Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Oct 31, 2025 → Jan 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Freddie Mac Multifamily Structured Pass Through Certificates | 0 | 25,000,000 | 25,000,000 | 0.91% | $25.03M |
| Unlock Hea Trust 2023-1 7%, Due 10/25/2038 | 0 | 16,450,000 | 16,450,000 | 0.59% | $16.20M |
| FHMS K-161 A2 | 0 | 15,000,000 | 15,000,000 | 0.56% | $15.46M |
| FHMS K-176 A2 | 0 | 12,000,000 | 12,000,000 | 0.43% | $11.89M |
| CSMC 2021-NQM8 | 0 | 12,485,031 | 12,485,031 | 0.41% | $11.21M |
| INVESCO SENIOR LOAN ETF MUTUAL FUND | 0 | 481,927 | 481,927 | 0.37% | $10.00M |
| Vista Point Securitization Trust 2025-CES3 | 0 | 7,733,000 | 7,733,000 | 0.29% | $7.90M |
| Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1 | 0 | 7,069,485 | 7,069,485 | 0.26% | $7.15M |
| Anthelion CLO 2025-2 Ltd | 0 | 7,000,000 | 7,000,000 | 0.26% | $7.00M |
| JP Morgan Mortgage Trust 2024-12 6.00 | 0 | 5,987,684 | 5,987,684 | 0.22% | $6.07M |
| Black Diamond CLO 2025-2 Ltd | 0 | 6,000,000 | 6,000,000 | 0.22% | $6.05M |
| Gallatin CLO X 2023-1 Ltd | 0 | 6,000,000 | 6,000,000 | 0.22% | $6.05M |
| Barings Middle Market CLO 2023-I Ltd | 0 | 5,986,247 | 5,986,247 | 0.22% | $6.00M |
| Chase Home Lending Mortgage Trust Series 2024-7 6.00 | 0 | 5,673,593 | 5,673,593 | 0.21% | $5.75M |
| Kohlberg Credit Clo 2025-1 LLC | 0 | 5,000,000 | 5,000,000 | 0.18% | $5.03M |
| Freddie Mac Multifamily Structured Pass Through Certificates | 0 | 5,000,000 | 5,000,000 | 0.18% | $5.02M |
| FIGRE Trust 2025-HE7 | 0 | 5,000,000 | 5,000,000 | 0.18% | $4.99M |
| UNLOK 2025-2 B | 0 | 4,890,000 | 4,890,000 | 0.18% | $4.82M |
| RCKT Mortgage Trust, Series 2021-5, Class A1 | 0 | 5,350,471 | 5,350,471 | 0.17% | $4.55M |
| JP Morgan Mortgage Trust Series 2025-CES7 | 0 | 4,369,000 | 4,369,000 | 0.16% | $4.39M |
| OPTN 2024-3 D | 0 | 4,300,000 | 4,300,000 | 0.16% | $4.35M |
| JP Morgan Mortgage Trust Series 2024-5 | 0 | 81,899,381 | 81,899,381 | 0.14% | $3.72M |
| Cerberus Loan Funding XLVI, LP | 0 | 3,660,000 | 3,660,000 | 0.13% | $3.69M |
| ACHD Trust 2025-DS1 | 0 | 3,650,000 | 3,650,000 | 0.13% | $3.68M |
| QTS Data Centers - BX 2025-VOLT C | 0 | 3,500,000 | 3,500,000 | 0.13% | $3.52M |
| OCTL 2024-RVM1 E | 0 | 3,288,000 | 3,288,000 | 0.13% | $3.49M |
| BRAVO Residential Funding Trust 2025-CES2 | 0 | 3,421,000 | 3,421,000 | 0.13% | $3.44M |
| J.P. Morgan Mortgage Trust 2024-10 | 0 | 92,528,065 | 92,528,065 | 0.12% | $3.27M |
| PAGAYA AI DEBT GRANTOR TRUST 2 PAID 2025 8 E 144A | 0 | 3,250,000 | 3,250,000 | 0.12% | $3.27M |
| Maranon Loan Funding Ltd. | 0 | 3,000,000 | 3,000,000 | 0.11% | $3.01M |
| OFSI BSL XVI CLO Ltd | 0 | 3,000,000 | 3,000,000 | 0.11% | $3.00M |
| PMT Loan Trust 2025-J3 5.50 | 0 | 2,786,986 | 2,786,986 | 0.10% | $2.80M |
| Crown City CLO I | 0 | 2,625,000 | 2,625,000 | 0.10% | $2.65M |
| Bellemeade Re Ltd., Series 2025-1, Class B1 | 0 | 2,600,000 | 2,600,000 | 0.10% | $2.64M |
| PRET 2025-RPL2 Trust | 0 | 2,754,000 | 2,754,000 | 0.10% | $2.61M |
| Starwood Mortgage Residential Trust 2021-3 | 0 | 2,902,000 | 2,902,000 | 0.09% | $2.39M |
| CVR ENERGY INC 0% 01/01/2034 144A | 0 | 2,215,000 | 2,215,000 | 0.08% | $2.20M |
| CLF 7.625 01/15/34 144A | 0 | 2,050,000 | 2,050,000 | 0.08% | $2.15M |
| SMYRNA READY MIX CONCRET REGD 144A P/P 8.87500000 | 0 | 1,990,000 | 1,990,000 | 0.08% | $2.12M |
| goeasy Ltd. | 0 | 2,250,000 | 2,250,000 | 0.08% | $2.12M |
| New Residential Mortgage Loan Trust 2017-2 | 0 | 2,154,509 | 2,154,509 | 0.08% | $2.11M |
| CPS Auto Receivables Trust 2024-D | 0 | 2,000,000 | 2,000,000 | 0.08% | $2.06M |
| MAN U.S. CLO 2023-1 LTD | 0 | 2,000,000 | 2,000,000 | 0.07% | $2.01M |
| VSTA 2025-CES3 B2 | 0 | 2,000,000 | 2,000,000 | 0.07% | $2.01M |
| MONROE CAPITAL MML CLO LTD | 0 | 2,000,000 | 2,000,000 | 0.07% | $2.01M |
| Cross 2025-H5 Mortgage Trust | 0 | 1,750,524 | 1,750,524 | 0.07% | $1.78M |
| BEAMOB 7.25 08/01/30 144A | 0 | 1,500,000 | 1,500,000 | 0.06% | $1.57M |
| Provident Funding Associates L.P./ PFG Finance Corp. | 0 | 1,490,000 | 1,490,000 | 0.06% | $1.56M |
| BELLEMEADE RE 2025-1 LTD BMIR 2025 1 M1C 144A | 0 | 1,500,000 | 1,500,000 | 0.06% | $1.53M |
| Home Re Ltd., Series 2026-1, Class B1 | 0 | 1,500,000 | 1,500,000 | 0.06% | $1.51M |
| BANK 2025-BNK51 | 0 | 2,000,000 | 2,000,000 | 0.05% | $1.43M |
| KKR Clo 32 Ltd | 0 | 1,300,000 | 1,300,000 | 0.05% | $1.30M |
| ARES Loan Funding I Ltd | 0 | 1,160,000 | 1,160,000 | 0.04% | $1.16M |
| TRIVIUM PACK FIN | 0 | 980,000 | 980,000 | 0.04% | $1.07M |
| CENTURY ALUMINUM COMPANY REGD 144A P/P 6.87500000 | 0 | 1,030,000 | 1,030,000 | 0.04% | $1.07M |
| NCLH 6.25 09/15/33 144A | 0 | 1,060,000 | 1,060,000 | 0.04% | $1.07M |
| ENERFLEX INC SR UNSECURED 144A 01/31 6.875 | 0 | 1,030,000 | 1,030,000 | 0.04% | $1.07M |
| ADNT 7.5 02/15/33 144A | 0 | 1,020,000 | 1,020,000 | 0.04% | $1.06M |
| CELANESE US HOLDINGS LLC SR UNSEC 7.375% 02-15-34 | 0 | 1,040,000 | 1,040,000 | 0.04% | $1.06M |
| NFICN 9.25 07/01/30 144A | 0 | 980,000 | 980,000 | 0.04% | $1.06M |
| SYNRGY 7.875 12/01/30 144a | 0 | 1,010,000 | 1,010,000 | 0.04% | $1.06M |
| UVN 4 1/2 05/01/29 | 0 | 1,100,000 | 1,100,000 | 0.04% | $1.05M |
| SUN V7.875 PERP 144A | 0 | 1,020,000 | 1,020,000 | 0.04% | $1.05M |
| K Hovnanian Enterprises Inc | 0 | 1,020,000 | 1,020,000 | 0.04% | $1.04M |
| UPSTART SECURITIZATION TRUST 2025-4 UPST 2025-4 D | 0 | 1,000,000 | 1,000,000 | 0.04% | $1.01M |
| Upstart Securitization Trust 2022-4 | 0 | 17,500 | 17,500 | 0.04% | $986.34K |
| Corporate One Auto Receivables Trust, Series 2026-1A, Class D | 0 | 750,000 | 750,000 | 0.03% | $749.68K |
| CACI International Inc. | 0 | 700,000 | 700,000 | 0.03% | $727.15K |
| Affirm Asset Securitization Trust 2025-X2 | 0 | 6,050 | 6,050 | 0.02% | $615.93K |
| ACM Auto Trust, Series 2025-4A, Class B | 0 | 600,000 | 600,000 | 0.02% | $605.72K |
| NOVELIS CORP REGD 144A P/P 4.75000000 | 0 | 550,000 | 550,000 | 0.02% | $533.39K |
| STONEBRIAR ABF LLC SR UNSECURED 144A 12/30 8.125 | 0 | 510,000 | 510,000 | 0.02% | $530.11K |
| ROAK 2025-1A A | 0 | 500,000 | 500,000 | 0.02% | $501.44K |
| Research-Driven Pagaya Motor Trust 2025-6 | 0 | 500,000 | 500,000 | 0.02% | $499.15K |
| UNLOK 2025-2 C | 0 | 500,000 | 500,000 | 0.01% | $389.37K |
| CORPBOND | 0 | 250,000 | 250,000 | 0.01% | $261.36K |
| VTOL 6.75 02/01/33 144A | 0 | 250,000 | 250,000 | 0.01% | $253.05K |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 5 11/25 | 40,000,000 | 0 | -40,000,000 | 0.00% | -$39.80M |
| iShares Broad USD High Yield Corporate Bond ETF | 783,537 | 0 | -783,537 | 0.00% | -$29.45M |
| Fannie Mae Pool | 18,884,342 | 0 | -18,884,342 | 0.00% | -$17.99M |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 16,710,095 | 0 | -16,710,095 | 0.00% | -$16.35M |
| Fannie Mae Pool | 13,439,749 | 0 | -13,439,749 | 0.00% | -$13.15M |
| Freddie Mac Pool | 10,734,140 | 0 | -10,734,140 | 0.00% | -$10.68M |
| Fannie Mae Pool | 10,280,208 | 0 | -10,280,208 | 0.00% | -$10.25M |
| FNMA POOL FA0970 FN 03/55 FIXED VAR | 9,983,784 | 0 | -9,983,784 | 0.00% | -$10.22M |
| BCC Middle Market CLO 2023-2 LLC | 10,000,000 | 0 | -10,000,000 | 0.00% | -$10.00M |
| OBX Trust, Series 2025-J2, Class A1 | 9,813,882 | 0 | -9,813,882 | 0.00% | -$9.86M |
| FREDDIE MAC POOL | 10,532,416 | 0 | -10,532,416 | 0.00% | -$9.74M |
| LSALT 2019-1B PT | 9,194,942 | 0 | -9,194,942 | 0.00% | -$9.01M |
| Anchorage Credit Funding 8 Ltd | 9,350,000 | 0 | -9,350,000 | 0.00% | -$8.77M |
| Freddie Mac Pool | 7,731,964 | 0 | -7,731,964 | 0.00% | -$7.93M |
| LBA TR 2024-BOLT TSFR1M+368.6 06/15/2026 144A | 6,500,000 | 0 | -6,500,000 | 0.00% | -$6.52M |
| Freddie Mac Pool | 5,520,951 | 0 | -5,520,951 | 0.00% | -$5.65M |
| GS Mortgage-Backed Securities Trust 2025-PJ3 | 5,313,940 | 0 | -5,313,940 | 0.00% | -$5.37M |
| COLT 2022-4 Mortgage Loan Trust | 5,571,000 | 0 | -5,571,000 | 0.00% | -$5.29M |
| Freddie Mac Pool | 5,014,631 | 0 | -5,014,631 | 0.00% | -$5.00M |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-1 E | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.99M |
| PMT Loan Trust 2025-INV4 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.98M |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL D REGD 144A P/P 4.08000000 | 5,000,000 | 0 | -5,000,000 | 0.00% | -$4.89M |
| Katayma CLO I, Ltd. | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.51M |
| COLT Mortgage Loan Trust, Series 2022-5, Class B1 | 4,714,000 | 0 | -4,714,000 | 0.00% | -$4.50M |
| Upstart Securitization Trust, Series 2021-5, Class C | 4,006,049 | 0 | -4,006,049 | 0.00% | -$3.98M |
| Flagship Credit Auto Trust, Series 2021-2, Class E | 4,100,000 | 0 | -4,100,000 | 0.00% | -$3.97M |
| Veros Auto Receivables Trust 2024-1 | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.63M |
| VERUS SECURITIZATION TRUST 2023-6 VERUS 2023-6 B2 | 3,450,000 | 0 | -3,450,000 | 0.00% | -$3.53M |
| Pret LLC, Series 2024-NPL6, Class A1 | 3,347,524 | 0 | -3,347,524 | 0.00% | -$3.35M |
| Pagaya AI Debt Selection Trust Series 2025-3, Class E | 3,249,343 | 0 | -3,249,343 | 0.00% | -$3.33M |
| WHITE CAP BUYER LLC SR UNSECURED 144A 10/28 6.875 | 3,100,000 | 0 | -3,100,000 | 0.00% | -$3.10M |
| Westlake Automobile Receivables Trust, Series 2021-3A, Class F | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.99M |
| UMBS, 30 Year | 2,955,212 | 0 | -2,955,212 | 0.00% | -$2.96M |
| Exeter Automobile Receivables Trust, Series 2023-2A, Class E | 2,640,000 | 0 | -2,640,000 | 0.00% | -$2.82M |
| Anchorage Credit Funding 9 Ltd | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.80M |
