $2M | – | 0.12 |
| Carvana Auto Receivables Trust 2024-P1 | Long | ABS-other | US | $439K | – | 0.03 |
| Castlelake Aircraft Structured Trust 2019-1 (Castlelake Aircraft Securitization Trust) | Long | ABS-other | US | $2M | – | 0.16 |
| Castlelake Aircraft Structured Trust 2021-1 (Castlelake Aircraft Securitization Trust) | Long | ABS-other | US | $159K | – | 0.01 |
| Chase Auto Owner Trust 2024-2 | Long | ABS-other | US | $3M | – | 0.21 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $2M | – | 0.16 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $198K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2019-RP1 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Citizens Auto Receivables Trust 2023-1 | Long | ABS-other | US | $3M | – | 0.23 |
| CLI Funding VI LLC (CLI Funding LLC) | Long | ABS-other | US | $2M | – | 0.12 |
| College Ave Student Loans 2021-A LLC | Long | ABS-other | US | $381K | – | 0.03 |
| College Ave Student Loans 2024-B LLC | Long | ABS-other | US | $2M | – | 0.14 |
| COMM 2014-UBS5 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| COMM 2016-DC2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $327K | – | 0.02 |
| Commercial Mortgage Pass Through Certificates (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Commonbond Student Loan Trust 2020-A-GS | Long | ABS-other | US | $503K | – | 0.04 |
| Corevest American Finance 2019-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $1M | – | 0.08 |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $10K | – | 0.00 |
| Credit Acceptance Auto Loan Trust 2023-1 | Long | ABS-other | US | $4M | – | 0.32 |
| Credit Acceptance Auto Loan Trust 2023-3 | Long | ABS-other | US | $385K | – | 0.03 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.08 |
| CSAIL 2019-C18 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.40 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| CSMC 2021-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| DROP Mortgage Trust 2021-FILE | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| Dryden 53 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.28 |
| DT Auto Owner Trust 2021-2 | Long | ABS-other | US | $72K | – | 0.01 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $818K | – | 0.06 |
| Education Funding Trust Trust | Long | ABS-other | US | $949K | – | 0.07 |
| Elara HGV Timeshare Issuer 2023-A LLC | Long | ABS-other | US | $1M | – | 0.11 |
| Elmwood CLO VIII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.32 |
| Enterprise Fleet Financing 2024-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $449K | – | 0.03 |
| EverBright Solar Trust 2024-A | Long | ABS-other | US | $812K | – | 0.06 |
| EWC Master Issuer LLC | Long | ABS-other | US | $797K | – | 0.06 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89M | – | 6.58 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69M | – | 5.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67M | – | 4.92 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34M | – | 2.50 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33M | – | 2.41 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30M | – | 2.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30M | – | 2.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 1.77 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 1.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.56 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.54 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.40 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $886K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $414K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $921K | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $863K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $848K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $795K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $743K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $574K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $553K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $535K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $502K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $494K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $414K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $352K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $346K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $327K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $301K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $289K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $287K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $273K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $237K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $236K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $234K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $231K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $703K | – | 0.05 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $561K | – | 0.04 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $350K | – | 0.03 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $867K | – | 0.06 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $3M | – | 0.25 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $2M | – | 0.17 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $5M | – | 0.36 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $54M | – | 3.95 |
| Flagship Credit Auto Trust 2021-2 | Long | ABS-other | US | $90K | – | 0.01 |
| Flagship Credit Auto Trust 2023-2 | Long | ABS-other | US | $2M | – | 0.15 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $329K | – | 0.02 |
| Foundation Finance Trust 2023-2 | Long | ABS-other | US | $444K | – | 0.03 |
| Foundation Finance Trust 2024-1 | Long | ABS-other | US | $645K | – | 0.05 |
| Foursight Capital Automobile Receivables Trust 2021-2 | Long | ABS-other | US | $2M | – | 0.17 |
