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.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| BARC 2026-NQM3 PT2 | 0 | 37,454,934 | 37,454,934 | 0.75% | $37.97M |
| Sofi Consumer Loan Program 2026-B Trust | 0 | 16,361,000 | 16,361,000 | 0.32% | $16.36M |
| JERSEY MIKES FDG LLC 1A A2II 5.7% 02/15/2056 144A | 0 | 14,978,000 | 14,978,000 | 0.29% | $14.72M |
| New Residential Mortgage Loan Trust, Series 2026-NQM3, Class A1 | 0 | 14,772,484 | 14,772,484 | 0.29% | $14.63M |
| GCAT Trust, Series 2026-NQM1, Class A1A | 0 | 12,993,405 | 12,993,405 | 0.25% | $12.86M |
| MAIN Trust, Series 2026-OLAS, Class A | 0 | 11,200,000 | 11,200,000 | 0.22% | $11.20M |
| IVY HILL MIDDLE MARKET CREDIT FUND XVIII LTD SER 18A CL A1R V/R REGD 144A P/P 5.24920000 | 0 | 10,075,000 | 10,075,000 | 0.20% | $10.11M |
| A&D Mortgage Trust 2026-NQM2 | 0 | 9,949,695 | 9,949,695 | 0.19% | $9.84M |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM2 A1 VAR 12/25/2065 144A | 0 | 9,936,136 | 9,936,136 | 0.19% | $9.80M |
| ANCHORAGE CAPITAL CLO 26 LTD 26-22A AR4 TSFR3M+123 01/20/2039 144A | 0 | 9,230,000 | 9,230,000 | 0.18% | $9.22M |
| VISTA POINT SECURITIZATION TRUST 2026-CES1 VSTA 2026-CES1 A1 | 0 | 9,128,619 | 9,128,619 | 0.18% | $9.04M |
| PFS Financing Corp. | 0 | 9,000,000 | 9,000,000 | 0.18% | $9.04M |
| BX 2026-VLT9 A 144A FRN 03-15-45 | 0 | 9,019,000 | 9,019,000 | 0.18% | $8.98M |
| Ares Loan Funding VIII Ltd., Series 2024-ALF8, Class A1 | 0 | 8,840,000 | 8,840,000 | 0.17% | $8.83M |
| KSL Trust | 0 | 8,351,000 | 8,351,000 | 0.16% | $8.35M |
| Home Efficiency, Series 2024-A1 | 0 | 7,942,933 | 7,942,933 | 0.16% | $8.16M |
| CIFC Funding Ltd., Series 2022-2A, Class A1R | 0 | 8,095,000 | 8,095,000 | 0.16% | $8.08M |
| MADISON PARK FUNDING XXXV LTD | 0 | 8,080,000 | 8,080,000 | 0.16% | $8.07M |
| SGR 2026-1 A1 | 0 | 7,835,250 | 7,835,250 | 0.15% | $7.76M |
| BSP 2021-25A A1R | 0 | 7,479,781 | 7,479,781 | 0.15% | $7.46M |
| MFA Trust, Series 2026-NQM1, Class A1 | 0 | 7,345,261 | 7,345,261 | 0.14% | $7.30M |
| CRSNT TRUST 2026-MOON A TSFR1M+ 02/15/2031 144A | 0 | 7,270,000 | 7,270,000 | 0.14% | $7.24M |
| EFMT 2026-INV2 A1 | 0 | 6,647,631 | 6,647,631 | 0.13% | $6.56M |
| SGR 2026-2 A1 | 0 | 6,394,110 | 6,394,110 | 0.13% | $6.39M |
| AFRMT 2026-2A A | 0 | 6,251,000 | 6,251,000 | 0.12% | $6.24M |
| SLG Commercial Mortgage Trust, Series 2026-PAT, Class A | 0 | 6,293,000 | 6,293,000 | 0.12% | $6.24M |
| OCP CLO Ltd., Series 2020-19A, Class A1R2 | 0 | 6,000,000 | 6,000,000 | 0.12% | $5.99M |
| OCTAGON INVESTMENT PARTNERS 41 LTD SER 2019-2A CL A1R2 V/R REGD 144A P/P 4.99454000 | 0 | 5,990,000 | 5,990,000 | 0.12% | $5.98M |
| Sixth Street CLO XVI Ltd., Series 2020-16A, Class A1R2 | 0 | 5,880,000 | 5,880,000 | 0.12% | $5.87M |
| ANTR 2024-5A A | 0 | 5,760,000 | 5,760,000 | 0.11% | $5.78M |
| ALA Trust 2025-OANA | 0 | 5,763,000 | 5,763,000 | 0.11% | $5.78M |
| MSRM 2026-NQM2 A1 | 0 | 5,685,957 | 5,685,957 | 0.11% | $5.63M |
| PRPM 2026-NQM1 A1 | 0 | 5,531,267 | 5,531,267 | 0.11% | $5.51M |
| ADMT 2026-NQM1 A1 | 0 | 5,493,223 | 5,493,223 | 0.11% | $5.44M |
| PRKCM 2026-AFC1 A1 | 0 | 5,173,053 | 5,173,053 | 0.10% | $5.12M |
| ROCKT 2024-1A A1 | 0 | 5,000,000 | 5,000,000 | 0.10% | $5.00M |
| MAIN Trust 2026-OLAS | 0 | 5,000,000 | 5,000,000 | 0.10% | $5.00M |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2026-1 A VAR 02/25/2056 144A | 0 | 4,908,765 | 4,908,765 | 0.10% | $4.84M |
| OHA Credit Funding 17-R Ltd | 0 | 4,770,000 | 4,770,000 | 0.09% | $4.76M |
| Anchorage Capital CLO 30 Ltd | 0 | 4,750,000 | 4,750,000 | 0.09% | $4.75M |
| Palmer Square Loan Funding 2024-3 Ltd | 0 | 4,680,000 | 4,680,000 | 0.09% | $4.66M |
| ARES LXXIX CLO Ltd | 0 | 4,600,000 | 4,600,000 | 0.09% | $4.59M |
| SEMT 2026-HYB1 A1A | 0 | 4,500,000 | 4,500,000 | 0.09% | $4.42M |
| BARC 2026-CES1 A1A 4.845% 01/25/2056 144A | 0 | 4,428,390 | 4,428,390 | 0.09% | $4.39M |
| ARCREN 2026-FL1 A | 0 | 4,250,000 | 4,250,000 | 0.08% | $4.25M |
| ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000 | 0 | 4,250,000 | 4,250,000 | 0.08% | $4.24M |
| FIGRE TRUST 2026-HE2 SER 2026-HE2 CL A V/R REGD 144A P/P 5.04900000 | 0 | 4,268,070 | 4,268,070 | 0.08% | $4.23M |
| FIGRE Trust 2026-HE1 | 0 | 4,259,905 | 4,259,905 | 0.08% | $4.22M |
| SIXST 2023-22A AR | 0 | 4,094,200 | 4,094,200 | 0.08% | $4.08M |
| EFMT 2026-NQM1 VAR 02/25/2071 | 0 | 4,112,995 | 4,112,995 | 0.08% | $4.07M |
| OZLM XIX LTD 19A A1R3 TSFR3M+100 01/15/2035 144A | 0 | 4,050,000 | 4,050,000 | 0.08% | $4.05M |
| Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR | 0 | 4,040,000 | 4,040,000 | 0.08% | $4.03M |
| SG RESIDENTIAL MORTGAGE TRUST SGR 2021 1 A1 144A | 0 | 4,775,740 | 4,775,740 | 0.08% | $4.02M |
| FS 2026-HULA A 144A FRN 03-15-41 | 0 | 4,000,000 | 4,000,000 | 0.08% | $4.00M |
| MF1 LLC, Series 2026-FL21, Class A | 0 | 3,922,000 | 3,922,000 | 0.08% | $3.91M |
| BSPDF ISSUER LLC 26-FL3 A TSFR1M+145 09/18/2043 144A | 0 | 3,800,000 | 3,800,000 | 0.07% | $3.79M |
| ARES 2021-ALFA AR | 0 | 3,790,000 | 3,790,000 | 0.07% | $3.78M |
| Verus Securitization Trust 2026-R1 | 0 | 3,760,790 | 3,760,790 | 0.07% | $3.74M |
| ACREC LLC, Series 2026-FL4, Class A | 0 | 3,750,000 | 3,750,000 | 0.07% | $3.74M |
| GSMBS 2026-DSC1 A1 | 0 | 3,705,584 | 3,705,584 | 0.07% | $3.66M |
| VERUS SECURITIZATION TRUST 2026-2 A1LC 4.751% 02/25/2071 144A | 0 | 3,715,468 | 3,715,468 | 0.07% | $3.65M |
| Sculptor CLO XXXVI LTD | 0 | 3,620,000 | 3,620,000 | 0.07% | $3.62M |
| Switch ABS Issuer LLC, Series 2026-1A, Class A21 | 0 | 3,604,000 | 3,604,000 | 0.07% | $3.61M |
| CGMS 2022-3A A1R2 | 0 | 3,480,000 | 3,480,000 | 0.07% | $3.47M |
| LEX TR 2026-450 E TSFR1M+370 03/15/2028 | 0 | 3,475,000 | 3,475,000 | 0.07% | $3.44M |
| SPCSL 2025-1A A1 | 0 | 3,420,000 | 3,420,000 | 0.07% | $3.43M |
| QTS Issuer ABS II LLC, Series 2026-5A, Class A2 | 0 | 3,047,000 | 3,047,000 | 0.06% | $3.03M |
| SLG Office Trust, Series 2026-OMA, Class F | 0 | 3,000,000 | 3,000,000 | 0.06% | $3.02M |
| DRMT 2026-INV1 A1 | 0 | 3,025,452 | 3,025,452 | 0.06% | $3.00M |
| BAR Issuer LLC, Series 2026-FL1, Class A | 0 | 3,000,000 | 3,000,000 | 0.06% | $3.00M |
| Brant Point CLO 2025-9, Ltd., Series 2026-9A, Class A1 | 0 | 2,930,000 | 2,930,000 | 0.06% | $2.93M |
| VB-S1 Issuer LLC | 0 | 2,967,000 | 2,967,000 | 0.06% | $2.92M |
| Kennedy Lewis CLO 4 Ltd., Series 4A, Class ARR | 0 | 2,910,000 | 2,910,000 | 0.06% | $2.91M |
| KKR FINANCIAL CLO LTD KKR 27A A1R2 144A | 0 | 2,850,000 | 2,850,000 | 0.06% | $2.85M |
| Elmwood CLO I Ltd., Series 2019-1A, Class A1R3 | 0 | 2,810,000 | 2,810,000 | 0.06% | $2.80M |
| Santander Mortgage Asset Receivable Trust 2026-NQM1 | 0 | 2,808,796 | 2,808,796 | 0.05% | $2.79M |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6 E TSFR1M+325 03/15/2043 144A | 0 | 2,790,000 | 2,790,000 | 0.05% | $2.77M |
| SLG Office Trust 2026-OMA | 0 | 2,750,000 | 2,750,000 | 0.05% | $2.77M |
| Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1 | 0 | 2,748,072 | 2,748,072 | 0.05% | $2.76M |
| MAIN Trust, Series 2026-OLAS, Class F | 0 | 2,750,000 | 2,750,000 | 0.05% | $2.75M |
| SAIF 2026-CES1 A1A | 0 | 2,750,000 | 2,750,000 | 0.05% | $2.75M |
| FS TR 2026-ORL TSFR1M+135 02/15/2041 144A | 0 | 2,670,000 | 2,670,000 | 0.05% | $2.66M |
| Bridge Street CLO III Ltd | 0 | 2,660,000 | 2,660,000 | 0.05% | $2.66M |
| AOMT 2021-2 A1 | 0 | 3,031,888 | 3,031,888 | 0.05% | $2.63M |
| DRSLF 2020-85A A1LN | 0 | 2,620,000 | 2,620,000 | 0.05% | $2.63M |
| SPLT_24-1: R1 ABS | 0 | 135,500 | 135,500 | 0.05% | $2.61M |
| Ares Loan Funding Ltd., Series 2025-ALF9A, Class A1 | 0 | 2,600,000 | 2,600,000 | 0.05% | $2.59M |
| REGATTA XVI FUNDING LTD BR2 TSFR3M+ 04/15/2039 144A | 0 | 2,590,000 | 2,590,000 | 0.05% | $2.59M |
| Angel Oak Mortgage Trust, Series 2026-2, Class A1LC | 0 | 2,593,103 | 2,593,103 | 0.05% | $2.56M |
| CNSL 2026-1A B | 0 | 2,591,000 | 2,591,000 | 0.05% | $2.56M |
| VERUS 2026-R1 A1 | 0 | 2,563,693 | 2,563,693 | 0.05% | $2.54M |
| EFMT 2026-NQM3 A1 | 0 | 2,500,000 | 2,500,000 | 0.05% | $2.48M |
| CIFC 2020-2A A1R2 | 0 | 2,480,000 | 2,480,000 | 0.05% | $2.48M |
| KSL Trust | 0 | 2,364,000 | 2,364,000 | 0.05% | $2.37M |
| CROSS 2026-NQM2 A1LC | 0 | 2,380,038 | 2,380,038 | 0.05% | $2.35M |
| Benefit Street Partners CLO 48 Ltd | 0 | 2,350,000 | 2,350,000 | 0.05% | $2.35M |
| CSMC Trust, Series 2022-LION, Class A | 0 | 2,333,000 | 2,333,000 | 0.05% | $2.32M |
| LENDR 2026-P1 A | 0 | 2,217,695 | 2,217,695 | 0.05% | $2.31M |
| Marble Point CLO XVII Ltd., Series 2020-1A, Class AR | 0 | 2,280,000 | 2,280,000 | 0.04% | $2.28M |
| OHA Credit Funding 16-R Ltd., Series 2023-16RA, Class A1 | 0 | 2,280,000 | 2,280,000 | 0.04% | $2.28M |
| KENNEDY LEWIS CLO 13 LTD A1R TSFR3M+ 01/20/2038 144A | 0 | 2,270,000 | 2,270,000 | 0.04% | $2.26M |
| MAIN Trust 2026-OLAS | 0 | 2,250,000 | 2,250,000 | 0.04% | $2.25M |
| Ares LXX CLO Ltd., Series 2023-70A, Class A1R | 0 | 2,250,000 | 2,250,000 | 0.04% | $2.25M |
| BRAVO 2026-NQM2 A1LC | 0 | 2,239,906 | 2,239,906 | 0.04% | $2.22M |
| FS Rialto Issuer LLC, Series 2026-FL11, Class A | 0 | 2,214,000 | 2,214,000 | 0.04% | $2.21M |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND D TSFR1M+215 03/15/2043 144A | 0 | 2,138,000 | 2,138,000 | 0.04% | $2.12M |
| DECLO 1A A1 | 0 | 1,820,000 | 1,820,000 | 0.04% | $2.10M |
| MUZ88 2023-3A A1R | 0 | 2,070,000 | 2,070,000 | 0.04% | $2.06M |
| CLO | 0 | 2,000,000 | 2,000,000 | 0.04% | $2.00M |
| OHA Credit Funding 22 Ltd., Series 2025-22A, Class A1 | 0 | 2,000,000 | 2,000,000 | 0.04% | $2.00M |
| RRAM 2026-43A B | 0 | 2,000,000 | 2,000,000 | 0.04% | $1.99M |
| CRSO Trust | 0 | 1,929,098 | 1,929,098 | 0.04% | $1.99M |
| USCLN 2026-RVM1 B1 | 0 | 1,974,000 | 1,974,000 | 0.04% | $1.96M |
| CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class E | 0 | 1,942,000 | 1,942,000 | 0.04% | $1.92M |
| Venture 34 CLO Ltd | 0 | 1,882,574 | 1,882,574 | 0.04% | $1.88M |
| ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A | 0 | 1,875,000 | 1,875,000 | 0.04% | $1.87M |
| Venture XXVII CLO Ltd., Series 2017-27A, Class BR | 0 | 1,878,444 | 1,878,444 | 0.04% | $1.87M |
| JP Morgan Mortgage Trust Series 2026-NQM1 | 0 | 1,866,686 | 1,866,686 | 0.04% | $1.85M |
| FS TR 2026-ORL E TSFR1M+325 02/15/2041 144A | 0 | 1,772,000 | 1,772,000 | 0.03% | $1.77M |
| MSRM 2026-NQM3 A1LC | 0 | 1,750,000 | 1,750,000 | 0.03% | $1.75M |
| MLTI 2026-SF75 E | 0 | 1,706,900 | 1,706,900 | 0.03% | $1.70M |
| Verus Securitization Trust 2026-1 | 0 | 1,704,372 | 1,704,372 | 0.03% | $1.70M |
| PFP Ltd., Series 2026-13, Class A | 0 | 1,637,000 | 1,637,000 | 0.03% | $1.64M |
| Sofi Consumer Loan Program 2026-B Trust | 0 | 1,635,000 | 1,635,000 | 0.03% | $1.63M |
| JPMMT 2026-VIS1 A1LC | 0 | 1,647,125 | 1,647,125 | 0.03% | $1.63M |
| MENLO 2026-1A A1 | 0 | 1,620,000 | 1,620,000 | 0.03% | $1.62M |
| OZLM 2017-19A B1R3 | 0 | 1,620,000 | 1,620,000 | 0.03% | $1.61M |
| MAIN Trust 2026-OLAS | 0 | 1,600,000 | 1,600,000 | 0.03% | $1.60M |
| MP15 2019-1A BR2 CLO 144A FRN 07-23-32 | 0 | 1,568,300 | 1,568,300 | 0.03% | $1.56M |
| Sofi Consumer Loan Program 2026-B Trust | 0 | 1,561,000 | 1,561,000 | 0.03% | $1.56M |
| GGP 2026-TY A VAR 03/05/2043 144A | 0 | 1,575,000 | 1,575,000 | 0.03% | $1.56M |
| Sofi Consumer Loan Program 2026-B Trust | 0 | 1,532,000 | 1,532,000 | 0.03% | $1.53M |
| Birch Grove CLO 15 Ltd., Series 2025-15A, Class A1 | 0 | 1,500,000 | 1,500,000 | 0.03% | $1.50M |
| PRPM 2026-NQM1 A1LC | 0 | 1,500,000 | 1,500,000 | 0.03% | $1.48M |
| KKR FINANCIAL CLO LTD KKR 2013 1A A1R3 144A | 0 | 1,460,000 | 1,460,000 | 0.03% | $1.46M |
| LEXT 2026-450 A | 0 | 1,459,000 | 1,459,000 | 0.03% | $1.45M |
| BAHA Trust 2024-MAR | 0 | 1,391,000 | 1,391,000 | 0.03% | $1.45M |
