CLMVX Portfolio moves — Columbia Mortgage Opportunities Fund

CLMVX

Columbia Mortgage Opportunities Fund

Columbia Funds Series Trust II

Portfolio moves

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

From To

Nov 30, 2025 → Feb 28, 2026

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

Security	Shares Feb 2026	Δ shares	End %	Δ value
FNCL 6 3/24	473,000,000	473,000,000	10.32%	$485.15M
Uniform Mortgage-Backed Security, TBA	483,000,000	483,000,000	10.16%	$477.61M
Uniform Mortgage-Backed Security, TBA	437,500,000	437,500,000	9.04%	$425.17M
FNCL 5 3/24	261,000,000	261,000,000	5.58%	$262.17M
Ginnie Mae	240,000,000	240,000,000	5.04%	$237.17M
Uniform Mortgage-Backed Security, TBA	150,000,000	150,000,000	3.01%	$141.34M
FNCL 5.5 3/25	60,000,000	60,000,000	1.30%	$60.96M
Cayuga Park CLO Ltd., Series 2020-1A, Class AR2	24,500,000	24,500,000	0.52%	$24.47M
GITST 2025-NPL2 A1	23,608,059	23,608,059	0.50%	$23.61M
POINT SECURITIZATION TRUST PNT_26-1	20,750,000	20,750,000	0.44%	$20.57M
Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2026-RTL1, Class A1	20,050,000	20,050,000	0.43%	$20.13M
Pagaya AI Debt Grantor Trust 2026-1	19,130,000	19,130,000	0.41%	$19.27M
NRZT 2025-NQM4 A1	15,975,503	15,975,503	0.35%	$16.23M
Elmwood CLO 19 Ltd., Series 2022-6A, Class AR2	15,000,000	15,000,000	0.32%	$15.00M
Saluda Grade Alternative Mortgage Trust 2025-FIG6	14,758,444	14,758,444	0.32%	$14.98M
HOMES Trust, Series 2026-INV1, Class A1D	14,116,340	14,116,340	0.30%	$14.21M
NRZT 2025-NQM5 A1 144A FRN 08-25-65	13,598,904	13,598,904	0.29%	$13.73M
PRET LLC, Series 2026-NPL1, Class A1	9,898,364	9,898,364	0.21%	$9.90M
PRPM 2026-1 LLC	9,600,000	9,600,000	0.20%	$9.60M
ADMT 2026-NQM1 A1	9,024,102	9,024,102	0.19%	$9.05M
OBX 2026-NQM1 Trust	8,699,381	8,699,381	0.19%	$8.72M
Pagaya AI Debt Grantor Trust 2026-1	7,630,000	7,630,000	0.16%	$7.64M
Reach Abs Trust, Series 2026-1A, Class A	6,783,734	6,783,734	0.14%	$6.78M
Exeter Automobile Receivables Trust 2026-1	6,500,000	6,500,000	0.14%	$6.57M
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_26-7	51,868,902	51,868,902	0.13%	$6.27M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_26-5	55,687,724	55,687,724	0.12%	$5.67M
POINT SECURITIZATION TRUST PNT_26-1	6,120,000	6,120,000	0.11%	$5.37M
Ellington Financial Mortgage Trust 2017-1	5,270,168	5,270,168	0.11%	$5.29M
MRQI_26-HI1A	4,663,000	4,663,000	0.10%	$4.64M
TVC Mortgage Trust Series 2024-RRTL1, Class M2	4,560,000	4,560,000	0.10%	$4.56M
MRQI_26-HI1A	3,423,000	3,423,000	0.07%	$3.39M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_26-28	32,832,040	32,832,040	0.05%	$2.54M
PRPM Trust, Series 2026-RCF1, Class M2	2,499,000	2,499,000	0.05%	$2.42M
Lendbuzz Securitization Trust, Series 2026-1A, Class C	2,150,000	2,150,000	0.05%	$2.17M
Lendbuzz Securitization Trust, Series 2026-1A, Class B	1,900,000	1,900,000	0.04%	$1.91M
TVC Mortgage Trust, Series 2026-RRTL1, Class M1	1,000,000	1,000,000	0.02%	$1.01M

Security	Shares Nov 2025	Δ shares	End %	Δ value
FNCL 4.5 12/23	633,000,000	-633,000,000	0.00%	-$619.61M
FNCL 6 12/24	473,000,000	-473,000,000	0.00%	-$484.28M
FNCL 4 12/22	437,500,000	-437,500,000	0.00%	-$416.65M
FNCL 5 12/22	261,000,000	-261,000,000	0.00%	-$260.45M
Government National Mortgage Association, TBA	240,000,000	-240,000,000	0.00%	-$234.70M
FNCL 3.5 12/22	150,000,000	-150,000,000	0.00%	-$138.73M
FNCL 5.5 12/24	60,000,000	-60,000,000	0.00%	-$60.76M
PRET 2024-NPL6 LLC PRET 2024 NPL6 A2 144A	10,875,000	-10,875,000	0.00%	-$10.89M
PRET 2024-NPL7 LLC PRET 2024-NPL7 A2	10,000,000	-10,000,000	0.00%	-$10.01M
PRET 2024-NPL9 LLC	9,050,000	-9,050,000	0.00%	-$9.06M
LHOME MORTGAGE TRUST LHOME_23-RTL3	8,400,000	-8,400,000	0.00%	-$8.44M
Verus Securitization Trust 2023-1	7,000,000	-7,000,000	0.00%	-$6.97M
NYMT Loan Trust, Series 2024-BPL1, Class A1	6,850,000	-6,850,000	0.00%	-$6.86M
MPOWR 2025-A B	6,480,000	-6,480,000	0.00%	-$6.69M
MPOWR 2024-A B	6,000,000	-6,000,000	0.00%	-$6.17M
UATSP_25-1GS	18,723	-18,723	0.00%	-$4.90M
COLT MORTGAGE LOAN TRUST COLT_22-4	4,993,000	-4,993,000	0.00%	-$4.67M
Verus Securitization Trust 2023-INV1	4,198,000	-4,198,000	0.00%	-$4.19M
Homeward Opportunities Fund I Trust 2020-2	3,750,000	-3,750,000	0.00%	-$3.77M
Homeward Opportunities Fund Trust 2022-1	3,000,000	-3,000,000	0.00%	-$2.96M
Pagaya AI Debt Trust 2024-1	2,115,977	-2,115,977	0.00%	-$2.14M
NYMT LOAN TRUST SERIES 2025-R1 SER 2025-R1 CL A S/UP REGD 144A P/P 6.38100000	2,045,480	-2,045,480	0.00%	-$2.05M
Pagaya AI Debt Trust 2024-1	1,538,600	-1,538,600	0.00%	-$1.56M
NetCredit Combined Receivables 2023 LLC	693,126	-693,126	0.00%	-$694.06K
Pagaya AI Debt Selection Trust 2021-2	62,035	-62,035	0.00%	-$61.97K
LENDING CLUB RECEIVABLES TRUST LCRT_20-2	865,000	-865,000	0.00%	-$1

Security	Shares Nov 2025	Shares Feb 2026	Δ shares	End %	Δ value