| Foursight Capital Automobile Receivables Trust 2023-2 | Long | ABS-other | US | $2M | – | 0.13 |
| Foursight Capital Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $130K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $8M | – | 0.56 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $6M | – | 0.44 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $853K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $849K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $830K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $811K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $664K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $637K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $515K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $502K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $444K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $439K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 1.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.40 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $710K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $433K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $431K | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $285K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $283K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $279K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $246K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $241K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $229K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $219K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREMF 2018-K156 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FRESB 2021-SB90 Mortgage Trust (FRESB Multifamily Mortgage Pass-Through Certifica) | Long | ABS-mortgage backed security | US | $330K | – | 0.02 |
| FRESB 2021-SB91 Mortgage Trust (FRESB Multifamily Mortgage Pass-Through Certifica) | Long | ABS-mortgage backed security | US | $625K | – | 0.05 |
| FRESB 2022-SB95 Mortgage Trust (FRESB Multifamily Mortgage Pass-Through Certifica) | Long | ABS-mortgage backed security | US | $807K | – | 0.06 |
| Frontier Issuer LLC | Long | ABS-other | US | $1M | – | 0.09 |
| Galaxy XXVI CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| GECU Auto Receivables Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8.39 | – | 0.00 |
| GITSIT Mortgage Loan Trust 2024-NPL1 (GITSIT Mortgage Loan Trust 2023-NPL1) | Long | ABS-other | US | $2M | – | 0.14 |
| GLS Auto Receivables Issuer Trust 2024-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $506K | – | 0.04 |
| GLS Auto Select Receivables Trust 2024-3 | Long | ABS-other | US | $986K | – | 0.07 |
| GM Financial Automobile Leasing Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.12 |
| GM Financial Consumer Automobile Receivables Trust 2020-3 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $2M | – | 0.13 |
| GM Financial Consumer Automobile Receivables Trust 2024-2 (GM Financial Securitized Term Auto Receivables Tr) | Long | ABS-other | US | $1M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.60 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $983K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $963K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $877K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $863K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $791K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $763K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $718K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $648K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $635K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $616K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $611K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $574K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $556K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $484K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $473K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $456K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $428K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $418K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $380K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $378K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $373K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $372K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $368K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $315K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $312K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $289K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $275K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $261K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $242K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $238K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $232K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $219K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $212K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $210K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $259.43 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $211.4 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $42.58 | – | 0.00 |
| GreatAmerica Leasing Receivables Funding LLC Series 2021-1 (GREAT AMERICA LEASING RECEIVABLES) | Long | ABS-other | US | $792K | – | 0.06 |
| Greystone CRE Notes 2021-HC2 LTD (Greystone Commercial Real Estate Notes) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $350K | – | 0.03 |
| GS Mortgage Securities Corp Trust 2012-BWTR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| GS Mortgage Securities Corp Trust 2013-PEMB (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.36 |