| Verus Securitization Trust 2025-4 | 2,600,000 | 0 | -2,600,000 | 0.00% | -$2.67M |
| HRI 6.625 06/15/29 144A | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.58M |
| Columbia Banking System Inc | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.50M |
| Verus Securitization Trust, Series 2023-INV1, Class M1 | 2,300,000 | 0 | -2,300,000 | 0.00% | -$2.31M |
| JP Morgan Mortgage Trust 2024-CCM1 | 2,159,751 | 0 | -2,159,751 | 0.00% | -$2.18M |
| Ocean Trails CLO XV Ltd | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.01M |
| Orion CLO 2023-2 Ltd | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.01M |
| Apidos CLO XLVI Ltd | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| STAR 2022-SFR3 Trust | 1,967,852 | 0 | -1,967,852 | 0.00% | -$1.98M |
| GSYCN 7.625 07/01/29 144A | 1,950,000 | 0 | -1,950,000 | 0.00% | -$1.97M |
| Cleveland-Cliffs Inc. | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.95M |
| Smyrna Ready Mix Concrete LLC | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.90M |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI VAR 07/15/2035 144A | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.81M |
| Republic Finance Issuance Trust, Series 2021-A, Class D | 1,840,000 | 0 | -1,840,000 | 0.00% | -$1.80M |
| PRET LLC, Series 2024-NPL7, Class A1 | 1,767,928 | 0 | -1,767,928 | 0.00% | -$1.77M |
| RALI Series 2005-QO5 Trust | 18,855,167 | 0 | -18,855,167 | 0.00% | -$1.57M |
| North Haven Private Credit CLO 1 LLC | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| UMBS, 30 Year | 1,462,229 | 0 | -1,462,229 | 0.00% | -$1.47M |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI D VAR 07/15/2035 144A | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.46M |
| Veros Auto Receivables Trust 2025-1 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.42M |
| LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.41M |
| Upstart Securitization Trust, Series 2021-4, Class C | 1,408,704 | 0 | -1,408,704 | 0.00% | -$1.40M |
| Shelf Drilling Holdings Ltd | 1,310,000 | 0 | -1,310,000 | 0.00% | -$1.38M |
| NCL CORPORATION LTD REGD 144A P/P 6.25000000 | 1,350,000 | 0 | -1,350,000 | 0.00% | -$1.37M |
| Verus Securitization Trust 2025-5 | 1,350,000 | 0 | -1,350,000 | 0.00% | -$1.36M |
| RATE Mortgage Trust 2024-J2 | 1,329,200 | 0 | -1,329,200 | 0.00% | -$1.33M |
| Verus Securitization Trust, Series 2025-7, Class B2 | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.26M |
| VERUS SECURITIZATION TRUST 2025-1 VERUS 2025-1 B2 | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.25M |
| FREMF Mortgage Trust, Series 2019-KF58, Class B | 1,182,007 | 0 | -1,182,007 | 0.00% | -$1.18M |
| Financial Institutions Inc | 1,125,000 | 0 | -1,125,000 | 0.00% | -$1.12M |
| Reach ABS Trust, Series 2024-2A, Class D | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.06M |
| PIKE CORP REGD 144A P/P 8.62500000 | 990,000 | 0 | -990,000 | 0.00% | -$1.06M |
| Vista Point Securitization Trust Series 2024-CES2 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| Affirm Asset Securitization Trust, Series 2024-A, Class D | 900,000 | 0 | -900,000 | 0.00% | -$904.08K |
| Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class D | 872,018 | 0 | -872,018 | 0.00% | -$890.73K |
| Univision Communications Inc. | 800,000 | 0 | -800,000 | 0.00% | -$824.13K |
| VCAT LLC, Series 2025-NPL1, Class A1 | 784,466 | 0 | -784,466 | 0.00% | -$787.59K |
| Kinetic Advantage Master Owner Trust, Series 2024-1A, Class A | 750,000 | 0 | -750,000 | 0.00% | -$750.37K |
| SEE 6.5 07/15/32 144A | 710,000 | 0 | -710,000 | 0.00% | -$735.44K |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A | 600,000 | 0 | -600,000 | 0.00% | -$629.83K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-1A CL C REGD 144A P/P 2.13000000 | 540,000 | 0 | -540,000 | 0.00% | -$531.06K |
| ENCORE CAPITAL GROUP INC SR SECURED 144A 05/30 8.5 | 500,000 | 0 | -500,000 | 0.00% | -$526.94K |
| OCTANE RECEIVABLES TRUST 2024-1 OCTL 2024-1A E | 512,000 | 0 | -512,000 | 0.00% | -$524.51K |
| Skopos Auto Receivables Trust 2019-1 | 493,056 | 0 | -493,056 | 0.00% | -$493.20K |
| STL Holding Company LLC | 450,000 | 0 | -450,000 | 0.00% | -$472.18K |
| NXST 5.625 07/15/27 144A | 400,000 | 0 | -400,000 | 0.00% | -$400.09K |
| VRT 4.125 11/15/28 144A | 400,000 | 0 | -400,000 | 0.00% | -$394.45K |
| NOVA CHEMS. CORP 8.50% | 200,000 | 0 | -200,000 | 0.00% | -$209.92K |
| Greenfire Resources Ltd. | 196,000 | 0 | -196,000 | 0.00% | -$207.17K |
| FedNat Holding Co | 2,500,000 | 0 | -2,500,000 | 0.00% | -$150.00K |
| SGUS LLC | 112,955 | 0 | -112,955 | 0.00% | -$97.99K |
| SAKS GLOBAL ENTERPRS LLC REGD P/P SER 144@ 11.00000000 | 175,000 | 0 | -175,000 | 0.00% | -$77.00K |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$44.98K |
| Mosaic Solar Loan Trust 2019-1 | 27,663 | 0 | -27,663 | 0.00% | -$26.20K |
| SAKS GLOBAL ENTERPRS LLC REGD 144A P/P SER 144* 11.00000000 | 87,500 | 0 | -87,500 | 0.00% | -$20.34K |
| LendingClub Receivables Trust Series 2019-7 | 19,049,500 | 0 | -19,049,500 | 0.00% | -$8.29K |
| LendingClub Receivables Trust Series 2019-7 | 4,408,000 | 0 | -4,408,000 | 0.00% | -$1.92K |
| Wellfleet CLO 2015-1 Ltd | 4,900,000 | 0 | -4,900,000 | 0.00% | -$490 |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| HELIOS 2024-1 | 53,306,412 | 68,766,714 | 15,460,302 | 2.66% | $16.51M |
| FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND - CLASS U | 16,019,130 | 46,311,075 | 30,291,945 | 1.69% | $30.29M |
| MFT 2023-2A D | 19,000,000 | 22,640,000 | 3,640,000 | 0.85% | $3.77M |
| Carvana Auto Receivables Trust 2021-N4 | 11,531,896 | 16,826,034 | 5,294,138 | 0.60% | $5.22M |
| BLAST 2023-1 E | 8,000,000 | 10,000,000 | 2,000,000 | 0.40% | $2.39M |
| Exeter Automobile Receivables Trust, Series 2022-5A, Class E | 7,146,000 | 9,436,000 | 2,290,000 | 0.37% | $2.48M |
| Exeter Automobile Receivables Trust, Series 2022-1A, Class E | 6,000,000 | 8,500,000 | 2,500,000 | 0.31% | $2.59M |
| Carvana Auto Receivables Trust 2023-N2 | 4,000,000 | 6,500,000 | 2,500,000 | 0.25% | $2.63M |
| NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO II LTD E TSFR3M+750 04/20/2038 144A | 2,000,000 | 5,000,000 | 3,000,000 | 0.18% | $3.01M |
| ATLX Trust, Series 2024-RPL1, Class M1 | 3,500,000 | 4,700,000 | 1,200,000 | 0.17% | $1.18M |
| CPS Auto Receivables Trust, Series 2024-C, Class E | 1,500,000 | 4,000,000 | 2,500,000 | 0.15% | $2.66M |
| Freedom Mortgage Holdings LLC | 3,840,000 | 4,040,000 | 200,000 | 0.15% | $175.13K |
| Venture Global LNG, Inc. | 215,000 | 3,880,000 | 3,665,000 | 0.12% | $3.21M |
| Point Securitization Trust Series 2025-2, Class A1 | 1,750,000 | 3,249,329 | 1,499,329 | 0.12% | $1.50M |
| Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1 | 1,660,000 | 3,410,000 | 1,750,000 | 0.11% | $1.58M |
| New Residential Mortgage Loan Trust 2025-NQM3 | 2,784,000 | 2,884,000 | 100,000 | 0.11% | $119.83K |
| Angel Oak Total Return ETF | 1,500 | 46,900 | 45,400 | 0.09% | $2.27M |
| AXL 7.75 10/15/33 144A | 1,970,000 | 2,060,000 | 90,000 | 0.08% | $145.49K |
| Genesis Energy L.P./ Genesis Energy Finance Corp. | 1,900,000 | 2,030,000 | 130,000 | 0.08% | $155.27K |
| GREAT LAKES DREDGE&DOCK REGD 144A P/P 5.25000000 | 2,125,000 | 2,150,000 | 25,000 | 0.08% | $57.77K |
| OWENS-BROCKWAY REGD 144A P/P 7.25000000 | 1,900,000 | 2,060,000 | 160,000 | 0.08% | $234.74K |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | 2,141,093 | 2,211,115 | 70,022 | 0.08% | $64.42K |
| Taseko Mines Ltd | 1,900,000 | 1,970,000 | 70,000 | 0.08% | $82.33K |
| Cinemark USA Inc | 1,200,000 | 2,010,000 | 810,000 | 0.08% | $836.18K |
| ROCKET COS INC REGD 144A P/P 7.12500000 | 1,200,000 | 1,990,000 | 790,000 | 0.08% | $819.86K |
| COMSTOCK RESOURCES INC REGD 144A P/P 5.87500000 | 450,000 | 1,960,000 | 1,510,000 | 0.07% | $1.48M |
| TEP 6 12/31/30 144A | 700,000 | 1,880,000 | 1,180,000 | 0.07% | $1.21M |
| PURCHASING POWER FUNDING 2024-A LLC PPWR 2024-A D | 600,000 | 1,780,000 | 1,180,000 | 0.07% | $1.18M |
| JP Morgan Mortgage Trust 2024-9 | 2,597,975 | 2,597,975 | 0 | 0.06% | -$32.25K |
| UNITI GRP. LP / UNI 6.50% | 1,600,000 | 1,660,000 | 60,000 | 0.06% | $116.98K |
| ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.62500000 | 600,000 | 1,530,000 | 930,000 | 0.06% | $969.70K |
| Medline Borrower, L.P. | 900,000 | 1,580,000 | 680,000 | 0.06% | $686.58K |
| ARLP 8.625 06/15/29 144A | 900,000 | 1,490,000 | 590,000 | 0.06% | $621.15K |
| COGENT COMMUNICATIONS GROUP LL SR SECURED 144A 07/32 6.5 | 1,540,000 | 1,710,000 | 170,000 | 0.06% | $99.80K |
| BURLN 7.5 07/15/33 144A | 1,560,000 | 1,620,000 | 60,000 | 0.06% | $23.92K |
| PPH Escrow Issuer LLC 9.875%, Due 11/01/2029 | 800,000 | 1,450,000 | 650,000 | 0.05% | $680.88K |
| SHEARE 9.625 09/15/32 144A | 800,000 | 1,460,000 | 660,000 | 0.05% | $617.72K |
| REWORLD HOLDING CORP REGD 144A P/P 4.87500000 | 200,000 | 1,110,000 | 910,000 | 0.04% | $887.03K |
| HTZ 12 5/8 07/15/29 | 350,000 | 1,050,000 | 700,000 | 0.04% | $710.85K |
| KODIAK GAS SERVS. L 6.50% | 380,000 | 1,030,000 | 650,000 | 0.04% | $665.85K |
| VOLTAGRID LLC SECURED 144A 11/30 7.375 | 300,000 | 1,040,000 | 740,000 | 0.04% | $748.61K |
| JEFFIN 6.625 10/15/31 144A | 900,000 | 1,060,000 | 160,000 | 0.04% | $163.76K |
| OLN 6.625 04/01/33 144A | 350,000 | 1,070,000 | 720,000 | 0.04% | $702.81K |
| ENCORE CAPITAL GROUP INC SR SECURED 144A 04/31 6.625 | 500,000 | 1,040,000 | 540,000 | 0.04% | $553.31K |
| SSW 5.5 08/01/29 144A | 950,000 | 1,100,000 | 150,000 | 0.04% | $131.45K |
| ZEBRA TECHS. CORP 6.50% | 500,000 | 1,010,000 | 510,000 | 0.04% | $522.39K |
