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 30, 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 |
|---|---|---|---|---|---|
| US TREASURY N/B | 0 | 60,000,000 | 60,000,000 | 2.39% | $59.26M |
| Barclays Mortgage Loan Trust, Series 2025-NQM7, Class PT2 | 0 | 18,843,841 | 18,843,841 | 0.78% | $19.39M |
| US TREASURY N/B | 0 | 20,750,000 | 20,750,000 | 0.72% | $17.91M |
| GLOBAL X US PREFERRED ETF MUTUAL FUND | 0 | 608,328 | 608,328 | 0.48% | $11.81M |
| DRMT 2025-INV1 VAR 11/25/2060 144A | 0 | 5,641,242 | 5,641,242 | 0.23% | $5.67M |
| HOMES Trust, Series 2025-NQM5, Class A1 | 0 | 5,613,586 | 5,613,586 | 0.23% | $5.64M |
| PRPM Trust, Series 2025-NQM5, Class A1A | 0 | 5,080,207 | 5,080,207 | 0.21% | $5.14M |
| Cross Mortgage Trust, Series 2025-H8, Class A1A | 0 | 4,844,083 | 4,844,083 | 0.20% | $4.87M |
| COLT Mortgage Loan Trust, Series 2025-11, Class A1 | 0 | 3,734,381 | 3,734,381 | 0.15% | $3.75M |
| DEEPHAVEN RESIDENTIAL MTG TR 2025-CES1 5.224% 10/25/2055 144A | 0 | 2,831,440 | 2,831,440 | 0.12% | $2.86M |
| Vista Point Securitization Trust, Series 2025-CES3, Class A1 | 0 | 2,563,269 | 2,563,269 | 0.10% | $2.57M |
| SANTANDER MTGE. ASSET VAR | 0 | 2,516,649 | 2,516,649 | 0.10% | $2.53M |
| UNSEAM 4.625 06/01/28 144A | 0 | 1,100,000 | 1,100,000 | 0.04% | $1.09M |
| CROSS MTG TR 2025-CES1 A1A 5.296% 11/25/2060 144A | 0 | 1,073,314 | 1,073,314 | 0.04% | $1.08M |
| NLSN 10.375 05/15/31 144A | 0 | 1,025,000 | 1,025,000 | 0.04% | $1.08M |
| MAUSER PACKAGING SOLUT SECURED 144A 04/30 9.25 | 0 | 850,000 | 850,000 | 0.03% | $836.15K |
| Restaurant Brands International Limited Partnership | 0 | 800,000 | 800,000 | 0.03% | $763.30K |
| ASURION LLC/CO | 0 | 750,000 | 750,000 | 0.03% | $758.22K |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 | 0 | 850,000 | 850,000 | 0.03% | $737.58K |
| GRAHAM HOLDINGS CO REGD 144A P/P 5.62500000 | 0 | 725,000 | 725,000 | 0.03% | $728.50K |
| CHTR 5 1/8 05/01/27 | 0 | 700,000 | 700,000 | 0.03% | $700.29K |
| Venture Global LNG Inc | 0 | 650,000 | 650,000 | 0.03% | $664.83K |
| ULTI 6.875 02/01/31 144A | 0 | 625,000 | 625,000 | 0.03% | $624.50K |
| Graphic Packaging International, LLC | 0 | 550,000 | 550,000 | 0.02% | $556.16K |
| ZOOMINFO TECHS. LL 3.875% | 0 | 550,000 | 550,000 | 0.02% | $502.73K |
| Virgin Media Secured Finance PLC | 0 | 500,000 | 500,000 | 0.02% | $493.16K |
| OTEXCN 3.875 02/15/28 144A | 0 | 500,000 | 500,000 | 0.02% | $484.01K |
| CWENA 5.75 01/15/34 144A | 0 | 450,000 | 450,000 | 0.02% | $451.64K |
| AVTR 4.625 07/15/28 144A | 0 | 450,000 | 450,000 | 0.02% | $446.54K |
| CHS/Community Health Systems, Inc. | 0 | 450,000 | 450,000 | 0.02% | $424.31K |
| HILTON GRAND VAC LLC/INC REGD 144A P/P 4.87500000 | 0 | 450,000 | 450,000 | 0.02% | $419.72K |
| CLF 7.625 01/15/34 144A | 0 | 400,000 | 400,000 | 0.02% | $418.93K |
| PENN NATL GAMING | 0 | 450,000 | 450,000 | 0.02% | $417.61K |
| OneMain Finance Corp | 0 | 400,000 | 400,000 | 0.02% | $414.49K |
| Williams Scotsman Inc | 0 | 400,000 | 400,000 | 0.02% | $398.51K |
| UPBOUND GRP INC | 0 | 400,000 | 400,000 | 0.02% | $396.37K |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | 0 | 400,000 | 400,000 | 0.02% | $391.30K |
| Delek Logistics Partners L.P./ Delek Logistics Finance Corp. | 0 | 375,000 | 375,000 | 0.02% | $385.62K |
| POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5 | 0 | 400,000 | 400,000 | 0.02% | $378.95K |
| Provident Funding Associates L.P./ PFG Finance Corp. | 0 | 350,000 | 350,000 | 0.01% | $367.12K |
| CORPBOND | 0 | 350,000 | 350,000 | 0.01% | $365.68K |
| MAGNERA CORP SR SECURED 144A 11/29 4.75 | 0 | 400,000 | 400,000 | 0.01% | $361.45K |
| GREAT CAN/RAPTOR | 0 | 350,000 | 350,000 | 0.01% | $355.92K |
| United Parks And Resorts Inc. | 0 | 350,000 | 350,000 | 0.01% | $342.17K |
| EquipmentShare.com Inc | 0 | 325,000 | 325,000 | 0.01% | $339.64K |
| ADAPTHEALTH LLC REGD 144A P/P 4.62500000 | 0 | 350,000 | 350,000 | 0.01% | $338.05K |
| EPC 5.5 06/01/28 144A | 0 | 325,000 | 325,000 | 0.01% | $325.11K |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 06/28 4.375 | 0 | 325,000 | 325,000 | 0.01% | $319.22K |
| USD/CAD FORWARD | 0 | 1 | 1 | 0.01% | $302.82K |
| CELANESE US HOLDINGS LLC SR UNSEC 7.375% 02-15-34 | 0 | 275,000 | 275,000 | 0.01% | $279.84K |
| LVLT 8.5 01/15/36 144A | 0 | 225,000 | 225,000 | 0.01% | $230.34K |
| COMMERCIAL METALS CO SR UNSECURED 144A 11/33 5.75 | 0 | 225,000 | 225,000 | 0.01% | $228.76K |
| GOLF 5.625 12/01/33 144A | 0 | 225,000 | 225,000 | 0.01% | $227.12K |
| AROC 6 02/01/34 | 0 | 225,000 | 225,000 | 0.01% | $224.83K |
| DKL 8.625 03/15/29 144A | 0 | 200,000 | 200,000 | 0.01% | $209.16K |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 12/30 6.125 | 0 | 200,000 | 200,000 | 0.01% | $205.86K |
| PARADIGM PRNT/CO ISSUER SR SECURED 144A 04/32 8.75 | 0 | 225,000 | 225,000 | 0.01% | $200.81K |
| CD&R Smokey Buyer Inc / Radio Systems Corp. | 0 | 225,000 | 225,000 | 0.01% | $198.51K |
| JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75 | 0 | 200,000 | 200,000 | 0.01% | $197.46K |
| UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31 | 0 | 150,000 | 150,000 | 0.01% | $151.49K |
| GWCN 6.5 01/15/31 144A | 0 | 125,000 | 125,000 | 0.01% | $128.13K |
| MAUSER PACKAGING SOLUT SR SECURED 144A 04/30 7.875 | 0 | 75,000 | 75,000 | 0.00% | $76.41K |
| NLSN 9.5 02/15/33 144A | 0 | 50,000 | 50,000 | 0.00% | $50.91K |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 74,000,000 | 0 | -74,000,000 | 0.00% | -$74.01M |
| FKH 2020-SFR2 F1 | 2,710,000 | 0 | -2,710,000 | 0.00% | -$2.70M |
| FirstKey Homes Trust, Series 2022-SFR2, Class E1 | 2,553,000 | 0 | -2,553,000 | 0.00% | -$2.50M |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125 | 950,000 | 0 | -950,000 | 0.00% | -$978.62K |
| Bread Financial Holdings Inc | 850,000 | 0 | -850,000 | 0.00% | -$907.28K |
| Mauser Packaging Solutions Holding Co | 850,000 | 0 | -850,000 | 0.00% | -$839.30K |
| CYH 6 01/15/29 144A | 750,000 | 0 | -750,000 | 0.00% | -$742.50K |
| FORD MOTOR CRED | 675,000 | 0 | -675,000 | 0.00% | -$704.67K |
| Boost Newco Borrower, LLC | 575,000 | 0 | -575,000 | 0.00% | -$610.86K |
| Raising Cane's Restaurants, L.L.C. | 554,000 | 0 | -554,000 | 0.00% | -$579.97K |
| RANGE RESOURCES CORP SR UNSEC 8.25% 01-15-29 | 525,000 | 0 | -525,000 | 0.00% | -$535.58K |
| Hanesbrands, Inc. | 450,000 | 0 | -450,000 | 0.00% | -$474.46K |
| OLN 6.625 04/01/33 144A | 475,000 | 0 | -475,000 | 0.00% | -$470.38K |
| TLN 6.5 02/01/36 144A | 450,000 | 0 | -450,000 | 0.00% | -$466.07K |
| SPIRIT AEROSYSTEMS INC REGD 144A P/P 9.37500000 | 425,000 | 0 | -425,000 | 0.00% | -$446.32K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 450,000 | 0 | -450,000 | 0.00% | -$444.12K |
| Royal Caribbean Cruises Ltd. | 407,000 | 0 | -407,000 | 0.00% | -$417.87K |
| HUSKY INJECTION / TITAN SR SECURED 144A 02/29 9 | 400,000 | 0 | -400,000 | 0.00% | -$413.26K |
| PATRICK INDUSTRIES INC REGD 144A P/P 6.37500000 | 400,000 | 0 | -400,000 | 0.00% | -$407.84K |
| ONEMAIN FIN. CORP 6.125% | 350,000 | 0 | -350,000 | 0.00% | -$354.12K |
| Viavi Solutions Inc | 350,000 | 0 | -350,000 | 0.00% | -$329.99K |
| LCM Investments Holdings II, LLC | 300,000 | 0 | -300,000 | 0.00% | -$315.64K |
| Clear Channel Outdoor Holdings, Inc. | 300,000 | 0 | -300,000 | 0.00% | -$313.70K |
| MATV 8 10/01/29 144A | 300,000 | 0 | -300,000 | 0.00% | -$290.71K |
| SABRE GLBL INC SR SECURED 144A 11/29 10.75 | 300,000 | 0 | -300,000 | 0.00% | -$285.00K |
| Arbor Realty SR Inc | 275,000 | 0 | -275,000 | 0.00% | -$279.83K |
| SABRE GLBL INC SR SECURED 144A 07/30 11.125 | 250,000 | 0 | -250,000 | 0.00% | -$236.25K |
| Univision Communications Inc. | 200,000 | 0 | -200,000 | 0.00% | -$211.11K |
| CORPBOND | 200,000 | 0 | -200,000 | 0.00% | -$209.19K |
| GEN DIGITAL INC SR UNSECURED 144A 04/33 6.25 | 125,000 | 0 | -125,000 | 0.00% | -$128.68K |
| Mauser Packaging Solutions Holding Co | 75,000 | 0 | -75,000 | 0.00% | -$75.20K |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| iShares JP Morgan USD Em Mkts Bd ETF | 2,061,297 | 2,131,494 | 70,197 | 8.30% | $6.59M |
| ISHARES MBS ETF MUTUAL FUND | 1,400,000 | 1,500,000 | 100,000 | 5.79% | $9.76M |
| MMDA OVERNIGHT SWEEP | 103,683,950 | 134,550,138 | 30,866,187 | 5.42% | $30.87M |
| State Street SPDR Bloomberg Convertible Securities ETF | 1,115,770 | 1,164,811 | 49,041 | 4.39% | $4.85M |
| Soundview Home Loan Trust 2006-OPT5 | 11,889,029 | 11,889,643 | 614 | 0.42% | $72.15K |
| CWABS Asset-Backed Certificates Trust, Series 2006-18, Class M1 | 9,402,439 | 9,464,624 | 62,185 | 0.40% | $160.65K |
| Saxon Asset Securities Trust, Series 2007-1, Class M1 | 8,526,130 | 8,527,424 | 1,294 | 0.33% | -$596.45K |
| Carrington Mortgage Loan Trust, Series 2007-FRE1, Class M1 | 7,830,346 | 7,849,611 | 19,265 | 0.27% | $126.30K |
| CWABS Asset-Backed Certificates Trust, Series 2006-22, Class M1 | 6,433,777 | 6,524,438 | 90,661 | 0.26% | $115.98K |
| MCM 2021-VFN1: NOTE CMO/WHOLE | 5,453,902 | 6,441,606 | 987,704 | 0.25% | $871.57K |
| CWABS Asset-Backed Certificates Trust, Series 2006-26, Class M1 | 6,164,381 | 6,183,993 | 19,611 | 0.24% | $44.69K |
| Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1 | 6,035,547 | 6,070,823 | 35,276 | 0.23% | $36.79K |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W5 | 4,736,330 | 4,736,425 | 95 | 0.21% | -$28.92K |
| New Century Home Equity Loan Trust, Series 2005-C, Class M2 | 5,733,185 | 5,733,571 | 385 | 0.21% | $54.03K |
| Structured Asset Securities Corp Mortgage Loan Trust 2007-WF1 | 2,514,826 | 2,516,813 | 1,987 | 0.19% | $30.07K |
| Structured Asset Investment Loan Trust 2005-9 | 4,539,480 | 4,559,847 | 20,367 | 0.17% | $29.74K |
| First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M2 | 4,473,799 | 4,479,234 | 5,434 | 0.17% | $6.41K |
| MCM 2021-VFN1: CERT CMO/WHOLE | 4,672,739 | 4,942,259 | 269,520 | 0.16% | $597.13K |