COLUMBIA SHORT TERM CASH FUND	140,291,484	152,737,807	12,446,323	3.25%	$12.46M
HTAP Issuer Trust 2025-1	6,552,924	10,814,765	4,261,841	0.23%	$4.33M
Toorak Mortgage Trust 2024-RRTL1	5,700,000	6,430,000	730,000	0.14%	$695.93K
OSAT 2021-RPL1 Trust	5,539,989	5,651,066	111,077	0.12%	$201.46K
TOORAK MORTGAGE TRUST TRK_24-RRTL2	2,750,000	5,550,000	2,800,000	0.12%	$2.80M
Barclays Mortgage Trust, Series 2021-NPL1, Class B	3,649,224	3,719,230	70,006	0.08%	$71.75K
TOORAK MORTGAGE TRUST TRK_24-RRT1	1,968,000	2,318,000	350,000	0.05%	$340.83K

Security	Shares Nov 2025	Shares Feb 2026	Δ shares	End %	Δ value
FEDERAL NATIONAL MORTGAGE ASSOCIATION	32,600,709	32,121,568	-479,141	0.67%	$129.16K
FEDERAL NATIONAL MORTGAGE ASSOCIATION	28,539,841	27,808,636	-731,205	0.58%	-$277.93K
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513	29,544,355	26,607,222	-2,937,133	0.58%	-$3.40M
Freddie Mac REMICS	28,793,225	24,538,558	-4,254,667	0.53%	-$4.11M
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_25-5563	25,240,043	24,276,395	-963,648	0.52%	-$843.80K
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86	24,618,982	24,073,838	-545,143	0.51%	-$468.40K
UMBS, 30 Year	22,091,633	21,703,658	-387,975	0.45%	-$80.03K
Freddie Mac Pool	20,326,761	19,914,353	-412,408	0.44%	-$326.60K
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12	21,555,886	19,847,228	-1,708,658	0.43%	-$2.04M
Freddie Mac Pool	18,652,111	18,071,136	-580,974	0.39%	-$505.01K
Freddie Mac REMICS	18,723,525	16,937,478	-1,786,047	0.36%	-$1.91M
FNMA UMBS, 30 Year	16,796,233	16,465,197	-331,035	0.36%	-$219.22K
Freddie Mac REMICS	17,287,518	15,484,906	-1,802,612	0.34%	-$2.05M
MSRM 2025-NQM7 A1	16,131,576	15,507,695	-623,881	0.33%	-$550.91K
Freddie Mac REMICS	16,815,753	15,087,221	-1,728,532	0.33%	-$2.03M
MFRA 2024-NPL1 A1	15,603,710	15,102,719	-500,990	0.32%	-$495.56K
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-1	16,895,498	14,958,557	-1,936,941	0.32%	-$1.85M
RCO IX MORTGAGE LLC 2025-4 SER 2025-4 CL A1 V/R REGD 144A P/P 5.30990000	16,464,319	15,075,113	-1,389,207	0.32%	-$1.33M
J.P. Morgan Mortgage Trust, Series 2025-VIS3, Class A1	13,628,903	13,431,163	-197,740	0.29%	-$133.18K
NYMT Trust, Series 2024-RR1, Class A	13,434,053	13,146,462	-287,592	0.28%	-$304.32K
GCAT Trust, Series 2025-NQM5, Class A1	14,275,869	13,133,185	-1,142,684	0.28%	-$1.07M
HTAP Trust Series 2024-2, Class A	13,424,490	13,079,534	-344,955	0.28%	-$335.59K
PRPM 2025-NQM4 Trust	13,098,386	12,570,282	-528,104	0.27%	-$438.15K
Morgan Stanley Residential Mortgage Loan Trust 2025-DSC3	12,360,396	12,074,458	-285,939	0.26%	-$224.89K
Fannie Mae REMICS	13,097,086	11,700,797	-1,396,288	0.25%	-$1.34M
FREDDIE MAC REMICS SER 5518 CL FC V/R 5.19419000	12,465,527	11,440,003	-1,025,524	0.25%	-$956.72K
FREDDIE MAC FHLMC_5551	12,832,051	11,354,983	-1,477,067	0.24%	-$1.43M
FREDDIE MAC REMICS SER 5534 CL FD V/R 5.12419000	12,798,213	11,346,193	-1,452,020	0.24%	-$1.45M
MFA Trust 2025-NQM4	11,849,302	11,265,492	-583,811	0.24%	-$546.22K
SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4	6,896,055	6,478,229	-417,825	0.24%	-$662.15K
Stanwich Mortgage Loan Co. LLC, Series 2021-NPB1, Class A2	12,022,461	10,968,455	-1,054,006	0.23%	-$1.05M
FIGRE Trust 2025-PF2	11,826,306	10,891,055	-935,251	0.23%	-$764.58K
Point Securitization Trust Series 2025-2, Class A1	10,000,000	9,997,936	-2,064	0.21%	$60.98K
ADMT 2025-NQM4 A1	10,161,333	9,914,175	-247,158	0.21%	-$185.10K
Freddie Mac REMICS	11,091,785	9,833,368	-1,258,417	0.21%	-$1.37M
GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class A1	10,290,000	9,409,737	-880,263	0.20%	-$822.86K
Upgrade Master Pass-Thru Trust, Series 2025-ST6, Class A	11,164,593	9,385,325	-1,779,268	0.20%	-$1.77M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39	9,412,339	8,928,817	-483,522	0.20%	-$440.77K
EDGEX 2025-2NN Issuer Trust	9,023,000	8,988,730	-34,270	0.19%	$24.47K
NYMT LOAN TRUST 2025-INV2 NYMT 2025 INV2 A1 144A	8,992,252	8,902,011	-90,241	0.19%	-$54.37K
RCO Trust, Series 2025-PR1, Class A	8,970,252	8,855,512	-114,740	0.19%	-$95.73K
HOMES 2025-AFC4 Trust	9,100,000	8,725,329	-374,671	0.19%	-$325.32K
Saluda Grade Alternative Mortgage Trust 2023-FIG3	5,927,359	5,573,832	-353,528	0.19%	-$304.36K
Fannie Mae REMICS	9,263,131	8,252,855	-1,010,275	0.18%	-$1.02M
PRPM Trust, Series 2025-NQM3, Class A1	8,567,212	8,246,465	-320,747	0.18%	-$287.85K
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10	9,235,932	8,244,400	-991,532	0.18%	-$968.42K
Freddie Mac REMICS	62,734,375	61,660,433	-1,073,942	0.17%	-$713.67K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142	55,220,322	53,924,104	-1,296,218	0.17%	-$36.36K
Government National Mortgage Association	58,851,430	57,453,759	-1,397,671	0.17%	-$238.69K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133	53,232,319	52,083,557	-1,148,762	0.16%	-$53.39K
ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033	4,075,756,185	1,843,660,177	-2,232,096,008	0.16%	-$22.52M
GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A1	8,191,153	7,534,725	-656,428	0.16%	-$613.96K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122	51,943,700	50,878,997	-1,064,702	0.16%	$21.07K
Point Securitization Trust Series 2025-1, Class A1	7,491,732	7,250,062	-241,670	0.16%	-$211.93K
HTAP Trust, Series 2024-1, Class A	6,969,702	6,889,639	-80,063	0.15%	-$82.09K
Pagaya AI Debt Selection Trust Series 2025-6, Class B	6,900,000	6,899,364	-636	0.15%	$13.85K
COLT 2025-5 Mortgage Loan Trust	7,466,052	6,800,470	-665,582	0.15%	-$651.65K
COLT MORTGAGE LOAN TRUST COLT_25-7	7,106,880	6,769,164	-337,715	0.15%	-$307.90K
RCO X Mortgage LLC, Series 2025-1, Class A1	6,998,387	6,810,179	-188,208	0.14%	-$188.27K
Freddie Mac REMICS	77,000,000	75,572,938	-1,427,062	0.14%	-$442.05K
STRUCTURED AGENCY CREDIT RISK STACR_20-CS01	1,927,597,397	1,874,883,038	-52,714,359	0.14%	-$449.26K
VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A	7,047,338	6,522,383	-524,955	0.14%	-$528.91K
MPOWER Education Trust 2025-1	6,606,347	6,396,799	-209,548	0.14%	-$176.05K
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46	55,473,188	54,155,082	-1,318,105	0.14%	-$23.45K
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105	33,413,680	33,020,804	-392,876	0.14%	$968.73K
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2	7,687,268	6,158,417	-1,528,851	0.13%	-$1.59M
PRPM LLC, Series 2024-7, Class A1	7,370,147	6,173,939	-1,196,208	0.13%	-$1.20M
NetCredit Combined Receivables A LLC	7,720,330	6,007,846	-1,712,485	0.13%	-$1.77M
AOMT 2025-8 A1	6,305,235	6,042,117	-263,118	0.13%	-$249.77K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7	26,841,382	26,449,645	-391,737	0.13%	-$143.95K
PAGAYA AI DEBT SELECTION TRUST PAID_24-9	7,057,554	5,901,528	-1,156,026	0.13%	-$1.15M
Oaktown Re VI Ltd	6,500,000	5,867,276	-632,724	0.13%	-$666.63K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113	47,707,310	46,678,211	-1,029,099	0.12%	-$5.66K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-156	40,180,753	39,270,710	-910,043	0.12%	$157.31K
VERUS SECURITIZATION TRUST VERUS 2021 4 A1 144A	7,042,247	6,651,408	-390,840	0.12%	-$242.03K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97	39,037,311	38,120,053	-917,258	0.12%	-$21.19K
FREDDIE MAC FHLMC_5119	33,423,528	32,577,862	-845,666	0.12%	$123.97K
OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A	6,672,039	6,551,445	-120,594	0.12%	-$77.79K
Freddie Mac REMICS	33,506,838	32,996,496	-510,343	0.11%	-$123.02K
PRKCM TRUST PRKCM_22-AFC1	5,542,419	5,398,940	-143,479	0.11%	-$80.21K
RCO VIII Mortgage LLC, Series 2025-3, Class A1	5,538,335	5,196,007	-342,328	0.11%	-$347.00K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42	34,026,329	33,305,655	-720,674	0.11%	-$5.88K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-168	51,771,922	50,775,133	-996,790	0.11%	-$93.34K
Government National Mortgage Association	49,808,566	49,361,947	-446,619	0.11%	-$398.41K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161	34,042,372	33,525,349	-517,023	0.11%	-$29.00K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64	47,595,788	46,835,210	-760,579	0.11%	-$290.84K
PAGAYA AI DEBT TRUST 2024-3 PAID 2024-3 C	5,830,911	4,854,788	-976,123	0.10%	-$1.01M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-101	72,147,021	67,364,934	-4,782,087	0.10%	$61.22K
COLT MORTGAGE LOAN TRUST COLT_21-3	5,455,932	5,236,890	-219,042	0.10%	-$164.29K
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-90	36,681,834	35,779,070	-902,764	0.10%	-$39.67K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158	28,770,783	28,161,723	-609,060	0.09%	-$130.58K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1	43,645,713	43,183,237	-462,475	0.09%	-$393.21K
FEDERAL HOME LOAN MORTGAGE CORPORATION	54,544,906	53,251,994	-1,292,912	0.09%	-$614.98K
Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class G	4,732,732	4,222,075	-510,657	0.09%	-$524.25K
STARC_20-CS01	1,927,597,397	1,874,883,038	-52,714,359	0.09%	-$287.36K
FANNIE MAE FNMA_20-22	27,905,643	26,905,557	-1,000,085	0.09%	-$24.95K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117	28,049,980	27,521,943	-528,037	0.09%	$192.41K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-173	61,173,722	59,467,565	-1,706,157	0.09%	-$252.31K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191	26,908,905	26,539,837	-369,068	0.09%	-$87.16K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160	28,627,978	27,781,944	-846,034	0.09%	-$291.08K
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS	601,642,897	582,133,907	-19,508,990	0.09%	-$336.18K
Lendbuzz Securitization Trust, Series 2025-2A, Class A2	4,450,000	3,990,740	-459,260	0.09%	-$444.58K