| REZI 6.5 07/15/32 144A | 775,000 | 1,020,000 | 245,000 | 0.04% | $243.10K |
| New Residential Mortgage Loan Trust 2018-2 | 1,174,108 | 1,179,845 | 5,738 | 0.03% | -$6.94K |
| US ULTRA BOND CBT Sep25 | -742 | 1 | 743 | -0.43% | -$2.35M |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Goldman Sachs Mortgage Pass-Through Trust 2022-1 | 42,535,114 | 41,610,661 | -924,453 | 1.38% | -$1.03M |
| DSLA MORTGAGE LOAN TRUST DSLA 2007 AR1 1A1A | 29,502,228 | 29,191,350 | -310,878 | 0.88% | -$39.73K |
| Fannie Mae Pool | 20,049,586 | 19,633,240 | -416,345 | 0.72% | -$317.01K |
| FN MA4579 | 20,371,204 | 19,946,224 | -424,980 | 0.65% | -$346.06K |
| UMBS | 16,537,869 | 16,215,648 | -322,221 | 0.53% | -$263.90K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 14 2A1A | 14,502,010 | 14,232,824 | -269,186 | 0.50% | -$73.25K |
| J.P. Morgan Mortgage Trust 2023-6 | 14,058,819 | 12,938,880 | -1,119,940 | 0.48% | -$964.41K |
| Freddie Mac Pool | 13,056,406 | 12,498,976 | -557,430 | 0.46% | -$493.70K |
| Fannie Mae Pool | 11,658,128 | 11,558,796 | -99,331 | 0.42% | -$41.62K |
| DSLA Mortgage Loan Trust 2005-AR1 | 15,632,050 | 15,001,215 | -630,836 | 0.42% | -$476.44K |
| Ellington Financial Mortgage Trust 2022-4 | 20,802,921 | 20,668,846 | -134,075 | 0.42% | -$361.64K |
| FN FA1728 | 11,685,374 | 11,031,830 | -653,545 | 0.41% | -$652.32K |
| Western Alliance Bank | 11,242,553 | 11,052,530 | -190,022 | 0.40% | -$190.65K |
| J.P. Morgan Mortgage Trust 2022-1 | 13,752,479 | 13,670,210 | -82,269 | 0.39% | -$106.99K |
| FNCL UMBS 2.5 RA3515 09-01-50 | 12,657,841 | 12,363,674 | -294,167 | 0.39% | -$236.02K |
| Freddie Mac Pool | 10,803,191 | 10,167,022 | -636,169 | 0.38% | -$638.04K |
| FANNIE MAE POOL FN FP0069 | 12,319,395 | 12,150,166 | -169,229 | 0.38% | -$128.19K |
| NEW Residential Mortgage Loan Trust 2025-Nqm2 | 11,758,000 | 11,758,000 | -0 | 0.38% | -$293.35K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A3 | 11,292,819 | 11,102,573 | -190,246 | 0.36% | -$126.89K |
| Angel Oak High Yield Opportunities ETF | 1,170,240 | 885,240 | -285,000 | 0.36% | -$3.15M |
| FR SD8134 | 12,295,511 | 12,087,712 | -207,799 | 0.36% | -$158.10K |
| Saluda Grade Alternative Mortgage Trust, Series 2025-NPL1, Class A1 | 8,909,118 | 8,899,231 | -9,887 | 0.33% | -$22.87K |
| Fannie Mae Pool | 9,147,408 | 8,674,946 | -472,462 | 0.32% | -$444.73K |
| FNMA 30YR 4% 03/01/2054# | 23,764,075 | 8,907,663 | -14,856,412 | 0.31% | -$14.05M |
| Angel Oak Mortgage-Backed Securities ETF | 1,308,882 | 966,882 | -342,000 | 0.31% | -$2.98M |
| Freddie Mac Pool | 7,927,231 | 7,747,656 | -179,575 | 0.28% | -$141.15K |
| FR SL1634 | 8,695,990 | 8,551,172 | -144,818 | 0.27% | -$112.11K |
| GAEA MTG LN TR 2025-A A VAR 02/25/2030 144A | 10,290,101 | 7,260,129 | -3,029,972 | 0.26% | -$2.91M |
| Home RE 2021-2 Ltd | 8,250,000 | 7,031,011 | -1,218,989 | 0.26% | -$1.24M |
| J.P. Morgan Mortgage Trust 2021-15 | 8,377,765 | 8,315,497 | -62,268 | 0.25% | -$79.56K |
| Freddie Mac Pool | 7,493,296 | 6,588,743 | -904,553 | 0.25% | -$920.08K |
| Fannie Mae Pool | 7,414,343 | 7,309,350 | -104,992 | 0.25% | -$79.17K |
| STACR 2018-SPI4 B | 9,022,976 | 9,002,832 | -20,143 | 0.25% | $22.28K |
| Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-2 | 7,324,246 | 7,201,632 | -122,614 | 0.24% | -$187.36K |
| FN MA4562 | 8,148,268 | 8,018,577 | -129,691 | 0.24% | -$118.90K |
| CPS Auto Receivables Trust, Series 2024-B, Class E | 7,770,000 | 6,000,000 | -1,770,000 | 0.23% | -$1.70M |
| Western Alliance Bank | 6,566,982 | 6,455,987 | -110,995 | 0.23% | -$111.02K |
| Saluda Grade Alternative Mortgage Trust, Series 2025-NPL2, Class A1 | 6,932,418 | 6,267,762 | -664,656 | 0.23% | -$686.93K |
| Starwood Mortgage Residential Trust 2021-5 | 6,585,422 | 6,478,263 | -107,159 | 0.21% | -$108.58K |
| GS Mortgage-Backed Securities Trust 2021-PJ7 | 7,101,699 | 7,049,257 | -52,442 | 0.20% | $34.86K |
| Deutsche Mortgage Securities Inc REMIC Trust Certificates Series 2009-RS6 | 6,058,103 | 6,011,724 | -46,378 | 0.20% | -$41.18K |
| CSMC 2017-RPL3 Trust | 6,590,980 | 6,433,013 | -157,967 | 0.20% | -$221.18K |
| FNCL UMBS 2.5 CA7278 10-01-50 | 6,572,300 | 6,467,470 | -104,830 | 0.20% | -$72.84K |
| CFMT LLC, Series 2024-NR1, Class A1 | 5,377,880 | 5,359,870 | -18,009 | 0.20% | -$23.45K |
| Goldman Home Improvement Trust 2021-GRN2 Issuer Trust | 6,510,752 | 5,293,944 | -1,216,808 | 0.19% | -$1.17M |
| BRAVO Residential Funding Trust 2024-NQM4 | 4,987,725 | 4,861,309 | -126,416 | 0.18% | -$114.24K |
| UMBS | 5,723,405 | 5,625,729 | -97,677 | 0.18% | -$75.80K |
| FR SD8150 | 5,933,608 | 5,829,057 | -104,551 | 0.17% | -$60.78K |
| JP Morgan Mortgage Trust 2024-11 | 5,351,756 | 4,485,670 | -866,086 | 0.17% | -$882.81K |
| GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1 | 4,615,271 | 4,523,866 | -91,405 | 0.16% | -$67.52K |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A1 | 4,654,984 | 4,612,129 | -42,854 | 0.16% | -$43.94K |
| Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A | 4,376,971 | 4,103,265 | -273,706 | 0.15% | -$237.03K |
| LMAT 2021-GS3 A1 144A 4.75% 07-25-61 | 4,161,103 | 4,112,036 | -49,066 | 0.15% | -$39.58K |
| New Residential Mortgage Loan Trust 2019-2 | 4,984,136 | 4,982,434 | -1,702 | 0.15% | -$40.78K |
| GSMSC Resecuritization Trust 2014-5R | 4,729,807 | 4,225,104 | -504,703 | 0.15% | -$503.00K |
| GS Mortgage-Backed Securities Trust 2021-PJ6 | 5,155,115 | 5,114,529 | -40,585 | 0.15% | $26.59K |
| Fannie Mae Pool | 4,176,934 | 3,957,180 | -219,754 | 0.15% | -$207.29K |
| J.P. Morgan Mortgage Trust 2021-15 | 4,874,021 | 4,837,794 | -36,226 | 0.14% | -$5.80K |
| Fannie Mae Pool | 4,112,675 | 3,896,249 | -216,425 | 0.14% | -$203.88K |
| Freddie Mac Pool | 3,843,433 | 3,740,878 | -102,555 | 0.14% | -$100.62K |
| FNMA UMBS, 30 Year | 4,003,862 | 3,749,811 | -254,050 | 0.14% | -$254.57K |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | 4,512,475 | 4,479,935 | -32,540 | 0.14% | $61.56K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 | 4,202,156 | 4,159,726 | -42,431 | 0.14% | $4.85K |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | 4,657,270 | 4,623,686 | -33,584 | 0.14% | $15.42K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 | 4,264,942 | 4,232,785 | -32,157 | 0.14% | $5.50K |
| CSMC 2020-RPL4 Trust | 157,983,160 | 154,546,546 | -3,436,614 | 0.13% | $105.37K |
| Marlette Funding Trust, Series 2022-3A, Class D | 3,820,000 | 3,356,911 | -463,089 | 0.12% | -$473.19K |
| Fannie Mae Pool | 3,318,786 | 3,234,784 | -84,002 | 0.12% | -$81.22K |
| CSMC 2021-INV1Trust | 3,940,580 | 3,904,154 | -36,426 | 0.12% | -$39.75K |
| Boston Lending Trust, Series 2021-1, Class A | 3,405,172 | 3,343,088 | -62,084 | 0.12% | $21.42K |
| Fannie Mae Pool Pool # CB2795 | 3,762,783 | 3,677,068 | -85,716 | 0.12% | -$70.40K |
| JPMorgan Chase Bank NA - CHASE | 3,274,043 | 3,212,787 | -61,256 | 0.12% | -$62.88K |
| GS Mortgage-Backed Securities Trust 2021-INV1 | 3,881,965 | 3,852,549 | -29,416 | 0.12% | -$37.66K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ3 GSMBS 2022-PJ3 A4 | 3,931,215 | 3,848,842 | -82,372 | 0.12% | -$98.54K |
| Octane Receivables Trust 2024-2, Series 2024-2A, Class E | 3,740,000 | 3,000,000 | -740,000 | 0.12% | -$734.13K |
| JP Morgan Mortgage Trust 2019-LTV1 | 3,473,665 | 3,346,670 | -126,995 | 0.12% | -$122.07K |
| JP Morgan Mortgage Trust 2024-9 | 3,297,099 | 3,284,845 | -12,254 | 0.12% | $84.45K |
| FMCN 7.25 02/15/34 144A | 3,090,000 | 3,020,000 | -70,000 | 0.12% | -$36.40K |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 2A1 | 4,315,208 | 4,163,132 | -152,076 | 0.11% | -$304.02K |
| Upstart Securitization Trust, Series 2022-1, Class C | 6,800,000 | 5,661,745 | -1,138,255 | 0.11% | -$1.14M |
| Invitation Homes Trust, Series 2024-SFR1, Class A | 2,994,870 | 2,992,496 | -2,374 | 0.11% | -$6.40K |
| Banc of America Funding 2014-R1 Trust | 3,332,827 | 3,146,302 | -186,525 | 0.11% | -$297.27K |
| JP Morgan Mortgage Trust Series 2024-4 | 2,986,197 | 2,974,389 | -11,808 | 0.11% | $71.20K |
| GS Mortgage-Backed Securities Trust 2021-HP1 | 3,432,305 | 3,405,930 | -26,375 | 0.11% | -$37.03K |
| GS Mortgage-Backed Securities Trust 2022-GR1 | 3,590,078 | 3,562,729 | -27,350 | 0.11% | $16.82K |
| GS Mortgage-Backed Securities Trust 2021-HP1 | 3,441,623 | 3,415,177 | -26,446 | 0.10% | -$36.69K |
| GNMA II, 30 Year | 3,214,076 | 3,127,305 | -86,771 | 0.10% | -$65.39K |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A9 | 3,436,193 | 3,398,517 | -37,675 | 0.10% | $3.12K |
| Freddie Mac Pool | 2,845,999 | 2,825,747 | -20,253 | 0.10% | -$6.13K |
| CIM Trust, Series 2025-NR1, Class A1 | 3,044,431 | 2,858,251 | -186,180 | 0.10% | -$187.61K |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR25 5A1 | 3,672,404 | 3,566,880 | -105,524 | 0.10% | -$85.53K |
| Fannie Mae Pool | 2,793,408 | 2,780,329 | -13,080 | 0.10% | $754 |
| FN CB4289 | 2,910,420 | 2,818,846 | -91,574 | 0.10% | -$74.59K |
| JP Morgan Mortgage Trust 2023-9 | 2,955,425 | 2,942,610 | -12,815 | 0.10% | $56.22K |
| Nomura Resecuritization Trust 2014-3R | 3,364,160 | 3,306,185 | -57,975 | 0.10% | -$279.02K |
| MORGAN STANLEY CAP I TR 2024-BPR2 7.291% 05/05/2029 144A | 2,661,280 | 2,598,288 | -62,992 | 0.10% | -$75.42K |
| JP Morgan Mortgage Trust 2021-6 | 3,484,406 | 3,458,743 | -25,663 | 0.10% | -$20.59K |
| FN CB3349 | 3,210,680 | 3,166,528 | -44,152 | 0.10% | -$32.58K |
| Theorem Funding Trust, Series 2022-2A, Class B | 3,502,395 | 2,693,218 | -809,177 | 0.10% | -$809.98K |
| J.P. Morgan Mortgage Trust 2023-8 | 3,012,669 | 2,998,782 | -13,886 | 0.10% | $57.86K |