| Legacy Mortgage Asset Trust, Series 2019-SL2, Class M | 4,146,853 | 4,190,576 | 43,723 | 0.15% | $63.53K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC2 M1 | 3,575,668 | 3,575,886 | 218 | 0.14% | $50.04K |
| SAXON ASSET SECURITIES TRUST SAST 2006 2 M3 | 4,214,348 | 4,217,720 | 3,372 | 0.14% | $42.75K |
| Structured Asset Investment Loan Trust 2005-HE1 | 4,396,227 | 4,397,149 | 922 | 0.13% | -$15.03K |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M6 | 3,476,351 | 3,528,758 | 52,406 | 0.13% | $39.80K |
| Ajax Mortgage Loan Trust, Series 2021-F, Class B | 2,150,815 | 2,187,315 | 36,500 | 0.09% | $37.38K |
| Barclays Mortgage Loan Trust, Series 2023-NQM3, Class B3 | 2,213,074 | 2,216,500 | 3,426 | 0.09% | $17.72K |
| Ajax Mortgage Loan Trust, Series 2021-D, Class B | 2,107,866 | 2,144,969 | 37,103 | 0.09% | $39.47K |
| Ajax Mortgage Loan Trust, Series 2023-C, Class C | 3,711,922 | 3,759,925 | 48,004 | 0.08% | -$705.80K |
| Romark WM-R Ltd | 7,500,000 | 7,734,716 | 234,716 | 0.07% | -$2.05M |
| Alternative Loan Trust, Series 2006-45T1, Class 2A7 | 4,498,952 | 4,498,969 | 17 | 0.07% | -$4.37K |
| Ajax Mortgage Loan Trust, Series 2022-B, Class C | 1,935,334 | 1,983,136 | 47,801 | 0.06% | $64.50K |
| Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1 | 1,666,816 | 1,679,283 | 12,467 | 0.06% | $10.89K |
| Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1 | 3,545,279 | 3,546,629 | 1,351 | 0.06% | -$28.61K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 | 3,991,426 | 3,993,737 | 2,310 | 0.05% | -$58.27K |
| Ajax Mortgage Loan Trust, Series 2021-C, Class B | 1,303,390 | 1,325,410 | 22,020 | 0.05% | $23.41K |
| ISATLN 9 09/15/29 144A | 525,000 | 1,200,000 | 675,000 | 0.05% | $717.71K |
| Alternative Loan Trust 2006-45T1 | 2,360,132 | 2,360,137 | 5 | 0.05% | -$14.33K |
| Barclays Mortgage Trust, Series 2021-NPL1, Class B | 1,212,650 | 1,235,913 | 23,263 | 0.05% | $24.00K |
| CCO Holdings LLC / CCO Holdings Capital Corp | 1,250,000 | 1,300,000 | 50,000 | 0.05% | $50.03K |
| EchoStar Corp | 825,000 | 1,075,000 | 250,000 | 0.05% | $270.22K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 20CB A9 | 2,805,445 | 2,805,921 | 475 | 0.04% | -$29.15K |
| Caesars Entertainment Inc | 500,000 | 1,100,000 | 600,000 | 0.04% | $586.00K |
| ROCSOF 9 11/28/28 144A | 950,000 | 1,050,000 | 100,000 | 0.04% | $68.42K |
| TEP 6 12/31/30 144A | 675,000 | 1,025,000 | 350,000 | 0.04% | $370.30K |
| TRINET GROUP INC SR UNSECURED 144A 08/31 7.125 | 925,000 | 975,000 | 50,000 | 0.04% | $43.38K |
| Venture Global Plaquemines LNG, LLC | 675,000 | 925,000 | 250,000 | 0.04% | $254.74K |
| UWMLLC 5.5 04/15/29 144A | 925,000 | 975,000 | 50,000 | 0.04% | $52.32K |
| PRA GROUP INC REGD 144A P/P 5.00000000 | 1,000,000 | 1,050,000 | 50,000 | 0.04% | $52.19K |
| MVC Acquisition Corp. | 700,000 | 950,000 | 250,000 | 0.04% | $255.62K |
| AQUARI 7.875 11/01/29 144A | 700,000 | 920,000 | 220,000 | 0.04% | $212.96K |
| US ACUTE CARE SOLUTIONS SR SECURED 144A 05/29 9.75 | 625,000 | 925,000 | 300,000 | 0.04% | $292.61K |
| PHINIA Inc. | 725,000 | 775,000 | 50,000 | 0.03% | $61.04K |
| Venture Global LNG, Inc. | 675,000 | 725,000 | 50,000 | 0.03% | $45.55K |
| NLSN 9.29% Secured Nts due 2029 144A | 550,000 | 750,000 | 200,000 | 0.03% | $226.98K |
| PFSI 6.875 02/15/33 144A | 700,000 | 750,000 | 50,000 | 0.03% | $40.90K |
| EPC 4 1/8 04/01/29 | 432,000 | 782,000 | 350,000 | 0.03% | $339.38K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 12T1 A5 | 1,718,168 | 1,720,239 | 2,071 | 0.03% | -$7.09K |
| CENTURY COMMUNITIES REGD 144A P/P 6.62500000 | 675,000 | 725,000 | 50,000 | 0.03% | $61.26K |
| Ajax Mortgage Loan Trust, Series 2023-A, Class C | 1,299,323 | 1,339,528 | 40,205 | 0.03% | -$391.93K |
| ROCKIES EXPRESS PIPELINE REGD P/P 6.87500000 | 650,000 | 700,000 | 50,000 | 0.03% | $46.43K |
| Caesars Entertainment Inc | 650,000 | 700,000 | 50,000 | 0.03% | $60.35K |
| Alternative Loan Trust, Series 2007-12T1, Class A22 | 1,705,811 | 1,707,867 | 2,056 | 0.03% | -$6.80K |
| GCI LLC REGD 144A P/P 4.75000000 | 675,000 | 725,000 | 50,000 | 0.03% | $51.31K |
| SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75 | 625,000 | 675,000 | 50,000 | 0.03% | $43.11K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1 | 1,531,057 | 1,535,790 | 4,733 | 0.03% | -$23.06K |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC | 325,000 | 675,000 | 350,000 | 0.03% | $344.74K |
| ENR 4.375 03/31/29 144A | 350,000 | 700,000 | 350,000 | 0.03% | $336.40K |
| NSIT 6.625 05/15/32 144A | 600,000 | 650,000 | 50,000 | 0.03% | $51.33K |
| PHOENIX AVIATION CAPITAL REGD 144A P/P 9.25000000 | 550,000 | 625,000 | 75,000 | 0.03% | $75.62K |
| PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375 | 575,000 | 625,000 | 50,000 | 0.03% | $45.86K |
| DaVita Inc. | 575,000 | 625,000 | 50,000 | 0.03% | $48.12K |
| 1261229 BC Ltd | 325,000 | 625,000 | 300,000 | 0.03% | $301.69K |
| NRG Energy Inc | 575,000 | 625,000 | 50,000 | 0.03% | $46.63K |
| ARI 4.625 06/15/29 144A | 550,000 | 625,000 | 75,000 | 0.03% | $93.34K |
| VISANT 8.375 12/01/31 144A | 325,000 | 525,000 | 200,000 | 0.02% | $213.61K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 2A2 | 1,032,167 | 1,032,169 | 2 | 0.02% | -$6.27K |
| Gulfport Energy Operating Corporation | 275,000 | 525,000 | 250,000 | 0.02% | $260.65K |
| CoreWeave, Inc. | 450,000 | 550,000 | 100,000 | 0.02% | $83.43K |
| MIK 5.25 05/01/28 144A | 425,000 | 525,000 | 100,000 | 0.02% | $122.42K |
| NOVELIS INC | 150,000 | 500,000 | 350,000 | 0.02% | $362.52K |
| HILCRP 6 02/01/31 144A | 475,000 | 525,000 | 50,000 | 0.02% | $57.27K |
| CHTR 4.25 02/01/31 144A | 500,000 | 550,000 | 50,000 | 0.02% | $50.99K |
| MINERAL RESOURCES LTD SR UNSECURED 144A 04/31 7 | 175,000 | 475,000 | 300,000 | 0.02% | $318.03K |
| OTEXCN 4.125 12/01/31 144A | 500,000 | 550,000 | 50,000 | 0.02% | $28.61K |
| Whirlpool Corp. | 450,000 | 500,000 | 50,000 | 0.02% | $54.36K |
| MASTERBRAND INC REGD 144A P/P 7.00000000 | 325,000 | 475,000 | 150,000 | 0.02% | $155.47K |
| Freedom Mortgage Holdings LLC | 175,000 | 450,000 | 275,000 | 0.02% | $288.28K |
| CWABS Asset-Backed Certificates Trust 2007-BC2 | 807,868 | 838,887 | 31,019 | 0.02% | $34.12K |
| ALBERTSONS COS/SAFEWAY SR UNSECURED 144A 03/34 5.75 | 400,000 | 450,000 | 50,000 | 0.02% | $40.80K |
| Directv Financing LLC | 375,000 | 425,000 | 50,000 | 0.02% | $57.54K |
| Sunoco LP | 375,000 | 425,000 | 50,000 | 0.02% | $51.19K |
| FMCN 7.25 02/15/34 144A | 200,000 | 400,000 | 200,000 | 0.02% | $212.54K |
| Advance Auto Parts, Inc. | 350,000 | 400,000 | 50,000 | 0.02% | $53.64K |
| Whirlpool Corp. | 350,000 | 400,000 | 50,000 | 0.02% | $54.48K |
| SM ENERGY CO 144A LIFE SR UNSEC 8.625% 11-01-30 | 325,000 | 375,000 | 50,000 | 0.02% | $60.61K |
| Alternative Loan Trust, Series 2006-45T1, Class 2A8 | 2,249,479 | 2,249,484 | 5 | 0.02% | $5.72K |
| ASHWOO 6.875 08/01/33 144A | 325,000 | 375,000 | 50,000 | 0.02% | $53.06K |
| PGY 8.875 08/01/30 | 200,000 | 400,000 | 200,000 | 0.01% | $175.85K |
| Alternative Loan Trust 2007-9T1 | 777,374 | 777,380 | 6 | 0.01% | -$4.55K |
| SEE 7.25 02/15/31 144A | 275,000 | 325,000 | 50,000 | 0.01% | $49.74K |
| TEX 6.25 10/15/32 144A | 225,000 | 325,000 | 100,000 | 0.01% | $104.58K |
| WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 | 255,000 | 305,000 | 50,000 | 0.01% | $53.21K |
| LGI HOMES INC REGD 144A P/P 7.00000000 | 275,000 | 325,000 | 50,000 | 0.01% | $53.08K |
| SNAP INC REGD 144A P/P 6.87500000 | 125,000 | 275,000 | 150,000 | 0.01% | $154.36K |
| AMSTED INDUSTRIES REGD 144A P/P 6.37500000 | 200,000 | 250,000 | 50,000 | 0.01% | $51.75K |
| XPLR INFRASTRUCTURE OPERATING SR UNSECURED 144A 01/29 7.25 | 200,000 | 250,000 | 50,000 | 0.01% | $52.24K |
| CORPBOND | 175,000 | 225,000 | 50,000 | 0.01% | $54.05K |
| HE 6 10/01/33 144A | 175,000 | 225,000 | 50,000 | 0.01% | $51.50K |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.375% 01-15-31 | 100,000 | 150,000 | 50,000 | 0.01% | $52.94K |
| Alternative Loan Trust 2007-OA3 | 107,131 | 118,246 | 11,115 | 0.00% | $74.06K |
| Residential Asset Securitization Trust, Series 2006-A7CB, Class 2A5 | 642,804 | 643,137 | 333 | 0.00% | -$3.57K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class SA | 2,110 | 2,216 | 106 | 0.00% | -$193 |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Barclays Mortgage Loan Trust, Series 2025-NQM5, Class PT2 | 19,763,406 | 19,293,260 | -470,146 | 0.80% | -$295.15K |
| Barclays Mortgage Loan Trust, Series 2025-NQM4, Class PT2 | 19,636,929 | 18,943,712 | -693,217 | 0.79% | -$537.14K |
| Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A1 | 14,397,796 | 13,482,855 | -914,941 | 0.55% | -$837.67K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A1 | 11,888,431 | 11,228,888 | -659,543 | 0.46% | -$630.35K |
| Ajax Mortgage Loan Trust, Series 2023-C, Class A1 | 10,487,558 | 10,036,890 | -450,668 | 0.39% | -$422.67K |
| Ajax Mortgage Loan Trust, Series 2023-A, Class A1 | 7,946,876 | 7,646,693 | -300,183 | 0.30% | -$251.31K |
| Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-RF3, Class 1A2 | 13,253,978 | 13,241,259 | -12,719 | 0.29% | -$118.41K |
| Ajax Mortgage Loan Trust, Series 2022-B, Class A1 | 6,972,828 | 6,750,655 | -222,173 | 0.27% | -$193.07K |
| Ajax Mortgage Loan Trust, Series 2021-F, Class A | 6,318,090 | 6,041,549 | -276,541 | 0.24% | -$267.84K |
| Barclays Mortgage Trust, Series 2021-NPL1, Class A | 5,898,001 | 5,506,549 | -391,452 | 0.22% | -$389.04K |
| Ajax Mortgage Loan Trust, Series 2023-B, Class A | 5,758,524 | 5,522,433 | -236,091 | 0.22% | -$190.50K |
| GSAA Home Equity Trust 2007-9 | 14,377,247 | 14,350,839 | -26,408 | 0.21% | -$120.03K |
| Voyager OPTONE Delaware Trust, Series 2009-1, Class SAA7 | 24,166,066 | 24,081,172 | -84,894 | 0.21% | -$29.45K |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A1 | 5,398,407 | 5,029,591 | -368,816 | 0.21% | -$348.07K |