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-34	28,387,472	27,590,152	-797,321	0.09%	-$5.01K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155	27,746,718	27,107,131	-639,586	0.08%	-$28.61K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42	28,740,760	28,084,581	-656,179	0.08%	$19.21K
OBX 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.05400000	4,748,544	4,559,342	-189,202	0.08%	-$28.62K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141	31,095,803	30,389,513	-706,290	0.08%	-$76.88K
FREDDIE MAC FHLMC_4606	35,161,430	34,187,546	-973,884	0.08%	-$48.96K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191	17,491,899	17,124,162	-367,737	0.08%	-$98.44K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97	27,510,870	26,836,358	-674,512	0.08%	-$277.36K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119	24,123,347	23,663,617	-459,730	0.08%	-$23.56K
PRPM 2024-8 LLC 5.897% 12/25/2029 144A	4,499,896	3,589,712	-910,184	0.08%	-$909.95K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44	21,402,405	20,866,052	-536,353	0.08%	-$82.41K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90	29,839,187	29,436,416	-402,770	0.07%	$10.86K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21	25,764,617	25,256,283	-508,334	0.07%	$17.06K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-29	17,651,055	17,370,578	-280,477	0.07%	-$84.58K
Pagaya AI Debt Trust 2024-3	3,889,721	3,238,563	-651,158	0.07%	-$678.06K
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138	24,374,632	23,736,163	-638,469	0.07%	$183.22K
FANNIE MAE FNMA_19-5	28,141,723	27,220,814	-920,908	0.07%	-$63.57K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117	22,509,860	21,956,511	-553,349	0.07%	-$126.77K
Class G Note	3,610,000	3,113,705	-496,295	0.07%	-$492.40K
FANNIE MAE FNMA_24-74	27,325,847	26,631,994	-693,853	0.07%	-$434.37K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79	21,409,496	20,926,158	-483,339	0.07%	-$133.23K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-9 XD	25,774,085	25,033,924	-740,161	0.07%	-$58.34K
PAGAYA AI DEBT TRUST PAID_25-5	3,000,000	2,999,884	-116	0.06%	$1.32K
Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class F	3,500,000	3,018,828	-481,172	0.06%	-$476.99K
FANNIE MAE FNMA_17-81	21,981,336	21,413,793	-567,544	0.06%	-$15.05K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175	19,896,164	19,473,848	-422,316	0.06%	$8.82K
Angel Oak Mortgage Trust 2021-5	3,402,481	3,297,728	-104,754	0.06%	-$77.83K
PAGAYA AI DEBT SELECTION TRUST PAID_24-5	3,474,816	2,912,719	-562,097	0.06%	-$579.90K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-83	21,120,543	20,684,693	-435,851	0.06%	$120.78K
Pagaya AI Debt Trust 2022-5	3,580,311	2,809,807	-770,504	0.06%	-$807.26K
Ajax Mortgage Loan Trust, Series 2021-C, Class A	3,048,570	2,857,787	-190,783	0.06%	-$187.70K
Starwood Mortgage Residential Trust, Series 2021-3, Class A1	3,220,107	3,167,524	-52,582	0.06%	$98
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-78	20,964,142	20,316,254	-647,888	0.06%	-$5.38K
A&D Mortgage Trust, Series 2024-NQM1, Class A1	3,049,591	2,765,659	-283,932	0.06%	-$288.69K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-34	18,603,394	18,152,740	-450,655	0.06%	-$21.89K
FANNIE MAE FNMA_18-3	19,485,720	19,067,267	-418,453	0.06%	-$21.78K
FNR 2018-64 SE	19,858,758	19,443,760	-414,998	0.06%	-$36.42K
FNMA, Series 2021-3, Class TI	42,244,495	15,141,242	-27,103,253	0.06%	-$4.66M
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-148	17,479,844	17,311,449	-168,395	0.06%	$25.43K
FREDDIE MAC FHLMC_4993	16,274,886	16,108,957	-165,929	0.06%	$14.30K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-161	36,737,120	35,510,420	-1,226,700	0.05%	$69.04K
Federal National Mortgage Association, Inc.	19,750,223	19,223,950	-526,273	0.05%	-$14.80K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66	53,841,701	49,425,178	-4,416,523	0.05%	-$177.09K
FEDERAL HOME LOAN MORTGAGE CORPORATION	21,392,910	20,193,794	-1,199,115	0.05%	-$557.37K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115	39,459,213	34,282,926	-5,176,287	0.05%	-$177.99K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-187	15,577,582	15,132,557	-445,025	0.05%	$9.70K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44	14,004,696	13,673,101	-331,595	0.05%	-$56.70K
Freddie Mac REMICS	18,863,358	18,423,394	-439,964	0.05%	-$142.31K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24	13,928,788	13,586,992	-341,796	0.05%	-$47.55K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-164	14,224,912	13,970,093	-254,819	0.05%	-$189.15K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160	15,602,844	15,297,662	-305,182	0.05%	-$39.30K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64	44,417,670	42,228,739	-2,188,932	0.05%	-$184.00K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-67	16,423,799	16,175,045	-248,754	0.05%	-$4.23K