| GS Mortgage-Backed Securities Trust 2021-PJ8 | 3,614,786 | 3,586,492 | -28,294 | 0.10% | -$38.41K |
| Sequoia Mortgage Trust 2024-8 | 2,812,457 | 2,802,365 | -10,092 | 0.10% | $61.93K |
| Fannie Mae Pool | 2,815,518 | 2,619,985 | -195,533 | 0.10% | -$187.95K |
| Saluda Grade Alternative Mortgage Trust, Series 2023-FIG3, Class A | 2,770,554 | 2,604,488 | -166,066 | 0.10% | -$177.14K |
| Luminent Mortgage Trust, Series 2006-1, Class A1 | 2,877,287 | 2,842,870 | -34,416 | 0.10% | $8.12K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA13 2A1 | 2,985,371 | 2,922,887 | -62,485 | 0.10% | -$63.91K |
| JPMorgan Chase Bank NA, Series 2020-CL1, Class M2 | 2,584,159 | 2,493,102 | -91,057 | 0.10% | -$96.21K |
| JP Morgan Mortgage Trust Series 2024-5 | 2,596,404 | 2,588,690 | -7,714 | 0.09% | $62.46K |
| GS Mortgage-Backed Securities Trust 2021-PJ9 | 3,150,480 | 3,126,027 | -24,453 | 0.09% | -$19.94K |
| Trinitas CLO XIV Ltd | 5,000,000 | 2,500,000 | -2,500,000 | 0.09% | -$2.48M |
| JP Morgan Mortgage Trust 2020-LTV2 | 2,905,147 | 2,877,409 | -27,737 | 0.09% | -$10.64K |
| American Home Mortgage Investment Trust 2006-3 | 2,913,753 | 2,883,850 | -29,903 | 0.09% | -$8.70K |
| Fannie Mae Pool | 2,443,094 | 2,432,837 | -10,257 | 0.09% | -$1.09K |
| IMPAC SECURED ASSETS CORP. IMSA 2006 2 1A2C | 2,877,467 | 2,718,491 | -158,976 | 0.09% | -$125.29K |
| JPMWM 2020-ATR1 A5 | 2,857,357 | 2,830,949 | -26,408 | 0.09% | -$43.52K |
| PAGAYA AI Debt Trust 2022-2 | 3,207,278 | 2,459,516 | -747,762 | 0.09% | -$744.45K |
| CitiMortgage Alternative Loan Trust Series 2007-A5 | 2,933,408 | 2,836,256 | -97,152 | 0.09% | -$46.49K |
| Goodgreen Trust, Series 2017-2A, Class A | 2,711,879 | 2,673,887 | -37,992 | 0.09% | -$3.11K |
| GCAT 2022-NQM1 Trust | 2,603,616 | 2,464,991 | -138,625 | 0.09% | -$124.20K |
| JP Morgan Mortgage Trust 2020-LTV1 | 2,655,539 | 2,606,338 | -49,201 | 0.09% | $2.97K |
| PRPM LLC, Series 2024-7, Class A1 | 2,481,147 | 2,398,977 | -82,170 | 0.09% | -$84.79K |
| COUNTRYWIDE HOME LOANS CWHL 2005 7 3A2 | 3,040,386 | 3,009,205 | -31,180 | 0.09% | -$41.80K |
| Chevy Chase Funding LLC, Series 2006-4A, Class A2 | 2,825,707 | 2,776,831 | -48,876 | 0.09% | -$19.03K |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ5 | 3,473,855 | 3,445,529 | -28,327 | 0.09% | -$42.92K |
| JP Morgan Mortgage Trust 2021-8 | 2,913,599 | 2,892,133 | -21,465 | 0.08% | -$28.01K |
| Flagstar Mortgage Trust 2021-6INV | 2,885,844 | 2,867,898 | -17,946 | 0.08% | $9.25K |
| JP Morgan Mortgage Trust 2019-7 | 2,692,345 | 2,668,229 | -24,116 | 0.08% | $36.92K |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust | 2,525,976 | 2,440,506 | -85,470 | 0.08% | -$55.76K |
| GTN 5.375 11/15/31 144A | 3,900,000 | 2,930,000 | -970,000 | 0.08% | -$532.87K |
| CitiMortgage Alternative Loan Trust Series 2006-A4 | 2,409,316 | 2,325,462 | -83,854 | 0.08% | $14.16K |
| LEHMAN XS TRUST LXS 2007 7N 1A1A | 2,302,372 | 2,251,567 | -50,805 | 0.08% | -$20.37K |
| GS Mortgage-Backed Securities Trust 2023-PJ4 6.00 | 2,451,711 | 2,120,330 | -331,381 | 0.08% | -$326.94K |
| Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-1 | 2,419,990 | 2,362,436 | -57,554 | 0.08% | -$164.67K |
| POWSOL 6.75 09/15/32 144A | 2,070,000 | 2,040,000 | -30,000 | 0.08% | -$6.82K |
| LMST 2019-1 CERT | 2,255,674 | 2,125,593 | -130,081 | 0.08% | -$128.22K |
| Jane Street Group / JSG Finance Inc. | 2,040,000 | 2,010,000 | -30,000 | 0.08% | -$38.01K |
| JP Morgan Mortgage Trust 2019-9 | 2,343,132 | 2,324,529 | -18,603 | 0.08% | -$19.64K |
| Starwood Mortgage Residential Trust 2022-3 | 2,199,761 | 2,167,806 | -31,955 | 0.08% | $3.47K |
| Flagstar Mortgage Trust 2021-1 | 2,557,546 | 2,535,519 | -22,027 | 0.08% | -$22.58K |
| Freddie Mac Pool | 2,474,860 | 2,415,569 | -59,291 | 0.08% | -$47.07K |
| Upstart Securitization Trust 2023-1 | 2,831,851 | 2,015,715 | -816,135 | 0.08% | -$837.90K |
| GS Mortgage-Backed Securities Trust 2021-MM1 | 2,401,520 | 2,379,317 | -22,202 | 0.07% | -$21.53K |
| Aqua Finance Trust, Series 2021-A, Class C | 2,220,000 | 2,165,328 | -54,672 | 0.07% | -$40.66K |
| CSMC Series 2014-7R | 2,176,765 | 2,137,738 | -39,027 | 0.07% | -$244.78K |
| DEUTSCHE ALT B SECURITIES INC DBALT 2006 AB2 A8 | 2,179,877 | 2,145,582 | -34,295 | 0.07% | -$37.04K |
| Rate Mortgage Trust 2022-J1 | 3,423,941 | 3,397,688 | -26,253 | 0.07% | -$16.97K |
| Flagstar Mortgage Trust 2021-9INV | 176,645,705 | 170,736,899 | -5,908,806 | 0.07% | -$133.32K |
| Pagaya AI Debt Grantor Trust 2024-10 | 1,999,831 | 1,996,972 | -2,859 | 0.07% | $34.34K |
| FN FS6925 | 2,236,784 | 2,199,588 | -37,196 | 0.07% | -$32.85K |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 2A1 | 2,722,276 | 2,592,572 | -129,703 | 0.07% | -$282.01K |
| GS Mortgage-Backed Securities Trust 2023-PJ6 | 2,231,497 | 1,751,941 | -479,556 | 0.07% | -$486.31K |
| Chase Mortgage Finance Corp., Series 2021-CL1, Class M3 | 1,919,159 | 1,873,527 | -45,632 | 0.07% | -$44.38K |
| Triangle Re, Ltd. 2023-1 | 2,464,614 | 1,768,118 | -696,496 | 0.06% | -$703.73K |
| CHASE 2021-CL1 M4 | 1,985,371 | 1,938,164 | -47,207 | 0.06% | -$44.78K |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-5 | 3,393,996 | 3,348,854 | -45,142 | 0.06% | -$34.81K |
| Saluda Grade Alternative Mortgage Trust 2020-SEQ1 | 2,031,141 | 1,784,782 | -246,359 | 0.06% | -$250.03K |
| NZES 2025-FHT1 A 144A 6.545% 03-25-32 | 1,776,574 | 1,701,322 | -75,252 | 0.06% | -$74.41K |
| JP Morgan Mortgage Trust 2020-1 | 2,001,540 | 1,985,914 | -15,626 | 0.06% | -$25.85K |
| Upstart Securitization Trust 2022-2 | 2,653,765 | 2,063,127 | -590,638 | 0.06% | -$632.88K |
| BRAVO Residential Funding Trust 2024-NQM8 | 1,820,385 | 1,762,635 | -57,751 | 0.06% | -$63.14K |
| IndyMac INDX Mortgage Loan Trust 2007-AR9 | 2,793,281 | 2,735,297 | -57,985 | 0.06% | -$38.46K |
| RATE Mortgage Trust 2021-HB1 | 2,418,827 | 2,400,983 | -17,844 | 0.06% | -$21.41K |
| RCKT Mortgage Trust 2021-2 | 2,363,730 | 2,344,443 | -19,286 | 0.06% | -$27.03K |
| RALI Series 2006-QS3 Trust | 2,061,429 | 1,966,251 | -95,179 | 0.06% | -$59.69K |
| GS Mortgage-Backed Securities Corp Trust 2021-NQM1 | 1,859,931 | 1,771,015 | -88,916 | 0.06% | -$34.36K |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ1 | 2,200,647 | 2,182,560 | -18,087 | 0.06% | -$15.69K |
| CarNow Auto Receivables Trust 2022-1 | 2,049,468 | 1,724,876 | -324,592 | 0.06% | -$358.27K |
| UWM Mortgage Trust 2021-INV2 | 2,005,008 | 1,992,302 | -12,705 | 0.06% | $7.69K |
| Unlock Hea Trust, Series 2023-1, Class A | 1,610,834 | 1,596,031 | -14,803 | 0.06% | -$14.37K |
| JPMorgan Chase Bank NA - CHASE | 1,586,953 | 1,531,034 | -55,919 | 0.06% | -$58.52K |
| NetCredit Combined Receivables A LLC | 2,045,320 | 1,566,649 | -478,671 | 0.06% | -$495.72K |
| EZCORP, Inc. | 1,490,000 | 1,480,000 | -10,000 | 0.06% | $2.77K |
| JP Morgan Mortgage Trust 2021-3 | 1,953,568 | 1,939,826 | -13,743 | 0.06% | $4.13K |
| Aqua Finance Trust, Series 2019-A, Class D | 1,721,745 | 1,581,382 | -140,363 | 0.06% | -$137.01K |
| DaVita Inc. | 1,650,000 | 1,520,000 | -130,000 | 0.06% | -$144.39K |
| JP Morgan Mortgage Trust 2021-10 | 2,274,822 | 2,258,064 | -16,758 | 0.06% | -$23.00K |
| Barclays Mortgage Loan Trust, Series 2021-NQM1, Class A1 | 1,820,347 | 1,699,083 | -121,264 | 0.06% | -$110.68K |
| UWM HOLDINGS LLC REGD 144A P/P 6.25000000 | 1,600,000 | 1,560,000 | -40,000 | 0.06% | -$47.00K |
| GSAA Home Equity Trust 2005-14 | 1,781,009 | 1,704,530 | -76,478 | 0.06% | -$52.56K |
| BCAP LLC 2013-RR1 Trust | 2,621,763 | 2,570,640 | -51,123 | 0.06% | -$137.98K |
| Credit Suisse First Boston Mortgage Securities Corp | 1,631,017 | 1,614,375 | -16,642 | 0.06% | -$17.03K |
| WFLD 2014-MONT Mortgage Trust | 1,556,840 | 1,551,716 | -5,124 | 0.05% | $18.31K |
| ONSLOW BAY MORTGAGE LOAN TRUST VAR 10/25/2061 144A | 1,751,852 | 1,719,077 | -32,775 | 0.05% | -$39.48K |
| BX Commercial Mortgage Trust, Series 2024-AIRC, Class C | 1,591,532 | 1,474,327 | -117,205 | 0.05% | -$118.09K |
| JP Morgan Mortgage Trust 2019-LTV3 | 1,658,213 | 1,608,826 | -49,387 | 0.05% | -$29.89K |
| OBX 2021-NQM2 TRUST OBX 2021-NQM2 A3 | 1,742,871 | 1,709,057 | -33,814 | 0.05% | -$39.13K |
| ACHV ABS Trust Series 2024-3AL, Class E | 1,701,174 | 1,445,673 | -255,501 | 0.05% | -$247.89K |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ4 | 2,490,018 | 2,469,890 | -20,128 | 0.05% | -$41.21K |
| Sequoia Mortgage Trust 2021-1 | 2,326,292 | 2,308,069 | -18,222 | 0.05% | -$18.57K |
| CitiMortgage Alternative Loan Trust Series 2007-A3 | 1,773,944 | 1,735,544 | -38,400 | 0.05% | -$19.31K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A4 | 1,626,166 | 1,598,770 | -27,396 | 0.05% | -$16.61K |
| Goldman Home Improvement Trust 2021-GRN2 Issuer Trust | 1,769,461 | 1,438,763 | -330,698 | 0.05% | -$323.90K |
| Banc of America Funding 2007-C Trust | 1,510,765 | 1,477,373 | -33,393 | 0.05% | -$21.29K |
| CitiMortgage Alternative Loan Trust Series 2006-A7 | 1,577,619 | 1,560,321 | -17,297 | 0.05% | $1.23K |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ6 | 1,688,331 | 1,675,066 | -13,265 | 0.05% | -$11.71K |
| J.P. Morgan Mortgage Trust 2023-6 | 1,544,354 | 1,536,863 | -7,490 | 0.05% | $36.63K |
| JP Morgan Mortgage Trust 2021-7 | 1,708,347 | 1,695,806 | -12,542 | 0.05% | -$10.82K |
| Banc of America Funding 2007-2 Trust | 1,872,316 | 1,825,785 | -46,531 | 0.05% | -$56.52K |
| JP Morgan Mortgage Trust 2020-3 | 1,527,677 | 1,505,834 | -21,843 | 0.05% | -$25.59K |
| SG Residential Mortgage Trust 2021-2 | 1,560,882 | 1,519,611 | -41,271 | 0.05% | -$41.60K |