| GS Mortgage Securities Trust 2014-GC22 | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GS Mortgage Securities Trust 2019-GSA1 | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| HarborView Mortgage Loan Trust 2004-3 | Long | ABS-mortgage backed security | US | $640K | – | 0.05 |
| HARBOUR AIRCRAFT INVST LTD 2017 Term Loan A | Long | Loan | KY | $1M | – | 0.08 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $490K | – | 0.04 |
| Hayfin US XII Ltd (Hayfin Kingsland VIII Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.26 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $568K | – | 0.04 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $2M | – | 0.16 |
| Hilton Grand Vacations Trust 2020-A | Long | ABS-other | US | $2M | – | 0.12 |
| Hilton Grand Vacations Trust 2023-1 | Long | ABS-other | US | $3M | – | 0.22 |
| Hilton Grand Vacations Trust 2024-1B | Long | ABS-other | US | $528K | – | 0.04 |
| Hilton Grand Vacations Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.09 |
| Home Partners of America 2021-1 Trust (Home Partners of America Trust) | Long | ABS-other | US | $1M | – | 0.09 |
| Horizon Aircraft Finance II Ltd (Horizon Aircraft Finance II LLC) | Long | ABS-other | KY | $409K | – | 0.03 |
| HPEFS Equipment Trust 2021-2 | Long | ABS-other | US | $84K | – | 0.01 |
| Hudsons Bay Simon JV Trust 2015-HBS | Long | ABS-mortgage backed security | US | $6M | – | 0.40 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 (The Huntington National Bank) | Long | ABS-other | US | $490K | – | 0.04 |
| Hyundai Auto Receivables Trust 2020-B | Long | ABS-other | US | $794K | – | 0.06 |
| Hyundai Auto Receivables Trust 2021-C | Long | ABS-other | US | $4M | – | 0.29 |
| Invitation Homes 2018-SFR4 Trust (Invitation Homes Trust) | Long | ABS-other | US | $6M | – | 0.44 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $812K | – | 0.06 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| JP Morgan Mortgage Trust 2017-4 | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $687K | – | 0.05 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACLN) | Long | ABS-other | US | $86K | – | 0.01 |
| Kestrel Aircraft Funding Ltd (Kestrel Aircraft Funding Limited) | Long | ABS-other | KY | $1M | – | 0.08 |
| LAD Auto Receivables Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.12 |
| LAD Auto Receivables Trust 2023-2 | Long | ABS-other | US | $3M | – | 0.20 |
| LAD Auto Receivables Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.08 |
| LCM 30 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.22 |
| Legacy Mortgage Asset Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| MACH 1 Cayman 2019-1 Ltd (Mach I) | Long | ABS-other | KY | $755K | – | 0.06 |
| Magnetite Xxix Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| MAPS 2018-1 Ltd (MAPS LTD) | Long | ABS-other | BM | $259K | – | 0.02 |
| MAPS 2021-1 Trust (Maps LTD) | Long | ABS-other | US | $407K | – | 0.03 |
| Marlette Funding Trust 2024-1 | Long | ABS-other | US | $216K | – | 0.02 |
| Massachusetts Educational Financing Authority | Long | ABS-other | US | $754K | – | 0.06 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Merchants Fleet Funding LLC | Long | ABS-other | US | $2M | – | 0.17 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $4M | – | 0.27 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $1M | – | 0.10 |
| Mill City Mortgage Loan Trust 2018-2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $698K | – | 0.05 |
| Mill City Mortgage Loan Trust 2018-3 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $481K | – | 0.04 |
| Mill City Mortgage Loan Trust 2019-1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Mill City Mortgage Loan Trust 2021-NMR1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $697K | – | 0.05 |
| Mill City Mortgage Trust 2015-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $3M | – | 0.21 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $598K | – | 0.04 |
| MMAF Equipment Finance LLC 2020-A | Long | ABS-other | US | $273K | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $442K | – | 0.03 |
| Morgan Stanley Capital I Trust 2011-C2 | Long | ABS-mortgage backed security | US | $454K | – | 0.03 |
| Morgan Stanley Capital I Trust 2013-ALTM | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| Morgan Stanley Capital I Trust 2021-L5 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Morgan Stanley Mortgage Loan Trust 2005-3AR | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Mosaic Solar Loan Trust 2024-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $3M | – | 0.23 |
| Mosaic Solar Loans LLC | Long | ABS-other | US | $451K | – | 0.03 |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| MVW 2021-1W LLC (MVW Owner Trust) | Long | ABS-other | US | $236K | – | 0.02 |
| Navient Private Education Refi Loan Trust 2019-C (Navient Student Loan Trust) | Long | ABS-other | US | $765K | – | 0.06 |
| Navient Private Education Refi Loan Trust 2019-G (Navient Student Loan Trust) | Long | ABS-other | US | $639K | – | 0.05 |
| Navient Private Education Refi Loan Trust 2020-B (Navient Student Loan Trust) | Long | ABS-other | US | $561K | – | 0.04 |
| Navient Private Education Refi Loan Trust 2020-D (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.10 |
| Navient Private Education Refi Loan Trust 2020-D (Navient Student Loan Trust) | Long | ABS-other | US | $946K | – | 0.07 |
| Navient Private Education Refi Loan Trust 2020-G (Navient Student Loan Trust) | Long | ABS-other | US | $940K | – | 0.07 |
| Navient Private Education Refi Loan Trust 2020-H (Navient Student Loan Trust) | Long | ABS-other | US | $787K | – | 0.06 |
| Navient Private Education Refi Loan Trust 2021-A (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.08 |
| Navient Private Education Refi Loan Trust 2021-B (Navient Student Loan Trust) | Long | ABS-other | US | $872K | – | 0.06 |