GITST 2025-NPL1 A1	2,983,718	2,125,910	-857,809	0.05%	-$862.25K
Research-Driven Pagaya Motor Asset Trust IV	2,518,809	2,144,032	-374,777	0.05%	-$374.68K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-31	16,087,899	15,848,699	-239,200	0.04%	$19.46K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58	11,745,630	11,448,761	-296,869	0.04%	-$117.60K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-85	10,835,529	10,602,552	-232,977	0.04%	-$188.43K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197	19,575,352	19,340,545	-234,807	0.04%	-$275.62K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66	21,095,855	20,467,817	-628,038	0.04%	-$109.82K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160	12,498,506	12,325,649	-172,856	0.04%	-$33.56K
Pagaya AI Debt Trust 2024-2	2,117,755	1,751,328	-366,428	0.04%	-$371.39K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47	23,441,154	22,247,522	-1,193,631	0.04%	-$170.22K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-103	11,983,166	11,565,796	-417,370	0.04%	-$25.24K
Freddie Mac REMICS	33,478,472	33,095,152	-383,321	0.04%	-$259.66K
FANNIE MAE FNMA_20-38	19,169,999	19,010,537	-159,461	0.04%	$24.94K
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105	20,144,549	19,699,065	-445,484	0.04%	-$94.08K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-162	11,544,767	11,410,292	-134,475	0.04%	-$22.17K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51	33,469,606	31,287,253	-2,182,352	0.03%	-$30.23K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160	11,350,553	11,024,970	-325,583	0.03%	-$47.39K
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5040	9,723,437	9,398,311	-325,127	0.03%	-$79.81K
STACR_19-CS02	245,109,387	238,527,632	-6,581,755	0.03%	-$131.58K
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS	446,521,009	435,086,120	-11,434,889	0.03%	-$124.97K
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5083	8,083,325	7,874,900	-208,425	0.03%	-$109.26K
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987	8,298,107	8,161,306	-136,801	0.03%	$4.91K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163	7,534,663	7,311,976	-222,687	0.03%	-$14.39K
FANNIE MAE FNMA_13-101	8,545,512	8,395,304	-150,208	0.02%	-$2.32K
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS	446,521,009	435,086,120	-11,434,889	0.02%	-$97.77K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62	8,112,576	7,953,658	-158,919	0.02%	$39.97K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104	8,340,004	8,150,873	-189,131	0.02%	-$10.49K
GOVERNMENT NATIONAL MORTGAGE ASS	39,962,073	39,682,018	-280,055	0.02%	-$22.57K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124	7,633,154	7,416,536	-216,618	0.02%	-$16.91K
FREDDIE MAC FHLMC_4826	7,616,573	7,463,411	-153,162	0.02%	-$6.15K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113	13,962,889	13,539,706	-423,183	0.02%	-$52.25K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63	6,688,373	6,456,088	-232,285	0.02%	-$3.16K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-6	7,589,982	7,341,934	-248,048	0.02%	-$634
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78	5,628,264	5,531,386	-96,878	0.02%	-$2.51K
Freddie Mac REMICS	6,930,958	6,740,000	-190,958	0.02%	-$20.06K
CITIGROUP MORTGAGE LOAN TRUST IN	32,577,827	31,504,422	-1,073,404	0.02%	-$62.77K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94	5,258,891	5,082,305	-176,587	0.02%	-$4.34K
FNMA, REMIC, Series 2017-90, Class SP	6,184,672	6,018,292	-166,380	0.02%	-$2.86K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78	4,688,728	4,429,131	-259,597	0.02%	-$35.09K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19	17,150,404	17,065,486	-84,918	0.02%	-$12.16K
FANNIE MAE FNMA_17-50	6,149,795	5,971,819	-177,976	0.02%	$3.56K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63	6,120,847	5,894,088	-226,759	0.02%	-$4.54K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-96	39,689,391	38,935,472	-753,919	0.02%	$49.46K
GNMA_18-155	6,393,087	6,238,808	-154,279	0.02%	-$7.72K
FANNIE MAE FNMA_17-72	16,114,948	15,628,405	-486,542	0.02%	$26.80K
FANNIE MAE FNMA_15-29	7,303,639	7,098,667	-204,972	0.01%	-$1.77K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40	4,977,957	4,878,421	-99,535	0.01%	-$2.31K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3	17,339,487	17,244,420	-95,067	0.01%	-$13.39K
ZCS BRL 14.0087 05/12/25-01/04/27 CME	10	-2,301	-2,311	0.01%	$810.11K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193	239,817,684	234,833,674	-4,984,010	0.01%	-$34.70K
FANNIE MAE FNMA_20-38	4,450,914	4,365,949	-84,965	0.01%	$252
CITIGROUP MORTGAGE LOAN TRUST IN	1,320,000	1,312,362	-7,638	0.01%	-$3.06K