| Lehman XS Trust Series 2005-3 | 1,521,710 | 1,489,564 | -32,147 | 0.05% | -$57.70K |
| FREDDIE MAC POOL UMBS P#SD3636 6.00000000 | 1,324,357 | 1,260,113 | -64,244 | 0.05% | -$64.09K |
| JP Morgan Mortgage Trust 2020-5 | 1,635,174 | 1,619,707 | -15,467 | 0.05% | $23.62K |
| Pagaya AI Debt Selection Trust, Series 2024-7, Class D | 1,482,416 | 1,247,915 | -234,501 | 0.05% | -$252.69K |
| BRAVO Residential Funding Trust 2021-NQM3 | 1,448,792 | 1,350,449 | -98,343 | 0.05% | -$85.54K |
| BRAVO Residential Funding Trust 2024-NQM4 | 1,316,880 | 1,283,503 | -33,377 | 0.05% | -$30.54K |
| UWM Mortgage Trust 2021-INV1 | 1,528,449 | 1,517,477 | -10,972 | 0.05% | $60.03K |
| HarborView Mortgage Loan Trust, Series 2007-6, Class 2A1A | 1,448,384 | 1,395,289 | -53,095 | 0.05% | -$55.52K |
| HVMLT 2004-9 4A2 | 1,390,535 | 1,374,327 | -16,208 | 0.05% | $954 |
| OBX Trust, Series 2021-J2, Class A1 | 1,498,410 | 1,479,327 | -19,083 | 0.05% | -$14.63K |
| JPMorgan Chase Bank NA - CHASE | 1,212,152 | 1,189,473 | -22,679 | 0.04% | -$24.12K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS17 A1 | 1,388,353 | 1,368,878 | -19,475 | 0.04% | -$18.53K |
| Pagaya AI Debt Grantor Trust 2025-1 | 1,249,893 | 1,243,102 | -6,792 | 0.04% | -$8.29K |
| RALI Series 2006-QS11 Trust | 1,576,153 | 1,517,235 | -58,917 | 0.04% | -$51.39K |
| RALI Series 2006-QS11 Trust | 1,570,320 | 1,511,621 | -58,699 | 0.04% | -$51.25K |
| Verus Securitization Trust 2021-4 | 1,461,360 | 1,391,257 | -70,102 | 0.04% | -$21.66K |
| Adjustable Rate Mortgage Trust 2007-2 | 1,467,751 | 1,464,435 | -3,316 | 0.04% | -$36.29K |
| Credit Suisse Mortgage Capital Certificates 2021-NQM8 | 1,367,863 | 1,329,500 | -38,363 | 0.04% | -$39.54K |
| CAL Receivables 2022-1 LLC | 2,815,939 | 1,182,012 | -1,633,927 | 0.04% | -$1.64M |
| Alternative Loan Trust 2005-J11 | 2,542,151 | 2,503,700 | -38,451 | 0.04% | -$164.31K |
| Mello Mortgage Capital Acceptance 2021-MTG2 | 1,552,564 | 1,540,628 | -11,936 | 0.04% | $7.36K |
| Fannie Mae Pool | 1,145,248 | 1,109,016 | -36,232 | 0.04% | -$29.38K |
| Wells Fargo Mortgage Backed Securities 2022-1 Trust | 1,465,950 | 1,454,650 | -11,300 | 0.04% | -$10.48K |
| Sequoia Mortgage Trust 2007-1 | 1,602,433 | 1,575,666 | -26,767 | 0.04% | -$49.25K |
| GS Mortgage-Backed Securities Trust 2021-HP1 | 1,382,228 | 1,371,606 | -10,621 | 0.04% | -$13.96K |
| GSAA HOME EQUITY TRUST GSAA 2007 5 2A1A | 1,221,274 | 1,184,893 | -36,381 | 0.04% | -$24.09K |
| Morgan Stanley Residential Mortgage Loan Trust 2021-5 | 1,935,967 | 1,921,951 | -14,017 | 0.04% | -$20.74K |
| Lehman XS Trust Series 2007-12N | 1,148,150 | 1,126,512 | -21,637 | 0.04% | -$12.82K |
| GSR Mortgage Loan Trust 2005-6F | 1,212,774 | 1,196,304 | -16,471 | 0.04% | $20.22K |
| UAN 6.125 06/15/28 144A | 1,700,000 | 1,050,000 | -650,000 | 0.04% | -$648.66K |
| QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75 | 1,020,000 | 1,010,000 | -10,000 | 0.04% | -$12.46K |
| Walker & Dunlop, Inc. | 1,040,000 | 1,020,000 | -20,000 | 0.04% | -$19.03K |
| Gulfport Energy Operating Corporation | 1,030,000 | 1,010,000 | -20,000 | 0.04% | -$10.07K |
| RBSSP Resecuritization Trust 2009-3 | 1,172,220 | 1,152,086 | -20,134 | 0.04% | -$17.52K |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ5 | 1,671,763 | 1,651,641 | -20,122 | 0.04% | -$40.48K |
| FIGRE Trust, Series 2024-HE1, Class C | 1,010,382 | 940,946 | -69,436 | 0.04% | -$73.98K |
| GS Mortgage-Backed Securities Trust 2021-PJ11 | 1,157,234 | 1,145,091 | -12,143 | 0.04% | $10.07K |
| Flagstar Mortgage Trust 2021-10INV | 1,163,553 | 1,156,378 | -7,175 | 0.04% | $53.12K |
| SBCLN 2024-A F | 1,067,584 | 932,063 | -135,521 | 0.04% | -$124.81K |
| Pagaya AI Debt Grantor Trust, Series 2025-5, Class F | 1,000,000 | 999,961 | -39 | 0.03% | -$5.81K |
| JP Morgan Mortgage Trust 2021-7 | 1,708,347 | 1,695,806 | -12,542 | 0.03% | -$23.41K |
| Point Securitization Trust Series 2025-1, Class A1 | 966,675 | 937,020 | -29,655 | 0.03% | -$30.71K |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ3 | 1,172,775 | 1,163,475 | -9,300 | 0.03% | -$7.91K |
| JP Morgan Mortgage Trust, Series 2006-A6, Class 1A4L | 1,313,417 | 1,288,994 | -24,423 | 0.03% | -$63.49K |
| Alternative Loan Trust 2006-29T1 | 1,970,224 | 1,970,205 | -19 | 0.03% | $14.17K |
| Mello Mortgage Capital Acceptance 2021-INV4 | 1,127,842 | 1,120,595 | -7,248 | 0.03% | $34.93K |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ6 | 1,462,766 | 1,451,274 | -11,493 | 0.03% | $3.54K |
| RALI Series 2006-QS3 Trust | 1,112,169 | 1,060,819 | -51,350 | 0.03% | -$32.39K |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 1A1 | 1,063,696 | 1,046,967 | -16,728 | 0.03% | -$18.00K |
| DSLA Mortgage Loan Trust 2005-AR2 | 978,488 | 893,747 | -84,741 | 0.03% | -$79.21K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A11 1A1 | 1,472,670 | 1,468,101 | -4,569 | 0.03% | -$46.68K |
| RALI Series 2006-QS14 Trust | 1,222,114 | 1,181,513 | -40,600 | 0.03% | -$19.76K |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3 | 1,095,407 | 1,060,648 | -34,759 | 0.03% | -$14.31K |
| GS Mortgage-Backed Securities Trust 2022-GR1 | 1,127,168 | 1,118,581 | -8,587 | 0.03% | $5.58K |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | 92,453,435 | 88,898,274 | -3,555,161 | 0.03% | -$2.34K |
| Residential Asset Securitization Trust 2005-A11CB | 1,332,956 | 1,328,820 | -4,136 | 0.03% | -$46.45K |
| JPMorgan Chase Bank NA, Series 2020-CL1, Class M4 | 826,255 | 797,141 | -29,114 | 0.03% | -$31.47K |
| JP Morgan Mortgage Trust 2021-INV6 | 1,038,704 | 1,010,931 | -27,773 | 0.03% | -$10.66K |
| GS Mortgage-Backed Securities Trust 2021-PJ9 | 1,186,318 | 1,177,110 | -9,208 | 0.03% | $6.57K |
| Strike Acceptance Auto Funding Trust 2023-1 | 1,182,173 | 832,966 | -349,207 | 0.03% | -$350.11K |
| Alternative Loan Trust 2005-51 | 11,557,726 | 11,405,280 | -152,446 | 0.03% | -$31.67K |
| CIM Trust 2021-J2 | 1,494,749 | 1,483,023 | -11,727 | 0.03% | -$27.05K |
| Mello Mortgage Capital Acceptance 2021-MTG1 | 1,016,135 | 1,008,326 | -7,809 | 0.03% | -$5.89K |
| Alternative Loan Trust, Series 2005-J14, Class A8 | 1,356,965 | 1,345,892 | -11,073 | 0.03% | -$71.64K |
| MASTR Adjustable Rate Mortgages Trust 2005-7 | 849,916 | 836,972 | -12,944 | 0.03% | -$16.02K |
| ONSLOW BAY FINANCIAL LLC OBX 2021 NQM1 A1 144A | 920,972 | 866,081 | -54,890 | 0.03% | -$43.85K |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A2 | 808,457 | 801,014 | -7,443 | 0.03% | $1.97K |
| New Residential Mortgage Loan Trust 2019-6 | 12,149,671 | 11,809,219 | -340,452 | 0.03% | -$40.13K |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A | 941,089 | 921,894 | -19,194 | 0.03% | -$43.72K |
| Ellington Financial Mortgage Trust 2022-4 | 255,059,515 | 249,411,268 | -5,648,247 | 0.03% | $10.65K |
| CSMC Mortgage-Backed Trust Series 2006-4 | 1,682,446 | 1,678,584 | -3,862 | 0.03% | -$68.41K |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ3 | 1,185,671 | 1,176,269 | -9,402 | 0.03% | -$13.98K |
| Sequoia Mortgage Trust 2023-4 5.80 | 1,363,528 | 706,732 | -656,796 | 0.03% | -$661.00K |
| Structured Asset Mortgage Investments II Trust 2006-AR7 | 21,654,607 | 21,027,480 | -627,127 | 0.03% | -$26.72K |
| CHASE 2021-CL1 M5 | 794,050 | 775,170 | -18,880 | 0.03% | -$17.68K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC5 1A2 | 1,042,804 | 1,028,268 | -14,535 | 0.03% | $736 |
| COUNTRYWIDE HOME LOANS CWHL 2007 18 2A1 | 1,882,073 | 1,881,851 | -222 | 0.03% | -$1.35K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS15 A5 | 833,928 | 800,554 | -33,374 | 0.03% | -$29.24K |
| HomeBanc Mortgage Trust 2004-2 | 742,616 | 704,998 | -37,619 | 0.02% | -$37.59K |
| CIM Trust 2021-J1 | 1,247,161 | 1,237,106 | -10,056 | 0.02% | -$5.17K |
| GS Mortgage-Backed Securities Trust 2021-MM1 | 797,899 | 782,722 | -15,177 | 0.02% | $2.01K |
| GS Mortgage-Backed Securities Trust 2021-PJ6 | 724,674,880 | 712,900,639 | -11,774,241 | 0.02% | $17.36K |
| PHH MORTGAGE 30 YR AIM | 652,646 | 645,619 | -7,027 | 0.02% | -$3.26K |
| GREENPOINT MTG FDG TR 05-AR4 4A1A STEP 10/25/2045 | 751,882 | 688,395 | -63,487 | 0.02% | -$58.78K |
| Oportun Issuance Trust 2021-C | 861,287 | 649,474 | -211,813 | 0.02% | -$207.20K |
| GSAA HOME EQUITY TRUST GSAA 2007 2 AV1 | 3,258,146 | 3,242,670 | -15,476 | 0.02% | $8.52K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA9 A1 | 1,305,613 | 1,268,213 | -37,401 | 0.02% | -$74.87K |
| Pike Corp | 597,222 | 591,621 | -5,602 | 0.02% | -$1.71K |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N1 F 144A | 715,394 | 590,747 | -124,647 | 0.02% | -$122.23K |
| Merrill Lynch Mortgage Investors Trust Series 2006-AF1 | 1,612,463 | 1,610,662 | -1,801 | 0.02% | -$65.24K |
| XCALI 2020-5 Mortgage Trust | 566,148 | 566,148 | -0 | 0.02% | $104 |
| Mosaic Solar Loan Trust 2021-2 | 747,291 | 723,638 | -23,653 | 0.02% | -$16.42K |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | 727,641 | 722,394 | -5,247 | 0.02% | $2.61K |
| CSMC 2021-INV2 Trust | 17,512,965 | 17,209,052 | -303,913 | 0.02% | -$137.91K |
| Banc of America Funding 2007-A Trust | 595,632 | 570,101 | -25,531 | 0.02% | -$9.41K |
| GCAT 2021-NQM4 TRUST | 613,208 | 597,877 | -15,331 | 0.02% | $7.26K |
| CSMC 2021-INV2 Trust | 281,973,025 | 277,390,374 | -4,582,651 | 0.02% | -$13.42K |
| Pagaya AI Debt Selection Trust, Series 2021-1, Class C | 751,575 | 487,461 | -264,114 | 0.02% | -$260.78K |
| Pagaya AI Debt Selection Trust 2021-5 | 647,209 | 476,634 | -170,575 | 0.02% | -$166.70K |
| GreenPoint Mortgage Funding Trust 2006-AR3 | 13,623,151 | 13,456,685 | -166,466 | 0.02% | -$13.56K |
Top 300 of 433, by weight.