| APS Resecuritization Trust, Series 2016-1, Class 1MZ | 13,770,211 | 13,664,937 | -105,274 | 0.20% | -$152.26K |
| ARGENT SECS INC STEP 05/25/2035 | 6,126,407 | 5,997,880 | -128,528 | 0.20% | -$76.90K |
| Barclays Mortgage Trust, Series 2022-RPL1, Class A | 5,039,754 | 4,838,640 | -201,114 | 0.19% | -$155.48K |
| Ajax Mortgage Loan Trust, Series 2021-D, Class A | 4,908,384 | 4,724,956 | -183,428 | 0.19% | -$180.54K |
| Bayview Commercial Asset Trust, Series 2007-6A, Class A4A | 5,232,687 | 4,993,337 | -239,350 | 0.18% | -$194.31K |
| Ajax Mortgage Loan Trust, Series 2022-A, Class A1 | 4,892,779 | 4,581,727 | -311,052 | 0.18% | -$284.20K |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | 5,202,955 | 5,046,698 | -156,257 | 0.17% | -$155.41K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF4 M1 | 4,551,811 | 4,445,217 | -106,594 | 0.17% | -$81.97K |
| Ellington Financial Mortgage Trust | 4,210,031 | 4,094,496 | -115,535 | 0.17% | -$84.48K |
| GSR Mortgage Loan Trust, Series 2007-OA2, Class 2A1 | 7,207,526 | 6,968,956 | -238,569 | 0.16% | -$225.54K |
| Cascade MH Asset Trust, Series 2019-MH1, Class A | 4,038,230 | 3,915,742 | -122,489 | 0.15% | -$93.30K |
| Ajax Mortgage Loan Trust, Series 2021-D, Class C | 2,912,407 | 2,904,763 | -7,644 | 0.15% | $36.50K |
| Banc of America Funding Corp., Series 2015-R3, Class 1A2 | 4,281,799 | 4,146,141 | -135,658 | 0.14% | -$136.03K |
| NYMT Trust, Series 2024-RR1, Class A | 3,582,414 | 3,505,723 | -76,691 | 0.14% | -$74.82K |
| Bayview Financial Revolving Asset Trust, Series 2004-B, Class A1 | 4,317,179 | 4,147,984 | -169,196 | 0.14% | -$133.50K |
| Barclays Mortgage Trust, Series 2021-NPL1, Class C | 2,431,419 | 2,430,364 | -1,054 | 0.14% | $71.47K |
| GSAMP Trust 2007-HSBC1 | 3,566,000 | 3,368,267 | -197,733 | 0.14% | -$198.30K |
| ChaseFlex Trust, Series 2007-1, Class 2A7 | 10,923,027 | 10,874,666 | -48,361 | 0.14% | -$262.26K |
| GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1 | 3,645,933 | 3,349,785 | -296,148 | 0.14% | -$275.49K |
| Home Partners of America Trust, Series 2021-3, Class F | 3,595,746 | 3,592,142 | -3,603 | 0.13% | $12.21K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA2 1A1 | 3,781,914 | 3,680,721 | -101,192 | 0.13% | $20.28K |
| RFMSI Trust, Series 2006-SA2, Class 2A1 | 5,066,683 | 5,037,446 | -29,236 | 0.13% | -$205.76K |
| Alternative Loan Trust 2006-25CB | 6,693,793 | 6,608,589 | -85,205 | 0.13% | -$117.06K |
| Long Beach Mortgage Loan Trust, Series 2006-2, Class 1A | 3,727,360 | 3,648,652 | -78,708 | 0.13% | -$52.18K |
| Velocity Commercial Capital Loan Trust, Series 2025-P2, Class A | 3,220,719 | 3,166,220 | -54,499 | 0.13% | -$64.92K |
| Ajax Mortgage Loan Trust, Series 2021-F, Class C | 3,148,920 | 3,148,529 | -391 | 0.13% | $35.73K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B1 | 3,561,883 | 3,535,652 | -26,231 | 0.12% | $15.75K |
| Velocity Commercial Capital Loan Trust, Series 2022-1, Class M4 | 3,675,904 | 3,549,292 | -126,612 | 0.12% | -$138.28K |
| CSMC Trust, Series 2015-4R, Class 1A4 | 4,368,882 | 4,340,258 | -28,624 | 0.12% | -$53.53K |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust | 3,184,130 | 3,153,099 | -31,031 | 0.12% | -$33.17K |
| Bayview Commercial Asset Trust, Series 2007-5A, Class A4 | 4,976,332 | 4,856,013 | -120,319 | 0.11% | $80.99K |
| Chase Mortgage Finance Trust, Series 2007-S2, Class 1A9 | 5,255,134 | 5,244,087 | -11,047 | 0.11% | -$77.49K |
| Credit Suisse Mortgage Capital Certificates, Series 2009-12R, Class 3A1 | 7,023,996 | 7,023,975 | -21 | 0.11% | $137.75K |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF | 3,123,750 | 3,038,309 | -85,441 | 0.11% | -$60.36K |
| CHL Mortgage Pass-Through Trust 2007-4 | 6,446,649 | 6,443,001 | -3,649 | 0.10% | -$90.98K |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-1, Class 4CB | 3,099,304 | 3,062,065 | -37,240 | 0.10% | -$28.96K |
| CREDIT SUISS FB MTG SECS CORP 6.5% 01/25/2036 | 5,295,007 | 5,121,580 | -173,427 | 0.10% | -$205.06K |
| Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2 | 2,916,380 | 2,833,410 | -82,970 | 0.10% | -$51.32K |
| Progress Residential Trust, Series 2021-SFR10, Class F | 2,506,656 | 2,491,176 | -15,480 | 0.10% | -$28.40K |
| Home Equity Asset Trust, Series 2007-1, Class 2A3 | 2,884,623 | 2,866,815 | -17,808 | 0.10% | -$44.94K |
| Alternative Loan Trust, Series 2006-OA14, Class 1A1 | 2,931,553 | 2,876,476 | -55,076 | 0.10% | -$49.21K |
| Morgan Stanley ABS Capital I Inc Trust 2007-NC1 | 5,522,008 | 5,454,907 | -67,100 | 0.10% | -$69.03K |
| Bear Stearns Asset Backed Securities I Trust 2006-HE10 | 2,300,205 | 2,279,652 | -20,553 | 0.10% | -$10.79K |
| Countrywide Asset-Backed Certificates | 2,601,831 | 2,517,231 | -84,600 | 0.09% | -$66.25K |
| CHL Mortgage Pass-Through Trust 2005-J2 | 3,754,546 | 3,722,321 | -32,224 | 0.09% | -$37.41K |
| YMLT 2007-1 A | 7,641,203 | 7,552,393 | -88,810 | 0.09% | -$72.16K |
| CWALT INC 05-42CB A1 TSFR1M+79.448 10/25/2035 | 4,201,763 | 4,167,815 | -33,949 | 0.09% | -$44.75K |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE1, Class 1M4 | 2,323,317 | 2,298,615 | -24,702 | 0.09% | -$19.96K |
| VOLT CVI LLC, Series 2021-NP12, Class A1 | 2,457,081 | 2,266,869 | -190,213 | 0.09% | -$189.92K |
| Western Alliance Bank, Series 2021-CL2, Class M2 | 2,120,669 | 2,084,825 | -35,844 | 0.09% | $2.99K |
| TVC DSCR_21-1: A | 2,437,918 | 2,333,059 | -104,859 | 0.09% | -$41.01K |
| Securitized Asset-Backed Receivables LLC Trust, Series 2007-BR1, Class A2B | 5,474,492 | 5,433,086 | -41,406 | 0.09% | -$147.81K |
| VCC Trust, Series 2025-MC1, Class A1 | 2,491,863 | 2,190,998 | -300,865 | 0.09% | -$298.30K |
| Velocity Commercial Capital Loan Trust 2023-2 | 3,012,254 | 2,124,955 | -887,299 | 0.09% | -$862.13K |
| Citigroup Mortgage Loan Trust, Series 2007-AHL3, Class A3B | 3,078,865 | 3,049,892 | -28,973 | 0.09% | -$15.64K |
| GSAA Home Equity Trust, Series 2006-5, Class 1A1 | 7,699,449 | 7,642,268 | -57,181 | 0.09% | -$35.49K |
| Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A3 | 2,239,922 | 2,097,581 | -142,341 | 0.09% | -$130.38K |
| Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A2 | 2,267,638 | 2,102,091 | -165,548 | 0.09% | -$168.51K |
| GSR Mortgage Loan Trust 2005-AR1 | 2,405,412 | 2,325,083 | -80,330 | 0.08% | -$64.62K |
| Morgan Stanley Re-REMIC Trust 2010-R5 | 1,688,646 | 1,643,157 | -45,488 | 0.08% | -$29.73K |
| IndyMac INDX Mortgage Loan Trust, Series 2007-FLX5, Class 2A2 | 2,238,614 | 2,188,372 | -50,241 | 0.08% | -$43.38K |
| Velocity Commercial Capital Loan Trust, Series 2021-4, Class M6 | 2,750,188 | 2,674,287 | -75,902 | 0.08% | -$66.45K |
| GSMSC Resecuritization Trust 2015-5R | 3,605,593 | 3,546,862 | -58,731 | 0.08% | -$94.76K |
| GSMPS Mortgage Loan Trust, Series 2005-RP1, Class 1AF | 2,279,966 | 2,203,470 | -76,496 | 0.08% | -$83.05K |
| Velocity Commercial Capital Loan Trust 2023-4 | 2,750,748 | 1,831,976 | -918,772 | 0.08% | -$897.67K |
| Bear Stearns ALT-A Trust, Series 2006-6, Class 1A1 | 2,047,806 | 2,033,467 | -14,339 | 0.08% | $72.01K |
| J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A2X | 67,109,568 | 65,741,947 | -1,367,621 | 0.07% | -$24.53K |
| Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A1 | 1,948,385 | 1,806,437 | -141,948 | 0.07% | -$139.32K |
| Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B | 2,636,741 | 2,613,842 | -22,899 | 0.07% | -$11.98K |
| GAEA MTG LN TR 2025-A A VAR 02/25/2030 144A | 2,572,525 | 1,815,032 | -757,493 | 0.07% | -$724.39K |
| MERIT Securities Corp | 1,796,478 | 1,788,482 | -7,996 | 0.07% | $3.30K |
| Morgan Stanley Resecuritization Trust, Series 2013-R7, Class 1B | 2,061,655 | 1,929,723 | -131,932 | 0.07% | -$155.54K |
| WMHE 2007-HE2 2A3 TSFR1M+25 4/37 | 4,848,843 | 4,825,741 | -23,101 | 0.07% | -$14.21K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA21 A1 | 2,023,202 | 1,980,249 | -42,953 | 0.07% | -$34.69K |
| WMHE 2007-HE1 2A3 TSFR1M+26.448 1/37 | 3,796,484 | 3,773,308 | -23,176 | 0.07% | -$14.64K |
| Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A3 | 1,820,383 | 1,682,714 | -137,669 | 0.07% | -$127.18K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A5 | 2,295,965 | 2,257,103 | -38,862 | 0.07% | -$23.94K |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 Trust | 2,074,595 | 1,960,563 | -114,032 | 0.07% | -$101.63K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 | 14,841,851 | 14,689,016 | -152,835 | 0.07% | -$30.39K |
| SCRT 2017-3 B | 10,424,034 | 10,419,566 | -4,468 | 0.07% | -$3.76K |
| RALI Series 2005-QA10 Trust | 4,747,982 | 4,692,889 | -55,093 | 0.07% | -$76.30K |
| Chase Mortgage Finance Corp | 1,846,254 | 1,770,431 | -75,823 | 0.07% | -$53.95K |
| JP Morgan Mortgage Trust 2007-S3 | 6,157,066 | 6,153,512 | -3,553 | 0.06% | -$64.01K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A3 | 1,635,617 | 1,544,876 | -90,740 | 0.06% | -$87.05K |
| Western Alliance Bank, Series 2021-CL2, Class M1 | 1,507,129 | 1,490,533 | -16,596 | 0.06% | -$9.31K |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 2A | 1,821,244 | 1,794,759 | -26,485 | 0.06% | -$20.45K |
| Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A2 | 1,625,062 | 1,502,164 | -122,898 | 0.06% | -$113.20K |
| Alternative Loan Trust 2005-53T2 | 3,197,424 | 3,030,196 | -167,228 | 0.06% | -$130.32K |
| First Franklin Mortgage Loan Trust Series 2007-FF2 | 3,156,695 | 3,128,605 | -28,090 | 0.06% | -$19.91K |
| Structured Asset Securities Corp., Series 2005-RF3, Class 1A | 1,771,999 | 1,719,450 | -52,548 | 0.06% | -$39.57K |
| Alternative Loan Trust, Series 2007-25, Class 1A3 | 3,454,233 | 3,454,230 | -3 | 0.06% | -$48.68K |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 9 2A3 | 4,709,233 | 4,672,985 | -36,248 | 0.06% | -$21.80K |