| Navient Private Education Refi Loan Trust 2023-A (Navient Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.11 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $1M | – | 0.10 |
| Neuberger Berman CLO XX Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| Neuberger Berman Loan Advisers Clo 40 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| NLT 2023-1 Trust (NMLT Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| NYMT Loan Trust 2024-CP1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $669K | – | 0.05 |
| OBX 2018-EXP1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| OBX 2019-EXP1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| OCP CLO 2020-8R Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.39 |
| Octagon Investment Partners 18-R Ltd (Octagon Investment Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| Octane Receivables Trust 2024-2 | Long | ABS-other | US | $580K | – | 0.04 |
| OHA Credit Funding 2 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.30 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.31 |
| OHA Credit Funding 8 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.39 |
| OneMain Direct Auto Receivables Trust 2022-1 | Long | ABS-other | US | $4M | – | 0.26 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $5M | – | 0.36 |
| Palmer Square CLO 2015-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $576K | – | 0.04 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $4M | – | 0.26 |
| Post CLO 2022-1 LTD (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.28 |
| Prestige Auto Receivables Trust 2023-2 | Long | ABS-other | US | $3M | – | 0.22 |
| Progress Residential 2020-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.08 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.18 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.13 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.24 |
| Progress Residential 2021-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $762K | – | 0.06 |
| Progress Residential 2021-SFR9 Trust (Progress Residential Trust) | Long | ABS-other | US | $5M | – | 0.35 |
| Progress Residential Trust | Long | ABS-other | US | $2M | – | 0.12 |
| PRPM 2023-RCF2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $262K | – | 0.02 |
| PRPM 2024-RCF1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $404K | – | 0.03 |
| PRPM 2024-RCF2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| RALI Series 2006-QS13 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $469.95 | – | 0.00 |
| RALI Series 2006-QS18 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| RALI Series 2006-QS6 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| RBS Commercial Funding Inc 2013-SMV Trust (RBSCF Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| Recette Clo Ltd (Recette CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Regional Management Issuance Trust 2024-1 | Long | ABS-other | US | $692K | – | 0.05 |
| Republic Finance Issuance Trust 2021-A | Long | ABS-other | US | $3M | – | 0.19 |
| Rockland Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.56 |
| Santander Bank Auto Credit-Linked Notes Series 2022-A | Long | ABS-other | US | $627K | – | 0.05 |
| Santander Bank Auto Credit-Linked Notes Series 2022-B | Long | ABS-other | US | $248K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $506K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $2M | – | 0.12 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $573K | – | 0.04 |
| SBNA Auto Lease Trust 2024-B | Long | ABS-other | US | $714K | – | 0.05 |
| SBNA Auto Receivables Trust 2024-A | Long | ABS-other | US | $200K | – | 0.01 |
| SCF Equipment Leasing 2021-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $2M | – | 0.12 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $585K | – | 0.04 |
| SEB Funding LLC | Long | ABS-other | US | $1M | – | 0.08 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $127K | – | 0.01 |
| Sierra Timeshare 2020-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $227K | – | 0.02 |
| Sierra Timeshare 2021-1 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $178K | – | 0.01 |
| Sierra Timeshare 2023-1 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $558K | – | 0.04 |
| Slam 2021-1 Ltd (SLAM 2021-1 LLC) | Long | ABS-other | US | $2M | – | 0.17 |
| SLM Private Credit Student Loan Trust 2003-A (SLM Student Loan Trust) | Long | ABS-other | US | $332K | – | 0.02 |
| SLM Private Credit Student Loan Trust 2003-A (SLM Student Loan Trust) | Long | ABS-other | US | $63K | – | 0.00 |
| SLM Private Credit Student Loan Trust 2003-B (SLM Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.13 |
| SLM Private Credit Student Loan Trust 2003-B (SLM Student Loan Trust) | Long | ABS-other | US | $116K | – | 0.01 |
| SLM Private Credit Student Loan Trust 2003-C (SLM Student Loan Trust) | Long | ABS-other | US | $160K | – | 0.01 |
| SLM Private Credit Student Loan Trust 2003-C (SLM Student Loan Trust) | Long | ABS-other | US | $129K | – | 0.01 |
| SMB Private Education Loan Trust 2016-C | Long | ABS-other | US | $96K | – | 0.01 |
| SMB Private Education Loan Trust 2018-A | Long | ABS-other | US | $2M | – | 0.12 |
| SMB Private Education Loan Trust 2018-A | Long | ABS-other | US | $107K | – | 0.01 |
| SMB Private Education Loan Trust 2018-B | Long | ABS-other | US | $795K | – | 0.06 |
| SMB Private Education Loan Trust 2018-C | Long | ABS-other | US | $2M | – | 0.17 |
| SMB Private Education Loan Trust 2019-B | Long | ABS-other | US | $5M | – | 0.36 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $542K | – | 0.04 |
| SMB Private Education Loan Trust 2021-D | Long | ABS-other | US | $459K | – | 0.03 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $1M | – | 0.09 |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC (Social Professional Loan Program LLC) | Long | ABS-other | US | $226K | – | 0.02 |
| SoFi Professional Loan Program 2020-ATrust (Social Professional Loan Program LLC) | Long | ABS-other | US | $3M | – | 0.19 |