| DECLO 1A A2 | 0 | 1,250,000 | 1,250,000 | 0.03% | $1.44M |
| Dryden 80 CLO Ltd | 0 | 1,350,000 | 1,350,000 | 0.03% | $1.35M |
| VSTA 2026-CES1 A2 | 0 | 1,364,900 | 1,364,900 | 0.03% | $1.34M |
| OCP CLO 2024-31 LTD / OCP CLO 2024-31 LLC AR TSFR3M+115 04/20/2039 144A | 0 | 1,320,000 | 1,320,000 | 0.03% | $1.32M |
| Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class A1R2 | 0 | 1,300,000 | 1,300,000 | 0.03% | $1.30M |
| Golub Capital Partners CLO 69M | 0 | 1,260,000 | 1,260,000 | 0.02% | $1.26M |
| LCM 32 Ltd | 0 | 1,250,000 | 1,250,000 | 0.02% | $1.25M |
| NYMT LOAN TRUST 2026-INV1 | 0 | 1,256,845 | 1,256,845 | 0.02% | $1.25M |
| GSREFT 2026-FL1 A | 0 | 1,250,000 | 1,250,000 | 0.02% | $1.25M |
| ARES COMMERCIAL MORTGAGE TRUST TSFR1M+235 02/15/2043 144A | 0 | 1,250,000 | 1,250,000 | 0.02% | $1.24M |
| MLTI 2026-SF75 A | 0 | 1,220,000 | 1,220,000 | 0.02% | $1.21M |
| Kennedy Lewis CLO 12 Ltd | 0 | 1,180,000 | 1,180,000 | 0.02% | $1.18M |
| JP Morgan Mortgage Trust 2026-CES1 | 0 | 1,183,855 | 1,183,855 | 0.02% | $1.17M |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 0 | 1,161,255 | 1,161,255 | 0.02% | $1.16M |
| Madison Park Funding LXI Ltd., Series 2023-61A, Class AR | 0 | 1,150,000 | 1,150,000 | 0.02% | $1.15M |
| Elmwood CLO Ltd., Series 2022-1A, Class A1R | 0 | 1,130,000 | 1,130,000 | 0.02% | $1.13M |
| Bethpage Park CLO Ltd | 0 | 1,170,000 | 1,170,000 | 0.02% | $1.12M |
| GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A1 | 0 | 1,118,779 | 1,118,779 | 0.02% | $1.11M |
| Neuberger Berman Loan Advisers Clo 51 Ltd | 0 | 1,110,000 | 1,110,000 | 0.02% | $1.09M |
| Neuberger Berman CLO XVI-S Ltd., Series 2017-16SA, Class A1R2 | 0 | 1,070,000 | 1,070,000 | 0.02% | $1.07M |
| MAIN Trust 2026-OLAS | 0 | 1,060,000 | 1,060,000 | 0.02% | $1.06M |
| DECLO 1A B | 0 | 910,000 | 910,000 | 0.02% | $1.05M |
| Eaton Vance CLO Ltd., Series 2019-1A, Class AR2 | 0 | 1,040,000 | 1,040,000 | 0.02% | $1.04M |
| HONEY HILL PARK CLO LTD 26-1A A1 TSFR3M+ 04/24/2039 144A | 0 | 1,040,000 | 1,040,000 | 0.02% | $1.04M |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC | 0 | 1,049,000 | 1,049,000 | 0.02% | $1.04M |
| Sycamore Tree CLO 2025-6 Ltd | 0 | 1,000,000 | 1,000,000 | 0.02% | $1.00M |
| ELM Trust, Series 2024-ELM, Class D10 | 0 | 1,000,000 | 1,000,000 | 0.02% | $1.00M |
| ARES1 2026-AZURE E | 0 | 1,000,000 | 1,000,000 | 0.02% | $1.00M |
| MAIN Trust 2026-OLAS | 0 | 1,000,000 | 1,000,000 | 0.02% | $999.98K |
| Elmwood CLO 22 Ltd., Series 2023-1A, Class AR | 0 | 1,000,000 | 1,000,000 | 0.02% | $998.70K |
| PRPM 2026-CRE1 A | 0 | 1,000,000 | 1,000,000 | 0.02% | $998.18K |
| VCC 2026-1 M3 | 0 | 994,895 | 994,895 | 0.02% | $979.53K |
| VCC 2026-1 M4 | 0 | 994,895 | 994,895 | 0.02% | $978.19K |
| VERUS 2026-2 B1 | 0 | 1,000,000 | 1,000,000 | 0.02% | $975.18K |
| New Residential Mortgage Loan Trust, Series 2026-NQM1, Class A1 | 0 | 970,200 | 970,200 | 0.02% | $961.23K |
| Madison Park Funding LI Ltd., Series 2021-51A, Class A1R | 0 | 960,000 | 960,000 | 0.02% | $959.37K |
| Elmwood CLO X Ltd | 0 | 940,000 | 940,000 | 0.02% | $941.87K |
| Progress Residential Trust, Series 2026-SFR1, Class E | 0 | 1,000,000 | 1,000,000 | 0.02% | $923.25K |
| AGL CLO 24 LTD CR TSFR3M+ 03/31/2038 144A | 0 | 880,000 | 880,000 | 0.02% | $883.53K |
| Nomura Resecuritization Trust 2014-8R | 0 | 917,180 | 917,180 | 0.02% | $879.96K |
| FLATIRON CLO 24 LTD D1R TSFR3M+235 01/15/2039 144A | 0 | 780,000 | 780,000 | 0.01% | $753.04K |
| Elevation CLO Ltd., Series 2026-19A, Class A1 | 0 | 750,000 | 750,000 | 0.01% | $749.65K |
| GS Mortgage-Backed Securities Trust 2026-NQM1 | 0 | 730,510 | 730,510 | 0.01% | $726.15K |
| Ballyrock CLO 20 Ltd | 0 | 720,000 | 720,000 | 0.01% | $717.79K |
| Ballyrock CLO 20 Ltd | 0 | 720,000 | 720,000 | 0.01% | $711.06K |
| Whetstone Park CLO Ltd | 0 | 750,000 | 750,000 | 0.01% | $698.91K |
| Trinitas CLO XXXV Ltd | 0 | 680,000 | 680,000 | 0.01% | $666.28K |
| Ellington Financial Mortgage Trust, Series 2021-3, Class A1 | 0 | 762,055 | 762,055 | 0.01% | $636.12K |
| EFMT 2026-NQM1 A1LC 4.959% 02/25/2071 144A | 0 | 581,609 | 581,609 | 0.01% | $577.89K |
| CIFC Funding Ltd., Series 2019-5A, Class A1R2 | 0 | 570,000 | 570,000 | 0.01% | $569.91K |
| Dryden 53 CLO Ltd. Floating Rate, Due 01/15/2031 | 0 | 570,000 | 570,000 | 0.01% | $569.57K |
| LENDR 2026-P1 B | 0 | 545,894 | 545,894 | 0.01% | $561.53K |
| Elmwood CLO 26 Ltd., Series 2024-1A, Class A1 | 0 | 560,000 | 560,000 | 0.01% | $560.00K |
| LENDR 2026-P1 C | 0 | 526,398 | 526,398 | 0.01% | $502.61K |
| OCP CLO Ltd., Series 2025-44A, Class A | 0 | 500,000 | 500,000 | 0.01% | $500.13K |
| Trimaran Cavu 2023-2 Ltd | 0 | 500,000 | 500,000 | 0.01% | $500.07K |
| Wellfleet CLO 2020-1 Ltd | 0 | 500,000 | 500,000 | 0.01% | $499.25K |
| DRSLF 2022-98A B1R | 0 | 500,000 | 500,000 | 0.01% | $498.23K |
| ARES Commercial Mortgage Trust, Series 2026-GCP, Class A | 0 | 499,000 | 499,000 | 0.01% | $496.82K |
| Sycamore Tree CLO Ltd., Series 2025-7A, Class D1 | 0 | 500,000 | 500,000 | 0.01% | $496.51K |
| FIGRE Trust, Series 2026-HE1, Class B | 0 | 498,527 | 498,527 | 0.01% | $493.42K |
| Anchorage Capital CLO 32 Ltd., Series 2025-32A, Class D | 0 | 483,800 | 483,800 | 0.01% | $483.77K |
| GCAT Trust, Series 2021-NQM4, Class A1 | 0 | 504,117 | 504,117 | 0.01% | $426.02K |
| LENDR 2026-P1 D | 0 | 365,554 | 365,554 | 0.01% | $341.26K |
| GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A2 | 0 | 321,659 | 321,659 | 0.01% | $318.94K |
| NYMT Loan Trust 2026-INV1 | 0 | 319,861 | 319,861 | 0.01% | $318.42K |
| Deephaven Residential Mortgage Trust, Series 2026-INV1, Class B1 | 0 | 315,000 | 315,000 | 0.01% | $310.46K |
| CSMC 2020-SPT1 Trust | 0 | 291,563 | 291,563 | 0.01% | $292.34K |
| CAVU 2021-2A D1R | 0 | 300,000 | 300,000 | 0.01% | $289.50K |
| SLG Office Trust 2026-OMA | 0 | 250,000 | 250,000 | 0.00% | $251.45K |
| Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust | 0 | 690,514 | 690,514 | 0.00% | $214.82K |
| EFMT 2026-NQM1 B1 6.535% 02/25/2071 144A | 0 | 207,000 | 207,000 | 0.00% | $204.72K |
| GS Mortgage-Backed Securities Trust, Series 2026-NQM2, Class ALCF | 0 | 197,500 | 197,500 | 0.00% | $194.99K |
| LENDR 2026-P1 E | 0 | 180,340 | 180,340 | 0.00% | $162.22K |
| LENDR 2026-P1 F | 0 | 185,214 | 185,214 | 0.00% | $158.03K |
| BBCMS MTG TR 2022-C17 4.441% 09/15/2055 | 0 | 96,000 | 96,000 | 0.00% | $93.77K |
| BBCMS 2025-C39 A5 | 0 | 52,000 | 52,000 | 0.00% | $52.74K |
| LENDR 2026-P1 R | 0 | 34,000 | 34,000 | 0.00% | $11.03K |
| WASHINGTON MUTUAL INC COMMON | 0 | 500,000 | 500,000 | 0.00% | $0 |
| ZAR/USD FORWARD | 0 | 1 | 1 | 0.00% | -$61.22K |
| FNCL 2 4/26 | 0 | -4,579,000 | -4,579,000 | -0.07% | -$3.69M |
| FNCL 2.5 4/26 | 0 | -22,139,000 | -22,139,000 | -0.37% | -$18.61M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| OHA Loan Funding Ltd., Series 2013-2A, Class AR2 | 16,515,000 | 0 | -16,515,000 | 0.00% | -$16.53M |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2020-36RA, Class A | 11,757,000 | 0 | -11,757,000 | 0.00% | -$11.79M |
| GS MTG SECS CORP TR 2023-SHIP 7.68138% 09/10/2038 144A | 11,123,000 | 0 | -11,123,000 | 0.00% | -$11.17M |
| Orion CLO Ltd., Series 2023-1A, Class A1R | 11,060,000 | 0 | -11,060,000 | 0.00% | -$11.08M |
| Atlas Senior Loan Fund XXII Ltd., Series 2023-22A, Class A1 | 10,710,000 | 0 | -10,710,000 | 0.00% | -$10.72M |
| Ares XLIV CLO Ltd | 10,540,000 | 0 | -10,540,000 | 0.00% | -$10.55M |
| PALMER SQUARE LOAN FUNDING 2022-3 LTD A2R TSFR3M+160 04/15/2031 144A | 10,380,000 | 0 | -10,380,000 | 0.00% | -$10.40M |
| Signal Peak CLO 14 Ltd., Series 2024-14A, Class A | 9,930,000 | 0 | -9,930,000 | 0.00% | -$9.96M |
| SoFi Consumer Loan Program Trust, Series 2025-1, Class A | 9,411,474 | 0 | -9,411,474 | 0.00% | -$9.45M |
| PFSFC_22-E | 9,000,000 | 0 | -9,000,000 | 0.00% | -$9.05M |
| Elmwood CLO 24 Ltd., Series 2023-3A, Class AR | 8,314,000 | 0 | -8,314,000 | 0.00% | -$8.35M |
| Galaxy XXII CLO Ltd., Series 2016-22A, Class ARRR | 8,210,000 | 0 | -8,210,000 | 0.00% | -$8.21M |
| KSLCMT_25-MAK | 8,063,000 | 0 | -8,063,000 | 0.00% | -$8.06M |
| Regatta XXV Funding Ltd., Series 2023-1A, Class A1R | 7,650,000 | 0 | -7,650,000 | 0.00% | -$7.68M |
| Carlyle US CLO Ltd., Series 2021-8A, Class BR | 7,500,000 | 0 | -7,500,000 | 0.00% | -$7.53M |
| Canyon Capital CLO Ltd., Series 2019-2A, Class AR2 | 7,420,000 | 0 | -7,420,000 | 0.00% | -$7.41M |
| Benefit Street Partners CLO XVIII Ltd., Series 2019-18A, Class AR2 | 7,130,000 | 0 | -7,130,000 | 0.00% | -$7.14M |
| BBCMS 2025-C35 A5 | 6,768,000 | 0 | -6,768,000 | 0.00% | -$7.12M |
| CARVL 2021-1A A1R | 7,050,000 | 0 | -7,050,000 | 0.00% | -$7.07M |
| SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A | 7,057,557 | 0 | -7,057,557 | 0.00% | -$7.06M |
| Neuberger Berman CLO XXI Ltd., Series 2016-21A, Class A1R3 | 6,990,000 | 0 | -6,990,000 | 0.00% | -$7.02M |
| Rad CLO 27 Ltd., Series 2024-27A, Class A1 | 6,320,000 | 0 | -6,320,000 | 0.00% | -$6.34M |
| 720 East CLO VII Ltd., Series 2025-7A, Class A1 | 6,300,000 | 0 | -6,300,000 | 0.00% | -$6.29M |
| Birch Grove CLO 7 Ltd., Series 2023-7A, Class A1R | 6,070,000 | 0 | -6,070,000 | 0.00% | -$6.08M |
| CIFC Funding Ltd., Series 2019-7A, Class A1R | 6,020,000 | 0 | -6,020,000 | 0.00% | -$6.04M |
| Golub Capital Partners CLO 71 M | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.01M |
| HET_24 | 5,717,275 | 0 | -5,717,275 | 0.00% | -$5.97M |
| Benefit Street Partners CLO XXXVIII Ltd., Series 2024-38A, Class A | 5,760,000 | 0 | -5,760,000 | 0.00% | -$5.78M |
| OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL BR V/R REGD 144A P/P 5.68444000 | 5,640,000 | 0 | -5,640,000 | 0.00% | -$5.64M |
| BPR Trust, Series 2021-TY, Class A | 5,500,000 | 0 | -5,500,000 | 0.00% | -$5.50M |
| VYSPK 2022-1A ARR CLO 144A FRN 01-20-37 | 5,400,000 | 0 | -5,400,000 | 0.00% | -$5.40M |
| BSP 2020-20A ARR | 5,070,000 | 0 | -5,070,000 | 0.00% | -$5.08M |
| BSTN Commercial Mortgage Trust 2025-1C | 4,920,000 | 0 | -4,920,000 | 0.00% | -$5.05M |
| BSP 2016-10A A1R3 | 4,957,000 | 0 | -4,957,000 | 0.00% | -$4.97M |
| KKR FINANCIAL CLO LTD KKR 18 A1R2 144A | 4,980,000 | 0 | -4,980,000 | 0.00% | -$4.96M |
| CQS US CLO Ltd., Series 2025-4A, Class A1 | 4,840,000 | 0 | -4,840,000 | 0.00% | -$4.86M |
| BX Trust, Series 2024-PAT, Class C | 4,722,000 | 0 | -4,722,000 | 0.00% | -$4.74M |
| Regatta VI Funding Ltd., Series 2016-1A, Class A1R3 | 4,666,613 | 0 | -4,666,613 | 0.00% | -$4.68M |
| CIFC Funding Ltd., Series 2014-1A, Class BR2 | 4,610,000 | 0 | -4,610,000 | 0.00% | -$4.61M |
| Riserva CLO Ltd., Series 2016-3A, Class AR3 | 4,610,000 | 0 | -4,610,000 | 0.00% | -$4.61M |
| Apidos Clo Xxv | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.51M |
| OCP CLO Ltd., Series 2018-15A, Class AR | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.51M |
| AGL CLO 23 Ltd., Series 2022-23A, Class A1R | 4,390,000 | 0 | -4,390,000 | 0.00% | -$4.39M |
| Verus Securitization Trust, Series 2023-2, Class B1 | 4,333,000 | 0 | -4,333,000 | 0.00% | -$4.34M |
| BX TRUST | 4,185,072 | 0 | -4,185,072 | 0.00% | -$4.19M |
| Rad CLO 21 Ltd., Series 2023-21A, Class A1R | 4,140,000 | 0 | -4,140,000 | 0.00% | -$4.13M |
| Gracie Point International Funding LLC, Series 2024-1A, Class A | 4,053,000 | 0 | -4,053,000 | 0.00% | -$4.06M |
| Government National Mortgage Association, Series 2025-128, Class AG | 3,894,022 | 0 | -3,894,022 | 0.00% | -$3.83M |
| AMSR Trust, Series 2021-SFR2, Class F1 | 3,756,200 | 0 | -3,756,200 | 0.00% | -$3.70M |
| SG RESIDENTIAL MTG TR 2022-2 B1 CSTR 08/25/2062 144A | 3,715,000 | 0 | -3,715,000 | 0.00% | -$3.67M |