| Prime Mortgage Trust, Series 2006-DR1, Class 2A1 | 1,663,520 | 1,545,943 | -117,576 | 0.06% | -$102.31K |
| Ajax Mortgage Loan Trust, Series 2023-B, Class C | 1,949,821 | 1,902,552 | -47,269 | 0.06% | $90.19K |
| IndyMac INDX Mortgage Loan Trust 2007-FLX3 | 1,159,962 | 1,134,043 | -25,919 | 0.06% | -$16.80K |
| DEUTSCHE MTG SECS INC MTG6-PR1 CWA1 VAR 06/25/2035 144A | 2,915,149 | 2,907,088 | -8,062 | 0.06% | -$33.62K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1 | 1,495,788 | 1,481,468 | -14,320 | 0.06% | -$11.17K |
| COUNTRYWIDE HOME LOANS CWHL 2006 OA5 3A1 | 1,520,419 | 1,504,714 | -15,705 | 0.06% | -$105.58K |
| MASTR Reperforming Loan Trust, Series 2005-2, Class 1A3 | 2,054,105 | 2,037,814 | -16,291 | 0.06% | -$39.48K |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A2 | 1,443,020 | 1,344,434 | -98,586 | 0.05% | -$92.40K |
| Citicorp Mortgage Securities Trust, Series 2007-9, Class 1A1 | 1,439,010 | 1,421,637 | -17,373 | 0.05% | -$16.79K |
| Conseco Finance Securitizations Corp., Series 2000-1, Class A5 | 11,183,347 | 11,183,346 | -0 | 0.05% | -$90.74K |
| Greenpoint Manufactured Housing | 4,480,390 | 4,445,456 | -34,935 | 0.05% | -$89.18K |
| CSMC Series 2014-2R | 1,459,087 | 1,440,979 | -18,108 | 0.05% | -$13.47K |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A3 | 1,374,305 | 1,280,413 | -93,892 | 0.05% | -$88.01K |
| Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A3 | 1,369,240 | 1,269,280 | -99,961 | 0.05% | -$101.62K |
| HSI Asset Loan Obligation Trust 2007-WF1 | 4,228,773 | 4,210,112 | -18,661 | 0.05% | -$19.29K |
| Velocity Commercial Capital Loan Trust, Series 2021-4, Class M5 | 1,704,162 | 1,608,111 | -96,051 | 0.05% | -$83.32K |
| Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A2 | 1,327,977 | 1,231,592 | -96,385 | 0.05% | -$93.83K |
| Fremont Home Loan Trust, Series 2005-D, Class M1 | 1,367,010 | 1,325,362 | -41,648 | 0.05% | -$32.78K |
| Alternative Loan Trust, Series 2006-J7, Class 2A1 | 1,372,795 | 1,364,815 | -7,980 | 0.05% | -$4.05K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS4 M2 | 1,282,101 | 1,232,301 | -49,800 | 0.05% | -$57.47K |
| Citigroup Mortgage Loan Trust 2007-9 | 2,607,519 | 2,587,080 | -20,440 | 0.05% | -$23.39K |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A1 | 6,037,428 | 6,037,358 | -70 | 0.05% | -$36.86K |
| Velocity Commercial Capital Loan Trust 2021-2 | 1,744,365 | 1,684,212 | -60,153 | 0.05% | -$61.14K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 2CB | 1,827,738 | 1,714,078 | -113,660 | 0.05% | -$108.64K |
| HarborView Mortgage Loan Trust, Series 2007-4, Class 2A2 | 1,191,678 | 1,161,555 | -30,123 | 0.05% | -$24.40K |
| Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4 | 1,727,171 | 1,696,456 | -30,716 | 0.05% | -$20.63K |
| Alternative Loan Trust, Series 2006-2CB, Class A6 | 2,790,542 | 2,782,582 | -7,959 | 0.05% | -$30.88K |
| Velocity Commercial Capital Loan Trust 2020-1 | 1,478,065 | 1,400,992 | -77,073 | 0.04% | -$56.58K |
| LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 6.36876000 | 1,129,869 | 1,077,144 | -52,725 | 0.04% | -$48.17K |
| Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A2 | 1,140,107 | 1,067,657 | -72,451 | 0.04% | -$66.35K |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust | 1,304,595 | 1,285,138 | -19,457 | 0.04% | -$7.60K |
| BCAP LLC 2012-RR3 Trust | 1,395,570 | 1,384,050 | -11,520 | 0.04% | -$12.89K |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 OAR2 A2 | 1,265,924 | 1,253,867 | -12,057 | 0.04% | -$6.19K |
| J.P. Morgan Mortgage Trust, Series 2021-INV5, Class B4 | 1,203,109 | 1,193,679 | -9,430 | 0.04% | $3.25K |
| Velocity Commercial Capital Loan Trust 2019-1 | 1,188,738 | 1,085,253 | -103,485 | 0.04% | -$95.96K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B3 | 1,162,955 | 1,154,391 | -8,564 | 0.04% | $3.45K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA12 NB4 | 1,143,707 | 1,124,183 | -19,524 | 0.04% | -$15.10K |
| Merrill Lynch Mortgage Investors Trust Series 2006-RM5 | 6,826,443 | 6,777,517 | -48,926 | 0.04% | -$37.41K |
| CWALT INC TSFR1M+46.448 11/25/2035 | 1,365,703 | 1,344,684 | -21,019 | 0.04% | -$8.08K |
| First Franklin Mortgage Loan Trust 2003-FF4 | 1,005,042 | 951,872 | -53,170 | 0.04% | -$46.36K |
| Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A3 | 1,014,239 | 940,625 | -73,613 | 0.04% | -$71.77K |
| RFMSI Series 2005-SA4 Trust | 1,692,843 | 1,686,435 | -6,407 | 0.04% | -$12.99K |
| CHNGE Mortgage Trust, Series 2022-1, Class A1 | 984,281 | 962,418 | -21,863 | 0.04% | -$15.84K |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1 | 1,094,315 | 1,083,723 | -10,592 | 0.04% | -$5.25K |
| American Home Mortgage Assets Trust 2006-2 | 1,003,694 | 986,156 | -17,538 | 0.04% | -$10.40K |
| Mastr Asset Backed Securities Trust 2007-NCW | 1,041,539 | 1,025,007 | -16,532 | 0.04% | -$11.16K |
| J.P. Morgan Mortgage Trust, Series 2021-INV5, Class AX1 | 88,049,553 | 86,255,198 | -1,794,355 | 0.04% | -$29.70K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A2 | 937,385 | 885,381 | -52,004 | 0.04% | -$49.62K |
| BOAA 2006-7 A4 VAR 10/25/2036 | 3,442,434 | 3,419,689 | -22,745 | 0.04% | -$26.39K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10 | 2,376,274 | 2,355,768 | -20,506 | 0.03% | -$27.71K |
| Barclays Mortgage Loan Trust, Series 2024-NQM4, Class XS | 24,935,778 | 23,368,667 | -1,567,111 | 0.03% | -$160.62K |
| Adjustable Rate Mortgage Trust 2007-1 | 1,373,736 | 1,323,549 | -50,187 | 0.03% | -$53.85K |
| Velocity Commercial Capital Loan Trust, Series 2019-1, Class M3 | 985,969 | 905,273 | -80,696 | 0.03% | -$75.80K |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 Trust | 1,020,383 | 963,709 | -56,674 | 0.03% | -$50.36K |
| Structured Asset Mortgage Investments II Trust, Series 2007-AR4, Class GA4B | 913,673 | 885,351 | -28,322 | 0.03% | -$26.95K |
| Velocity Commercial Capital Loan Trust, Series 2021-2, Class M5 | 1,134,055 | 1,071,188 | -62,868 | 0.03% | -$42.63K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class AX1 | 54,204,693 | 53,388,906 | -815,787 | 0.03% | -$21.09K |
| MORGAN STANLEY MTG 2006-12XS A4 STEP 10/25/2036 | 3,856,148 | 3,839,642 | -16,506 | 0.03% | -$19.78K |
| Banc of America Funding 2007-1 Trust | 884,671 | 856,702 | -27,970 | 0.03% | -$29.46K |
| BAYVIEW FINANCIAL REVOLVING MO BAYRT 2005 E A2A 144A | 864,685 | 811,075 | -53,610 | 0.03% | -$53.26K |
| CSMC Mortgage-Backed Trust 2006-9 | 935,238 | 900,705 | -34,534 | 0.03% | -$32.86K |
| Alternative Loan Trust, Series 2005-79CB, Class A1 | 1,695,172 | 1,675,994 | -19,178 | 0.03% | -$23.75K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A2X | 27,655,430 | 27,239,213 | -416,218 | 0.03% | -$5.45K |
| Legacy Mortgage Asset Trust, Series 2019-SL2, Class B | 3,508,838 | 3,497,536 | -11,302 | 0.03% | $32.10K |
| J.P. Morgan Mortgage Trust, Series 2021-INV5, Class B6 | 1,443,420 | 1,432,106 | -11,314 | 0.03% | $21.63K |
| Prime Mortgage Trust 2006-DR1 | 929,930 | 896,187 | -33,743 | 0.03% | -$31.51K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3, Class 4A | 1,484,278 | 1,480,490 | -3,789 | 0.03% | -$4.79K |
| SCRT 2018-3 BX | 2,570,429 | 2,569,317 | -1,113 | 0.03% | -$24.85K |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class XS | 23,345,368 | 22,072,367 | -1,273,001 | 0.03% | -$141.23K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A3 | 3,570,736 | 3,561,989 | -8,746 | 0.03% | -$11.37K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B2 | 835,922 | 829,766 | -6,156 | 0.03% | $2.39K |
| Barclays Mortgage Trust, Series 2022-RPL1, Class C | 1,993,547 | 1,989,639 | -3,908 | 0.03% | $88.28K |
| Velocity Commercial Capital Loan Trust 2019-1 | 856,424 | 787,884 | -68,540 | 0.03% | -$66.00K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH2 A2A | 758,849 | 745,679 | -13,170 | 0.03% | -$5.00K |
| GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 | 863,801 | 844,740 | -19,061 | 0.03% | -$15.68K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 10 1CB | 985,291 | 957,697 | -27,594 | 0.03% | -$21.64K |
| J.P. Morgan Mortgage Trust, Series 2019-9, Class B6 | 1,102,168 | 1,093,417 | -8,750 | 0.03% | $53.81K |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust | 1,492,916 | 1,483,802 | -9,114 | 0.03% | -$5.94K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2005-11, Class 1A1 | 811,319 | 801,369 | -9,950 | 0.03% | -$8.18K |
| Banc of America Alternative Loan Trust 2006-9 | 830,363 | 809,364 | -20,998 | 0.03% | -$13.19K |
| CWL 2006-11 1AF4 CSTR 9/46 | 715,591 | 674,771 | -40,820 | 0.03% | -$36.74K |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2006-S5, Class A1 | 327,955 | 318,374 | -9,580 | 0.03% | -$7.73K |
| IRON MOUNTAIN INC REGD 144A P/P 5.25000000 | 850,000 | 650,000 | -200,000 | 0.03% | -$202.41K |
| Wells Fargo Mortgage Backed Securities 2008-AR1 Trust | 789,420 | 748,116 | -41,304 | 0.03% | -$35.77K |
| Velocity Commercial Capital Loan Trust 2021-2 | 924,181 | 878,595 | -45,586 | 0.03% | -$30.26K |
| CWHL 2005-31 2A3 | 705,060 | 686,903 | -18,157 | 0.03% | -$12.62K |
| ORGANON / ORGANON 5.125% | 925,000 | 675,000 | -250,000 | 0.02% | -$96.04K |
| Bear Stearns ALT-A Trust, Series 2006-2, Class 11A1 | 697,937 | 673,585 | -24,352 | 0.02% | -$21.14K |
| American Home Mortgage Assets Trust, Series 2007-3, Class 22A1 | 704,476 | 678,274 | -26,202 | 0.02% | -$29.34K |
| Alternative Loan Trust Resecuritization 2008-1R | 1,333,625 | 1,327,343 | -6,281 | 0.02% | -$18.76K |
| WMALT 2006-AR6 2A 8/46 | 1,025,566 | 1,016,084 | -9,482 | 0.02% | -$6.95K |
| RFMSI Trust, Series 2005-SA3, Class 1A | 1,490,534 | 1,486,348 | -4,185 | 0.02% | -$6.83K |
| Cogent Communications Group LLC / Cogent Finance Inc 7.00 06/15/2027 | 675,000 | 580,000 | -95,000 | 0.02% | -$95.97K |
| Bayview Commercial Asset Trust 2006-2 | 611,709 | 592,167 | -19,541 | 0.02% | -$9.12K |