ALPHAFLOW TRANSITIONAL MORTGAGE TRUST AFLOW_21-WL1	832,466	698,432	-134,034	0.01%	-$194.68K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102	11,901,253	11,474,506	-426,747	0.01%	-$25.66K
VOLT XCV LLC STEP 03/27/2051 144A	822,668	515,006	-307,662	0.01%	-$307.61K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160	70,504,700	69,139,850	-1,364,850	0.01%	$44.57K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-46	22,378,924	21,876,104	-502,819	0.01%	$36.41K
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4926	5,173,250	4,933,900	-239,350	0.01%	-$11.80K
GOVERNMENT NATIONAL MORTGAGE ASS	3,748,900	3,616,696	-132,204	0.01%	-$22.81K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122	51,107,860	50,137,633	-970,226	0.01%	$32.99K
FANNIE MAE FNMA_13-101	1,661,943	1,625,293	-36,649	0.00%	-$1.47K
GNMA_19-43	12,253,041	11,829,244	-423,798	0.00%	-$5.19K
FEDERAL HOME LOAN MORTGAGE CORPO	1,472,670	1,429,121	-43,549	0.00%	-$2.62K
FREDDIE_MAC FHLMC_304	1,184,680	1,150,984	-33,696	0.00%	-$5.63K
Freddie Mac REMICS	1,715,306	1,645,664	-69,642	0.00%	-$5.25K
Pagaya AI Debt Selection Trust Series 2025-R1, Class E	504,326	145,222	-359,104	0.00%	-$360.51K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-128	32,389,418	31,476,065	-913,353	0.00%	$23.91K
FANNIE MAE FNMA_16-31	1,001,022	969,712	-31,310	0.00%	-$236
FANNIE MAE FNMA_14-93	928,406	909,591	-18,815	0.00%	-$561
NRZT_14-1A	2,768,974	2,624,290	-144,684	0.00%	-$11.14K
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286	794,832	780,181	-14,651	0.00%	-$536
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097	663,801	653,639	-10,161	0.00%	-$1.09K
FANNIE MAE FHLMC_4620	791,034	770,009	-21,025	0.00%	-$830
Triangle Re 2021-3 Ltd	3,378,544	26,920	-3,351,623	0.00%	-$3.36M
FHLMC_4215	94,996	84,832	-10,165	0.00%	-$442
ZTO EXPRESS CAYMAN INC (GS) (CFD)	327,764,504	121,382,252	-206,382,252	0.00%	-$875.64K
US DOLLARS	2,250,505,622	810,560,409	-1,439,945,214	-0.09%	-$8.08M
WHEAT SEP 26	-8,115	-8,357	-242	-0.11%	-$4.19M

Security	Shares Nov 2025	Shares Feb 2026	End %	Δ value
STACR 2021-DNA5 B2	23,300,000	23,300,000	0.60%	$357.54K
Madison Park Funding XLII Ltd	26,978,000	26,978,000	0.57%	$2.70K
ASP WHCO PARTICIPATION LP ASPWP-29-1A	18,000,000	18,000,000	0.38%	$0
STACR 2020-DNA6 B2 144A FRN 12-25-50	15,500,000	15,500,000	0.38%	-$32.22K
STACR 2020-HQA5 B2 144A FRN 11-25-50	14,200,000	14,200,000	0.37%	-$71.73K
Knock Issuer Trust 2025-1	17,040,000	17,040,000	0.37%	-$4.25K
ITASCA PARK LLC	17	17	0.37%	-$62.16K
Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1	16,700,000	16,700,000	0.36%	$23.37K
STACR 2021-DNA1 B2	14,000,000	14,000,000	0.33%	$149.41K
STRUCTURED AGENCY CREDIT RISK STACR_20-CS01	16,988,156	16,988,156	0.30%	-$219.15K
UPSTART SECURITIZATION TRUST UPST_24-1	12,250,000	12,250,000	0.28%	$234.10K
Saluda Grade Alternative Mortgage Trust 2024-CES1	12,120,000	12,120,000	0.27%	$276.32K
Fannie Mae Connecticut Avenue Securities	11,350,000	11,350,000	0.25%	-$83.33K
Upstart Securitization Trust 2025-1	10,850,000	10,850,000	0.25%	$326.07K
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT	11,600,000	11,600,000	0.25%	-$20.78K
SPLITERO TRUST SPLTO_25-1	11,500,000	11,500,000	0.24%	$95.06K
Fannie Mae Connecticut Avenue Securities	10,350,000	10,350,000	0.23%	-$81.30K
PRPM LLC PRPM_24-RCF2	11,150,000	11,150,000	0.22%	$289.34K
CITIGROUP MORTGAGE LOAN TRUST IN	13,217,335	13,217,335	0.22%	$395.88K
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-HE1	10,498,000	10,498,000	0.22%	$352.25K
Easy Street Mortgage Loan Trust 2025-RTL1	10,000,000	10,000,000	0.22%	-$11.98K
CSMC_14-USA	15,400,000	15,400,000	0.21%	$454.68K
PRPM LLC PRPM_24-RCF1	9,750,000	9,750,000	0.20%	$229.10K
Angel Oak Mortgage Trust 2019-6	9,450,000	9,450,000	0.19%	$116.72K
FMC GMSR Issue Trust Series 2020-GT1, Class A	9,050,000	9,050,000	0.19%	$21.40K
CHNGE MORTGAGE TRUST CHNGE_23-3	8,900,000	8,900,000	0.19%	-$29.34K
CHNGE MORTGAGE TRUST CHNGE_23-1	8,894,000	8,894,000	0.19%	$35.80K
VSTA 2025-CES2 M1	8,732,000	8,732,000	0.19%	$18.81K
PRPM 2025-RPL1 LLC	9,500,000	9,500,000	0.18%	$200.72K
CITIGROUP MORTGAGE LOAN TRUST CMLTI_18-RP3	10,497,650	10,497,650	0.18%	$608.11K
Pagaya Point of Sale Holdings Series 25-1 Class A	8,200,000	8,200,000	0.18%	-$41.34K
FIGRE Trust 2024-HE2	7,575,000	7,575,000	0.17%	$21.65K
New Residential Mortgage Loan Trust 2019-RPL3	9,250,000	9,250,000	0.17%	$621.01K
FREDDIE MAC STACR STACR 2021 DNA6 B2 144A	7,450,000	7,450,000	0.16%	-$81.47K
Triangle Re 2021-3 Ltd	7,500,000	7,500,000	0.16%	-$7.52K
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1	7,802,000	7,802,000	0.16%	$149.33K
CHNGE Mortgage Trust 2022-1	8,350,000	8,350,000	0.16%	$165.09K
RCO X MORTGAGE LLC 2025-1 RCO 2025 1 A2 144A	7,500,000	7,500,000	0.16%	-$9.42K
STACR 2020-HQA5 B1 144A FRN 11-25-50	6,750,000	6,750,000	0.16%	-$21.71K
Fannie Mae Connecticut Avenue Securities	7,059,000	7,059,000	0.15%	-$44.03K