| Aimco CLO 14 Ltd., Series 2021-14A, Class A1R | 3,600,000 | 0 | -3,600,000 | 0.00% | -$3.60M |
| Rithm Single Family - NRMLT 2022-SFR2 F | 3,691,558 | 0 | -3,691,558 | 0.00% | -$3.58M |
| Republic Finance Issuance Trust, Series 2021-A, Class D | 3,550,000 | 0 | -3,550,000 | 0.00% | -$3.54M |
| OZLM XIX Ltd., Series 2017-19A, Class A1RR | 3,540,000 | 0 | -3,540,000 | 0.00% | -$3.54M |
| BX Commercial Mortgage Trust, Series 2021-XL2, Class F | 3,544,100 | 0 | -3,544,100 | 0.00% | -$3.54M |
| SLG Office Trust, Series 2021-OVA, Class A | 3,936,000 | 0 | -3,936,000 | 0.00% | -$3.52M |
| Sandstone Peak Ltd., Series 2021-1A, Class A2R | 3,360,000 | 0 | -3,360,000 | 0.00% | -$3.37M |
| SG RESIDENTIAL MTG TR 2022-2 VAR 08/25/2062 144A | 3,313,000 | 0 | -3,313,000 | 0.00% | -$3.29M |
| BX Commercial Mortgage Trust, Series 2023-XL3, Class D | 3,279,320 | 0 | -3,279,320 | 0.00% | -$3.29M |
| CSMC 2021-RPL9 TR VAR 02/25/2061 144A | 3,260,660 | 0 | -3,260,660 | 0.00% | -$3.25M |
| MFRA TRUST STEP 04/25/2027 | 3,231,000 | 0 | -3,231,000 | 0.00% | -$3.24M |
| Verus Securitization Trust 2023-INV1 | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.19M |
| BPR Trust, Series 2021-TY, Class E | 3,138,000 | 0 | -3,138,000 | 0.00% | -$3.11M |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E | 3,101,000 | 0 | -3,101,000 | 0.00% | -$3.10M |
| BFLD TRUST 2024-VICT A TSFR1M+189 07/15/2041 144A | 2,970,000 | 0 | -2,970,000 | 0.00% | -$2.98M |
| Rad CLO Ltd., Series 2021-15A, Class A1AR | 2,930,000 | 0 | -2,930,000 | 0.00% | -$2.94M |
| Palmer Square Loan Funding Ltd., Series 2022-3A, Class BR | 2,880,000 | 0 | -2,880,000 | 0.00% | -$2.88M |
| TICP CLO VII Ltd., Series 2017-7A, Class BR2 | 2,740,000 | 0 | -2,740,000 | 0.00% | -$2.74M |
| RR 32 Ltd., Series 2024-32RA, Class A2R | 2,690,000 | 0 | -2,690,000 | 0.00% | -$2.70M |
| GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class ARR | 2,690,000 | 0 | -2,690,000 | 0.00% | -$2.69M |
| MLFPK 2022-1A AR | 2,680,000 | 0 | -2,680,000 | 0.00% | -$2.68M |
| Regatta XI Funding Ltd., Series 2018-1A, Class AR | 2,660,000 | 0 | -2,660,000 | 0.00% | -$2.67M |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3 SER 2016-P3 CL A4 REGD 3.32900000 | 2,635,000 | 0 | -2,635,000 | 0.00% | -$2.63M |
| OHA Credit Funding 2 Ltd., Series 2019-2A, Class AR2 | 2,610,000 | 0 | -2,610,000 | 0.00% | -$2.62M |
| BX Trust, Series 2021-VIEW, Class E | 2,542,000 | 0 | -2,542,000 | 0.00% | -$2.54M |
| SREIT Trust, Series 2021-MFP, Class F | 2,482,971 | 0 | -2,482,971 | 0.00% | -$2.48M |
| Extended Stay America Trust, Series 2025-ESH, Class A | 2,477,000 | 0 | -2,477,000 | 0.00% | -$2.48M |
| GoldenTree Loan Management US CLO 23 Ltd., Series 2024-23A, Class B | 2,470,000 | 0 | -2,470,000 | 0.00% | -$2.48M |
| LCM Ltd., Series 34A, Class A1R | 2,430,000 | 0 | -2,430,000 | 0.00% | -$2.43M |
| AGL CLO 43 Ltd., Series 2025-43A, Class A1 | 2,400,000 | 0 | -2,400,000 | 0.00% | -$2.41M |
| TRINITAS CLO VII LTD | 2,344,466 | 0 | -2,344,466 | 0.00% | -$2.34M |
| SPLT_24-1 | 135,500 | 0 | -135,500 | 0.00% | -$2.31M |
| Apidos Clo Lii | 2,290,000 | 0 | -2,290,000 | 0.00% | -$2.29M |
| BX Trust, Series 2024-PAT, Class D | 2,263,000 | 0 | -2,263,000 | 0.00% | -$2.28M |
| ROCK Trust, Series 2024-CNTR, Class E | 2,138,000 | 0 | -2,138,000 | 0.00% | -$2.28M |
| BX TST. 2024-PAT FRN | 2,210,000 | 0 | -2,210,000 | 0.00% | -$2.21M |
| OHA CR FDG 17 LLC A TSFR3M+148 04/20/2037 144A | 2,140,000 | 0 | -2,140,000 | 0.00% | -$2.15M |
| Ares LVI CLO Ltd., Series 2020-56A, Class A1R2 | 2,130,000 | 0 | -2,130,000 | 0.00% | -$2.13M |
| Eaton Vance CLO Ltd., Series 2013-1A, Class AR4 | 2,110,000 | 0 | -2,110,000 | 0.00% | -$2.12M |
| Regatta XVI Funding Ltd., Series 2019-2A, Class BR | 2,080,000 | 0 | -2,080,000 | 0.00% | -$2.08M |
| ARES LII CLO Ltd., Series 2019-52A, Class BRR | 2,050,000 | 0 | -2,050,000 | 0.00% | -$2.05M |
| Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1 | 2,027,000 | 0 | -2,027,000 | 0.00% | -$2.03M |
| AGL CLO 44 Ltd., Series 2025-44A, Class C | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.01M |
| CRSO 2023-BRND A | 1,929,098 | 0 | -1,929,098 | 0.00% | -$2.00M |
| Tricon American Homes Trust, Series 2019-SFR1, Class E | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.99M |
| AFFRM 2024-A A 144A 5.61% 02-15-29 | 1,973,000 | 0 | -1,973,000 | 0.00% | -$1.98M |
| CIFC FUNDING 2023-III LTD CIFC 2023-3A A | 1,950,000 | 0 | -1,950,000 | 0.00% | -$1.96M |
| OHA CREDIT FUNDING 9 LTD B1R TSFR3M+170 10/19/2037 144A | 1,890,000 | 0 | -1,890,000 | 0.00% | -$1.90M |
| Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2 | 1,870,000 | 0 | -1,870,000 | 0.00% | -$1.87M |
| BX Commercial Mortgage Trust, Series 2022-CSMO, Class B | 1,762,000 | 0 | -1,762,000 | 0.00% | -$1.77M |
| Regatta XVI Funding Ltd., Series 2019-2A, Class CR | 1,760,000 | 0 | -1,760,000 | 0.00% | -$1.76M |
| CIFC Funding Ltd., Series 2015-4A, Class A1A2 | 1,720,000 | 0 | -1,720,000 | 0.00% | -$1.72M |
| NCMS 2017-75B A | 1,850,000 | 0 | -1,850,000 | 0.00% | -$1.64M |
| Regatta 31 Funding Ltd | 1,630,000 | 0 | -1,630,000 | 0.00% | -$1.64M |
| Sandstone Peak Ltd., Series 2021-1A, Class B1R | 1,630,000 | 0 | -1,630,000 | 0.00% | -$1.63M |
| MDPK 2019-35A CR | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| OCP CLO Ltd., Series 2021-21A, Class AR | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R | 1,480,000 | 0 | -1,480,000 | 0.00% | -$1.48M |
| COAST Commercial Mortgage Trust, Series 2023-2HTL, Class A | 1,482,334 | 0 | -1,482,334 | 0.00% | -$1.48M |
| DWOLF 2017-1A AR | 1,474,645 | 0 | -1,474,645 | 0.00% | -$1.47M |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KJ48 CL A2 5.02800000 | 1,413,000 | 0 | -1,413,000 | 0.00% | -$1.46M |
| Sandstone Peak III Ltd., Series 2024-1A, Class A1 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| Sandstone Peak Ltd., Series 2021-1A, Class DR | 1,390,000 | 0 | -1,390,000 | 0.00% | -$1.40M |
| Kennedy Lewis CLO 13 Ltd., Series 2023-13A, Class A1 | 1,360,000 | 0 | -1,360,000 | 0.00% | -$1.36M |
| GS MTG SECS CORP TR 2023-SHIP A VAR 09/06/2026 144A | 1,322,000 | 0 | -1,322,000 | 0.00% | -$1.32M |
| Dryden 98 CLO Ltd., Series 2022-98A, Class A | 1,310,000 | 0 | -1,310,000 | 0.00% | -$1.31M |
| TICP CLO VII LTD ASR2 TSFR3M+130 04/15/2033 144A | 1,287,020 | 0 | -1,287,020 | 0.00% | -$1.29M |
| KKR CLO 26 Ltd., Series 26, Class ARR | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.25M |
| Elmwood CLO 19 Ltd., Series 2022-6A, Class AR2 | 1,220,000 | 0 | -1,220,000 | 0.00% | -$1.22M |
| RR Ltd., Series 2020-12A, Class A2R3 | 1,210,000 | 0 | -1,210,000 | 0.00% | -$1.21M |
| Palmer Square Loan Funding Ltd., Series 2024-1A, Class A2 | 1,150,000 | 0 | -1,150,000 | 0.00% | -$1.15M |
| OCP CLO Ltd., Series 2019-16A, Class AR | 1,127,095 | 0 | -1,127,095 | 0.00% | -$1.13M |
| Cross Mortgage Trust, Series 2023-H2, Class A1A | 1,046,300 | 0 | -1,046,300 | 0.00% | -$1.06M |
| GS Mortgage Securities Corp Trust 2023-SHIP | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R | 905,481 | 0 | -905,481 | 0.00% | -$905.46K |
| Battalion CLO VIII Ltd., Series 2015-8A, Class A1R3 | 880,874 | 0 | -880,874 | 0.00% | -$880.85K |
| BX Trust, Series 2021-VIEW, Class F | 856,000 | 0 | -856,000 | 0.00% | -$852.23K |
| VEGAS Trust, Series 2024-TI, Class A | 754,000 | 0 | -754,000 | 0.00% | -$764.20K |
| SPCLO 2024-7A A1 | 760,000 | 0 | -760,000 | 0.00% | -$762.71K |
| Anchorage Capital CLO 2026-22 Ltd | 760,000 | 0 | -760,000 | 0.00% | -$760.60K |
| Birch Grove CLO 3 Ltd., Series 2021-3A, Class BR | 730,000 | 0 | -730,000 | 0.00% | -$731.37K |
| Madison Park Funding XXXV Ltd., Series 2019-35A, Class BR | 720,000 | 0 | -720,000 | 0.00% | -$721.04K |
| CIFC Funding Ltd., Series 2022-1A, Class A | 710,000 | 0 | -710,000 | 0.00% | -$710.51K |
| Voya CLO Ltd., Series 2018-1A, Class A1 | 679,168 | 0 | -679,168 | 0.00% | -$679.14K |
| BDS LTD BDS 2022 FL11 ATS 144A | 643,396 | 0 | -643,396 | 0.00% | -$643.39K |
| Elmwood CLO I Ltd., Series 2019-1A, Class A1RR | 640,000 | 0 | -640,000 | 0.00% | -$642.21K |
| TICP CLO VII LTD TICP 2017-7A ER | 600,000 | 0 | -600,000 | 0.00% | -$599.67K |
| SG Residential Mortgage Trust, Series 2022-2, Class A1 | 599,537 | 0 | -599,537 | 0.00% | -$599.56K |
| Coinstar Funding LLC, Series 2017-1A, Class A2 | 518,805 | 0 | -518,805 | 0.00% | -$592.99K |
| OCP CLO Ltd., Series 2024-38A, Class A | 590,000 | 0 | -590,000 | 0.00% | -$592.24K |
| POINT AU ROCHE PK CLO LTD / PT AU ROCHE PK CLO LLC A TSFR3M+134.161 07/20/2034 144A | 580,000 | 0 | -580,000 | 0.00% | -$580.54K |
| Palmer Square Loan Funding Ltd., Series 2024-1A, Class B | 530,000 | 0 | -530,000 | 0.00% | -$530.86K |
| BlueMountain Fuji US CLO Ltd., Series 2017-2A, Class A1AR | 521,283 | 0 | -521,283 | 0.00% | -$521.51K |
| LCM XVII LP | 506,980 | 0 | -506,980 | 0.00% | -$506.97K |
| Cedar Funding II CLO Ltd., Series 2013-1A, Class BR3 | 500,000 | 0 | -500,000 | 0.00% | -$501.64K |
| DWOLF 2017-1A CR | 500,000 | 0 | -500,000 | 0.00% | -$501.39K |
| BSP 2014-IVA AR5 | 500,000 | 0 | -500,000 | 0.00% | -$500.85K |
| CIFC Funding Ltd., Series 2016-1A, Class BR3 | 500,000 | 0 | -500,000 | 0.00% | -$500.50K |
| Carlyle US CLO Ltd., Series 2022-1A, Class A1 | 500,000 | 0 | -500,000 | 0.00% | -$500.12K |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 500,000 | 0 | -500,000 | 0.00% | -$500.02K |
| GOLUB CAP PARTNERS CLO 77B LTD A1 TSFR3M+125 01/25/2038 144A | 471,912 | 0 | -471,912 | 0.00% | -$472.83K |
| Newark BSL CLO 2 Ltd., Series 2017-1A, Class A2R | 440,000 | 0 | -440,000 | 0.00% | -$440.05K |
| 522 Funding CLO Ltd., Series 2019-5A, Class AR | 430,000 | 0 | -430,000 | 0.00% | -$430.00K |
| Symphony CLO 46 Ltd., Series 2024-46A, Class A2 | 420,000 | 0 | -420,000 | 0.00% | -$420.97K |
| Whitebox CLO II Ltd., Series 2020-2A, Class BR2 | 410,000 | 0 | -410,000 | 0.00% | -$410.62K |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A | 408,138 | 0 | -408,138 | 0.00% | -$408.40K |
| Ballyrock CLO Ltd., Series 2020-2A, Class A2R | 400,000 | 0 | -400,000 | 0.00% | -$400.09K |
| Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R | 390,000 | 0 | -390,000 | 0.00% | -$390.73K |
| BCC 2021-4A A1R | 350,000 | 0 | -350,000 | 0.00% | -$350.27K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A | 348,780 | 0 | -348,780 | 0.00% | -$348.89K |
| Houston Galleria Mall Trust, Series 2025-HGLR, Class A | 327,000 | 0 | -327,000 | 0.00% | -$338.83K |
| Madison Park Funding XIX Ltd., Series 2015-19A, Class AR3 | 330,000 | 0 | -330,000 | 0.00% | -$330.26K |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A | 307,266 | 0 | -307,266 | 0.00% | -$307.33K |
| Trimaran CAVU Ltd., Series 2021-2A, Class D1 | 300,000 | 0 | -300,000 | 0.00% | -$300.35K |
| Milos CLO Ltd., Series 2017-1A, Class AR | 282,524 | 0 | -282,524 | 0.00% | -$282.52K |
| Regional Management Issuance Trust, Series 2022-1, Class A | 272,298 | 0 | -272,298 | 0.00% | -$271.92K |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A | 253,723 | 0 | -253,723 | 0.00% | -$253.64K |
| RR Ltd., Series 2024-28RA, Class A1R | 250,000 | 0 | -250,000 | 0.00% | -$250.89K |
| Palmer Square CLO Ltd., Series 2022-3A, Class B1R | 250,000 | 0 | -250,000 | 0.00% | -$250.74K |
| MILOS CLO LTD | 250,000 | 0 | -250,000 | 0.00% | -$250.05K |
| Voya CLO Ltd., Series 2018-1A, Class A2 | 250,000 | 0 | -250,000 | 0.00% | -$250.02K |
| Bridge Street CLO II Ltd., Series 2021-1A, Class A1A | 250,000 | 0 | -250,000 | 0.00% | -$250.00K |
| PSTAT 2022-3A A1BR | 250,000 | 0 | -250,000 | 0.00% | -$249.99K |
| Dryden Senior Loan Fund, Series 2015-41A, Class AR | 242,306 | 0 | -242,306 | 0.00% | -$242.31K |
| OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A | 201,317 | 0 | -201,317 | 0.00% | -$201.32K |