| SVC 4.95 10/01/29 | 800,000 | 650,000 | -150,000 | 0.02% | -$117.98K |
| GT 1998-2 M1 | 621,436 | 565,876 | -55,560 | 0.02% | -$54.67K |
| VMED 5 07/15/30 144A | 1,050,000 | 650,000 | -400,000 | 0.02% | -$369.25K |
| CSMC Mortgage-Backed Trust 2007-3 | 2,367,092 | 2,356,282 | -10,810 | 0.02% | -$13.30K |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA1 A8 | 702,066 | 673,265 | -28,800 | 0.02% | -$20.69K |
| CONSECO FINANCIAL CORP GT 1999 5 A6 | 2,262,622 | 2,255,692 | -6,930 | 0.02% | -$32.99K |
| GSR Mortgage Loan Trust 2006-7F | 2,473,248 | 2,378,891 | -94,356 | 0.02% | -$106.19K |
| CBA Commercial Small Balance Commercial Mortgage | 629,201 | 593,524 | -35,677 | 0.02% | -$36.59K |
| CMPR 7.375 09/15/32 144A | 700,000 | 525,000 | -175,000 | 0.02% | -$172.35K |
| Alternative Loan Trust 2005-9CB | 614,446 | 595,332 | -19,114 | 0.02% | -$15.32K |
| Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M3 | 528,670 | 527,697 | -973 | 0.02% | -$3.58K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B4 | 617,900 | 613,350 | -4,550 | 0.02% | $1.89K |
| Alternative Loan Trust, Series 2006-OA14, Class 2A1 | 570,132 | 560,627 | -9,505 | 0.02% | -$6.96K |
| CONSECO FINANCIAL CORP GT 1999 5 A5 | 2,005,589 | 1,999,447 | -6,143 | 0.02% | -$30.41K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 2A2 | 576,187 | 567,817 | -8,370 | 0.02% | -$8.15K |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust | 547,226 | 541,124 | -6,102 | 0.02% | -$5.66K |
| Velocity Commercial Capital Loan Trust 2023-4 | 634,282 | 523,683 | -110,599 | 0.02% | -$103.95K |
| Velocity Commercial Capital Loan Trust, Series 2020-1, Class M5 | 666,506 | 639,000 | -27,506 | 0.02% | -$19.51K |
| Barclays Mortgage Loan Trust, Series 2025-NQM2, Class XS2 | 20,298,826 | 19,169,093 | -1,129,732 | 0.02% | -$43.27K |
| Alternative Loan Trust 2006-41CB | 1,027,309 | 1,015,901 | -11,408 | 0.02% | -$19.55K |
| Wells Fargo Alternative Loan 2007-PA1 Trust | 631,243 | 605,348 | -25,895 | 0.02% | -$18.60K |
| IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 1A4 | 720,825 | 710,378 | -10,447 | 0.02% | -$19.61K |
| Victra Holdings LLC / Victra Finance Corp | 600,000 | 450,000 | -150,000 | 0.02% | -$162.90K |
| Bayview Commercial Asset Trust 2005-4 | 519,085 | 499,602 | -19,483 | 0.02% | -$16.50K |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-SEA1, Class 2A1 | 876,225 | 478,615 | -397,610 | 0.02% | -$374.54K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class XS | 20,506,034 | 19,703,747 | -802,287 | 0.02% | -$100.37K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A15 | 919,189 | 917,310 | -1,879 | 0.02% | $4.37K |
| MortgageIT Trust 2004-1 | 485,862 | 468,378 | -17,483 | 0.02% | -$15.61K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B6 | 832,565 | 826,434 | -6,131 | 0.02% | $13.15K |
| Oakwood Mortgage Investors, Inc., Series 1999-C, Class A2 | 638,757 | 602,981 | -35,775 | 0.02% | -$39.57K |
| CWABS Asset-Backed Certificates Trust 2006-12 | 1,223,099 | 430,219 | -792,881 | 0.02% | -$781.29K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4 | 857,439 | 840,563 | -16,876 | 0.02% | -$14.13K |
| Alternative Loan Trust 2005-53T2 | 4,440,385 | 4,208,149 | -232,235 | 0.02% | -$72.97K |
| Bear Stearns ARM Trust 2005-12 | 464,539 | 448,159 | -16,380 | 0.02% | -$14.68K |
| Bread Financial Payments, Inc. | 550,000 | 400,000 | -150,000 | 0.02% | -$141.81K |
| RALI Series 2006-QO5 Trust | 447,245 | 437,038 | -10,207 | 0.02% | -$9.23K |
| Bayview Commercial Asset Trust 2005-4 | 442,826 | 426,205 | -16,621 | 0.02% | -$16.16K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 800,000 | 450,000 | -350,000 | 0.02% | -$299.86K |
| Bayview Financial Revolving Asset Trust, Series 2005-E, Class A1 | 411,710 | 386,185 | -25,526 | 0.02% | -$25.96K |
| NOVELIS CORP REGD 144A P/P 3.87500000 | 750,000 | 425,000 | -325,000 | 0.02% | -$298.34K |
| Alternative Loan Trust, Series 2007-19, Class 1A34 | 863,548 | 859,481 | -4,067 | 0.02% | -$13.44K |
| GTN 10.5 07/15/29 144A | 400,000 | 360,000 | -40,000 | 0.02% | -$44.37K |
| Magnera Corp. | 925,000 | 400,000 | -525,000 | 0.02% | -$420.69K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 31 2A1 | 402,672 | 398,509 | -4,163 | 0.02% | -$4.45K |
| Wells Fargo Alternative Loan Trust, Series 2007-PA1, Class A2 | 3,313,067 | 3,177,158 | -135,909 | 0.01% | -$1.66K |
| Barclays Mortgage Loan Trust, Series 2024-NQM1, Class XS | 16,192,892 | 15,309,306 | -883,586 | 0.01% | -$199.55K |
| Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1 | 450,988 | 358,732 | -92,257 | 0.01% | -$92.73K |
| Bear Stearns Mortgage Funding Trust, Series 2006-SL1, Class A1 | 384,700 | 359,567 | -25,132 | 0.01% | -$24.26K |
| PSDO 7.5 06/01/31 144A | 825,000 | 350,000 | -475,000 | 0.01% | -$503.74K |
| JP Morgan Mortgage Trust 2007-A5 | 571,674 | 556,104 | -15,570 | 0.01% | -$16.60K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A13 | 891,672 | 889,850 | -1,822 | 0.01% | $6.16K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 41CB 1A4 | 743,748 | 735,487 | -8,261 | 0.01% | -$14.03K |
| J.P. Morgan Mortgage Trust, Series 2021-INV5, Class B5 | 421,114 | 417,813 | -3,301 | 0.01% | $6.07K |
| BURLN 9.25 07/01/31 144A | 975,000 | 325,000 | -650,000 | 0.01% | -$674.60K |
| Alternative Loan Trust 2006-2CB | 1,765,942 | 1,760,905 | -5,037 | 0.01% | $2.87K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 2A1 | 351,443 | 345,166 | -6,277 | 0.01% | -$5.55K |
| Wells Fargo Alternative Loan Trust, Series 2007-PA1, Class A1 | 396,558 | 380,291 | -16,268 | 0.01% | -$12.14K |
| Bear Stearns Asset Backed Securities I Trust 2006-AC2 | 2,906,592 | 2,906,527 | -65 | 0.01% | -$2.89K |
| Bear Stearns Asset Backed Securities I Trust 2006-AC2 | 2,906,592 | 2,906,527 | -65 | 0.01% | -$2.89K |
| Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M4 | 314,283 | 313,705 | -578 | 0.01% | -$2.36K |
| Alternative Loan Trust 2006-2CB | 993,457 | 990,624 | -2,834 | 0.01% | -$7.29K |
| Merrill Lynch Mortgage Investors Trust Series 2006-A3 | 479,292 | 474,281 | -5,011 | 0.01% | -$5.96K |
| Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M2 | 302,097 | 301,541 | -556 | 0.01% | -$2.05K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS15 A1 | 352,683 | 338,568 | -14,115 | 0.01% | -$13.04K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J14 A3 | 491,029 | 487,023 | -4,007 | 0.01% | -$6.94K |
| Barclays Mortgage Loan Trust, Series 2023-NQM3, Class XS | 23,467,873 | 22,162,933 | -1,304,940 | 0.01% | -$28.43K |
| GTN 5.375 11/15/31 144A | 750,000 | 375,000 | -375,000 | 0.01% | -$242.26K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3X | 15,664,993 | 15,310,747 | -354,246 | 0.01% | -$9.80K |
| MASTR Resecuritization Trust, Series 2008-3, Class A1 | 911,618 | 897,483 | -14,136 | 0.01% | -$3.98K |
| CWHEQ Revolving Home Equity Loan Resuritization Trust Series 2006-RES | 289,906 | 280,592 | -9,314 | 0.01% | -$7.63K |
| Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M1 | 270,428 | 269,930 | -498 | 0.01% | -$1.63K |
| GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A1 | 429,205 | 426,475 | -2,730 | 0.01% | -$4.86K |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 2A1 | 379,305 | 369,684 | -9,621 | 0.01% | -$6.56K |
| CSMC Trust, Series 2017-2, Class CERT | 2,889,301 | 293,896 | -2,595,405 | 0.01% | -$2.25M |
| Reperforming Loan REMIC Trust 2006-R2 | 246,915 | 231,384 | -15,532 | 0.01% | -$13.68K |
| Bayview Financial Revolving Asset Trust, Series 2004-B, Class A2 | 511,018 | 469,886 | -41,133 | 0.01% | -$19.66K |
| CWHEQ Revolving Home Equity Loan Trust, Series 2006-C, Class 2A | 238,665 | 212,861 | -25,805 | 0.01% | -$25.45K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B5 | 254,359 | 252,486 | -1,873 | 0.01% | -$127 |
| Banc of America Funding Trust, Series 2006-A, Class 3A2 | 236,413 | 227,523 | -8,891 | 0.01% | -$7.87K |
| GMACM Home Equity Loan Trust 2005-HE3 | 228,014 | 210,511 | -17,503 | 0.01% | -$16.52K |
| Banc of America Mortgage Trust, Series 2005-I, Class 2A5 | 213,417 | 210,904 | -2,513 | 0.01% | -$1.90K |
| Structured Asset Mortgage Investments II Trust 2006-AR4 | 220,452 | 193,487 | -26,965 | 0.01% | -$26.67K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 1A2 | 258,370 | 249,532 | -8,838 | 0.01% | -$7.26K |
| MASTR Second Lien Trust 2006-1 | 3,623,411 | 3,604,636 | -18,776 | 0.01% | -$6.17K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 36CB 1A1 | 261,393 | 257,143 | -4,250 | 0.01% | -$5.26K |
| Alternative Loan Trust 2006-24CB | 891,672 | 889,850 | -1,822 | 0.01% | -$1.22K |
| CSMC 2021-JR1 Trust | 888,243 | 369,330 | -518,913 | 0.01% | -$171.64K |
| Morgan Stanley Mortgage Loan Trust 2006-4SL | 163,264 | 152,881 | -10,383 | 0.01% | -$8.95K |
| BSARM 2007-3 1A1 | 169,761 | 168,102 | -1,660 | 0.01% | -$1.22K |
| Oakwood Mortgage Investors, Inc., Series 2001-D, Class A3 | 444,911 | 439,384 | -5,527 | 0.01% | -$8.59K |
| Banc of America Funding 2006-E Trust | 159,772 | 157,542 | -2,230 | 0.01% | -$1.86K |
| J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A5X | 4,891,603 | 4,791,918 | -99,686 | 0.01% | -$1.79K |
| Lehman ABS Mortgage Loan Trust, Series 2007-1, Class 2A1 | 203,801 | 197,759 | -6,041 | 0.01% | -$5.34K |
| GSR Mortgage Loan Trust, Series 2005-AR1, Class 2A1 | 131,375 | 128,022 | -3,353 | 0.01% | -$3.08K |
| Alternative Loan Trust 2007-J1 | 81,284 | 72,818 | -8,466 | 0.00% | -$10.57K |
| ZSCALER INC | 2 | 1 | -1 | 0.00% | -$4.74M |
| AEGIS ASSET BACKED SECURITIES AABST 2003 3 M1 | 114,341 | 114,193 | -148 | 0.00% | -$511 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3 | 248,919 | 248,188 | -731 | 0.00% | -$2.11K |
| GSAA Trust, Series 2006-7, Class AF2 | 322,266 | 318,947 | -3,319 | 0.00% | -$3.68K |
| Merrill Lynch Mortgage Investors Trust Series 2006-AF2 | 321,934 | 317,199 | -4,735 | 0.00% | -$5.90K |
Top 300 of 325, by weight.