Triangle Re 2021-2 Ltd	7,100,000	7,100,000	0.15%	-$45.89K
MPOWR_25-1	7,024,000	7,024,000	0.15%	$205.94K
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS	7,345,104	7,345,104	0.15%	$205.58K
GITSIT Mortgage Loan Trust 2025-NPL1	7,000,000	7,000,000	0.15%	-$16.30K
EDGEX ISSUER TRUST EDGEX_25-1	6,537,299	6,537,299	0.14%	$27.42K
COREVEST AMERICAN FINANCE LTD CAFL_25-RRTL2 ISSUER LP	6,500,000	6,500,000	0.14%	$85.22K
EDGEX 2025-1NN Issuer Trust	8,358,000	8,358,000	0.14%	-$1.46M
CHNGE Mortgage Trust 2022-1	7,431,000	7,431,000	0.14%	$161.59K
IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM3	7,384,000	7,384,000	0.13%	$197.04K
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2	6,626,000	6,626,000	0.13%	$71.62K
PRPM LLC, Series 2024-8, Class A2	6,100,000	6,100,000	0.13%	$728
MFA 2020-NQM3 Trust	6,250,000	6,250,000	0.12%	$45.13K
POSH 2025-2 A 144A 5.065% 07-20-33	5,750,000	5,750,000	0.12%	$8.02K
BXP TRUST BXP_21-601L	7,150,000	7,150,000	0.12%	$95.56K
A&D MTG TR ADMT_24-NQM1	5,600,000	5,600,000	0.12%	$31.18K
Ajax Mortgage Loan Trust 2021-E	8,617,660	8,617,660	0.12%	$151.38K
GCAT Trust, Series 2019-NQM3, Class M1	5,650,000	5,650,000	0.12%	$270.62K
MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1	5,802,000	5,802,000	0.12%	$52.74K
LHOME MORTGAGE TRUST LHOME_25-RTL1	5,368,000	5,368,000	0.12%	$4.14K
TOORAK MORTGAGE TRUST TRK_24-RRTL2	5,375,000	5,375,000	0.12%	$36.64K
UPSTART SECURITIZATION TRUST 2025-4 UPST 2025-4 D	5,375,000	5,375,000	0.11%	$21.84K
CHNGE MORTGAGE TRUST CHNGE_23-1	5,373,000	5,373,000	0.11%	$25.88K
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1	6,748,000	6,748,000	0.11%	$735.49K
LHOME Mortgage Trust Series 2024-RTL1, Class A2	5,200,000	5,200,000	0.11%	-$11.84K
VELOCITY COMMERCIAL CAPITAL LOAN TRUST VCC_25-MC1	5,214,000	5,214,000	0.11%	$1.86K
Deephaven Residential Mortgage Trust 2020-2	4,911,000	4,911,000	0.11%	$14.85K
COLT MORTGAGE LOAN TRUST COLT_21-4	5,969,000	5,969,000	0.11%	$177.77K
CHNGE MORTGAGE TRUST CHNGE_23-2	4,942,000	4,942,000	0.11%	-$31.63K
Imperial Fund Mortgage Trust 2022-NQM5	4,944,000	4,944,000	0.10%	$5.36K
PRPM LLC, Series 2025-2, Class A2	4,900,000	4,900,000	0.10%	-$26.37K
ARES LX CLO LTD	5,000,000	5,000,000	0.10%	-$73.22K
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS	5,650,000	5,650,000	0.10%	$65.77K
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-CES1	4,800,000	4,800,000	0.10%	$53.76K
VISTA POINT SECURITIZATION TRUST VSTA_24-CES3	4,700,000	4,700,000	0.10%	$86.27K
RADNOR REESSENT RMIR_21-1	4,750,000	4,750,000	0.10%	-$21.81K
RUN_22-NQM1	5,595,000	5,595,000	0.10%	$126.71K
HTAP TRUST HTAP_24-2	4,700,000	4,700,000	0.10%	$27.49K
PRPM 2024-RPL4 LLC	4,700,000	4,700,000	0.10%	$142.96K
Starwood Mortgage Residential Trust, Series 2020-3, Class B1	4,750,000	4,750,000	0.10%	$58.33K
SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1	5,198,000	5,198,000	0.10%	$122.55K
PRPM Trust, Series 2022-NQM1, Class B1	4,608,000	4,608,000	0.10%	$9.00K
COLT MORTGAGE LOAN TRUST COLT_23-1	4,546,000	4,546,000	0.10%	$5.72K
DailyPay Securitization Trust, Series 2025-1A, Class A	4,500,000	4,500,000	0.10%	-$2.18K
NEW YORK MORTGAGE TRUST NYMT_24-CP1	5,295,000	5,295,000	0.09%	$104.53K
LHOME MORTGAGE TRUST LHOME_24-RTL5	4,358,000	4,358,000	0.09%	$919
PRPM 2024-RPL4 LLC	4,408,000	4,408,000	0.09%	$311.87K
CHNGE MORTGAGE TRUST CHNGE_22-2	4,569,000	4,569,000	0.09%	$85.98K
CHNGE Mortgage Trust 2022-1	4,650,000	4,650,000	0.09%	$77.78K
SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1	4,958,000	4,958,000	0.09%	$35.02K
FIGURE LENDING FIGRE_24-HE5	3,950,000	3,950,000	0.09%	$67.38K
VSTA 2025-CES1 B1	3,929,000	3,929,000	0.08%	-$6.28K
IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM3	4,489,000	4,489,000	0.08%	$153.68K
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1	5,287,000	5,287,000	0.08%	$832.19K
COLT Mortgage Loan Trust, Series 2025-5, Class B1	3,728,000	3,728,000	0.08%	$46.47K
Toorak Mortgage Trust 2025-RRTL1	3,800,000	3,800,000	0.08%	-$6.47K
PRPM LLC PRPM_24-RCF6	4,088,000	4,088,000	0.08%	$117.86K
Residential Mortgage Loan Trust 2020-1	3,938,000	3,938,000	0.08%	$33.02K
CMO	3,800,000	3,800,000	0.08%	$9.53K
EASY MORTGAGE LOAN TRUST EASY_25-RTL1	3,750,000	3,750,000	0.08%	$2.31K
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2	4,100,000	4,100,000	0.08%	$49.78K
CHNGE MORTGAGE TRUST CHNGE_23-3	3,700,000	3,700,000	0.08%	-$894
LHOME Mortgage Trust Series 2024-RTL1, Class M	3,700,000	3,700,000	0.08%	-$7.49K
VERUS SECURITIZATION TRUST VERUS_22-2	4,493,200	4,493,200	0.08%	$98.76K
RR LTD RRAM_21-16A	3,733,333	3,733,333	0.08%	-$96.20K
VERUS SECURITIZATION TRUST VERUS_21-R2	3,781,000	3,781,000	0.08%	$47.28K
UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST5	5,250,000	5,250,000	0.08%	-$1.01M
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2	3,688,000	3,688,000	0.08%	$81.48K