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | 38,061,600 | 38,061,600 | 0 | 1.31% | -$45.06K |
| FHMS K-159 A2 | 20,000,000 | 20,000,000 | 0 | 0.73% | -$142.84K |
| Saluda Grade Fund Trust 2022-SG2 | 15,000,000 | 15,000,000 | 0 | 0.55% | -$61.44K |
| FHMS K-165 A2 | 14,464,000 | 14,464,000 | 0 | 0.53% | -$119.92K |
| Exeter Automobile Receivables Trust, Series 2024-3A, Class E | 11,784,000 | 11,784,000 | 0 | 0.45% | $184.79K |
| MFT 2023-1A D | 12,000,000 | 12,000,000 | 0 | 0.45% | -$24.15K |
| OCTAVIA US | 80,038 | 80,038 | 0 | 0.37% | -$1.97M |
| FHMS K543 A2 | 10,000,000 | 10,000,000 | 0 | 0.37% | -$27.11K |
| Oaktree CLO 2022-2 Ltd | 10,000,000 | 10,000,000 | 0 | 0.37% | $53.73K |
| MULTIFAMILY PERMANENT MBS | 10,000,000 | 10,000,000 | 0 | 0.37% | -$28.19K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 10,000,000 | 10,000,000 | 0 | 0.37% | -$27.51K |
| Builders Capital Loan Acquisition Trust Series 2024-NPL1, Class A1B | 10,092,000 | 10,092,000 | 0 | 0.37% | -$14.15K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-172 CL A2 V/R 4.58100000 | 9,750,000 | 9,750,000 | 0 | 0.36% | -$93.92K |
| ATLX 2024-RPL2 Trust | 10,000,000 | 10,000,000 | 0 | 0.35% | $117.68K |
| Exeter Automobile Receivables Trust, Series 2022-2A, Class E | 9,300,000 | 9,300,000 | 0 | 0.33% | $64.17K |
| Allegro CLO XIII Ltd | 8,500,000 | 8,500,000 | 0 | 0.31% | $79.25K |
| Capital Four US CLO II Ltd | 8,500,000 | 8,500,000 | 0 | 0.31% | $21.00K |
| GLS Auto Receivables Issuer Trust, Series 2023-1A, Class E | 7,870,000 | 7,870,000 | 0 | 0.31% | -$37.05K |
| Multi Family Connecticut Ave Series 2020-01, Class CE | 8,000,000 | 8,000,000 | 0 | 0.30% | -$14.02K |
| FHMS K548 A2 | 8,000,000 | 8,000,000 | 0 | 0.29% | -$22.19K |
| GEARY US | 70,688 | 70,688 | 0 | 0.29% | $399.75K |
| PRET 2025-RPL2 Trust | 8,000,000 | 8,000,000 | 0 | 0.28% | $44.54K |
| RCKT Mortgage Trust 2022-1 | 9,256,925 | 9,256,925 | 0 | 0.26% | -$20.07K |
| JPMorgan Chase Bank NA - CHASE | 6,690,285 | 6,690,285 | 0 | 0.26% | -$2.08K |
| Sound Point Clo 2025-2 Ltd | 6,875,000 | 6,875,000 | 0 | 0.25% | -$17.99K |
| Pagaya Ai Debt Grantor Trust 2025-6 | 6,800,000 | 6,800,000 | 0 | 0.25% | $50.65K |
| CSMC 2022-ATH1 | 7,220,300 | 7,220,300 | 0 | 0.25% | $163.75K |
| CSMC 2020-RPL4 Trust | 10,124,150 | 10,124,150 | 0 | 0.25% | -$174.01K |
| CPS Auto Receivables Trust 2023-D | 6,120,000 | 6,120,000 | 0 | 0.24% | $22.39K |
| Saluda Grade Alternative Mortgage Trust 2021-MF1 | 6,884,819 | 6,884,819 | 0 | 0.24% | -$31.81K |
| Western Alliance Bank | 6,600,000 | 6,600,000 | 0 | 0.24% | -$3.46K |
| AFFRM 2024-A 1E | 6,440,000 | 6,440,000 | 0 | 0.24% | -$19.34K |
| FHMS K143 A2 | 7,185,000 | 7,185,000 | 0 | 0.24% | -$6.24K |
| OCTANE RECEIVABLES TRUST 2023-1 | 6,038,000 | 6,038,000 | 0 | 0.23% | $30.53K |
| Bellemeade Re 2023-1 Ltd | 6,200,000 | 6,200,000 | 0 | 0.23% | -$37.38K |
| Prestige Auto Receivables Trust 2024-1 | 6,682,000 | 6,682,000 | 0 | 0.23% | -$482.59K |
| CIM TRUST 2022-R1 | 7,425,000 | 7,425,000 | 0 | 0.23% | $3.22K |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-BAR1 | 83,950,000 | 83,950,000 | 0 | 0.23% | $214.49K |
| Invesco US CLO 2023-4 Ltd | 6,100,000 | 6,100,000 | 0 | 0.22% | -$13.19K |
| EFMT 2024-INV2 | 6,155,807 | 6,155,807 | 0 | 0.22% | $358.09K |
| CSMC 2022-ATH2 | 7,000,000 | 7,000,000 | 0 | 0.22% | -$90.83K |
| Elmwood CLO X Ltd. | 6,000,000 | 6,000,000 | 0 | 0.22% | $45.83K |
| AMMC CLO 23 Ltd | 6,000,000 | 6,000,000 | 0 | 0.22% | $17.43K |
| Ocean Trails CLO XIV Ltd | 5,940,000 | 5,940,000 | 0 | 0.22% | -$992 |
| CSMC 2020-RPL4 Trust | 10,125,738 | 10,125,738 | 0 | 0.21% | -$143.70K |
| Exeter Automobile Receivables Trust 2022-6 | 5,500,000 | 5,500,000 | 0 | 0.21% | -$94.46K |
| GLS Auto Receivables Issuer Trust 2023-4 | 5,270,000 | 5,270,000 | 0 | 0.21% | -$42.73K |
| Verus Securitization Trust 2022-2 | 6,743,650 | 6,743,650 | 0 | 0.20% | -$108.46K |
| Bellemeade Re Ltd | 5,430,000 | 5,430,000 | 0 | 0.20% | $11.13K |
| COMM Mortgage Trust, Series 2024-WCL1, Class C | 5,500,000 | 5,500,000 | 0 | 0.20% | $13.33K |
| Imperial Fund Mortgage Trust 2022-NQM1 | 7,250,000 | 7,250,000 | 0 | 0.20% | $81.45K |
| GS Mortgage-Backed Securities Trust 2020-RPL1 | 6,323,000 | 6,323,000 | 0 | 0.20% | $96.79K |
| Deephaven Residential Mortgage Trust 2021-2 | 6,528,000 | 6,528,000 | 0 | 0.19% | -$115.94K |
| GSMSC Resecuritization Trust 2014-5R | 5,707,000 | 5,707,000 | 0 | 0.19% | -$13.25K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2 NRZT 2025-NQM2 B1 | 5,116,000 | 5,116,000 | 0 | 0.19% | -$32.46K |
| WFCM 2025-VTT E | 5,200,000 | 5,200,000 | 0 | 0.19% | $8.08K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-4A, Class D | 5,000,000 | 5,000,000 | 0 | 0.19% | $12.54K |
| Battalion CLO XXIX Ltd., Series 2025-29A, Class D1 | 5,000,000 | 5,000,000 | 0 | 0.19% | $45.60K |
| Franklin Park Place CLO VI LLC | 5,000,000 | 5,000,000 | 0 | 0.18% | $41.41K |
| Sculptor CLO XXIX Ltd. | 5,000,000 | 5,000,000 | 0 | 0.18% | $22.18K |
| BlackRock Elbert CLO V LLC/KY | 5,000,000 | 5,000,000 | 0 | 0.18% | $35.03K |
| Canyon CLO 2025-3 Ltd | 5,000,000 | 5,000,000 | 0 | 0.18% | $31.26K |
| FHMS K547 A2 | 5,000,000 | 5,000,000 | 0 | 0.18% | -$10.12K |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | 5,213,750 | 5,213,750 | 0 | 0.18% | -$46.00K |
| GSMSC Resecuritization Trust 2014-5R | 5,709,149 | 5,709,149 | 0 | 0.18% | -$13.94K |
| BX Trust, Series 2024-BIO, Class C | 4,800,000 | 4,800,000 | 0 | 0.17% | $2.29K |
| GS Mortgage-Backed Securities Trust 2024-RPL2 | 5,000,000 | 5,000,000 | 0 | 0.17% | $59.46K |
| Deephaven Residential Mortgage Trust, Series 2022-3, Class B1 | 5,000,000 | 5,000,000 | 0 | 0.17% | -$93.90K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 4,700,000 | 4,700,000 | 0 | 0.17% | -$27.30K |
| EFMT 2025-NQM1 | 5,008,000 | 5,008,000 | 0 | 0.17% | $5.66K |
| Towd Point Mortgage Trust 2024-4 | 4,966,000 | 4,966,000 | 0 | 0.17% | -$5.89K |
| Anthelion CLO 2025-1 Ltd | 4,500,000 | 4,500,000 | 0 | 0.17% | $22.07K |
| ARES Industrial Real Estate - ARES 2024-IND D | 4,500,000 | 4,500,000 | 0 | 0.17% | -$1.05K |
| ARES Industrial Real Estate - ARES 2024-IND E | 4,500,000 | 4,500,000 | 0 | 0.17% | -$994 |
| CSMC 2021-NQM7 | 5,417,100 | 5,417,100 | 0 | 0.17% | -$62.49K |
| BX Trust, Series 2024-VLT4, Class F | 4,500,000 | 4,500,000 | 0 | 0.16% | -$27.73K |
| Dynex Capital, Inc., Series C, Pfd. | 173,425 | 173,425 | 0 | 0.16% | $12.14K |
| CPS Auto Receivables Trust 2022-D | 4,100,000 | 4,100,000 | 0 | 0.16% | -$14.21K |
| JACKSON PARK TRUST 2019-LIC JAX 2019-LIC E | 5,000,000 | 5,000,000 | 0 | 0.16% | $31.78K |
| Exeter Automobile Receivables Trust 2024-2 | 4,096,000 | 4,096,000 | 0 | 0.16% | $49.01K |
| COLT 2021-HX1 Mortgage Loan Trust | 5,510,000 | 5,510,000 | 0 | 0.16% | $63.18K |
| Deephaven Residential Mortgage Trust, Series 2022-1, Class B1 | 5,000,000 | 5,000,000 | 0 | 0.16% | $42.35K |
| Saluda Grade Alternative Mortgage Trust 2023-SEQ3 | 4,250,000 | 4,250,000 | 0 | 0.16% | -$7.85K |
| COLT 2021-2 Mortgage Loan Trust | 5,250,000 | 5,250,000 | 0 | 0.16% | -$106.21K |
| Carvana Auto Receivables Trust 2023-N3 | 4,000,000 | 4,000,000 | 0 | 0.16% | $48.51K |
| CSMC 2022-ATH2 | 4,450,000 | 4,450,000 | 0 | 0.15% | $12.34K |
| Verus Securitization Trust 2022-3 | 5,296,000 | 5,296,000 | 0 | 0.15% | -$73.42K |
| Blackrock MT Lassen Clo XV LLC | 4,000,000 | 4,000,000 | 0 | 0.15% | $24.51K |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class AS | 4,000,000 | 4,000,000 | 0 | 0.15% | $29.25K |
| Ellington Financial Mortgage Trust 2022-4 | 4,010,100 | 4,010,100 | 0 | 0.15% | -$9.66K |
| Wind River 2023-1 CLO Ltd | 4,000,000 | 4,000,000 | 0 | 0.15% | $6.55K |
| CPS Auto Receivables Trust 2025-C | 4,000,000 | 4,000,000 | 0 | 0.15% | $86.84K |
| Trinitas Capital Management LLC | 4,000,000 | 4,000,000 | 0 | 0.15% | $50.00K |
| Hertz Vehicle Financing LLC, Series 2022-2A, Class D | 4,000,000 | 4,000,000 | 0 | 0.14% | $44.67K |
| XCAL 2021-7 A | 3,950,000 | 3,950,000 | 0 | 0.14% | $1.86K |
| Starwood Mortgage Residential Trust 2021-3 | 5,170,000 | 5,170,000 | 0 | 0.14% | -$191.28K |
| Georgia Banking Co Inc | 4,000,000 | 4,000,000 | 0 | 0.14% | $51.22K |
| MFRA TRUST MFRA 2021 RPL1 M2 144A | 4,500,000 | 4,500,000 | 0 | 0.14% | -$24.25K |
| RCKT Mortgage Trust 2022-1 | 5,197,193 | 5,197,193 | 0 | 0.14% | $105.79K |
| PRET 2025-RPL1 M2 | 4,000,000 | 4,000,000 | 0 | 0.14% | $40.84K |
| MASTR Alternative Loan Trust 2007-HF1 | 9,522,417 | 9,522,417 | 0 | 0.14% | $3.72K |