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 74,000,000 | 74,000,000 | 0 | 3.00% | $33.53K |
| US TREASURY N/B | 78,500,000 | 78,500,000 | 0 | 2.26% | -$2.05M |
| US TREASURY N/B | 103,400,000 | 103,400,000 | 0 | 2.18% | -$2.13M |
| US TREASURY N/B | 82,250,000 | 82,250,000 | 0 | 2.08% | -$1.88M |
| US TREASURY N/B | 66,000,000 | 66,000,000 | 0 | 1.96% | -$1.44M |
| Invesco Preferred ETF | 3,482,215 | 3,482,215 | 0 | 1.60% | -$174.11K |
| US TREASURY N/B | 48,055,000 | 48,055,000 | 0 | 1.60% | -$910.42K |
| US TREASURY N/B | 81,560,000 | 81,560,000 | 0 | 1.57% | -$1.59M |
| US TREASURY N/B | 52,750,000 | 52,750,000 | 0 | 1.52% | -$1.07M |
| US TREASURY N/B | 47,350,000 | 47,350,000 | 0 | 1.51% | -$891.51K |
| US TREASURY N/B | 46,350,000 | 46,350,000 | 0 | 1.47% | -$1.07M |
| US TREASURY N/B | 42,400,000 | 42,400,000 | 0 | 1.46% | -$806.59K |
| US TREASURY N/B | 47,550,000 | 47,550,000 | 0 | 1.44% | -$997.44K |
| US TREASURY N/B | 41,315,000 | 41,315,000 | 0 | 1.43% | -$763.36K |
| US TREASURY N/B | 47,000,000 | 47,000,000 | 0 | 1.39% | -$1.05M |
| US TREASURY N/B | 47,300,000 | 47,300,000 | 0 | 1.36% | -$1.06M |
| First Franklin Mortgage Loan Trust 2006-FF8 | 9,145,230 | 9,145,230 | 0 | 0.32% | $32.54K |
| NEW RESIDENTIAL MTG LN TR 2022-SFR1 F 4.443% 02/17/2039 144A | 6,500,000 | 6,500,000 | 0 | 0.26% | $6.18K |
| CIT MTG LN TR 2007-1 STEP 10/25/2037 144A | 6,000,000 | 6,000,000 | 0 | 0.24% | $1.40K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1 | 5,000,000 | 5,000,000 | 0 | 0.20% | -$23.77K |
| Bear Stearns Asset Backed Securities Trust 2006-SD1 | 4,650,000 | 4,650,000 | 0 | 0.20% | -$60.67K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR2 4% 09/04/2039 144A | 5,000,000 | 5,000,000 | 0 | 0.20% | $78.47K |
| Rithm Single Family - NRMLT 2022-SFR2 F | 5,000,000 | 5,000,000 | 0 | 0.20% | $130.86K |
| Progress Residential 2022-SFR4 Trust | 4,751,000 | 4,751,000 | 0 | 0.19% | -$2.60K |
| Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R3 | 5,000,000 | 5,000,000 | 0 | 0.18% | $56.79K |
| Carrington Mortgage Loan Trust Series 2007-FRE1 | 4,884,740 | 4,884,740 | 0 | 0.17% | -$56.72K |
| Tricon Residential Trust, Series 2022-SFR2, Class E | 4,000,000 | 4,000,000 | 0 | 0.16% | -$15.15K |
| Verus Securitization Trust, Series 2022-1, Class B1 | 5,000,000 | 5,000,000 | 0 | 0.16% | -$22.89K |
| FirstKey Homes Trust, Series 2022-SFR1, Class E1 | 4,000,000 | 4,000,000 | 0 | 0.16% | $9.95K |
| Progress Residential Trust, Series 2022-SFR1, Class F | 4,000,000 | 4,000,000 | 0 | 0.16% | $62.14K |
| FirstKey Homes Trust, Series 2022-SFR1, Class E2 | 4,000,000 | 4,000,000 | 0 | 0.16% | $12.50K |
| CIT MTG LN TR 2007-1 STEP 10/25/2037 144A | 3,766,500 | 3,766,500 | 0 | 0.15% | -$6.07K |
| Residential Mortgage Loan Trust 2020-2 | 3,750,000 | 3,750,000 | 0 | 0.15% | -$13.24K |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8 3.181% 10/17/2038 144A | 3,500,000 | 3,500,000 | 0 | 0.14% | $22.56K |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M4 | 3,825,000 | 3,825,000 | 0 | 0.14% | $23.81K |
| COLT 2021-2 Mortgage Loan Trust | 4,650,000 | 4,650,000 | 0 | 0.14% | -$10.07K |
| CFMT LLC, Series 2023-HB11, Class M2 | 3,400,000 | 3,400,000 | 0 | 0.14% | $17.20K |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M4 | 3,500,000 | 3,500,000 | 0 | 0.14% | $28.40K |
| Ajax Mortgage Loan Trust, Series 2021-C, Class C | 3,023,611 | 3,023,611 | 0 | 0.13% | -$403.39K |
| VSTA 2020-2 B2 | 3,300,000 | 3,300,000 | 0 | 0.13% | -$3.41K |
| Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2007-3A, Class M2 | 3,600,000 | 3,600,000 | 0 | 0.13% | $64.57K |
| TRK 2022-INV1 Trust | 4,000,000 | 4,000,000 | 0 | 0.13% | -$12.27K |
| TRK Trust, Series 2021-INV1, Class B1 | 3,750,000 | 3,750,000 | 0 | 0.13% | $16.60K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1 | 3,000,000 | 3,000,000 | 0 | 0.12% | -$9.10K |
| GCAT 2021-NQM7 Trust | 3,437,000 | 3,437,000 | 0 | 0.12% | -$14.88K |
| Angel Oak Mortgage Trust 2020-R1 | 3,324,000 | 3,324,000 | 0 | 0.12% | $16.22K |
| Velocity Commercial Capital Loan Trust 2021-3 | 3,606,491 | 3,606,491 | 0 | 0.12% | $4.96K |
| Progress Residential Trust, Series 2022-SFR1, Class G | 3,000,000 | 3,000,000 | 0 | 0.12% | $35.53K |
| Ajax Mortgage Loan Trust, Series 2021-E, Class M1 | 4,000,000 | 4,000,000 | 0 | 0.12% | -$7.23K |
| Ajax Mortgage Loan Trust, Series 2022-A, Class M2 | 3,453,061 | 3,453,061 | 0 | 0.12% | $62.49K |
| Home Partners of America Trust, Series 2021-2, Class F | 2,878,487 | 2,878,487 | 0 | 0.11% | $32.47K |
| Deephaven Residential Mortgage Trust, Series 2022-1, Class B1 | 3,314,000 | 3,314,000 | 0 | 0.11% | -$16.68K |
| Verus Securitization Trust, Series 2023-INV1, Class M1 | 2,680,000 | 2,680,000 | 0 | 0.11% | -$10.79K |
| CSMC 2021-NQM2 | 3,289,850 | 3,289,850 | 0 | 0.11% | -$9.42K |
| COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A1 | 9,718,097 | 9,718,097 | 0 | 0.11% | -$58.57K |
| Residential Mortgage Loan Trust 2021-1R | 2,814,000 | 2,814,000 | 0 | 0.10% | $64.48K |
| Pagaya AI Technology in Housing Trust, Series 2023-1, Class F | 3,000,000 | 3,000,000 | 0 | 0.10% | $34.76K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class B3 | 2,576,400 | 2,576,400 | 0 | 0.10% | $66.74K |
| ACRA Trust, Series 2024-NQM1, Class M1B | 2,500,000 | 2,500,000 | 0 | 0.10% | $10.23K |
| BRAVO Residential Funding Trust 2021-NQM2 | 2,627,000 | 2,627,000 | 0 | 0.10% | $27.03K |
| VERUS SECURITIZATION TRUST 2021-1 SER 2021-1 CL B1 V/R REGD 144A P/P 2.97700000 | 3,162,000 | 3,162,000 | 0 | 0.10% | -$5.87K |
| Popular ABS Mortgage Pass-Through Trust 2005-3 | 2,955,985 | 2,955,985 | 0 | 0.10% | $2.68K |
| Progress Residential Trust, Series 2021-SFR11, Class F | 2,500,000 | 2,500,000 | 0 | 0.10% | $18.50K |
| Wells Fargo & Co., Series Z, Pfd. | 122,100 | 122,100 | 0 | 0.10% | -$23.20K |
| CFMT LLC, Series 2024-HB13, Class M3 | 2,500,000 | 2,500,000 | 0 | 0.10% | $23.01K |
| Progress Residential Trust, Series 2021-SFR9, Class F | 2,400,000 | 2,400,000 | 0 | 0.09% | $10.97K |
| Spruce Hill Mortgage Loan Trust 2020-SH1 | 2,425,000 | 2,425,000 | 0 | 0.09% | $2.43K |
| Madison Park Funding XLII Ltd | 12,131,250 | 12,131,250 | 0 | 0.09% | -$917.73K |
| COLT 2022-1 Mortgage Loan Trust | 2,354,000 | 2,354,000 | 0 | 0.09% | -$5.92K |
| Ellington Financial Mortgage Trust 2017-1 | 2,797,000 | 2,797,000 | 0 | 0.08% | -$11.59K |
| AMSR Trust, Series 2023-SFR2, Class F2 | 2,230,000 | 2,230,000 | 0 | 0.08% | $15.48K |
| CSMC 2020-SPT1 Trust | 2,400,000 | 2,400,000 | 0 | 0.08% | $16.96K |
| Residential Mortgage Loan Trust, Series 2020-1, Class B2 | 2,150,000 | 2,150,000 | 0 | 0.08% | -$3.27K |
| Visio Trust, Series 2022-1, Class B1 | 2,000,000 | 2,000,000 | 0 | 0.08% | $771 |
| Vista Point Securitization Trust, Series 2020-2, Class B1 | 2,000,000 | 2,000,000 | 0 | 0.08% | $4.31K |
| CFMT LLC, Series 2024-HB13, Class M4 | 2,000,000 | 2,000,000 | 0 | 0.08% | $21.79K |
| GCAT Trust, Series 2020-NQM2, Class B1 | 2,000,000 | 2,000,000 | 0 | 0.08% | $12.90K |
| Ajax Mortgage Loan Trust 2021-E | 3,041,340 | 3,041,340 | 0 | 0.08% | -$5.98K |
| Ajax Mortgage Loan Trust, Series 2023-C, Class M2 | 2,264,500 | 2,264,500 | 0 | 0.08% | $17.34K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 | 4,603,430 | 4,603,430 | 0 | 0.07% | -$131.72K |
| Ajax Mortgage Loan Trust, Series 2022-A, Class B | 2,128,000 | 2,128,000 | 0 | 0.07% | $38.62K |
| AMSR Trust, Series 2023-SFR2, Class F1 | 1,800,000 | 1,800,000 | 0 | 0.07% | $10.94K |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B3 | 1,680,300 | 1,680,300 | 0 | 0.07% | $35.56K |
| Truist Financial Corp., Series N | 1,650,000 | 1,650,000 | 0 | 0.07% | -$4.17K |
| Barclays Mortgage Loan Trust, Series 2023-NQM3, Class M1 | 1,605,000 | 1,605,000 | 0 | 0.07% | -$3.03K |
| ACRA Trust, Series 2024-NQM1, Class B1 | 1,579,000 | 1,579,000 | 0 | 0.07% | $6.64K |
| Tricon Residential Trust, Series 2022-SFR1, Class E2 | 1,600,000 | 1,600,000 | 0 | 0.06% | $3.01K |
| Ajax Mortgage Loan Trust, Series 2022-B, Class B | 1,921,100 | 1,921,100 | 0 | 0.06% | $41.53K |
| SCHW V4 PERP H | 1,670,000 | 1,670,000 | 0 | 0.06% | $530 |
| CFMT LLC, Series 2024-HB13, Class M2 | 1,600,000 | 1,600,000 | 0 | 0.06% | $12.03K |
| Progress Residential Trust, Series 2022-SFR3, Class E2 | 1,548,000 | 1,548,000 | 0 | 0.06% | $4.12K |
| BRAVO Residential Funding Trust 2024-NQM7 | 1,500,000 | 1,500,000 | 0 | 0.06% | $4.83K |
| Velocity Commercial Capital Loan Trust 2021-3 | 2,188,891 | 2,188,891 | 0 | 0.06% | $230 |
| COLT Mortgage Loan Trust, Series 2024-INV4, Class B1 | 1,500,000 | 1,500,000 | 0 | 0.06% | $5.93K |
| BRAVO Residential Funding Trust 2024-NQM7 | 1,500,000 | 1,500,000 | 0 | 0.06% | $8.96K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class M1 | 1,498,700 | 1,498,700 | 0 | 0.06% | $4.54K |