| Eaton Vance CLO Ltd., Series 2014-1RA, Class A2 | 173,696 | 0 | -173,696 | 0.00% | -$173.73K |
| SMB Private Education Loan Trust, Series 2015-C, Class B | 141,903 | 0 | -141,903 | 0.00% | -$141.76K |
| Trinitas CLO IV Ltd., Series 2016-4A, Class A2L2 | 119,480 | 0 | -119,480 | 0.00% | -$119.51K |
| Carlyle Global Market Strategies CLO Ltd., Series 2015-1A, Class AR3 | 91,425 | 0 | -91,425 | 0.00% | -$91.43K |
| Romark CLO Ltd., Series 2017-1A, Class A1R | 90,081 | 0 | -90,081 | 0.00% | -$90.12K |
| ZAR/USD FORWARD | 1 | 0 | -1 | 0.00% | -$20.86K |
| Sound Point CLO Ltd., Series 2013-1A, Class A1R | 17,809 | 0 | -17,809 | 0.00% | -$17.81K |
| WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW | 500,000 | 0 | -500,000 | 0.00% | -$0 |
| FNCL 2 1/26 | -4,579,000 | 0 | 4,579,000 | 0.00% | $3.70M |
| FNCL 2.5 1/26 | -22,139,000 | 0 | 22,139,000 | 0.00% | $18.71M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| DREYFUS-TR SE-IN | 58,658,385 | 354,181,474 | 295,523,089 | 6.96% | $295.52M |
| BX TRUST | 16,955,114 | 18,993,245 | 2,038,131 | 0.37% | $2.03M |
| Golub Capital Partners CLO 44M Ltd., Series 2019-44A, Class A1R | 11,970,000 | 14,460,000 | 2,490,000 | 0.28% | $2.41M |
| 1345T, Series 2025-AOA, Class A | 11,519,000 | 12,610,000 | 1,091,000 | 0.25% | $1.02M |
| CMO | 4,330,000 | 12,406,000 | 8,076,000 | 0.24% | $8.03M |
| Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1 | 7,910,000 | 11,960,000 | 4,050,000 | 0.23% | $4.02M |
| BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A | 8,165,000 | 11,756,000 | 3,591,000 | 0.23% | $3.57M |
| NCMF Trust, Series 2025-MFS, Class E | 9,322,000 | 11,343,000 | 2,021,000 | 0.22% | $1.95M |
| BlueMountain CLO Ltd., Series 2018-3A, Class BR | 6,350,000 | 9,430,000 | 3,080,000 | 0.19% | $3.07M |
| BX Trust, Series 2025-LIFE, Class A | 7,582,000 | 7,791,000 | 209,000 | 0.15% | $59.85K |
| NYC Commercial Mortgage Trust, Series 2025-11X, Class A | 1,980,000 | 7,269,000 | 5,289,000 | 0.14% | $5.29M |
| DBC Mortgage Trust, Series 2025-DBC, Class A | 5,014,000 | 6,314,000 | 1,300,000 | 0.12% | $1.29M |
| CHI Commercial Mortgage Trust, Series 2025-110W, Class A | 4,895,000 | 5,895,000 | 1,000,000 | 0.12% | $952.28K |
| Bear Stearns Asset Backed Securities I Trust 2007-HE5 | 6,161,119 | 6,226,640 | 65,521 | 0.11% | $38.54K |
| Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1 | 5,266,719 | 5,303,000 | 36,281 | 0.10% | -$37.58K |
| BFLD Commercial Mortgage Trust, Series 2025-660F, Class A | 3,896,000 | 5,112,000 | 1,216,000 | 0.10% | $1.20M |
| Ajax Mortgage Loan Trust, Series 2021-F, Class B | 4,681,918 | 4,761,371 | 79,453 | 0.09% | $77.55K |
| MAC Trust, Series 2025-801B, Class A | 3,221,000 | 4,655,000 | 1,434,000 | 0.09% | $1.42M |
| BX Commercial Mortgage Trust, Series 2025-JDI, Class A | 4,096,000 | 4,591,843 | 495,843 | 0.09% | $493.47K |
| DK Trust, Series 2025-LXP, Class A | 2,821,000 | 4,496,000 | 1,675,000 | 0.09% | $1.67M |
| BX TRUST | 3,660,171 | 4,434,667 | 774,496 | 0.09% | $777.29K |
| Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A | 3,920,000 | 4,410,000 | 490,000 | 0.09% | $478.58K |
| CWABS Asset-Backed Certificates Trust, Series 2006-26, Class M1 | 4,254,897 | 4,282,019 | 27,122 | 0.08% | $20.40K |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 3,350,000 | 3,930,000 | 580,000 | 0.08% | $577.55K |
| BX Trust, Series 2024-VLT4, Class A | 1,303,000 | 3,623,000 | 2,320,000 | 0.07% | $2.30M |
| Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1 | 9,038,543 | 9,038,611 | 68 | 0.07% | -$22.58K |
| DGWD Trust, Series 2025-INFL, Class A | 2,536,000 | 3,395,000 | 859,000 | 0.07% | $853.18K |
| CML PROJECT SPIDER 6-DEC-2029: CML LOAN/TERM | 3,085,473 | 3,344,489 | 259,016 | 0.07% | $259.10K |
| Sagard-Halseypoint CLO 9 Ltd., Series 2025-9A, Class A | 1,900,000 | 3,250,000 | 1,350,000 | 0.06% | $1.35M |
| Owl Rock CLO VII LLC, Series 2022-7A, Class AR | 460,000 | 2,900,000 | 2,440,000 | 0.06% | $2.43M |
| Cedar Funding VII CLO Ltd., Series 2018-7A, Class AR2 | 720,000 | 2,830,000 | 2,110,000 | 0.06% | $2.11M |
| ABS | 2,109,000 | 2,809,000 | 700,000 | 0.06% | $702.71K |
| Oha Credit Partners X Ltd | 2,290,000 | 2,710,000 | 420,000 | 0.05% | $414.64K |
| MCM 2021-VFN1: NOTE CMO/WHOLE | 2,302,779 | 2,665,832 | 363,053 | 0.05% | $353.67K |
| BX Commercial Mortgage Trust, Series 2025-JDI, Class E | 1,680,000 | 2,471,984 | 791,984 | 0.05% | $787.04K |
| Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE9, Class M1 | 2,385,135 | 2,385,135 | 0 | 0.05% | $19.49K |
| Silver Point CLO 3 Ltd., Series 2023-3A, Class A1R | 1,030,000 | 2,340,000 | 1,310,000 | 0.05% | $1.31M |
| LCM Ltd., Series 34A, Class BR | 1,300,000 | 2,310,000 | 1,010,000 | 0.05% | $1.00M |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-HE5 STEP 06/25/2036 | 2,146,286 | 2,146,287 | 1 | 0.04% | $1.03K |
| Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R | 250,000 | 2,110,000 | 1,860,000 | 0.04% | $1.86M |
| Trimaran CAVU Ltd., Series 2023-1A, Class A1R | 1,850,000 | 2,100,000 | 250,000 | 0.04% | $244.78K |
| Ajax Mortgage Loan Trust, Series 2023-C, Class C | 3,779,253 | 3,812,983 | 33,730 | 0.04% | $26.98K |
| Merrill Lynch Mortgage Investors Trust, Series 2006-OPT1, Class M1 | 1,763,535 | 1,764,061 | 527 | 0.04% | $101.96K |
| SG Residential Mortgage Trust, Series 2025-1, Class ALCF | 779,952 | 1,779,952 | 1,000,000 | 0.03% | $997.32K |
| Ajax Mortgage Loan Trust, Series 2021-D, Class B | 1,706,086 | 1,736,117 | 30,031 | 0.03% | -$138.30K |
| RAAC Trust, Series 2006-SP3, Class M3 | 1,661,551 | 1,661,704 | 153 | 0.03% | $7.23K |
| SYMPHONY CLO LTD SYMP 2024 43A A1 144A | 930,000 | 1,690,000 | 760,000 | 0.03% | $757.30K |
| Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3 | 500,000 | 1,580,000 | 1,080,000 | 0.03% | $1.08M |
| Ajax Mortgage Loan Trust, Series 2022-B, Class C | 1,827,979 | 1,867,310 | 39,331 | 0.03% | $45.84K |
| MCM 2021-VFN1: CERT CMO/WHOLE | 1,783,544 | 1,895,624 | 112,080 | 0.03% | $20.78K |
| BEAR STRNS ASSET BCKD SEC I TR STEP 12/25/2035 | 1,428,198 | 1,428,210 | 12 | 0.03% | $269 |
| Structured Asset Securities Corp. Mortgage Loan Trust, Series 2007-GEL2, Class M1 | 1,644,563 | 1,644,672 | 110 | 0.03% | -$2.05K |
| Ajax Mortgage Loan Trust, Series 2021-G, Class B | 1,336,527 | 1,359,208 | 22,681 | 0.03% | -$145.81K |
| Barclays Mortgage Trust, Series 2022-RPL1, Class B | 1,242,000 | 1,253,929 | 11,929 | 0.02% | $15.00K |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M6 | 1,315,583 | 1,335,416 | 19,833 | 0.02% | $11.23K |
| Barclays Mortgage Trust, Series 2021-NPL1, Class B | 1,105,247 | 1,126,450 | 21,203 | 0.02% | $21.24K |
| CIFC Funding Ltd., Series 2014-3A, Class A1R | 250,000 | 1,040,000 | 790,000 | 0.02% | $787.97K |
| Ajax Mortgage Loan Trust, Series 2023-A, Class C | 1,415,905 | 1,454,711 | 38,806 | 0.02% | -$121.22K |
| RCKT Mortgage Trust, Series 2024-CES2, Class B2 | 737,000 | 882,000 | 145,000 | 0.02% | $149.48K |
| Ajax Mortgage Loan Trust, Series 2021-C, Class B | 875,012 | 889,794 | 14,783 | 0.02% | $23.29K |
| CWL 2006-14 M1 | 824,971 | 828,322 | 3,351 | 0.02% | $15.16K |
| Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A3 | 629,094 | 899,103 | 270,009 | 0.02% | $272.82K |
| GCAT Trust, Series 2022-NQM2, Class M1 | 711,000 | 1,044,334 | 333,334 | 0.02% | $271.34K |
| Velocity Commercial Capital Loan Trust, Series 2024-5, Class M3 | 765,375 | 858,994 | 93,618 | 0.02% | $86.44K |
| WinWater Mortgage Loan Trust, Series 2014-3, Class B5 | 923,000 | 923,000 | 0 | 0.01% | -$370 |
| Legacy Mortgage Asset Trust, Series 2019-SL2, Class M | 695,965 | 703,303 | 7,338 | 0.01% | -$8.22K |
| CIT MTG LN TR 2007-1 STEP 10/25/2037 144A | 293,000 | 640,000 | 347,000 | 0.01% | $338.53K |
| First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M2 | 677,215 | 677,618 | 403 | 0.01% | -$2.09K |
| ACE Securities Corp., Series 2005-AG1, Class M2 | 628,373 | 628,440 | 67 | 0.01% | $1.62K |
| CWABS Asset-Backed Certificates Trust, Series 2006-22, Class M1 | 472,304 | 475,997 | 3,693 | 0.01% | $12.23K |
| Alternative Loan Trust, Series 2007-3T1, Class 1A1 | 1,117,358 | 1,118,669 | 1,311 | 0.01% | -$8.73K |
| Soundview Home Loan Trust, Series 2007-NS1, Class M1 | 447,480 | 447,594 | 114 | 0.01% | $11.12K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 11CB 3A1 | 979,900 | 979,913 | 13 | 0.01% | -$5.73K |
| CWALT ALTERNATVE LN TR 06 OC10 TSFR1M+46 11/25/2036 | 458,285 | 458,308 | 24 | 0.01% | $2.21K |
| Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1 | 220,338 | 222,072 | 1,734 | 0.00% | $930 |
| Alternative Loan Trust, Series 2007-9T1, Class 1A1 | 162,552 | 162,553 | 2 | 0.00% | -$247 |
| ZAR/USD FORWARD | 5 | 7 | 2 | -0.01% | -$78.40K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Barclays Mortgage Loan Trust, Series 2025-NQM7, Class PT2 | 49,852,000 | 48,239,288 | -1,612,712 | 0.96% | -$2.11M |
| Barclays Mortgage Loan Trust, Series 2025-NQM5, Class PT2 | 45,640,330 | 43,932,735 | -1,707,595 | 0.88% | -$720.14K |
| Barclays Mortgage Loan Trust, Series 2025-NQM4, Class PT2 | 44,755,739 | 42,652,879 | -2,102,860 | 0.86% | -$2.22M |
| EQT Trust, Series 2024-EXTR, Class A | 28,949,000 | 28,645,625 | -303,375 | 0.57% | -$654.57K |
| Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A1 | 23,543,791 | 21,628,799 | -1,914,992 | 0.42% | -$1.97M |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A1 | 23,011,273 | 21,152,838 | -1,858,435 | 0.42% | -$1.95M |
| Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A1 | 22,569,821 | 20,880,065 | -1,689,756 | 0.42% | -$1.83M |
| Ajax Mortgage Loan Trust, Series 2021-F, Class A | 14,408,577 | 13,766,015 | -642,562 | 0.27% | -$630.07K |
| AOA 2025-1301 F | 15,045,000 | 13,045,000 | -2,000,000 | 0.27% | -$1.80M |
| HOMES Trust, Series 2025-NQM2, Class A1 | 14,025,679 | 13,449,840 | -575,838 | 0.26% | -$642.68K |
| NSLT 2025-BA A1B | 14,139,523 | 13,314,130 | -825,393 | 0.26% | -$853.83K |
| GoodLeap Home Improvement Solutions Trust, Series 2025-3A, Class A | 14,047,945 | 12,450,092 | -1,597,853 | 0.24% | -$1.69M |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A1 | 12,598,866 | 11,852,115 | -746,750 | 0.23% | -$789.76K |
| MSRM 2025-NQM3 VAR 05/25/2070 144A | 12,130,228 | 11,418,576 | -711,652 | 0.22% | -$765.77K |
| CIM Trust, Series 2025-NR1, Class A1 | 11,725,255 | 11,126,863 | -598,392 | 0.22% | -$536.25K |
| JP Morgan Mortgage Trust, Series 2021-INV7, Class A3A | 12,193,151 | 11,951,692 | -241,459 | 0.21% | -$260.13K |
| PRPM Trust, Series 2025-NQM2, Class A1 | 11,487,582 | 10,690,634 | -796,948 | 0.21% | -$839.64K |
| ANGEL OAK MTG TR 2025-5 5.573% 04/25/2070 144A | 10,980,355 | 10,110,880 | -869,475 | 0.20% | -$926.66K |
| NSLT 2025-AA A1B 144A FRN 03-15-57 | 10,315,478 | 9,732,414 | -583,064 | 0.19% | -$568.84K |
| MidOcean Credit CLO XII Ltd., Series 2023-12A, Class A1RR | 12,690,000 | 9,690,000 | -3,000,000 | 0.19% | -$3.04M |
| Ajax Mortgage Loan Trust, Series 2023-C, Class A1 | 10,176,722 | 9,765,586 | -411,136 | 0.18% | -$522.79K |
| Ellington Financial Mortgage Trust, Series 2025-INV1, Class A1 | 9,123,462 | 8,958,464 | -164,998 | 0.18% | -$218.38K |
| GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A | 9,414,651 | 8,894,354 | -520,297 | 0.18% | -$571.39K |
| Cross Mortgage Trust, Series 2025-H2, Class A1 | 9,738,106 | 8,824,050 | -914,055 | 0.17% | -$960.08K |
| Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A1 | 9,575,894 | 8,754,128 | -821,767 | 0.17% | -$861.36K |
| Cross Mortgage Trust, Series 2024-H7, Class A1 | 9,010,830 | 8,229,394 | -781,436 | 0.16% | -$823.93K |