| SoFi Professional Loan Program 2021-B Trust (Social Professional Loan Program LLC) | Long | ABS-other | US | $1M | – | 0.10 |
| SpringCastle America Funding LLC (Springcastle SPV) | Long | ABS-other | US | $2M | – | 0.11 |
| Starwood Retail Property Trust 2014-STAR | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Starwood Retail Property Trust 2014-STAR | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Sunnova Helios XIII Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $852K | – | 0.06 |
| Synchrony Card Funding LLC (Synchrony Card Issuance Trust) | Long | ABS-other | US | $1M | – | 0.10 |
| Taubman Centers Commercial Mortgage Trust 2022-DPM | Long | ABS-mortgage backed security | US | $402K | – | 0.03 |
| Tesla Electric Vehicle Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.12 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Limited) | Long | ABS-other | BM | $377K | – | 0.03 |
| TIC Home Improvement Trust 2024-A | Long | ABS-other | US | $608K | – | 0.04 |
| TICP CLO VII Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.44 |
| TIF Funding II LLC | Long | ABS-other | US | $1M | – | 0.10 |
| TIF Funding III LLC | Long | ABS-other | US | $2M | – | 0.14 |
| Towd Point Mortgage Trust 2017-3 | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| Towd Point Mortgage Trust 2017-4 | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| Towd Point Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $560K | – | 0.04 |
| Towd Point Mortgage Trust 2018-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Towd Point Mortgage Trust 2019-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.36 |
| Towd Point Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| Towd Point Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Tricon American Homes 2019-SFR1 Trust | Long | ABS-other | US | $2M | – | 0.12 |
| Tricon American Homes 2020-SFR1 | Long | ABS-other | US | $1M | – | 0.09 |
| Tricon American Homes 2020-SFR2 Trust | Long | ABS-other | US | $1M | – | 0.09 |
| Triumph Rail Holdings LLC (Triumph Rail LLC) | Long | ABS-other | US | $4M | – | 0.27 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $30M | – | 2.17 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $25M | – | 1.81 |
| UBS Commercial Mortgage Trust 2019-C16 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $58M | – | 4.28 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $21M | – | 1.57 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $7M | – | 0.48 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $813K | – | 0.06 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $702K | – | 0.05 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $211K | – | 0.02 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $317K | – | 0.02 | |
| VERDE CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.28 |
| Voya CLO 2013-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| VStrong Auto Receivables Trust 2023-A | Long | ABS-other | US | $3M | – | 0.25 |
| VStrong Auto Receivables Trust 2024-A | Long | ABS-other | US | $106K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust | Long | ABS-mortgage backed security | US | $465K | – | 0.03 |
| WAVE 2017-1 Trust (WAVE 2017-1 LLC) | Long | ABS-other | US | $3M | – | 0.20 |
| Welk Resorts 2019-A LLC (Welk Resorts LLC) | Long | ABS-other | US | $532K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2015-C29 | Long | ABS-mortgage backed security | US | $546K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2018-C48 | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| Wells Fargo Commercial Mortgage Trust 2019-C54 | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| Westlake Automobile Receivables Trust 2022-3 | Long | ABS-other | US | $3M | – | 0.26 |
| Westlake Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.12 |
| Westlake Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.09 |
| WFRBS Commercial Mortgage Trust 2013-C15 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $680K | – | 0.05 |
| WFRBS Commercial Mortgage Trust 2014-C20 (WF-RBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $245K | – | 0.02 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $500K | – | 0.04 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $2M | – | 0.16 |
| Willis Engine Structured Trust V (Willis Engine Securitization Trust) | Long | ABS-other | US | $3M | – | 0.19 |
| Willis Engine Structured Trust VI (Willis Engine Securitization Trust) | Long | ABS-other | US | $2M | – | 0.14 |
| World Financial Network Credit Card Master Trust | Long | ABS-other | US | $1M | – | 0.08 |
| World Omni Auto Receivables Trust 2021-A | Long | ABS-other | US | $2M | – | 0.14 |
| World Omni Auto Receivables Trust 2021-B | Long | ABS-other | US | $2M | – | 0.18 |
| World Omni Automobile Lease Securitization Trust 2023-A | Long | ABS-other | US | $497K | – | 0.04 |
| World Omni Select Auto Trust 2020-A | Long | ABS-other | US | $940K | – | 0.07 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $1M | – | 0.10 |
Address
LOOMIS SAYLES FUNDS I
888 BOYLSTON STREET
Suite 800
BOSTON
Massachusetts
02199-8197
United States of America
Websites
Directors
Richard A. Goglia
Maureen B. Mitchell
Cynthia L. Walker
Edmond J. English
Kevin P. Charleston
Erik R. Sirri
James P. Palermo
Martin T. Meehan
Peter J. Smail
Kirk A. Sykes
David L. Giunta
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
PricingDirect Inc.
Bloomberg L.P.
The London Clearing House Limited
S&P Global Inc.
Refinitiv US Holdings Inc.
Chicago Mercantile Exchange Inc.
Merrill Lynch Valuations LLC
ICE Data Services, Inc.
Custodians
J.P. Morgan Securities LLC
State Street Bank and Trust Company
Euroclear Bank
Shareholder Servicing Agents
SS&C GIDS, Inc.
Admins
State Street Bank and Trust Company
Natixis Advisors, LLC
Brokers
J.P. Morgan Securities LLC