| Deephaven Residential Mortgage Trust 2021-1 | 1,626,000 | 1,626,000 | 0 | 0.06% | $19.20K |
| Barclays Mortgage Loan Trust, Series 2025-NQM2, Class M1 | 1,461,700 | 1,461,700 | 0 | 0.06% | -$1.94K |
| Verus Securitization Trust, Series 2023-2, Class B1 | 1,500,000 | 1,500,000 | 0 | 0.06% | -$7.31K |
| TRICON RESIDENTIAL 2021-SFR1 TRUST TCN 2021-SFR1 F | 1,500,000 | 1,500,000 | 0 | 0.06% | $6.51K |
| CFMT LLC, Series 2024-HB14, Class M3 | 1,530,387 | 1,530,387 | 0 | 0.06% | $16.61K |
| FRTKL, Series 2021-SFR1, Class F | 1,500,000 | 1,500,000 | 0 | 0.06% | $12.66K |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class M1 | 1,402,300 | 1,402,300 | 0 | 0.06% | $6.13K |
| Barclays Mortgage Loan Trust, Series 2024-NQM1, Class B3 | 1,424,300 | 1,424,300 | 0 | 0.06% | $27.86K |
| Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B3 | 1,427,800 | 1,427,800 | 0 | 0.06% | $31.85K |
| Barclays Mortgage Loan Trust, Series 2024-NQM4, Class M1 | 1,344,600 | 1,344,600 | 0 | 0.05% | $6.29K |
| CBAM 2019-10 Ltd | 17,550,000 | 17,550,000 | 0 | 0.05% | -$1.83M |
| Ajax Mortgage Loan Trust, Series 2022-A, Class C | 1,002,489 | 1,002,489 | 0 | 0.05% | $57.01K |
| Barclays Mortgage Loan Trust, Series 2024-NQM1, Class M1 | 1,243,200 | 1,243,200 | 0 | 0.05% | $2.41K |
| Ajax Mortgage Loan Trust, Series 2023-A, Class B | 1,605,800 | 1,605,800 | 0 | 0.05% | $20.52K |
| Velocity Commercial Capital Loan Trust 2021-1 | 1,625,034 | 1,625,034 | 0 | 0.05% | $5.29K |
| New Residential Mortgage Loan Trust 2020-NQM1 | 1,389,000 | 1,389,000 | 0 | 0.05% | -$3.28K |
| RAAC Trust, Series 2006-SP3, Class M3 | 1,144,319 | 1,144,319 | 0 | 0.05% | $1.86K |
| Barclays Mortgage Trust, Series 2022-RPL1, Class B | 1,187,900 | 1,187,900 | 0 | 0.05% | $12.20K |
| Ajax Mortgage Loan Trust, Series 2022-B, Class M2 | 1,287,100 | 1,287,100 | 0 | 0.05% | $16.41K |
| TVC DSCR_21-1: CERT | 1,322,747 | 1,322,747 | 0 | 0.05% | -$10.06K |
| Oakwood Mortgage Investors Inc | 9,752,270 | 9,752,270 | 0 | 0.04% | -$121.48K |
| GSAA Home Equity Trust, Series 2005-14, Class 1A2 | 2,463,906 | 2,463,906 | 0 | 0.04% | -$7.70K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class B1 | 1,028,100 | 1,028,100 | 0 | 0.04% | $1.86K |
| ONESKY FLIGHT LLC SR UNSECURED 144A 12/29 8.875 | 975,000 | 975,000 | 0 | 0.04% | $7.86K |
| Verus Securitization Trust, Series 2024-2, Class B2 | 1,000,000 | 1,000,000 | 0 | 0.04% | $1.53K |
| FORD MOTOR CRED | 1,000,000 | 1,000,000 | 0 | 0.04% | $10.85K |
| Structured Asset Mortgage Investments II Trust 2006-AR5 | 2,854,637 | 2,854,637 | 0 | 0.04% | $23.21K |
| TGNA 5 09/15/29 | 1,000,000 | 1,000,000 | 0 | 0.04% | $521 |
| Barclays Mortgage Loan Trust, Series 2023-NQM3, Class B1 | 963,000 | 963,000 | 0 | 0.04% | $2.06K |
| Velocity Commercial Capital Loan Trust 2018-2 | 1,044,577 | 1,044,577 | 0 | 0.04% | $50.63K |
| UNSEAM 7.875 02/15/31 144A | 925,000 | 925,000 | 0 | 0.04% | $10.37K |
| Cedar Funding VII CLO Ltd., Series 2018-7A, Class SUB | 9,915,625 | 9,915,625 | 0 | 0.04% | -$277.38K |
| Tricon Residential 2021-SFR1 Trust | 968,000 | 968,000 | 0 | 0.04% | $4.60K |
| Morgan Stanley, Series K, Pfd. | 38,900 | 38,900 | 0 | 0.04% | $8.95K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class B2 | 941,400 | 941,400 | 0 | 0.04% | $4.15K |
| ROCSOF 6.5 02/15/29 144A | 1,050,000 | 1,050,000 | 0 | 0.04% | -$84.42K |
| PRGO 6 1/8 09/30/32 | 950,000 | 950,000 | 0 | 0.04% | -$23.67K |
| Ajax Mortgage Loan Trust, Series 2022-A, Class M1 | 999,392 | 999,392 | 0 | 0.04% | $9.47K |
| New Enterprise Stone & Lime Co, Inc. | 925,000 | 925,000 | 0 | 0.04% | $4.30K |
| Progress Residential Trust, Series 2023-SFR1, Class E1 | 925,000 | 925,000 | 0 | 0.04% | -$289 |
| CHL MTG PASS-THROUGH TR 2007-8 1A12 5.875% 01/25/2038 | 2,297,066 | 2,297,066 | 0 | 0.04% | -$16.46K |
| Bear Stearns Asset Backed Securities I Trust 2005-TC1 | 908,185 | 908,185 | 0 | 0.04% | $113 |
| LCM Investments Holdings II, LLC | 925,000 | 925,000 | 0 | 0.04% | $11.01K |
| ERO COPPER CORP REGD 144A P/P 6.50000000 | 900,000 | 900,000 | 0 | 0.04% | $13.46K |
| CORPBOND | 925,000 | 925,000 | 0 | 0.04% | $10.39K |
| ACRISURE LLC / FIN INC SR UNSECURED 144A 08/29 6 | 900,000 | 900,000 | 0 | 0.04% | -$2.26K |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B1 | 871,700 | 871,700 | 0 | 0.04% | $4.58K |
| DISH Network Corp | 850,000 | 850,000 | 0 | 0.04% | -$15.15K |
| Alternative Loan Trust 2006-7CB | 2,200,332 | 2,200,332 | 0 | 0.04% | -$20.60K |
| Cloud Software Group, Inc. | 875,000 | 875,000 | 0 | 0.04% | -$12.06K |
| Ajax Mortgage Loan Trust, Series 2023-B, Class B | 873,700 | 873,700 | 0 | 0.03% | $10.04K |
| Ajax Mortgage Loan Trust, Series 2022-A, Class A3 | 914,036 | 914,036 | 0 | 0.03% | $9.71K |
| Cushman & Wakefield U.S. Borrower, LLC | 800,000 | 800,000 | 0 | 0.03% | -$4.36K |
| Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B1 | 817,900 | 817,900 | 0 | 0.03% | $5.73K |
| STANDARD INDUSTR INC/NJ SR UNSECURED 144A 08/32 6.5 | 800,000 | 800,000 | 0 | 0.03% | $2.51K |
| Barclays Mortgage Loan Trust, Series 2023-NQM3, Class B2 | 810,100 | 810,100 | 0 | 0.03% | $1.33K |
| Velocity Commercial Capital Loan Trust, Series 2019-1, Class M2 | 865,270 | 865,270 | 0 | 0.03% | -$555 |
| STARWOOD PROPERTY TRUST SR UNSECURED 144A 07/26 3.625 | 800,000 | 800,000 | 0 | 0.03% | $1.07K |
| NCL Corp. Ltd. | 775,000 | 775,000 | 0 | 0.03% | -$2.14K |
| RAKUTN 9.75 04/15/29 144A | 700,000 | 700,000 | 0 | 0.03% | -$893 |
| FYBR 8.625 03/15/31 144A | 750,000 | 750,000 | 0 | 0.03% | -$7.64K |
| Brink's Co. (The) | 750,000 | 750,000 | 0 | 0.03% | $1.85K |
| Univision Communications Inc. | 750,000 | 750,000 | 0 | 0.03% | $1.91K |
| SVC 5 1/2 12/15/27 | 775,000 | 775,000 | 0 | 0.03% | $14.05K |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B2 | 757,900 | 757,900 | 0 | 0.03% | $5.19K |
| CFMT LLC, Series 2024-HB14, Class M2 | 786,795 | 786,795 | 0 | 0.03% | $6.74K |
| Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B1 | 720,300 | 720,300 | 0 | 0.03% | $7.93K |
| TransDigm, Inc. | 725,000 | 725,000 | 0 | 0.03% | -$957 |
| FTAI AVIATION INVESTORS REGD 144A P/P 7.00000000 | 700,000 | 700,000 | 0 | 0.03% | $3.55K |
| Barclays Mortgage Loan Trust, Series 2024-NQM1, Class B1 | 724,200 | 724,200 | 0 | 0.03% | $165 |
| TransDigm, Inc. | 700,000 | 700,000 | 0 | 0.03% | $3.81K |
| Ajax Mortgage Loan Trust, Series 2023-A, Class M1 | 827,000 | 827,000 | 0 | 0.03% | $9.78K |
| GLOBAL INFRASTRUCTURE SO REGD 144A P/P 5.62500000 | 722,000 | 722,000 | 0 | 0.03% | $1.77K |
| Romark CLO Ltd | 5,000,000 | 5,000,000 | 0 | 0.03% | -$2.40K |
| ZF North America Capital, Inc. | 700,000 | 700,000 | 0 | 0.03% | $34.94K |
| Ajax Mortgage Loan Trust, Series 2023-C, Class A2 | 782,700 | 782,700 | 0 | 0.03% | $3.89K |
| NSANY 2.75 03/09/28 144A | 750,000 | 750,000 | 0 | 0.03% | $9.58K |
| STX 9.625 12/01/32 144a | 631,125 | 631,125 | 0 | 0.03% | -$5.98K |
| BRPCN 6.25 09/15/27 144A | 700,000 | 700,000 | 0 | 0.03% | $28 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 5.88 10/01/2028 | 700,000 | 700,000 | 0 | 0.03% | $632 |
| BURLN 6.25 04/15/28 144A | 700,000 | 700,000 | 0 | 0.03% | $3.39K |
| EMBECTA CORP SR SECURED 144A 02/30 5 | 725,000 | 725,000 | 0 | 0.03% | -$9.59K |
| MASTR Asset Securitization Trust 2007-1 | 4,163,747 | 4,163,747 | 0 | 0.03% | -$13.26K |
| Cleveland-Cliffs Inc. | 650,000 | 650,000 | 0 | 0.03% | $8.00K |
| Barclays Mortgage Loan Trust, Series 2024-NQM1, Class B2 | 663,800 | 663,800 | 0 | 0.03% | $952 |
| JAGUAR LAND ROVR | 675,000 | 675,000 | 0 | 0.03% | -$4 |
| WR GRACE HOLDINGS LLC SR UNSECURED 144A 08/29 5.625 | 700,000 | 700,000 | 0 | 0.03% | $28.45K |
| Carnival Corp. | 650,000 | 650,000 | 0 | 0.03% | -$1.60K |
| The Goodyear Tire & Rubber Company | 700,000 | 700,000 | 0 | 0.03% | $28.63K |
| Velocity Commercial Capital Loan Trust 2018-2 | 755,129 | 755,129 | 0 | 0.03% | $29.00K |
| SIRIUS XM RADIO LLC REGD 144A P/P 4.00000000 | 675,000 | 675,000 | 0 | 0.03% | $3.31K |
| POST HOLDINGS INC REGD 144A P/P 4.62500000 | 675,000 | 675,000 | 0 | 0.03% | $4.70K |
| Windstream Services LLC / Windstream Escrow Finance Corp. | 625,000 | 625,000 | 0 | 0.03% | $16.49K |
| AdaptHealth LLC | 650,000 | 650,000 | 0 | 0.03% | $2.61K |
| ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.87500000 | 650,000 | 650,000 | 0 | 0.03% | -$614 |
| CHURCHILL DOWNS INC REGD 144A P/P 5.50000000 | 650,000 | 650,000 | 0 | 0.03% | $119 |
| SS&C Technologies, Inc. | 650,000 | 650,000 | 0 | 0.03% | -$928 |
| KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30 | 675,000 | 675,000 | 0 | 0.03% | $25.33K |
| Sinclair Television Group, Inc. | 625,000 | 625,000 | 0 | 0.03% | $9.58K |