| BX Trust, Series 2025-ROIC, Class E | 8,317,560 | 8,149,731 | -167,830 | 0.16% | -$156.94K |
| Ellington Financial Mortgage Trust, Series 2025-INV2, Class A1 | 8,329,379 | 8,063,865 | -265,514 | 0.16% | -$311.18K |
| VEGAS Trust, Series 2024-GCS, Class D | 12,440,000 | 8,090,000 | -4,350,000 | 0.16% | -$4.26M |
| AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A | 9,276,772 | 9,073,589 | -203,183 | 0.16% | -$267.80K |
| VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A | 8,543,034 | 7,834,386 | -708,648 | 0.15% | -$753.74K |
| PRPM Trust, Series 2025-NQM1, Class A1 | 8,333,980 | 7,776,533 | -557,447 | 0.15% | -$585.75K |
| GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class A | 8,130,898 | 7,643,567 | -487,330 | 0.15% | -$577.47K |
| Whitebox CLO Ltd., Series 2020-2A, Class A1R2 | 12,041,125 | 7,661,125 | -4,380,000 | 0.15% | -$4.42M |
| Ajax Mortgage Loan Trust, Series 2023-A, Class A1 | 8,302,666 | 8,017,397 | -285,269 | 0.15% | -$328.35K |
| MFIT 2024-BA A | 10,404,000 | 7,581,000 | -2,823,000 | 0.15% | -$2.94M |
| BX TRUST BX 2024 MDHS A 144A | 7,869,536 | 7,136,600 | -732,936 | 0.14% | -$745.09K |
| Velocity Commercial Capital Loan Trust, Series 2025-P2, Class A | 7,711,753 | 7,170,458 | -541,295 | 0.14% | -$592.24K |
| UPX HIL Issuer Trust, Series 2025-1, Class A | 7,767,374 | 6,981,266 | -786,108 | 0.14% | -$875.08K |
| NRZT, Series 2025-NQM6, Class A1 | 7,176,502 | 6,908,056 | -268,446 | 0.14% | -$307.92K |
| DNKN 2025-1A A2I | 6,913,000 | 6,895,718 | -17,282 | 0.13% | -$97.13K |
| Ajax Mortgage Loan Trust, Series 2021-F, Class C | 6,778,095 | 6,772,252 | -5,843 | 0.13% | $61.00K |
| NSLT 2025-CA A1B | 7,132,038 | 6,692,769 | -439,270 | 0.13% | -$442.15K |
| BX Commercial Mortgage Trust, Series 2024-AIRC, Class A | 7,249,896 | 6,715,993 | -533,903 | 0.13% | -$541.13K |
| Ellington Financial Mortgage Trust, Series 2024-NQM1, Class A1A | 7,215,033 | 6,639,224 | -575,809 | 0.13% | -$595.60K |
| Navient Private Education Refi Loan Trust, Series 2024-A, Class A | 7,127,948 | 6,586,961 | -540,987 | 0.13% | -$625.22K |
| CSMC Trust, Series 2022-NQM6, Class PT | 6,948,097 | 6,501,557 | -446,540 | 0.13% | -$419.94K |
| GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class A | 7,265,462 | 6,483,742 | -781,721 | 0.13% | -$822.55K |
| FIGRE Trust, Series 2024-SL1, Class A1 | 6,885,245 | 6,429,737 | -455,508 | 0.13% | -$523.59K |
| GALAPAGOS: TL LOAN/TERM | 5,920,042 | 5,520,383 | -399,659 | 0.13% | -$576.50K |
| ACRA Trust, Series 2024-NQM1, Class A1 | 6,715,963 | 6,219,299 | -496,664 | 0.12% | -$510.02K |
| CFSP Mortgage Trust, Series 2024-AHP1, Class A | 6,544,817 | 6,397,644 | -147,173 | 0.12% | -$242.00K |
| Navient Refinance Loan Trust, Series 2025-B, Class A | 6,545,286 | 5,991,611 | -553,676 | 0.12% | -$598.10K |
| AOMT 2023-7 A1 | 6,227,253 | 5,977,641 | -249,612 | 0.12% | -$266.41K |
| LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class A | 6,896,844 | 5,884,774 | -1,012,070 | 0.12% | -$1.03M |
| LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class A | 7,293,485 | 5,862,076 | -1,431,409 | 0.12% | -$1.45M |
| MSRM 2025-DSC2 A1 | 5,976,944 | 5,840,592 | -136,352 | 0.12% | -$179.19K |
| CHNGE Mortgage Trust, Series 2022-2, Class A1 | 6,099,812 | 5,892,426 | -207,386 | 0.11% | -$227.51K |
| Point Broadband Funding LLC, Series 2025-1A, Class C | 8,114,000 | 5,660,000 | -2,454,000 | 0.11% | -$2.51M |
| GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class A1 | 6,275,992 | 5,698,435 | -577,557 | 0.11% | -$594.18K |
| Home Partners of America Trust, Series 2021-2, Class F | 5,756,974 | 5,756,070 | -904 | 0.11% | $28.97K |
| VOLT CVI LLC, Series 2021-NP12, Class A1 | 5,853,601 | 5,521,385 | -332,216 | 0.11% | -$336.89K |
| CML PROJECT COLD 15-AUGUST-2030:TL LOAN/TERM | 5,571,864 | 4,631,585 | -940,279 | 0.11% | -$1.27M |
| Ajax Mortgage Loan Trust, Series 2021-G, Class A | 5,708,779 | 5,476,653 | -232,126 | 0.11% | -$226.95K |
| KSL Commercial Mortgage Trust, Series 2024-HT2, Class A | 5,940,982 | 5,453,312 | -487,670 | 0.11% | -$496.04K |
| Ajax Mortgage Loan Trust, Series 2023-B, Class A | 5,712,718 | 5,424,994 | -287,724 | 0.11% | -$266.93K |
| DRMT 2025-INV1 VAR 11/25/2060 144A | 5,524,986 | 5,403,116 | -121,870 | 0.11% | -$148.77K |
| MBS | 5,842,966 | 5,357,321 | -485,645 | 0.11% | -$516.63K |
| Cross Mortgage Trust, Series 2025-H4, Class A1 | 5,716,712 | 5,333,235 | -383,477 | 0.11% | -$412.78K |
| PRPM Trust, Series 2025-NQM6, Class A1 | 5,780,784 | 5,270,704 | -510,080 | 0.10% | -$539.15K |
| Western Alliance Bank, Series 2021-CL2, Class M2 | 5,002,758 | 4,925,363 | -77,395 | 0.10% | -$75.32K |
| ADMT 2025-NQM2 A1 | 5,511,443 | 5,165,138 | -346,305 | 0.10% | -$369.26K |
| COLT Mortgage Loan Trust, Series 2025-11, Class A1 | 5,449,429 | 5,209,173 | -240,256 | 0.10% | -$270.91K |
| BRAVO Residential Funding Trust, Series 2025-NQM2, Class A1 | 5,483,657 | 5,155,621 | -328,035 | 0.10% | -$353.87K |
| NYMT Trust, Series 2024-RR1, Class A | 5,140,877 | 5,028,332 | -112,546 | 0.10% | -$115.08K |
| PRPM Trust, Series 2025-NQM3, Class A1 | 5,147,281 | 4,971,085 | -176,196 | 0.10% | -$195.00K |
| Velocity Commercial Capital Loan Trust 2021-4 | 5,572,409 | 5,501,548 | -70,861 | 0.10% | -$90.37K |
| HOMES Trust, Series 2025-NQM5, Class A1 | 5,239,809 | 4,987,476 | -252,333 | 0.10% | -$282.86K |
| Barclays Mortgage Trust, Series 2022-RPL1, Class A | 5,171,924 | 4,941,086 | -230,837 | 0.10% | -$217.40K |
| PSTAT 2025-3A A1 | 7,930,000 | 4,930,000 | -3,000,000 | 0.10% | -$3.00M |
| College Ave Student Loans Trust, Series 2024-A, Class A1B | 5,243,267 | 4,809,068 | -434,199 | 0.10% | -$441.57K |
| PRKCM Trust, Series 2022-AFC2, Class A1 | 5,066,408 | 4,890,519 | -175,889 | 0.10% | -$185.85K |
| MFRA 2024-NPL1 A1 | 5,004,803 | 4,855,987 | -148,816 | 0.10% | -$149.83K |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE3 Trust | 5,147,250 | 5,068,901 | -78,350 | 0.09% | -$77.67K |
| Ellington Financial Mortgage Trust, Series 2025-INV3, Class A1 | 4,910,312 | 4,785,722 | -124,591 | 0.09% | -$157.87K |
| GWT Trust | 6,793,000 | 4,793,000 | -2,000,000 | 0.09% | -$2.02M |
| FNH 2025-1 A | 5,566,462 | 4,811,239 | -755,223 | 0.09% | -$814.05K |
| MFRA TRUST MFRA 2025 NQM3 A1 144A | 4,963,474 | 4,726,607 | -236,867 | 0.09% | -$254.46K |
| Huntington National Bank, The | 5,301,240 | 4,550,032 | -751,207 | 0.09% | -$752.73K |
| Ellington Financial Mortgage Trust | 4,768,286 | 4,550,342 | -217,944 | 0.09% | -$250.33K |
| MFA Trust, Series 2022-CHM1, Class A1 | 4,678,439 | 4,589,866 | -88,573 | 0.09% | -$111.14K |
| Cross Mortgage Trust, Series 2025-H8, Class A1A | 4,630,048 | 4,510,357 | -119,692 | 0.09% | -$151.37K |
| PRPM Trust, Series 2025-NQM5, Class A1A | 4,607,514 | 4,461,234 | -146,280 | 0.09% | -$169.29K |
| Regional Management Issuance Trust, Series 2022-1, Class B | 5,452,000 | 4,446,374 | -1,005,626 | 0.09% | -$993.73K |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 3A A3 144A | 5,027,000 | 4,412,134 | -614,866 | 0.09% | -$631.99K |
| EFMT, Series 2025-NQM6, Class A1A | 4,542,107 | 4,416,987 | -125,120 | 0.09% | -$160.77K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 4,564,268 | 4,315,211 | -249,058 | 0.09% | -$254.92K |
| Angel Oak Mortgage Trust, Series 2025-2, Class A1 | 4,496,204 | 4,289,406 | -206,798 | 0.08% | -$227.63K |
| NAVRL 2025-C A | 4,582,228 | 4,193,082 | -389,146 | 0.08% | -$420.33K |
| Barclays Mortgage Trust, Series 2021-NPL1, Class A | 4,374,279 | 4,024,529 | -349,750 | 0.08% | -$347.38K |
| TRUIST BANK AUTO CREDIT-LINKED NOTES SER SER 2025-1 CL B REGD 144A P/P 4.72800000 | 6,550,216 | 4,001,976 | -2,548,240 | 0.08% | -$2.56M |
| RALI Series 2007-QH3 Trust | 4,253,266 | 4,020,962 | -232,305 | 0.08% | -$216.97K |
| ADMT 2023-NQM5 A1 7.049% 11/25/2068 144A | 4,390,581 | 3,936,468 | -454,113 | 0.08% | -$475.24K |
| ADMT 2024-NQM5 A1 | 4,149,387 | 3,925,591 | -223,795 | 0.08% | -$237.20K |
| Government National Mortgage Association, Series 2025-128, Class AD | 3,920,000 | 3,908,391 | -11,609 | 0.08% | -$24.98K |
| BX Trust, Series 2025-LUNR, Class A | 4,400,231 | 3,857,835 | -542,396 | 0.08% | -$544.29K |
| Velocity Commercial Capital Loan Trust, Series 2022-1, Class M4 | 4,682,147 | 4,578,215 | -103,932 | 0.08% | -$155.53K |
| NRZT 2025-NQM5 A1 144A FRN 08-25-65 | 4,065,480 | 3,784,295 | -281,185 | 0.07% | -$306.07K |
| Government National Mortgage Association, Series 2025-88, Class AT | 3,889,455 | 3,744,391 | -145,064 | 0.07% | -$157.94K |
| Cascade MH Asset Trust, Series 2019-MH1, Class A | 3,940,388 | 3,866,722 | -73,666 | 0.07% | -$86.54K |
| Bayview Commercial Asset Trust 2006-1 | 4,093,710 | 3,906,589 | -187,120 | 0.07% | -$172.29K |
| Ajax Mortgage Loan Trust, Series 2021-D, Class A | 3,807,948 | 3,689,803 | -118,145 | 0.07% | -$115.32K |
| DRMT 2024-1 A1 | 3,961,080 | 3,663,285 | -297,795 | 0.07% | -$299.83K |
| CSMC 2022-NQM1 TRUST CSMC 2022 NQM1 A1 144A | 4,139,194 | 4,051,292 | -87,902 | 0.07% | -$127.25K |
| BRCK Trust, Series 2025-830B, Class E | 4,021,000 | 3,591,000 | -430,000 | 0.07% | -$352.61K |
| GreenSky Home Improvement Trust, Series 2024-1, Class A4 | 3,963,721 | 3,577,259 | -386,462 | 0.07% | -$433.91K |
| Western Alliance Bank, Series 2021-CL2, Class M1 | 3,498,646 | 3,444,520 | -54,126 | 0.07% | -$51.29K |
| Subway Funding LLC, Series 2024-1A, Class A2I | 3,569,940 | 3,560,925 | -9,015 | 0.07% | -$53.17K |
| SANTANDER MTGE. ASSET VAR | 3,713,601 | 3,509,379 | -204,221 | 0.07% | -$224.43K |
| Bayview Commercial Asset Trust, Series 2007-1, Class A2 | 3,863,055 | 3,631,141 | -231,913 | 0.07% | -$218.74K |
| American Home Mortgage Assets Trust, Series 2006-6, Class A1A | 3,828,190 | 3,791,806 | -36,384 | 0.07% | -$20.85K |
| Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1 | 3,454,234 | 3,319,794 | -134,440 | 0.06% | -$141.61K |
| Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A3 | 3,511,192 | 3,248,317 | -262,876 | 0.06% | -$286.45K |
| Carrington Mortgage Loan Trust Series 2007-FRE1 | 3,525,515 | 3,393,611 | -131,904 | 0.06% | -$158.45K |
| GSAMP Trust 2007-HSBC1 | 3,417,638 | 3,260,159 | -157,478 | 0.06% | -$158.71K |
| Bayview Commercial Asset Trust, Series 2007-4A, Class A1 | 3,561,037 | 3,420,207 | -140,829 | 0.06% | -$128.91K |
| Progress Residential Trust, Series 2021-SFR10, Class F | 3,329,724 | 3,315,723 | -14,001 | 0.06% | -$32.55K |
| IndyMac INDX Mortgage Loan Trust 2007-FLX2 | 3,676,547 | 3,613,081 | -63,466 | 0.06% | -$103.55K |
| BX Trust, Series 2024-CNYN, Class A | 3,267,877 | 3,230,499 | -37,378 | 0.06% | -$39.32K |
| Huntington National Bank, The | 3,550,414 | 3,218,194 | -332,220 | 0.06% | -$328.55K |
| Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR | 3,606,312 | 3,215,971 | -390,342 | 0.06% | -$393.64K |
| COLT Mortgage Loan Trust, Series 2025-7, Class A1 | 3,394,749 | 3,188,026 | -206,723 | 0.06% | -$231.22K |
| Verus Securitization Trust, Series 2025-5, Class A1 | 3,455,460 | 3,176,284 | -279,176 | 0.06% | -$296.65K |
| RALI Series 2005-QS15 Trust | 3,726,371 | 3,602,748 | -123,623 | 0.06% | -$129.31K |
| Option One Mortgage Loan Trust, Series 2007-FXD1, Class 1A1 | 3,747,301 | 3,697,797 | -49,504 | 0.06% | -$62.61K |
| BRAVO Residential Funding Trust 2025-NQM5 | 3,567,953 | 3,149,659 | -418,294 | 0.06% | -$435.29K |
| Barclays Mortgage Trust, Series 2021-NPL1, Class C | 2,187,491 | 2,184,898 | -2,593 | 0.06% | $83.77K |
| Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1R | 9,880,000 | 3,130,000 | -6,750,000 | 0.06% | -$6.77M |
| AOMT 2025-8 A1 | 3,293,981 | 3,114,698 | -179,282 | 0.06% | -$198.37K |
| GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1 | 3,348,455 | 3,122,671 | -225,784 | 0.06% | -$245.81K |