| QTS Data Centers - BX 2025-VLT7 D | 3,700,000 | 3,700,000 | 0 | 0.14% | -$281 |
| Deephaven Residential Mortgage Trust, Series 2022-1, Class B2 | 4,628,000 | 4,628,000 | 0 | 0.14% | $132.97K |
| Deephaven Residential Mortgage Trust, Series 2021-3, Class B2 | 4,600,000 | 4,600,000 | 0 | 0.14% | -$43.70K |
| PRPM Trust, Series 2022-NQM1, Class B1 | 3,750,000 | 3,750,000 | 0 | 0.13% | -$131.58K |
| EFMT 2024-CES1 | 3,588,553 | 3,588,553 | 0 | 0.13% | -$18.36K |
| LEAVENWORTH US | 29,450 | 29,450 | 0 | 0.13% | $427.50K |
| COLT 2021-5 Mortgage Loan Trust | 4,085,000 | 4,085,000 | 0 | 0.13% | -$5.70K |
| FIGRE Trust 2025-HE5 | 3,500,000 | 3,500,000 | 0 | 0.13% | -$29.52K |
| MFA 2021-RPL1 Trust | 4,106,000 | 4,106,000 | 0 | 0.13% | $9.71K |
| CSMC 2021-NQM8 | 4,346,000 | 4,346,000 | 0 | 0.13% | -$57.35K |
| Trinitas CLO XXXII Ltd | 3,500,000 | 3,500,000 | 0 | 0.13% | $34.34K |
| MFA 2021-INV2 Trust | 4,000,000 | 4,000,000 | 0 | 0.13% | -$45.20K |
| GS Mortgage-Backed Securities Trust 2024-RPL4 | 3,500,000 | 3,500,000 | 0 | 0.12% | $24.10K |
| Affirm Asset Securitization Trust 2024-A | 3,350,000 | 3,350,000 | 0 | 0.12% | -$10.06K |
| VSTA 2025-CES2 B2 | 3,250,000 | 3,250,000 | 0 | 0.12% | -$15.63K |
| X-Caliber Funding LLC | 3,350,418 | 3,350,418 | 0 | 0.12% | -$740 |
| COLT 2020-2R Mortgage Loan Trust | 3,605,000 | 3,605,000 | 0 | 0.12% | $47.81K |
| Flagship Credit Auto Trust, Series 2021-4, Class E | 4,000,000 | 4,000,000 | 0 | 0.12% | -$109.26K |
| Towd Point Mortgage Trust 2017-6 | 4,500,000 | 4,500,000 | 0 | 0.12% | $112.76K |
| Octane Recievables Trust 2024-RPT1 | 3,243,000 | 3,243,000 | 0 | 0.12% | $37.07K |
| Anchorage Capital CLO 26 Ltd | 3,250,000 | 3,250,000 | 0 | 0.12% | $27.95K |
| ICNQ 2024-MF Mortgage Trust | 3,250,000 | 3,250,000 | 0 | 0.12% | $3.24K |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class E | 3,028,000 | 3,028,000 | 0 | 0.12% | $28.31K |
| Palmer Square Loan Funding Ltd., Series 2022-3A, Class DR | 3,260,000 | 3,260,000 | 0 | 0.12% | -$10.15K |
| XCALFD 11 09/01/24 | 3,500,000 | 3,500,000 | 0 | 0.12% | -$208.40K |
| BX TRUST 2024-BIO BX 2024 BIO D 144A | 3,300,000 | 3,300,000 | 0 | 0.12% | $2.66K |
| BAMLL TRUST 2025-ASHF BAMLL 2025 ASHF C 144A | 3,250,000 | 3,250,000 | 0 | 0.12% | -$3.84K |
| HOME RE 2023-1 LTD HMIR 2023-1 M2 | 3,000,000 | 3,000,000 | 0 | 0.12% | $12.77K |
| GLS Auto Receivables Issuer Trust, Series 2023-2A, Class E | 3,000,000 | 3,000,000 | 0 | 0.12% | -$11.40K |
| NBBLUE 2025-1A B | 3,000,000 | 3,000,000 | 0 | 0.11% | -$11.40K |
| SAVANNAH GRAND | 3,111,177 | 3,111,177 | 0 | 0.11% | $21.66K |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 EART 2024-5A E | 3,000,000 | 3,000,000 | 0 | 0.11% | $28.11K |
| Eagle RE Ltd., Series 2021-2, Class M2 | 3,000,000 | 3,000,000 | 0 | 0.11% | $16.92K |
| Saluda Grade Alternative Mortgage Trust 2025-LOC5 | 3,029,000 | 3,029,000 | 0 | 0.11% | $6.40K |
| FHMS K549 A2 | 3,000,000 | 3,000,000 | 0 | 0.11% | -$9.07K |
| Marble Point CLO XIX Ltd | 3,000,000 | 3,000,000 | 0 | 0.11% | $26.59K |
| Greenacre Park CLO LLC | 3,000,000 | 3,000,000 | 0 | 0.11% | $11.62K |
| Gallatin CLO XI 2024-1 Ltd | 3,000,000 | 3,000,000 | 0 | 0.11% | -$3.50K |
| Ares LVIII CLO Ltd | 3,000,000 | 3,000,000 | 0 | 0.11% | -$4.89K |
| Silver Point CLO 10 Ltd | 3,000,000 | 3,000,000 | 0 | 0.11% | $762 |
| MP CLO VIII Ltd | 3,000,000 | 3,000,000 | 0 | 0.11% | $6.06K |
| Senior Secured Note | 3,000,000 | 3,000,000 | 0 | 0.11% | -$40.26K |
| Marble Point Clo XXIV Ltd | 3,000,000 | 3,000,000 | 0 | 0.11% | $3.80K |
| Saluda Grade Alternative Mortgage Trust 2020-SEQ1 | 26,202,262 | 26,202,262 | 0 | 0.11% | $7.47K |
| Global Aircraft Leasing Co., Ltd. | 2,880,000 | 2,880,000 | 0 | 0.11% | $16.10K |
| ATLX Trust, Series 2024-RPL1, Class A2 | 3,000,000 | 3,000,000 | 0 | 0.11% | $14.61K |
| PHOENIX AVIATION CAPITAL REGD 144A P/P 9.25000000 | 2,810,000 | 2,810,000 | 0 | 0.11% | -$15.55K |
| GS Mortgage-Backed Securities Trust 2024-HE1 | 2,947,000 | 2,947,000 | 0 | 0.11% | $1.50K |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 6 B2 144A | 3,921,000 | 3,921,000 | 0 | 0.11% | -$78.43K |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | 3,153,250 | 3,153,250 | 0 | 0.11% | -$41.13K |
| EFMT 2024-NQM1 | 2,897,500 | 2,897,500 | 0 | 0.11% | -$7.84K |
| EFMT 2025-CES2 | 2,854,000 | 2,854,000 | 0 | 0.11% | -$11.46K |
| Fidelity Financial Corp | 3,000,000 | 3,000,000 | 0 | 0.10% | $28.09K |
| PRPM 2024-RPL4 LLC | 2,936,000 | 2,936,000 | 0 | 0.10% | $21.35K |
| Upgrade Auto Receivables Trust 2025-1 | 2,744,000 | 2,744,000 | 0 | 0.10% | $56.96K |
| Towd Point Mortgage Trust 2024-4 | 2,897,000 | 2,897,000 | 0 | 0.10% | -$3.87K |
| Cascade MH Asset Trust 2021-MH1 | 3,000,000 | 3,000,000 | 0 | 0.10% | -$8.72K |
| MSC 2014-150E A | 3,040,000 | 3,040,000 | 0 | 0.10% | $15.83K |
| Voya CLO Ltd., Series 2016-1A, Class BR | 2,740,000 | 2,740,000 | 0 | 0.10% | $2.54K |
| Extended Stay America Trust Series 22-ESH Class E | 2,700,000 | 2,700,000 | 0 | 0.10% | $9.98K |
| BHG Securitization Trust, Series 2022-C, Class E | 2,517,000 | 2,517,000 | 0 | 0.10% | -$3.87K |
| EFMT 2024-NQM1 | 2,739,000 | 2,739,000 | 0 | 0.10% | $92.61K |
| Flushing Financial Corp. | 3,000,000 | 3,000,000 | 0 | 0.10% | $42.40K |
| Acadia Healthcare Co Inc | 2,700,000 | 2,700,000 | 0 | 0.10% | -$124.12K |
| GLS AUTO RECEIVABLES TRUST 2023-3A E 9.27% 08/15/2030 144A | 2,500,000 | 2,500,000 | 0 | 0.10% | -$11.61K |
| Sculptor CLO XXVI Ltd | 2,600,000 | 2,600,000 | 0 | 0.10% | $8.09K |
| Pikes Peak CLO 14 2023 Ltd | 2,500,000 | 2,500,000 | 0 | 0.09% | $14.06K |
| Black Diamond CLO 2022-1 Ltd | 2,500,000 | 2,500,000 | 0 | 0.09% | $3.33K |
| Octagon Investment Partners Ltd., Series 2018-1A, Class C | 2,500,000 | 2,500,000 | 0 | 0.09% | $2.57K |
| GS Mortgage Backed Securities Trust 2025 CES2 | 2,500,000 | 2,500,000 | 0 | 0.09% | -$15.50K |
| FREMF 2019-KF64 Mortgage Trust | 2,487,563 | 2,487,563 | 0 | 0.09% | $5.21K |
| Exeter Automobile Receivables Trust, Series 2024-1A, Class E | 2,375,000 | 2,375,000 | 0 | 0.09% | $21.93K |
| BX Commercial Mortgage Trust 2024-KING | 2,467,516 | 2,467,516 | 0 | 0.09% | -$1.31K |
| New Residential Mortgage Loan Trust 2022-SFR2 | 2,554,000 | 2,554,000 | 0 | 0.09% | $19.91K |
| Ellington Financial Mortgage Trust 2021-2 | 3,320,000 | 3,320,000 | 0 | 0.09% | -$59.47K |
| COLT Funding LLC | 2,862,000 | 2,862,000 | 0 | 0.09% | $31.50K |
| STAR 2021-1 Trust | 2,743,000 | 2,743,000 | 0 | 0.09% | $37.21K |
| SXC 4.875 06/30/29 144A | 2,550,000 | 2,550,000 | 0 | 0.09% | $24.09K |
| TOWD POINT MORTGAGE TRUST 2021-SJ2 2.5% 12/25/2061 144A | 2,548,781 | 2,548,781 | 0 | 0.09% | $16.25K |
| JP Morgan Mortgage Trust Series 2024-8 | 2,611,000 | 2,611,000 | 0 | 0.09% | $74.89K |
| Towd Point Mortgage Trust, Series 2019-1, Class B2 | 3,000,000 | 3,000,000 | 0 | 0.09% | -$8.89K |
| New Residential Mortgage Loan Trust 2021-NQM3 | 2,729,000 | 2,729,000 | 0 | 0.09% | -$1.99K |
| RCKT TRUST RCKTL 2025 2A E 144A | 2,261,000 | 2,261,000 | 0 | 0.08% | $70.17K |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B CPS 2025-B E | 2,226,000 | 2,226,000 | 0 | 0.08% | $42.18K |
| JP Morgan Mortgage Trust Series 2024-6 | 2,512,639 | 2,512,639 | 0 | 0.08% | $84.78K |
| Flagstar Mortgage Trust 2018-2 | 2,540,029 | 2,540,029 | 0 | 0.08% | $36.76K |
| Ellington Financial Mortgage Trust 2021-3 | 2,910,000 | 2,910,000 | 0 | 0.08% | -$47.86K |
| Towd Point Mortgage Trust, Series 2018-2, Class B4 | 3,000,000 | 3,000,000 | 0 | 0.08% | $113.96K |
| Directv Financing LLC / Directv Financing Co-Obligor Inc. | 2,120,000 | 2,120,000 | 0 | 0.08% | $71.59K |
| MXCN 6 1/4 03/15/32 | 2,090,000 | 2,090,000 | 0 | 0.08% | $28.88K |
| Caesars Entertainment Inc | 2,230,000 | 2,230,000 | 0 | 0.08% | $43.21K |
| Towd Point Mortgage Trust 2019-HY2 | 2,294,000 | 2,294,000 | 0 | 0.08% | $44.56K |
| OneMain Finance Corp | 2,060,000 | 2,060,000 | 0 | 0.08% | -$373 |
| VIKING CRUISES LTD SR UNSECURED 144A 10/33 5.875 | 2,100,000 | 2,100,000 | 0 | 0.08% | -$6.15K |
| Towd Point Mortgage Trust 2018-5 | 3,000,000 | 3,000,000 | 0 | 0.08% | $33.18K |
| UPSTART SECURITIZATION TRUST 2023-2 UPST 2023-2 C | 2,000,000 | 2,000,000 | 0 | 0.08% | -$12.81K |
| NRG ENERGY INC REGD 144A P/P 6.25000000 | 2,060,000 | 2,060,000 | 0 | 0.08% | -$6.63K |
| BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.75000000 | 2,010,000 | 2,010,000 | 0 | 0.08% | $1.36K |
| COLT Mortgage Loan Trust, Series 2022-3, Class B1 | 2,362,000 | 2,362,000 | 0 | 0.08% | $17.35K |
| SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625 | 2,190,000 | 2,190,000 | 0 | 0.08% | $11.11K |