| RESORTS WORLD/RWLV CAP REGD P/P 4.62500000 | 700,000 | 700,000 | 0 | 0.03% | $6.74K |
| VMED O2 UK FINC. I 6.75% | 650,000 | 650,000 | 0 | 0.03% | -$17.74K |
| BANK OF NY MELLON CORP REGD V/R /PERP/ SER F 4.62500000 | 630,000 | 630,000 | 0 | 0.03% | $1.22K |
| Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B2 | 623,800 | 623,800 | 0 | 0.03% | $4.49K |
| HUB International Ltd. | 600,000 | 600,000 | 0 | 0.03% | -$386 |
| HARVEST MIDSTREAM I LP SR UNSECURED 144A 09/28 7.5 | 600,000 | 600,000 | 0 | 0.02% | $1.67K |
| Rocket Cos., Inc. | 575,000 | 575,000 | 0 | 0.02% | -$2.45K |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE9, Class M1 | 581,740 | 581,740 | 0 | 0.02% | -$4.76K |
| Lightning Power LLC | 550,000 | 550,000 | 0 | 0.02% | $2.82K |
| UNITI GRP. LP / UNI 6.50% | 600,000 | 600,000 | 0 | 0.02% | $22.00K |
| American Airlines Inc | 550,000 | 550,000 | 0 | 0.02% | $116 |
| POINDEXTER JB INC 8.75% 12/15/2031 144A | 550,000 | 550,000 | 0 | 0.02% | -$4.21K |
| MetLife, Inc., Series F, Pfd. | 27,600 | 27,600 | 0 | 0.02% | -$19.87K |
| VISTAJET MALTA/VM HOLDS SR UNSECURED 144A 05/27 7.875 | 550,000 | 550,000 | 0 | 0.02% | -$7.18K |
| BUILDERS FIRSTSOURCE INC REGD 144A P/P 4.25000000 | 575,000 | 575,000 | 0 | 0.02% | $4.02K |
| Directv Financing LLC / Directv Financing Co-Obligor Inc. | 544,000 | 544,000 | 0 | 0.02% | $2.62K |
| Level 3 Financing, Inc. | 525,000 | 525,000 | 0 | 0.02% | $4.41K |
| Level 3 Financing, Inc. | 525,000 | 525,000 | 0 | 0.02% | $3.26K |
| Endo Finance Holdings, Inc. | 500,000 | 500,000 | 0 | 0.02% | -$908 |
| SATS 6.75 11/30/30 | 518,562 | 518,562 | 0 | 0.02% | -$7.35K |
| COUNTRYWIDE HOME LOANS CWHL 2007 21 1A1 | 1,238,850 | 1,238,850 | 0 | 0.02% | -$8.93K |
| Windstream Services LLC | 500,000 | 500,000 | 0 | 0.02% | $17.13K |
| ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 03/31 7.5 | 500,000 | 500,000 | 0 | 0.02% | $31.70K |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp | 575,000 | 575,000 | 0 | 0.02% | $13.00K |
| MIDCONTINENT COMMUNICATI SR UNSECURED 144A 08/32 8 | 525,000 | 525,000 | 0 | 0.02% | -$29.62K |
| Ajax Mortgage Loan Trust, Series 2022-A, Class A2 | 532,000 | 532,000 | 0 | 0.02% | $7.06K |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 | 381,965 | 381,965 | 0 | 0.02% | $22.92K |
| Public Storage, Series O, Pfd. | 31,500 | 31,500 | 0 | 0.02% | -$12.92K |
| BEAMOB 7.25 08/01/30 144A | 475,000 | 475,000 | 0 | 0.02% | $2.67K |
| VSTJET 9.5% Sr Unsecured Nts due 2028 144A | 475,000 | 475,000 | 0 | 0.02% | $154 |
| WarnerMedia Holdings, Inc. | 700,000 | 700,000 | 0 | 0.02% | -$70.16K |
| Blackstone Mortgage Trust Inc | 450,000 | 450,000 | 0 | 0.02% | $8.14K |
| KALU 5.875 03/01/34 144A | 475,000 | 475,000 | 0 | 0.02% | $5.27K |
| AZORRA FIN. LTD 7.75% | 450,000 | 450,000 | 0 | 0.02% | -$847 |
| ADNT 8.25 04/15/31 144A | 450,000 | 450,000 | 0 | 0.02% | $1.42K |
| BLCOCN 8 3/8 10/01/28 | 450,000 | 450,000 | 0 | 0.02% | -$1.12K |
| WESCO DISTRIBUTION INC REGD 144A P/P 6.37500000 | 450,000 | 450,000 | 0 | 0.02% | -$1.51K |
| CAPSTONE COPPER CORP REGD 144A P/P 6.75000000 | 450,000 | 450,000 | 0 | 0.02% | $663 |
| XHR LP | 450,000 | 450,000 | 0 | 0.02% | $5.41K |
| QNTELE 5.75 08/15/32 144A | 450,000 | 450,000 | 0 | 0.02% | $486 |
| Ajax Mortgage Loan Trust, Series 2023-A, Class A2 | 481,800 | 481,800 | 0 | 0.02% | $8.19K |
| CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 04/30 7.875 | 425,000 | 425,000 | 0 | 0.02% | $1.91K |
| MINERAL RESOURCES LTD SR UNSECURED 144A 10/28 9.25 | 425,000 | 425,000 | 0 | 0.02% | $809 |
| KEHEFO 9 02/15/29 144A | 425,000 | 425,000 | 0 | 0.02% | $321 |
| ENERGIZER HOLDINGS INC REGD 144A P/P 4.75000000 | 450,000 | 450,000 | 0 | 0.02% | $2.49K |
| PRESTIGE BRANDS INC REGD 144A P/P 3.75000000 | 475,000 | 475,000 | 0 | 0.02% | $3.32K |
| BLURAC 7 07/15/29 144A | 425,000 | 425,000 | 0 | 0.02% | $1.99K |
| U.S. Bancorp, Series L, Pfd. | 28,500 | 28,500 | 0 | 0.02% | -$7.12K |
| Zayo Group Holdings Inc | 450,315 | 450,315 | 0 | 0.02% | $11.53K |
| Kioxia Holdings Corp. | 425,000 | 425,000 | 0 | 0.02% | $247 |
| Oakwood Mortgage Investors Inc | 8,572,117 | 8,572,117 | 0 | 0.02% | -$48.15K |
| NSANY 8 1/8 07/17/35 | 400,000 | 400,000 | 0 | 0.02% | $1.75K |
| Oakwood Mortgage Investors, Inc., Series 2001-C, Class A4 | 6,795,981 | 6,795,981 | 0 | 0.02% | -$47.75K |
| VOC ESCROW LTD SR SECURED 144A 02/28 5 | 425,000 | 425,000 | 0 | 0.02% | $904 |
| SSP 9.875 08/15/30 144A | 425,000 | 425,000 | 0 | 0.02% | $20.49K |
| DISH DBS CORP REGD 5.12500000 | 475,000 | 475,000 | 0 | 0.02% | $10.33K |
| NWL 8.5 06/01/28 144A | 400,000 | 400,000 | 0 | 0.02% | $9.01K |
| Alternative Loan Trust Resecuritization 2006-22R | 844,548 | 844,548 | 0 | 0.02% | -$6.64K |
| GTLS 7.5 01/01/30 144A | 400,000 | 400,000 | 0 | 0.02% | -$974 |
| SCIH SALT HOLDINGS INC SR SECURED 144A 05/28 4.875 | 415,000 | 415,000 | 0 | 0.02% | $3.53K |
| TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5 | 425,000 | 425,000 | 0 | 0.02% | $11.68K |
| TransDigm, Inc. | 400,000 | 400,000 | 0 | 0.02% | $1.20K |
| LifePoint Health Inc | 375,000 | 375,000 | 0 | 0.02% | $2.55K |
| Cloud Software Group, Inc. | 400,000 | 400,000 | 0 | 0.02% | -$13.49K |
| NORTHERN OIL + GAS INC SR UNSECURED 144A 10/33 7.875 | 400,000 | 400,000 | 0 | 0.02% | $14.25K |
| Lumen Technologies, Inc. | 400,000 | 400,000 | 0 | 0.02% | -$4.00K |
| SOLEIN 7.25 02/15/33 144* | 400,000 | 400,000 | 0 | 0.02% | $296 |
| CoreWeave, Inc. | 400,000 | 400,000 | 0 | 0.02% | -$10.13K |
| WLSC 6.625 04/15/30 144A | 375,000 | 375,000 | 0 | 0.02% | $751 |
| RHP HOTEL PROPS. LP 6.50% | 375,000 | 375,000 | 0 | 0.02% | $2.04K |
| AXL 7.75 10/15/33 144A | 375,000 | 375,000 | 0 | 0.02% | $10.24K |
| BankAmerica Manufactured Housing Contract Trust, Series 1997-2, Class B1 | 5,740,000 | 5,740,000 | 0 | 0.02% | -$72.07K |
| KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31 | 400,000 | 400,000 | 0 | 0.02% | $14.97K |
| GARDA WORLD SECURITY SR UNSECURED 144A 08/32 8.25 | 375,000 | 375,000 | 0 | 0.02% | $1.62K |
| Ajax Mortgage Loan Trust, Series 2022-B, Class A2 | 403,400 | 403,400 | 0 | 0.02% | $5.39K |
| Nissan Motor Co., Ltd. | 400,000 | 400,000 | 0 | 0.02% | $2.45K |
| Ajax Mortgage Loan Trust, Series 2023-C, Class A3 | 417,400 | 417,400 | 0 | 0.02% | $3.66K |
| Clear Channel Outdoor Holdings, Inc. | 350,000 | 350,000 | 0 | 0.01% | $4.04K |
| RGCARE 5.375 01/15/29 144A | 375,000 | 375,000 | 0 | 0.01% | $1.25K |
| Velocity Commercial Capital Loan Trust 2018-2 | 391,185 | 391,185 | 0 | 0.01% | $19.07K |
| BankAmerica Manufactured Housing Contract Trust, Series 1998-2, Class B1 | 5,000,000 | 5,000,000 | 0 | 0.01% | -$48.55K |
| ALPHA GENERATION LLC REGD 144A P/P 6.25000000 | 350,000 | 350,000 | 0 | 0.01% | -$1.80K |
| SUNOCO LP REGD 144A P/P 5.62500000 | 350,000 | 350,000 | 0 | 0.01% | $1.92K |
| CRGYFN 7.625 04/01/32 144A | 350,000 | 350,000 | 0 | 0.01% | $7.82K |
| BLURAC 7.25 07/15/32 144A | 325,000 | 325,000 | 0 | 0.01% | $3.29K |
| Vistra Operations Co. LLC | 325,000 | 325,000 | 0 | 0.01% | $130 |
| ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75 | 325,000 | 325,000 | 0 | 0.01% | $2.99K |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | 325,000 | 325,000 | 0 | 0.01% | $328 |
| WLSC 6.625 06/15/29 144A | 325,000 | 325,000 | 0 | 0.01% | $1.39K |
| Oakwood Mortgage Investors Inc | 5,947,218 | 5,947,218 | 0 | 0.01% | -$37.30K |
| OWENS-BROCKWAY REGD 144A P/P 7.25000000 | 325,000 | 325,000 | 0 | 0.01% | $12.26K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A4X | 7,872,776 | 7,872,776 | 0 | 0.01% | -$5.14K |
| SM ENERGY CO 144A LIFE SR UNSEC 5.0% 10-15-26 | 325,000 | 325,000 | 0 | 0.01% | $1.29K |
| SPRINGLEAF FINANCE CORP | 325,000 | 325,000 | 0 | 0.01% | $1.72K |
| BUCKEYE PARTNERS MLP 4.5% 03/01/2028 144A | 325,000 | 325,000 | 0 | 0.01% | $1.89K |
| Ajax Mortgage Loan Trust, Series 2023-C, Class M1 | 365,300 | 365,300 | 0 | 0.01% | $2.61K |
| Ajax Mortgage Loan Trust, Series 2022-B, Class A3 | 345,800 | 345,800 | 0 | 0.01% | $3.18K |
| Maxim Crane Works Holdings Capital LLC | 300,000 | 300,000 | 0 | 0.01% | $2.36K |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp | 300,000 | 300,000 | 0 | 0.01% | $3.16K |
| FTAI Aviation Ltd | 300,000 | 300,000 | 0 | 0.01% | $1.26K |
| ASCRES 6.625 10/15/32 144A | 300,000 | 300,000 | 0 | 0.01% | $4.97K |
| TENNECO INC SR SECURED 144A 11/28 8 | 300,000 | 300,000 | 0 | 0.01% | $2.60K |
| VF CORP | 325,000 | 325,000 | 0 | 0.01% | $10.71K |
| RGCARE 9.875 08/15/30 144A | 275,000 | 275,000 | 0 | 0.01% | -$1.86K |
| Velocity Commercial Capital Loan Trust 2018-1 | 324,287 | 324,287 | 0 | 0.01% | $5.77K |
Top 300 of 343, by weight.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.