| GCAT Trust, Series 2023-NQM4, Class A1 | 3,371,794 | 3,269,647 | -102,147 | 0.06% | -$136.80K |
| Bear Stearns Asset Backed Securities I Trust 2005-HE8 | 3,053,900 | 2,973,856 | -80,044 | 0.06% | -$68.10K |
| J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B1 | 3,544,426 | 3,518,011 | -26,415 | 0.06% | -$44.36K |
| Carlyle US CLO Ltd., Series 2019-4A, Class A11R | 5,190,000 | 3,000,000 | -2,190,000 | 0.06% | -$2.19M |
| JP Morgan Mortgage Trust 2020-5 | 3,470,355 | 3,438,926 | -31,429 | 0.06% | -$38.57K |
| JP MORGAN CM TR 2016-JP2 A4 2.8218% 08/15/2049 | 3,655,400 | 2,970,074 | -685,326 | 0.06% | -$669.31K |
| Santander Mortgage Asset Receivable Trust, Series 2025-NQM2, Class A1 | 3,133,063 | 2,935,326 | -197,737 | 0.06% | -$213.68K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES8 A1A 144A | 3,223,150 | 2,922,098 | -301,052 | 0.06% | -$313.15K |
| Adjustable Rate Mortgage Trust 2006-2 | 4,059,139 | 3,882,798 | -176,341 | 0.06% | -$148.00K |
| Ajax Mortgage Loan Trust, Series 2021-D, Class C | 2,323,863 | 2,323,040 | -823 | 0.06% | -$6.28K |
| ONSLOW BAY FINANCIAL LLC | 3,136,465 | 2,842,247 | -294,217 | 0.06% | -$309.54K |
| Cross Mortgage Trust, Series 2025-H1, Class A1 | 3,282,075 | 2,834,407 | -447,668 | 0.06% | -$464.23K |
| JP Morgan Alternative Loan Trust | 3,225,934 | 3,169,862 | -56,071 | 0.06% | -$61.97K |
| Homes Trust, Series 2024-NQM2, Class A1 | 3,012,116 | 2,807,492 | -204,624 | 0.06% | -$217.23K |
| COUNTRYWIDE HOME LOANS CWHL 2007 14 A18 | 5,878,300 | 5,878,300 | -0 | 0.05% | -$39.20K |
| DEEPHAVEN RESIDENTIAL MTG TR 2025-CES1 5.224% 10/25/2055 144A | 2,982,985 | 2,749,157 | -233,828 | 0.05% | -$248.18K |
| CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A | 7,600,000 | 2,717,000 | -4,883,000 | 0.05% | -$4.94M |
| FIGRE Trust, Series 2025-HE7, Class A | 2,842,369 | 2,677,878 | -164,491 | 0.05% | -$189.55K |
| Stream Innovations Issuer Trust, Series 2025-1A, Class A | 2,786,270 | 2,613,259 | -173,011 | 0.05% | -$191.85K |
| UPG HI ISSUER TRUST UPGHI 2025 2 A 144A | 3,016,000 | 2,622,360 | -393,640 | 0.05% | -$407.66K |
| AREIT Ltd., Series 2024-CRE9, Class A | 6,451,895 | 2,587,161 | -3,864,734 | 0.05% | -$3.87M |
| Barclays Mortgage Loan Trust, Series 2022-NQM1, Class A1 | 2,727,557 | 2,603,509 | -124,048 | 0.05% | -$129.43K |
| RFMSI Series 2007-SA4 Trust | 4,239,066 | 4,224,239 | -14,827 | 0.05% | -$8.77K |
| COLT Mortgage Loan Trust, Series 2024-6, Class A1 | 2,758,741 | 2,522,194 | -236,547 | 0.05% | -$248.39K |
| Velocity Commercial Capital Loan Trust, Series 2024-1, Class A | 2,596,172 | 2,455,380 | -140,793 | 0.05% | -$140.42K |
| Popular ABS Mortgage Pass-Through Trust 2006-B | 2,612,547 | 2,537,488 | -75,059 | 0.05% | -$60.15K |
| GCAT Trust, Series 2025-NQM4, Class A1 | 2,635,879 | 2,428,462 | -207,417 | 0.05% | -$222.75K |
| OZLM XVIII Ltd., Series 2018-18A, Class B | 2,650,000 | 2,408,153 | -241,847 | 0.05% | -$251.56K |
| PRPM 2025-RCF2 LLC | 2,551,138 | 2,461,019 | -90,119 | 0.05% | -$109.46K |
| BX Commercial Mortgage Trust, Series 2024-XL4, Class D | 2,765,545 | 2,381,566 | -383,979 | 0.05% | -$385.71K |
| Long Beach Mortgage Loan Trust, Series 2006-WL3, Class 2A4 | 2,634,220 | 2,580,444 | -53,775 | 0.05% | -$42.01K |
| Banc of America Funding Trust, Series 2014-R2, Class 1C | 6,886,233 | 6,830,279 | -55,954 | 0.05% | -$33.78K |
| Battalion CLO X Ltd., Series 2016-10A, Class A1R3 | 2,360,000 | 2,355,699 | -4,301 | 0.05% | -$5.17K |
| Ajax Mortgage Loan Trust, Series 2021-G, Class C | 2,288,049 | 2,286,616 | -1,433 | 0.05% | $21.34K |
| Upgrade Master Pass-Thru Trust, Series 2025-ST4, Class A | 2,710,355 | 2,328,646 | -381,710 | 0.05% | -$390.84K |
| VOYA CLO LTD VOYA 2019 2A AR 144A | 2,766,834 | 2,308,426 | -458,408 | 0.05% | -$460.11K |
| College Ave Student Loans 2021-C LLC | 2,622,610 | 2,457,458 | -165,152 | 0.05% | -$170.20K |
| Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-RF3, Class 1A2 | 4,312,065 | 4,296,012 | -16,053 | 0.04% | -$33.29K |
| BX Commercial Mortgage Trust, Series 2024-XL5, Class A | 2,512,360 | 2,281,930 | -230,430 | 0.04% | -$229.36K |
| Velocity Commercial Capital Loan Trust 2024-2 | 2,566,110 | 2,193,838 | -372,272 | 0.04% | -$326.65K |
| Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A3 | 2,480,863 | 2,279,076 | -201,787 | 0.04% | -$207.48K |
| Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1 | 2,634,870 | 2,518,539 | -116,330 | 0.04% | -$107.25K |
| Citigroup Mortgage Loan Trust, Series 2007-6, Class 1A2A | 3,165,249 | 3,092,394 | -72,855 | 0.04% | -$16.96K |
| CWALT ALTERNATIVE LN TR 2006-0C7 2A3 STEP 07/25/2046 | 2,446,957 | 2,422,642 | -24,315 | 0.04% | -$11.46K |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A | 2,560,267 | 2,491,891 | -68,376 | 0.04% | -$61.99K |
| NRZT 2025-NQM4 A1 | 2,382,922 | 2,229,361 | -153,561 | 0.04% | -$170.51K |
| HIH Trust, Series 2024-61P, Class A | 2,364,609 | 2,222,246 | -142,363 | 0.04% | -$148.24K |
| AOMT 2024-11 A1 | 2,325,223 | 2,204,367 | -120,856 | 0.04% | -$130.98K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2021 DA C 144A | 2,458,554 | 2,372,556 | -85,998 | 0.04% | -$97.01K |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D | 4,648,932 | 4,620,879 | -28,053 | 0.04% | -$30.96K |
| Vista Point Securitization Trust, Series 2025-CES3, Class A1 | 2,340,689 | 2,188,094 | -152,596 | 0.04% | -$163.40K |
| Foundation Finance Trust, Series 2025-1A, Class A | 2,340,764 | 2,169,616 | -171,148 | 0.04% | -$194.89K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B | 2,494,885 | 2,477,932 | -16,953 | 0.04% | -$8.64K |
| Ajax Mortgage Loan Trust, Series 2021-C, Class C | 2,007,318 | 2,002,870 | -4,448 | 0.04% | $34.95K |
| LPSLT 2021-2GS A 3/48 | 2,749,740 | 2,684,616 | -65,125 | 0.04% | -$123.77K |
| Whitebox CLO III Ltd., Series 2021-3A, Class A1R | 4,109,000 | 2,104,000 | -2,005,000 | 0.04% | -$2.00M |
| BX Trust, Series 2024-CNYN, Class E | 2,137,669 | 2,113,218 | -24,451 | 0.04% | -$32.19K |
| VCC Trust, Series 2025-MC1, Class A1 | 2,339,766 | 2,111,066 | -228,700 | 0.04% | -$225.80K |
| SELF Commercial Mortgage Trust, Series 2024-STRG, Class E | 3,007,000 | 2,104,900 | -902,100 | 0.04% | -$915.32K |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST7 SER 2025-ST7 CL A REGD 144A P/P 4.54600000 | 2,668,076 | 2,095,171 | -572,905 | 0.04% | -$571.38K |
| LendingClub Structured Loan Certificate Issuer Trust, Series 2025-P16, Class A | 2,300,000 | 2,094,778 | -205,222 | 0.04% | -$212.78K |
| COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D | 2,600,000 | 2,080,000 | -520,000 | 0.04% | -$527.10K |
| GSR Mortgage Loan Trust 2005-AR1 | 2,359,474 | 2,284,520 | -74,954 | 0.04% | -$68.07K |
| CITIGROUP MTG LN TR 2009-12 11.151088% 07/25/2037 144A | 5,141,691 | 5,110,425 | -31,265 | 0.04% | -$99.90K |
| MSC 2024-NSTB A | 2,162,707 | 2,062,014 | -100,692 | 0.04% | -$100.84K |
| Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A3 | 5,230,271 | 5,179,154 | -51,117 | 0.04% | -$38.60K |
| Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A2 | 2,214,631 | 2,034,498 | -180,132 | 0.04% | -$184.73K |
| HOMES Trust, Series 2025-AFC4, Class A1A | 2,144,173 | 2,023,126 | -121,048 | 0.04% | -$128.63K |
| AFRMT 2025-1A A | 11,446,000 | 2,006,000 | -9,440,000 | 0.04% | -$9.54M |
| GSMSC Resecuritization Trust 2015-5R | 3,566,183 | 3,520,410 | -45,773 | 0.04% | -$17.26K |
| IndyMac INDX Mortgage Loan Trust, Series 2007-FLX5, Class 2A2 | 2,196,807 | 2,142,546 | -54,261 | 0.04% | -$48.72K |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A | 1,979,579 | 1,905,351 | -74,228 | 0.04% | -$82.47K |
| SMB Private Education Loan Trust, Series 2024-C, Class A1B | 2,111,799 | 1,993,749 | -118,050 | 0.04% | -$117.76K |
| Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR9 Trust | 2,104,625 | 2,089,162 | -15,464 | 0.04% | $18.25K |
| Mosaic Solar Loan Trust 2021-2 | 2,714,207 | 2,634,282 | -79,926 | 0.04% | -$151.23K |
| Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-H1, Class 1A2 | 2,015,773 | 1,993,919 | -21,855 | 0.04% | -$17.37K |
| Bayview Commercial Asset Trust, Series 2007-6A, Class A4A | 2,257,465 | 2,158,698 | -98,767 | 0.04% | -$80.53K |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A2 | 2,099,515 | 1,929,954 | -169,561 | 0.04% | -$177.96K |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA1 Trust | 2,099,946 | 2,082,417 | -17,529 | 0.04% | -$6.54K |
| Voyager OPTONE Delaware Trust, Series 2009-1, Class SAA7 | 9,104,040 | 9,043,310 | -60,730 | 0.04% | -$63.37K |
| CD 2016-CD1 MORTGAGE TRUST CD 2016-CD1 A3 | 4,116,304 | 1,916,367 | -2,199,937 | 0.04% | -$2.19M |
| COLT Mortgage Loan Trust, Series 2025-8, Class A1 | 1,982,312 | 1,890,303 | -92,010 | 0.04% | -$102.82K |
| Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A3 | 1,999,580 | 1,838,090 | -161,490 | 0.04% | -$169.48K |
| Quest Trust | 2,030,779 | 2,004,649 | -26,130 | 0.04% | -$22.10K |
| Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1 | 2,168,131 | 2,130,155 | -37,976 | 0.04% | -$44.73K |
| Service Experts Issuer LLC, Series 2024-1A, Class A | 1,927,757 | 1,802,726 | -125,031 | 0.04% | -$136.71K |
| GS MTG SECS CORP VAR 09/25/2035 144A | 2,152,307 | 2,104,559 | -47,748 | 0.04% | -$23.32K |
| Golub Capital Private Credit Fund CLO 2, Series 2025-1A, Class A1 | 9,570,000 | 1,815,000 | -7,755,000 | 0.04% | -$7.75M |
| GS Mortgage-Backed Securities Trust, Series 2025-DSC2, Class A1 | 1,887,793 | 1,818,513 | -69,280 | 0.04% | -$78.07K |
| Elmwood CLO 39 Ltd., Series 2025-2A, Class A1 | 4,500,000 | 1,810,000 | -2,690,000 | 0.04% | -$2.69M |
| Angel Oak SB Commercial Mortgage Trust, Series 2020-SBC1, Class A1 | 2,011,379 | 1,846,784 | -164,595 | 0.04% | -$158.93K |
| AOMT 2024-10 A1 | 1,956,424 | 1,795,483 | -160,941 | 0.04% | -$169.00K |
| MSWF Commercial Mortgage Trust, Series 2023-2, Class XA | 33,973,491 | 33,164,760 | -808,732 | 0.04% | -$114.40K |
| GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class B | 1,846,619 | 1,735,941 | -110,678 | 0.03% | -$107.34K |
| CWALT TR 2006-J4 6% 07/25/2036 | 3,234,789 | 3,234,651 | -138 | 0.03% | -$27.09K |
| CHNGE Mortgage Trust, Series 2022-1, Class A1 | 1,889,403 | 1,815,556 | -73,846 | 0.03% | -$80.18K |
| Upgrade Master Pass-Thru Trust, Series 2025-ST6, Class A | 2,154,635 | 1,748,157 | -406,478 | 0.03% | -$409.99K |
| First Horizon Alternative Mortgage Securities Trust, Series 2006-AA7, Class A1 | 2,513,247 | 2,258,382 | -254,865 | 0.03% | -$222.03K |
| Diameter Capital CLO 13 Ltd., Series 2025-13A, Class A1 | 3,370,000 | 1,730,000 | -1,640,000 | 0.03% | -$1.64M |
| Anchorage Capital CLO 6 Ltd | 3,720,000 | 1,720,652 | -1,999,348 | 0.03% | -$2.01M |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 2,352,943 | 1,720,706 | -632,237 | 0.03% | -$632.75K |
| LMAT 2019-SL2 A | 1,859,406 | 1,745,368 | -114,037 | 0.03% | -$101.65K |
| WMABS 2006-HE5 1A | 2,221,795 | 2,200,740 | -21,055 | 0.03% | -$16.68K |
| CWHL 2007-16 A1 6.5% 10/37 | 4,249,923 | 4,249,909 | -15 | 0.03% | -$14.07K |
| Government National Mortgage Association, Series 2025-126, Class AD | 1,701,794 | 1,697,849 | -3,945 | 0.03% | -$10.19K |
| Velocity Commercial Capital Loan Trust, Series 2020-1, Class AFX | 1,857,016 | 1,796,337 | -60,679 | 0.03% | -$57.38K |
| Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A2 | 1,787,104 | 1,653,307 | -133,797 | 0.03% | -$145.82K |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 Trust | 2,042,067 | 1,949,694 | -92,373 | 0.03% | -$80.01K |
| LBA Trust 2024-7IND | 1,774,165 | 1,661,850 | -112,316 | 0.03% | -$114.45K |
| RALI Series 2005-QA10 Trust | 4,694,477 | 4,691,281 | -3,196 | 0.03% | -$12.33K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A3 | 1,733,375 | 1,630,636 | -102,739 | 0.03% | -$109.44K |