FIGRE Trust 2024-HE1	3,250,000	3,250,000	0.07%	-$11.09K
MFA 2020-NQM3 TRUST MFRA 2020 NQM3 M1 144A	3,500,000	3,500,000	0.07%	$27.20K
CHNGE Mortgage Trust 2022-NQM1	3,150,000	3,150,000	0.07%	$1.18K
CAFL Issuer LP, Series 2025-RRTL1, Class M1	3,000,000	3,000,000	0.07%	-$1.99K
FIGRE Trust 2024-HE5	2,900,000	2,900,000	0.07%	$23.14K
Starwood Mortgage Residential Trust 2020-INV	3,200,000	3,200,000	0.06%	$62.04K
VSTA 2024-CES3 B2	2,900,000	2,900,000	0.06%	$13.41K
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-CES1	2,965,200	2,965,200	0.06%	$25.23K
Verus Securitization Trust, Series 2021-5, Class B1	3,800,000	3,800,000	0.06%	$74.62K
STACR_19-CS02	2,950,000	2,950,000	0.06%	$6.11K
VERUS SECURITIZATION TRUST VERUS_21-5	3,500,000	3,500,000	0.06%	$76.18K
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1	2,800,000	2,800,000	0.06%	$993
FIGURE LENDING FIGRE_23-HE3	2,653,514	2,653,514	0.06%	$1.91K
Elmwood CLO 16 Ltd	2,750,000	2,750,000	0.06%	$37.83K
PRPM 2024-RCF2 LLC	2,800,000	2,800,000	0.06%	$40.55K
PRPM LLC PRPM_23-NQM1	2,700,000	2,700,000	0.06%	$3.63K
HOME PARTNERS OF AMERICA TRUST HPA_19-2	2,747,554	2,747,554	0.06%	$13.85K
VSTA 2025-CES1 B2	2,546,000	2,546,000	0.06%	-$32.16K
VSTA 2024-CES2 B1	2,500,000	2,500,000	0.05%	$24.92K
SAIF SECURITIZATION TRUST SAIF_25-CES1	2,453,220	2,453,220	0.05%	$37.63K
FIGURE LENDING FIGRE_24-HE1	2,350,000	2,350,000	0.05%	-$15.59K
Elmwood CLO VIII Ltd	2,500,000	2,500,000	0.05%	-$34.35K
Oaktown Re VI Ltd., Series 2021-1A, Class B1	2,373,000	2,373,000	0.05%	-$18.43K
UPSTART SECURITIZATION TRUST UPST 2025 3 D 144A	2,250,000	2,250,000	0.05%	$88.49K
PRPM LLC PRPM_24-RCF6	2,350,000	2,350,000	0.05%	$37.15K
PRPM 2024-RCF4 LLC	2,335,000	2,335,000	0.05%	$64.24K
ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1	2,250,000	2,250,000	0.05%	$1.70K
FIGRE Trust 2025-HE1	2,110,000	2,110,000	0.05%	$1.43K
BRAVO Residential Funding Trust 2020-NQM1	2,200,000	2,200,000	0.05%	-$399
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2	2,887,000	2,887,000	0.05%	$33.79K
OCTAGON INVESTMENT PARTNERS 54 OCT54_21-1A	2,500,000	2,500,000	0.05%	-$119.28K
PRPM LLC, Series 2024-RCF3, Class M2	2,250,000	2,250,000	0.05%	$58.54K
PRPM 2023-NQM3 Trust	2,043,000	2,043,000	0.04%	$11.77K
Palmer Square CLO Ltd., Series 2023-2A, Class ER	2,000,000	2,000,000	0.04%	$4.46K
VISTA POINT SECURITIZATION TRU VSTA 2020 1 B1 144A	2,000,000	2,000,000	0.04%	$820
ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1	2,000,000	2,000,000	0.04%	$1.52K
CSMC OA LLC, Series 2014-USA, Class E	2,425,000	2,425,000	0.04%	$61.19K
FIGURE LENDING FIGRE_24-HE4	1,900,000	1,900,000	0.04%	$19.93K
FIGURE LENDING FIGRE_24-HE3	1,850,000	1,850,000	0.04%	-$10.48K
PRPM 2025-RCF3 LLC	2,000,000	2,000,000	0.04%	$26.10K
NEW YORK MORTGAGE TRUST NYMT_24-CP1	2,350,000	2,350,000	0.04%	$92.47K
PRPM LLC, Series 2025-RCF4, Class M2	2,000,000	2,000,000	0.04%	$29.55K
COLT Mortgage Loan Trust, Series 2021-3, Class B1	2,502,000	2,502,000	0.04%	$24.27K
LHOME MORTGAGE TRUST LHOME_25-RTL3	1,800,000	1,800,000	0.04%	$13.36K
Opportun Funding, LLC Series 2024-3, Class C	1,800,000	1,800,000	0.04%	-$1.79K
PRPM_24-RCF4	1,910,000	1,910,000	0.04%	$51.87K
PRPM LLC PRPM_24-RCF1	1,850,000	1,850,000	0.04%	$23.67K
MPOWR_25-1	3,000,000	3,000,000	0.04%	$0
PRPM 2023-RCF2 LLC	1,724,000	1,724,000	0.04%	$17.49K
FIGURE LENDING FIGRE_24-HE3	1,550,000	1,550,000	0.04%	-$3.31K
FIGRE TRUST FIGRE_25-HE3	1,500,000	1,500,000	0.03%	$37.68K
FIGRE TRUST FIGRE_25-HE3	1,500,000	1,500,000	0.03%	$20.87K
BRAVO Residential Funding Trust 2025-HE1	1,500,000	1,500,000	0.03%	$50.37K
Knock Issuer Trust 2025-1	1,500,000	1,500,000	0.03%	$704
Visio 2019-2 Trust	1,400,000	1,400,000	0.03%	$9.24K
FIGRE Trust 2024-HE4	1,300,000	1,300,000	0.03%	$5.64K
Starwood Mortgage Residential Trust, Series 2020-INV1, Class B2	1,400,000	1,400,000	0.03%	$27.14K
STARC_19-CS02	1,293,149	1,293,149	0.03%	$2.60K
Visio Trust, Series 2019-2, Class B1	1,200,000	1,200,000	0.03%	$6.08K
PRPM 2025-RCF3 LLC	1,100,000	1,100,000	0.02%	$4.24K
Research-Driven Pagaya Motor Trust 2025-5	1,000,000	1,000,000	0.02%	$704
Affirm Asset Securitization Trust 2024-X2	70,500	70,500	0.02%	-$717.54K
PRPM 2025-RCF3 LLC	1,000,000	1,000,000	0.02%	$5.50K
HILTON USA TRUST HILT 2016 SFP F 144A	27,400,000	27,400,000	0.01%	-$619
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4	477,000	477,000	0.01%	$3.36K
PAGAYA AI DEBT SELECTION TRUST PAID_21-5	12,321,273	12,321,273	0.01%	$58.89K
PAGAYA AI DEBT SELECTION TRUST PAID_21-3	12,925,852	12,925,852	0.00%	-$137
PAGAYA AI DEBT SELECTION TRUST PAID_20-3	23,803,550	23,803,550	0.00%	-$65.17K
US Auto Funding, Series 2021-1A, Class D	2,375,000	2,375,000	0.00%	-$19.15K
Pagaya AI Debt Selection Trust 2021-1	1,901,904	1,901,904	0.00%	$0

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