| POST HOLDINGS INC REGD 144A P/P 6.37500000 | 2,090,000 | 2,090,000 | 0 | 0.08% | -$14.17K |
| CARS.COM INC REGD 144A P/P 6.37500000 | 2,100,000 | 2,100,000 | 0 | 0.08% | $9.13K |
| Verus Securitization Trust 2022-3 | 2,500,000 | 2,500,000 | 0 | 0.08% | -$36.94K |
| VT TOPCO INC SR SECURED 144A 08/30 8.5 | 2,040,000 | 2,040,000 | 0 | 0.08% | -$31.76K |
| UPBOUND GRP INC | 2,100,000 | 2,100,000 | 0 | 0.08% | $45.45K |
| Imperial Fund Mortgage Trust 2021-NQM1 | 2,570,000 | 2,570,000 | 0 | 0.08% | $55.75K |
| Consumer Portfolio Services Auto Trust 2025-D | 2,000,000 | 2,000,000 | 0 | 0.08% | $41.18K |
| PRGO 6 1/8 09/30/32 | 2,090,000 | 2,090,000 | 0 | 0.08% | -$52.35K |
| Flagstar Mortgage Trust 2018-6RR | 2,478,000 | 2,478,000 | 0 | 0.07% | -$26.36K |
| PROSPER MARKETPLACE ISSUANCE T PMIT 2024 1A D 144A | 2,000,000 | 2,000,000 | 0 | 0.07% | -$16.58K |
| Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class CE | 2,000,000 | 2,000,000 | 0 | 0.07% | -$1.22K |
| AgoraCapital Auto Securities Trust Series 2025-1A, Class B | 2,000,000 | 2,000,000 | 0 | 0.07% | $5.71K |
| Anchorage Capital CLO 26 Ltd | 2,000,000 | 2,000,000 | 0 | 0.07% | -$4.06K |
| XCALI 2021-10 B1 | 2,000,000 | 2,000,000 | 0 | 0.07% | $3.43K |
| OPTN 2025-B E | 2,000,000 | 2,000,000 | 0 | 0.07% | $7.57K |
| Man US CLO 2024-1 Ltd | 2,000,000 | 2,000,000 | 0 | 0.07% | -$2.36K |
| Warwick Capital CLO 6 Ltd | 2,000,000 | 2,000,000 | 0 | 0.07% | -$660 |
| Chase Mortgage Finance Corp. | 2,159,000 | 2,159,000 | 0 | 0.07% | -$3.99K |
| CQS US CLO 5 LTD CQS 2025-5A D1 | 2,000,000 | 2,000,000 | 0 | 0.07% | $11.44K |
| CMO | 2,000,000 | 2,000,000 | 0 | 0.07% | $786 |
| Texas State Bankshares Inc | 2,000,000 | 2,000,000 | 0 | 0.07% | $256 |
| VISANT 8.375 12/01/31 144A | 1,870,000 | 1,870,000 | 0 | 0.07% | $2.14K |
| JP Morgan Mortgage Trust Series 2024-5 | 2,366,000 | 2,366,000 | 0 | 0.07% | -$34.02K |
| STONEX ESCROW ISSUER LLC SECURED 144A 07/32 6.875 | 1,930,000 | 1,930,000 | 0 | 0.07% | -$5.84K |
| Clear Street Holdings LLC | 2,000,000 | 2,000,000 | 0 | 0.07% | $9.89K |
| GS Mortgage-Backed Securities Trust 2024-PJ3 | 2,340,000 | 2,340,000 | 0 | 0.07% | $77.46K |
| CSMC 2021-AFC1 Trust | 3,031,450 | 3,031,450 | 0 | 0.07% | -$55.49K |
| STENA INTERNATIONAL SA SR SECURED 144A 01/31 7.25 | 1,925,000 | 1,925,000 | 0 | 0.07% | $8.19K |
| Narragansett Financial Corp | 2,000,000 | 2,000,000 | 0 | 0.07% | $25.15K |
| Deephaven Residential Mortgage Trust 2021-2 | 2,500,000 | 2,500,000 | 0 | 0.07% | -$25.65K |
| CAPSTONE COPPER CORP REGD 144A P/P 6.75000000 | 1,900,000 | 1,900,000 | 0 | 0.07% | $2.40K |
| TIHLLC 7 1/8 06/01/31 | 1,910,000 | 1,910,000 | 0 | 0.07% | -$7.17K |
| COLT 2021-RPL1 Trust | 2,250,000 | 2,250,000 | 0 | 0.07% | -$6.73K |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM4 B2 144A | 2,500,000 | 2,500,000 | 0 | 0.07% | $164.96K |
| BankGuam Holding Co | 2,000,000 | 2,000,000 | 0 | 0.07% | $25.64K |
| ANNALY CAPITAL MGMT INC REIT | 84,833 | 84,833 | 0 | 0.07% | $156.09K |
| J.P. Morgan Mortgage Trust 2024-10 | 2,843,931 | 2,843,931 | 0 | 0.07% | -$29.08K |
| Verus Securitization Trust, Series 2021-3, Class M1 | 2,500,000 | 2,500,000 | 0 | 0.07% | -$28.46K |
| RCM 6.875 11/15/31 144A | 1,900,000 | 1,900,000 | 0 | 0.07% | -$39.85K |
| Ellington Financial Mortgage Trust 2021-2 | 2,710,000 | 2,710,000 | 0 | 0.07% | -$20.56K |
| II VI INC COMPANY GUAR 144A 12/29 5 | 1,900,000 | 1,900,000 | 0 | 0.07% | $11.99K |
| WinWater Mortgage Loan Trust 2014-1 | 2,370,000 | 2,370,000 | 0 | 0.07% | -$22.98K |
| Consumer Portfolio Services Auto Trust 2025-A | 1,800,000 | 1,800,000 | 0 | 0.07% | $24.83K |
| PRPM LLC, Series 2025-RCF4, Class M2 | 2,000,000 | 2,000,000 | 0 | 0.07% | $13.06K |
| Residential Asset Securitization Trust 2007-A8 | 3,864,867 | 3,864,867 | 0 | 0.07% | -$16.20K |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | 2,011,000 | 2,011,000 | 0 | 0.07% | -$24.67K |
| X-Caliber Funding LLC | 1,788,000 | 1,788,000 | 0 | 0.07% | $29.16K |
| Verus Securitization Trust 2021-3 | 2,270,000 | 2,270,000 | 0 | 0.07% | $82.36K |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES3 | 1,750,000 | 1,750,000 | 0 | 0.07% | -$8.02K |
| BX Mortgage Trust, Series 2025-BIO3, Class D | 1,750,000 | 1,750,000 | 0 | 0.06% | -$2.32K |
| Voya CLO Ltd., Series 2018-1A, Class C | 1,750,000 | 1,750,000 | 0 | 0.06% | $4.59K |
| OBX 2021-J3 Trust | 2,500,000 | 2,500,000 | 0 | 0.06% | $27.81K |
| FHMS K-171 A2 | 1,750,000 | 1,750,000 | 0 | 0.06% | -$7.35K |
| ALA Trust, Series 2025-OANA, Class C | 1,700,000 | 1,700,000 | 0 | 0.06% | -$410 |
| AREIT 2024 CRE9 LTD | 1,700,000 | 1,700,000 | 0 | 0.06% | -$75 |
| AGNC Investment Corp., Series E, Pfd. | 66,529 | 66,529 | 0 | 0.06% | $23.29K |
| Arroyo Mortgage Trust 2022-1 | 2,000,000 | 2,000,000 | 0 | 0.06% | $48.19K |
| Pagaya AI Debt Grantor Trust 2024-11 | 1,749,799 | 1,749,799 | 0 | 0.06% | $11.85K |
| FHF Issuer Trust, Series 2024-3A, Class D | 1,717,000 | 1,717,000 | 0 | 0.06% | $18.20K |
| GOODYEAR TIRE & RUBBER REGD 6.62500000 | 1,590,000 | 1,590,000 | 0 | 0.06% | $48.73K |
| MAGNERA CORP SR SECURED 144A 11/29 4.75 | 1,800,000 | 1,800,000 | 0 | 0.06% | $127.16K |
| DBSG 2024-ALTA Mortgage Trust | 1,600,000 | 1,600,000 | 0 | 0.06% | $134 |
| NYC COMMERCIAL MORTGAGE TRUST 2025-28L | 1,600,000 | 1,600,000 | 0 | 0.06% | $15.49K |
| EquipmentShare.com Inc | 1,500,000 | 1,500,000 | 0 | 0.06% | $89.77K |
| Credit Acceptance Corp | 1,600,000 | 1,600,000 | 0 | 0.06% | $2.34K |
| NYC Commercial Mortgage Trust 2025-28L | 1,600,000 | 1,600,000 | 0 | 0.06% | $9.29K |
| Jefferson Capital Holdings, LLC | 1,520,000 | 1,520,000 | 0 | 0.06% | $25.41K |
| WinWater Mortgage Loan Trust 2014-2 | 1,938,000 | 1,938,000 | 0 | 0.06% | -$83.69K |
| GGAM FIN. LTD 5.875% | 1,560,000 | 1,560,000 | 0 | 0.06% | $6.32K |
| GLS Auto Receivables Issuer Trust, Series 2024-4A, Class E | 1,500,000 | 1,500,000 | 0 | 0.06% | $14.54K |
| Veros Auto Receivables Trust, Series 2025-1, Class D | 1,500,000 | 1,500,000 | 0 | 0.06% | $16.43K |
| Radnor Re 2024-1 Ltd | 1,500,000 | 1,500,000 | 0 | 0.06% | $8.31K |
| Towd Point Mortgage Trust 2024-3 | 1,695,000 | 1,695,000 | 0 | 0.06% | -$2.17K |
| Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class B10 | 1,500,000 | 1,500,000 | 0 | 0.06% | $16.24K |
| GS Mortgage-Backed Securities Trust 2024-PJ8 | 1,734,000 | 1,734,000 | 0 | 0.06% | $121.57K |
| JPMCC 2018-PTC A | 3,500,000 | 3,500,000 | 0 | 0.06% | $37.76K |
| MFT 2025-1A D | 1,500,000 | 1,500,000 | 0 | 0.06% | $2.74K |
| AmeriTex HoldCo Intermediate LLC | 1,430,000 | 1,430,000 | 0 | 0.05% | $7.76K |
| COLT 2022-2 Mortgage Loan Trust | 1,750,000 | 1,750,000 | 0 | 0.05% | $10.10K |
| JP Morgan Mortgage Trust Series 2024-6 | 1,795,000 | 1,795,000 | 0 | 0.05% | -$30.25K |
| FIRSTCASH INC REGD 144A P/P 4.62500000 | 1,500,000 | 1,500,000 | 0 | 0.05% | $9.27K |
| GS Mortgage-Backed Securities Trust 2024-PJ5 | 1,613,000 | 1,613,000 | 0 | 0.05% | $75.76K |
| CONSOLIDATED ENERGY FIN REGD 144A P/P 12.00000000 | 1,750,000 | 1,750,000 | 0 | 0.05% | $226.10K |
| PRA GROUP INC REGD 144A P/P 5.00000000 | 1,600,000 | 1,600,000 | 0 | 0.05% | $10.22K |
| Saluda Grade Alternative Mortgage Trust 2021-FIG2 | 1,449,524 | 1,449,524 | 0 | 0.05% | -$6.98K |
| JP Morgan Mortgage Trust 2019-LTV1 | 1,752,008 | 1,752,008 | 0 | 0.05% | -$5.40K |
| EFMT 2024-CES1 | 1,393,000 | 1,393,000 | 0 | 0.05% | -$5.25K |
| GS Mortgage-Backed Securities Trust 2024-PJ6 | 1,584,000 | 1,584,000 | 0 | 0.05% | $51.78K |
| CFMT 2024-R1 LLC | 1,500,000 | 1,500,000 | 0 | 0.05% | -$3.82K |
| FATFZ 2021-1 A2 | 1,929,600 | 1,929,600 | 0 | 0.05% | -$538.38K |
| Mello Mortgage Capital Acceptance 2018-MTG1 | 1,799,000 | 1,799,000 | 0 | 0.05% | $58.92K |
| Wells Fargo Mortgage Backed Securities 2019-4 Trust | 2,124,000 | 2,124,000 | 0 | 0.05% | -$25.83K |
| Verus Securitization Trust, Series 2021-3, Class B1 | 1,750,000 | 1,750,000 | 0 | 0.05% | -$16.65K |
| ELLINGTON FINANCIAL INC | 103,500 | 103,500 | 0 | 0.05% | -$48.64K |
| CLW 4.75 08/15/28 144A | 1,400,000 | 1,400,000 | 0 | 0.05% | $9.96K |
| XCALI 2020-5 Mortgage Trust | 1,321,012 | 1,321,012 | 0 | 0.05% | $241 |
| ALA Trust, Series 2025-OANA, Class D | 1,300,000 | 1,300,000 | 0 | 0.05% | -$295 |
| REDWOOD TRUST INC REIT | 238,507 | 238,507 | 0 | 0.05% | $40.55K |
| Merrill Lynch Mortgage Investors Trust Series 2003-OPT1 | 1,558,243 | 1,558,243 | 0 | 0.05% | -$38.09K |
Top 300 of 505, by weight.
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