| Banc of America Funding Corp., Series 2015-R3, Class 1A2 | 1,987,518 | 1,924,384 | -63,135 | 0.03% | -$69.36K |
| Velocity Commercial Capital Loan Trust, Series 2023-1, Class M5 | 1,816,442 | 1,720,122 | -96,320 | 0.03% | -$103.64K |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | 1,896,056 | 1,884,301 | -11,756 | 0.03% | -$4.66K |
| Beech, 1st Lien Term Loan | 2,121,173 | 1,389,343 | -731,830 | 0.03% | -$886.93K |
| PENN Commercial Mortgage Trust, Series 2025-P11, Class C | 1,772,000 | 1,522,000 | -250,000 | 0.03% | -$256.39K |
| COLT Mortgage Loan Trust, Series 2021-5, Class A1 | 1,801,839 | 1,723,104 | -78,735 | 0.03% | -$75.55K |
| Velocity Commercial Capital Loan Trust 2021-3 | 2,188,891 | 2,159,690 | -29,201 | 0.03% | -$32.09K |
| Durst Commercial Mortgage Trust, Series 2025-151, Class D | 2,923,000 | 1,493,000 | -1,430,000 | 0.03% | -$1.49M |
| JP Morgan Resecuritization Trust Series 2014-5 | 9,286,180 | 9,236,655 | -49,525 | 0.03% | -$46.44K |
| KeyCorp Student Loan Trust, Series 2004-A, Class 2D | 1,666,095 | 1,555,400 | -110,696 | 0.03% | -$97.97K |
| GSMPS Mortgage Loan Trust 2006-RP2 | 1,845,709 | 1,806,586 | -39,123 | 0.03% | -$22.66K |
| VERUS SECURITIZATION TRUST VERUS 2021 8 A1 144A | 1,644,042 | 1,611,556 | -32,485 | 0.03% | -$49.50K |
| Ajax Mortgage Loan Trust, Series 2023-B, Class C | 1,956,639 | 1,914,235 | -42,405 | 0.03% | $74.95K |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-6 Trust | 3,770,078 | 3,752,517 | -17,561 | 0.03% | -$13.02K |
| SoFi Personal Loan Trust, Series 2023-1A, Class A | 1,672,194 | 1,447,301 | -224,893 | 0.03% | -$235.62K |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.26% 10/27/2059 144A | 1,628,457 | 1,450,505 | -177,951 | 0.03% | -$194.55K |
| BHG 2020-A C 144A 5.17% 09-17-31 | 1,714,918 | 1,451,429 | -263,489 | 0.03% | -$263.50K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A | 1,568,112 | 1,430,892 | -137,220 | 0.03% | -$136.09K |
| NSLT 2025-BA D | 3,646,000 | 1,453,000 | -2,193,000 | 0.03% | -$2.21M |
| Ajax Mortgage Loan Trust, Series 2021-C, Class A | 1,519,859 | 1,421,353 | -98,507 | 0.03% | -$97.66K |
| BX Commercial Mortgage Trust, Series 2024-XL4, Class E | 1,642,622 | 1,414,554 | -228,068 | 0.03% | -$240.84K |
| Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A2 | 1,525,352 | 1,394,452 | -130,900 | 0.03% | -$137.31K |
| BX Trust, Series 2024-CNYN, Class D | 1,406,361 | 1,390,275 | -16,086 | 0.03% | -$23.91K |
| College Ave Student Loans 2021-B LLC | 1,561,285 | 1,480,195 | -81,090 | 0.03% | -$82.66K |
| Freddie Mac Multiclass Certificates Series 2024-P015 | 1,380,116 | 1,377,089 | -3,027 | 0.03% | -$14.71K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 D A2A 144A | 1,527,797 | 1,397,808 | -129,989 | 0.03% | -$132.14K |
| Long Beach Mortgage Loan Trust, Series 2006-5, Class 2A3 | 2,905,879 | 2,892,818 | -13,061 | 0.03% | -$17.13K |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-2 VCC 2024-3 M2 | 1,687,486 | 1,332,984 | -354,502 | 0.03% | -$376.19K |
| Citicorp Mortgage Securities Trust, Series 2007-9, Class 1A1 | 1,427,461 | 1,409,951 | -17,509 | 0.03% | -$21.30K |
| Upland CLO Ltd., Series 2016-1A, Class A2R | 2,340,000 | 1,330,901 | -1,009,099 | 0.03% | -$1.01M |
| Spruce Hill Mortgage Loan Trust, Series 2020-SH2, Class B1 | 1,465,039 | 1,336,653 | -128,386 | 0.03% | -$128.64K |
| GT Loan Financing I Ltd., Series 2013-1A, Class AR2 | 2,645,000 | 1,315,000 | -1,330,000 | 0.03% | -$1.33M |
| Oakwood Mortgage Investors Inc | 1,389,669 | 1,306,403 | -83,266 | 0.03% | -$90.58K |
| FBR SECURITIZATION TRUST FBRSI 2005 5 M2 | 1,413,493 | 1,303,866 | -109,627 | 0.03% | -$108.04K |
| CHL Mortgage Pass-Through Trust 2005-J2 | 2,151,120 | 2,108,803 | -42,317 | 0.03% | -$54.77K |
| Alternative Loan Trust 2006-J7 | 2,846,006 | 2,845,800 | -205 | 0.03% | -$6.39K |
| Oakwood Mortgage Investors Inc | 1,330,160 | 1,265,271 | -64,889 | 0.03% | -$72.43K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1 | 1,442,829 | 1,397,950 | -44,879 | 0.03% | -$40.19K |
| SPLT_24-1: A ABS | 1,833,538 | 1,266,143 | -567,395 | 0.02% | -$553.32K |
| Structured Asset Securities Corp | 1,360,575 | 1,332,413 | -28,161 | 0.02% | -$18.40K |
| Velocity Commercial Capital Loan Trust 2021-1 | 1,679,033 | 1,644,278 | -34,755 | 0.02% | -$36.28K |
| Velocity Commercial Capital Loan Trust, Series 2021-1, Class M6 | 1,795,704 | 1,686,900 | -108,805 | 0.02% | -$91.90K |
| Mill City Solar Loan Ltd., Series 2019-2GS, Class A | 1,430,374 | 1,384,799 | -45,575 | 0.02% | -$50.48K |
| GSAA Home Equity Trust 2006-14 | 4,394,961 | 4,366,935 | -28,026 | 0.02% | -$31.36K |
| Alternative Loan Trust 2006-29T1 | 2,176,209 | 2,176,180 | -29 | 0.02% | -$14.90K |
| BlueMountain CLO Ltd., Series 2016-3A, Class A1R2 | 2,253,015 | 1,242,340 | -1,010,675 | 0.02% | -$1.01M |
| SG Residential Mortgage Trust, Series 2025-1, Class A1 | 1,258,504 | 1,244,181 | -14,323 | 0.02% | -$18.74K |
| Fremont Home Loan Trust, Series 2006-3, Class 1A1 | 1,667,842 | 1,652,497 | -15,345 | 0.02% | -$9.60K |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-4 7% 05/25/2036 | 5,026,422 | 5,026,418 | -4 | 0.02% | -$8.38K |
Top 300 of 676, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| THE BAHA TRUST 6.17072% 12/10/2041 144A | 28,280,000 | 28,280,000 | 0 | 0.57% | -$413.89K |
| BXMT Ltd., Series 2025-FL5, Class A | 17,933,000 | 17,933,000 | 0 | 0.35% | $78.21K |
| Consolidated Communications LLC, Series 2025-4A, Class B | 17,236,000 | 17,236,000 | 0 | 0.34% | -$33.46K |
| Velocity Commercial Capital Loan Trust, Series 2025-RTL1, Class A1 | 16,000,000 | 16,000,000 | 0 | 0.32% | -$69.88K |
| ORCHARD PK CLO LTD A TSFR3M+136 10/20/2037 144A | 14,850,000 | 14,850,000 | 0 | 0.29% | -$48.99K |
| Sagard-HalseyPoint CLO 10 Ltd., Series 2025-10A, Class A1 | 13,480,000 | 13,480,000 | 0 | 0.27% | -$28.58K |
| BAY Mortgage Trust, Series 2025-LIVN, Class A | 13,237,000 | 13,237,000 | 0 | 0.26% | -$79.50K |
| BFLD Commercial Mortgage Trust, Series 2025-5MW, Class F | 12,660,000 | 12,660,000 | 0 | 0.25% | $10.32K |
| Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A | 12,510,713 | 12,510,713 | 0 | 0.25% | -$31.27K |
| RR 32 Ltd., Series 2024-32RA, Class A1R | 11,850,000 | 11,850,000 | 0 | 0.23% | -$37.67K |
| OneMain Financial Issuance Trust, Series 2024-1A, Class A | 10,618,000 | 10,618,000 | 0 | 0.22% | -$40.30K |
| JW Commercial Mortgage Trust, Series 2024-MRCO, Class A | 10,813,000 | 10,813,000 | 0 | 0.21% | -$16.71K |
| BX 2025-ARIA A | 10,720,000 | 10,720,000 | 0 | 0.21% | -$40.73K |
| NYC Trust, Series 2025-77C, Class A | 10,530,000 | 10,530,000 | 0 | 0.21% | -$128.75K |
| RMIT_21-3 | 10,210,000 | 10,210,000 | 0 | 0.20% | $51.05K |
| CIFC Funding Ltd., Series 2014-2RA, Class AR | 10,000,000 | 10,000,000 | 0 | 0.20% | -$26.35K |
| NCMF Trust 2025-MFS | 9,942,000 | 9,942,000 | 0 | 0.20% | -$118.58K |
| Diameter Capital CLO 2 Ltd., Series 2021-2A, Class A1R | 9,990,000 | 9,990,000 | 0 | 0.20% | -$29.16K |
| BX Trust, Series 2024-PALM, Class A | 9,565,962 | 9,565,962 | 0 | 0.19% | -$11.95K |
| REGIONAL MGMT ISSUANCE TR 2025-2 A 4.59% 11/16/2037 144A | 9,558,000 | 9,558,000 | 0 | 0.19% | -$89.20K |
| Upgrade Master Pass-Thru Trust, Series 2025-ST8, Class C | 9,433,000 | 9,433,000 | 0 | 0.18% | -$67.10K |
| OCP CLO Ltd., Series 2017-13A, Class AR2 | 9,329,000 | 9,329,000 | 0 | 0.18% | -$31.16K |
| ARES TR 2024-IND2 A TSFR1M+144.3 10/15/2034 144A | 9,250,000 | 9,250,000 | 0 | 0.18% | -$5.70K |
| MFIT 2025-AA A | 9,101,000 | 9,101,000 | 0 | 0.18% | -$47.87K |
| ILPT Commercial Mortgage Trust, Series 2025-LPF2, Class A | 8,890,000 | 8,890,000 | 0 | 0.18% | -$54.57K |
| Golub Capital Partners CLO 17 Ltd., Series 2013-17A, Class A1RR | 8,730,000 | 8,730,000 | 0 | 0.17% | $9.16K |
| Brookfield Multifamily - BMP 2024-MF23 D | 8,720,000 | 8,720,000 | 0 | 0.17% | -$21.57K |
| Kennedy Lewis CLO 7 Ltd., Series 7A, Class A1R | 8,525,000 | 8,525,000 | 0 | 0.17% | -$28.12K |
| BAMLL Trust, Series 2025-ASHF, Class A | 8,471,000 | 8,471,000 | 0 | 0.17% | -$37.84K |
| BFLD Trust, Series 2025-EWEST, Class A | 8,457,000 | 8,457,000 | 0 | 0.17% | -$26.97K |
| SCG Mortgage Trust, Series 2024-MSP, Class A | 8,372,000 | 8,372,000 | 0 | 0.16% | -$5 |
| REPUBLIC FIN ISSUANCE TR 2025-A 4.59% 11/20/2034 144A | 8,391,000 | 8,391,000 | 0 | 0.16% | -$64.25K |
| TCO Commercial Mortgage Trust, Series 2024-DPM, Class A | 8,232,000 | 8,232,000 | 0 | 0.16% | -$30.71K |
| Regatta 35 Funding Ltd., Series 2025-5A, Class A1 | 8,200,000 | 8,200,000 | 0 | 0.16% | -$22.67K |
| DK Trust, Series 2024-SPBX, Class E | 8,186,000 | 8,186,000 | 0 | 0.16% | -$7.89K |
| Compass Datacenters Issuer III LLC, Series 2025-3A, Class A2 | 8,109,000 | 8,109,000 | 0 | 0.16% | -$128.40K |
| LFT 2025-3A A | 8,085,000 | 8,085,000 | 0 | 0.16% | -$53.66K |
| GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR | 7,920,000 | 7,920,000 | 0 | 0.16% | -$11.54K |
| ACRES PLC ACRES 2025 FL3 A 144A | 7,859,000 | 7,859,000 | 0 | 0.15% | -$8.20K |
| Diameter Capital CLO 12 Ltd., Series 2025-12A, Class A | 7,710,000 | 7,710,000 | 0 | 0.15% | -$17.73K |
| Benefit Street Partners CLO XXVII Ltd., Series 2022-27A, Class AR | 7,630,000 | 7,630,000 | 0 | 0.15% | -$23.04K |
| NSLT 2021-BA B | 8,450,000 | 8,450,000 | 0 | 0.15% | $19.12K |
| CSMC 2020-SPT1 Trust | 8,400,000 | 8,400,000 | 0 | 0.15% | $335.44K |
| Taco Bell Funding, LLC, Series 2025-1A, Class A2I | 7,703,000 | 7,703,000 | 0 | 0.15% | -$75.15K |
| Nelnet Student Loan Trust, Series 2021-BA, Class D | 8,380,000 | 8,380,000 | 0 | 0.15% | -$60.06K |
| OHA CR FDG 7 LTD / OHA CR FDG 7 LLC A1R2 TSFR3M+128 07/19/2038 144A | 7,459,382 | 7,459,382 | 0 | 0.15% | -$20.53K |
| QTS Issuer ABS II LLC, Series 2025-1A, Class A2 | 7,517,000 | 7,517,000 | 0 | 0.14% | -$87.64K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class A | 7,170,000 | 7,170,000 | 0 | 0.14% | -$57.06K |
| NSLT 2025-BA B | 7,080,000 | 7,080,000 | 0 | 0.14% | -$83.29K |
| CENT 2025-CITY A | 6,956,000 | 6,956,000 | 0 | 0.14% | -$34.72K |
| FirstKey Homes Trust, Series 2022-SFR3, Class E2 | 6,928,000 | 6,928,000 | 0 | 0.14% | $16.51K |
| Silver Point CLO 13 Ltd., Series 2025-13A, Class A1 | 6,760,000 | 6,760,000 | 0 | 0.13% | -$15.43K |
| SHR Trust, Series 2024-LXRY, Class A | 6,747,000 | 6,747,000 | 0 | 0.13% | -$22.48K |
| Mariner Finance Issuance Trust, Series 2025-BA, Class A | 6,752,000 | 6,752,000 | 0 | 0.13% | -$54.82K |
| Anchorage Capital CLO 8 Ltd., Series 2016-8A, Class A1R3 | 6,670,000 | 6,670,000 | 0 | 0.13% | -$16.71K |
| AMMC CLO 27 Ltd., Series 2022-27A, Class A1R | 6,680,000 | 6,680,000 | 0 | 0.13% | -$4.20K |
| Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A | 6,510,000 | 6,510,000 | 0 | 0.13% | -$67.36K |
| Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2 | 6,510,000 | 6,510,000 | 0 | 0.13% | -$23.35K |
| PLNT 2025-1A A2II | 6,430,000 | 6,430,000 | 0 | 0.12% | -$79.68K |
| BX Commercial Mortgage Trust, Series 2024-KING, Class A | 6,306,970 | 6,306,970 | 0 | 0.12% | $0 |
| BX Trust 2025-VLT6 | 6,301,248 | 6,301,248 | 0 | 0.12% | -$35.44K |
| PKBLU 2025-9A A1 | 6,250,000 | 6,250,000 | 0 | 0.12% | -$13.18K |
| BX TRUST | 6,200,000 | 6,200,000 | 0 | 0.12% | -$46.20K |
| Regatta 30 Funding Ltd., Series 2024-4A, Class A1 | 6,150,000 | 6,150,000 | 0 | 0.12% | -$17.72K |
| Silver Point CLO 8 Ltd., Series 2025-8A, Class A1 | 6,130,000 | 6,130,000 | 0 | 0.12% | -$17.04K |
| VDCR 2025-1A A2A | 6,258,000 | 6,258,000 | 0 | 0.12% | -$81.15K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class E | 6,096,000 | 6,096,000 | 0 | 0.12% | -$25.85K |
| LFT 2025-1A A | 5,984,000 | 5,984,000 | 0 | 0.12% | -$46.51K |
| CIP Commercial Mortgage Trust, Series 2025-SBAY, Class E | 5,990,000 | 5,990,000 | 0 | 0.12% | -$31.73K |
| GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class D | 5,959,000 | 5,959,000 | 0 | 0.12% | -$69.02K |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL A4 REGD 3.71200000 | 6,000,000 | 6,000,000 | 0 | 0.12% | -$14.42K |
| BPR Mortgage Trust, Series 2023-STON, Class A | 5,722,000 | 5,722,000 | 0 | 0.12% | -$73.66K |
| SESAC FINANCE LLC SESAC 2025 1 A2 144A | 5,960,000 | 5,960,000 | 0 | 0.11% | -$80.56K |
| Park Blue CLO Ltd., Series 2025-10A, Class A1 | 5,840,000 | 5,840,000 | 0 | 0.11% | -$1.20K |
| Golub Capital Partners CLO 37B Ltd | 5,810,000 | 5,810,000 | 0 | 0.11% | -$8.51K |
| PRK 2017-280P A | 5,792,000 | 5,792,000 | 0 | 0.11% | -$9.96K |
| Affirm Asset Securitization Trust, Series 2025-X1, Class C | 5,750,000 | 5,750,000 | 0 | 0.11% | -$11.78K |
| Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class B | 5,754,000 | 5,754,000 | 0 | 0.11% | -$31.15K |
| ARES Commercial Mortgage Trust, Series 2024-IND, Class A | 5,730,000 | 5,730,000 | 0 | 0.11% | -$5.29K |
| GS MTG SECS CORP TR 2023-FUN TSFR1M+209.125 03/15/2028 144A | 5,707,000 | 5,707,000 | 0 | 0.11% | -$5.12K |
| Summit Issuer LLC, Series 2025-1A, Class A2 | 5,682,000 | 5,682,000 | 0 | 0.11% | -$26.54K |
| Lendmark Funding Trust, Series 2024-1A, Class D | 5,550,000 | 5,550,000 | 0 | 0.11% | -$32.05K |
| GSMS 2025-800D A | 5,593,000 | 5,593,000 | 0 | 0.11% | -$13.37K |
| Lyra Music Assets Delaware LP, Series 2024-2A, Class A2 | 5,553,640 | 5,553,640 | 0 | 0.11% | -$35.75K |
| VEGAS, Series 2024-GCS, Class C | 5,520,000 | 5,520,000 | 0 | 0.11% | $22.44K |
| GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class C | 5,586,000 | 5,586,000 | 0 | 0.11% | -$57.81K |
| Bayview Financial Mortgage Pass-Through Trust 2006-A | 5,459,000 | 5,459,000 | 0 | 0.11% | -$6.81K |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class BR2 | 5,500,000 | 5,500,000 | 0 | 0.11% | -$22.51K |
| FirstKey Homes 2021-SFR2 Trust | 5,500,000 | 5,500,000 | 0 | 0.11% | $36.57K |
| Regatta XII Funding Ltd., Series 2019-1A, Class ARR | 5,370,000 | 5,370,000 | 0 | 0.11% | -$17.91K |
| OCP CLO Ltd., Series 2016-12A, Class BAR3 | 5,360,000 | 5,360,000 | 0 | 0.11% | -$13.01K |
| OHA Credit Partners XVI, Series 2021-16A, Class AR | 5,340,259 | 5,340,259 | 0 | 0.10% | -$17.10K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class D | 5,319,000 | 5,319,000 | 0 | 0.10% | -$23.36K |
| Commercial Mortgage Trust, Series 2024-WCL1, Class A | 5,270,000 | 5,270,000 | 0 | 0.10% | -$24.64K |
| Progress Residential Trust, Series 2024-SFR4, Class E1 | 5,640,000 | 5,640,000 | 0 | 0.10% | -$52.11K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class F | 5,223,000 | 5,223,000 | 0 | 0.10% | -$49.78K |
| Bridge Street CLO VI Ltd., Series 2025-2A, Class A1 | 5,210,000 | 5,210,000 | 0 | 0.10% | -$14.66K |
| Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R | 5,162,408 | 5,162,408 | 0 | 0.10% | -$19.09K |
| TRK Trust, Series 2021-INV2, Class B1 | 5,929,000 | 5,929,000 | 0 | 0.10% | $180.91K |
| BAIN CAPITAL CREDIT CLO, LIMIT A1 TSFR3M+152 07/15/2037 144A | 5,090,000 | 5,090,000 | 0 | 0.10% | -$18.03K |
| LQR Trust, Series 2025-CALI, Class E | 5,078,000 | 5,078,000 | 0 | 0.10% | -$27 |
| Whitebox CLO I Ltd., Series 2019-1A, Class A1R3 | 5,040,000 | 5,040,000 | 0 | 0.10% | -$8.45K |
| KENNEDY LEWIS CLO LTD KLLM 8A A1R2 144A | 4,990,000 | 4,990,000 | 0 | 0.10% | -$16.40K |
| BBCMS Mortgage Trust, Series 2018-TALL, Class A | 5,260,000 | 5,260,000 | 0 | 0.10% | $4.95K |
| CIFC Funding Ltd., Series 2025-4A, Class A1 | 4,980,000 | 4,980,000 | 0 | 0.10% | -$13.56K |
| NSLT 2021-CA D 144A 4.44% 04-20-62 | 5,590,000 | 5,590,000 | 0 | 0.10% | $11.61K |
| TRESTLES CLO LTD 25-9A A1 TSFR3M+126 01/15/2039 144A | 4,970,000 | 4,970,000 | 0 | 0.10% | -$12.52K |
| NCMF Trust, Series 2025-MFS, Class A | 4,961,000 | 4,961,000 | 0 | 0.10% | -$35.96K |
| Elmwood CLO II Ltd., Series 2019-2A, Class A1RR | 4,920,000 | 4,920,000 | 0 | 0.10% | -$15.61K |
| PRKAV 2017-245P A | 5,000,000 | 5,000,000 | 0 | 0.10% | -$4.94K |
| ATRIUM HOTEL PORT TR 2025-ATRM F TSFR1M+550 08/15/2030 144A | 4,960,000 | 4,960,000 | 0 | 0.10% | -$40.90K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3 | 5,000,000 | 5,000,000 | 0 | 0.10% | -$4.97K |
| Nelnet Student Loan Trust, Series 2021-DA, Class B | 5,408,000 | 5,408,000 | 0 | 0.10% | -$5.41K |
| Progress Residential Trust, Series 2022-SFR1, Class F | 5,000,000 | 5,000,000 | 0 | 0.10% | -$38.13K |
| ARCREN 2025-FL1 A 1/43 | 4,854,000 | 4,854,000 | 0 | 0.10% | -$6.11K |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class A | 4,810,000 | 4,810,000 | 0 | 0.09% | -$11.06K |
| CIP Commercial Mortgage Trust, Series 2025-SBAY, Class A | 4,785,000 | 4,785,000 | 0 | 0.09% | -$7.43K |
| Wireless PropCo Funding LLC, Series 2025-1A, Class C | 4,744,000 | 4,744,000 | 0 | 0.09% | -$73.54K |
| Nelnet Student Loan Trust, Series 2021-CA, Class B | 5,370,432 | 5,370,432 | 0 | 0.09% | $47.20K |
| Goldentree Loan Management US Clo 26 Ltd | 4,750,000 | 4,750,000 | 0 | 0.09% | -$22.67K |
| Dwight Issuer LLC, Series 2025-FL1, Class A | 4,725,000 | 4,725,000 | 0 | 0.09% | -$13.56K |
| Rad CLO 6 Ltd., Series 2019-6A, Class A1R | 4,670,000 | 4,670,000 | 0 | 0.09% | -$16.09K |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A | 4,660,000 | 4,660,000 | 0 | 0.09% | $1.20K |
| Regatta XI Funding Ltd., Series 2018-1A, Class BR | 4,650,000 | 4,650,000 | 0 | 0.09% | -$10.07K |
| PRKCM Trust, Series 2023-AFC1, Class B1 | 4,666,000 | 4,666,000 | 0 | 0.09% | -$3.91K |
| Anchorage Capital CLO 34 Ltd., Series 2025-34A, Class A1 | 4,640,000 | 4,640,000 | 0 | 0.09% | $2.08K |
| Sandstone Peak IV Ltd., Series 2025-1A, Class A1 | 4,630,000 | 4,630,000 | 0 | 0.09% | -$11.80K |
| BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A | 4,620,000 | 4,620,000 | 0 | 0.09% | -$2.88K |
| FS Rialto Issuer LLC, Series 2024-FL9, Class A | 4,618,000 | 4,618,000 | 0 | 0.09% | $8.58K |
| Progress Residential 2024-SFR4 Trust | 5,000,000 | 5,000,000 | 0 | 0.09% | -$44.41K |
| Ballyrock CLO 15 Ltd., Series 2021-1A, Class A1R | 4,600,000 | 4,600,000 | 0 | 0.09% | -$17.10K |
| Morgan Stanley Capital I Trust 2019-H7 | 5,000,000 | 5,000,000 | 0 | 0.09% | -$31.64K |
| Rad CLO 14 Ltd., Series 2021-14A, Class A | 4,550,000 | 4,550,000 | 0 | 0.09% | -$3.73K |
| Madison Park Funding LVII Ltd., Series 2022-57A, Class A1R | 4,550,000 | 4,550,000 | 0 | 0.09% | -$1.29K |
| KKR CLO Ltd., Series 34A, Class AR | 4,550,000 | 4,550,000 | 0 | 0.09% | -$3.07K |
| AGL CLO 6 Ltd., Series 2020-6A, Class A1R2 | 4,540,000 | 4,540,000 | 0 | 0.09% | -$12.88K |
| THE BAHA TRUST CSTR 12/10/2029 144A | 4,400,000 | 4,400,000 | 0 | 0.09% | -$83.18K |
| Lendmark Funding Trust, Series 2025-1A, Class C | 4,474,000 | 4,474,000 | 0 | 0.09% | -$39.48K |
| TICP CLO VI Ltd., Series 2016-6A, Class AR2 | 4,500,000 | 4,500,000 | 0 | 0.09% | -$265 |
| Park Blue CLO 2025-VII Ltd., Series 2025-7A, Class A1 | 4,500,000 | 4,500,000 | 0 | 0.09% | -$12.27K |
| OneMain Financial Issuance Trust, Series 2021-1A, Class B | 4,700,000 | 4,700,000 | 0 | 0.09% | $19.83K |
| MF1 LLC, Series 2025-FL19, Class A | 4,467,000 | 4,467,000 | 0 | 0.09% | -$9.86K |
| REPUBLIC FIN ISSUANCE TR 24-A B 6.47% 08/20/2032 144A | 4,430,000 | 4,430,000 | 0 | 0.09% | -$67.76K |
| BBAM US CLO VI Ltd., Series 2025-6A, Class A1 | 4,460,000 | 4,460,000 | 0 | 0.09% | -$10.12K |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8 3.181% 10/17/2038 144A | 4,500,000 | 4,500,000 | 0 | 0.09% | $9.52K |
| Anchorage Capital CLO 29 Ltd., Series 2024-29A, Class A1 | 4,430,000 | 4,430,000 | 0 | 0.09% | -$15.01K |
| OneMain Financial Issuance Trust, Series 2021-1A, Class C | 4,680,000 | 4,680,000 | 0 | 0.09% | $23.18K |
| BX Trust, Series 2025-TAIL, Class E | 4,418,000 | 4,418,000 | 0 | 0.09% | $2.89K |
| MDPK 2018-30A A1R | 4,410,000 | 4,410,000 | 0 | 0.09% | -$13.19K |
| CML Project Crabtree, Delayed Draw 1st Lien Term Loan | 4,400,000 | 4,400,000 | 0 | 0.09% | -$29.47K |
| Lendmark Funding Trust, Series 2021-2A, Class B | 4,630,000 | 4,630,000 | 0 | 0.09% | -$15.69K |
| AGL Core CLO 4 Ltd., Series 2020-4A, Class AR2 | 4,350,000 | 4,350,000 | 0 | 0.09% | -$14.22K |
| Lendmark Funding Trust, Series 2025-3A, Class C | 4,372,000 | 4,372,000 | 0 | 0.08% | -$26.09K |
| CIFC Funding Ltd., Series 2019-1A, Class A1R2 | 4,297,000 | 4,297,000 | 0 | 0.08% | -$13.88K |
| JP Morgan Mortgage Trust, Series 2021-INV7, Class A4A | 6,217,990 | 6,217,990 | 0 | 0.08% | -$14.66K |
| ADMT 2024-NQM5 M1 | 4,238,000 | 4,238,000 | 0 | 0.08% | -$35.66K |
| Elmwood CLO 29 Ltd., Series 2024-5A, Class AR1 | 4,250,000 | 4,250,000 | 0 | 0.08% | -$13.42K |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC B TSFR3M+205 04/25/2037 144A | 4,230,000 | 4,230,000 | 0 | 0.08% | -$6.27K |
| Mariner Finance Issuance Trust, Series 2021-BA, Class C | 4,403,000 | 4,403,000 | 0 | 0.08% | -$17.84K |
| Hilton Commercial Mortgage Trust, Series 2024-ORL, Class D | 4,173,000 | 4,173,000 | 0 | 0.08% | -$23.26K |
| ELM Trust, Series 2024-ELM, Class E10 | 4,157,000 | 4,157,000 | 0 | 0.08% | -$7.54K |
| Mariner Finance Issuance Trust, Series 2024-AA, Class A | 4,126,000 | 4,126,000 | 0 | 0.08% | -$21.69K |
| Nelnet Student Loan Trust, Series 2025-CA, Class D | 4,242,000 | 4,242,000 | 0 | 0.08% | -$46.97K |
| Republic Finance Issuance Trust, Series 2024-A, Class D | 4,072,000 | 4,072,000 | 0 | 0.08% | -$60.31K |
| AGL CLO 42 Ltd., Series 2025-42A, Class A1 | 4,120,000 | 4,120,000 | 0 | 0.08% | -$12.09K |
| WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A | 4,020,000 | 4,020,000 | 0 | 0.08% | -$21.31K |
| AREIT, Series 2025-CRE11, Class A | 4,098,000 | 4,098,000 | 0 | 0.08% | -$3.83K |
| CIFC FUNDING 2019-VI LTD A1R TSFR3M+145 07/16/2037 144A | 4,080,000 | 4,080,000 | 0 | 0.08% | -$10.01K |
| GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051 | 4,100,000 | 4,100,000 | 0 | 0.08% | $7.64K |
| BENEFIT STR PARTNERS CLO 42 LTD / LLC 42A A TSFR3M+130 10/25/2038 144A | 4,050,000 | 4,050,000 | 0 | 0.08% | -$10.31K |
| Foundation Finance Trust, Series 2025-2A, Class D | 4,057,000 | 4,057,000 | 0 | 0.08% | -$14.63K |
| Velocity Commercial Capital Loan Trust, Series 2025-1, Class M3 | 3,994,885 | 3,994,885 | 0 | 0.08% | -$22.40K |
| Velocity Commercial Capital Loan Trust, Series 2025-1, Class M4 | 3,994,885 | 3,994,885 | 0 | 0.08% | -$20.69K |
| Great Lakes CLO IX Ltd., Series 2025-9A, Class A1 | 4,000,000 | 4,000,000 | 0 | 0.08% | $4.57K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1 | 4,013,000 | 4,013,000 | 0 | 0.08% | -$33.44K |
| OCP CLO Ltd., Series 2015-10A, Class AR3 | 4,000,000 | 4,000,000 | 0 | 0.08% | -$14.79K |
| NSLT 2025-BA C | 4,045,000 | 4,045,000 | 0 | 0.08% | -$78.20K |
| Diameter Capital CLO 5 Ltd., Series 2023-5A, Class A1R | 3,980,000 | 3,980,000 | 0 | 0.08% | -$9.38K |
| FirstKey Homes Trust, Series 2022-SFR1, Class E1 | 4,000,000 | 4,000,000 | 0 | 0.08% | -$14.65K |
| OHA Credit Funding 9 Ltd., Series 2021-9A, Class A1R | 3,890,000 | 3,890,000 | 0 | 0.08% | -$12.37K |
| Foundation Finance Trust, Series 2025-2A, Class E | 3,942,000 | 3,942,000 | 0 | 0.08% | -$101.55K |
| 1345T, Series 2025-AOA, Class E | 3,853,000 | 3,853,000 | 0 | 0.08% | -$1.27K |
| BX Trust, Series 2025-OMG, Class A | 3,874,000 | 3,874,000 | 0 | 0.08% | -$12.10K |
| FREMF 2018-KW05 Trust | 4,100,000 | 4,100,000 | 0 | 0.08% | $3.52K |
| OHA Credit Partners XI Ltd., Series 2015-11A, Class A1R2 | 3,844,719 | 3,844,719 | 0 | 0.08% | -$13.11K |
| BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A | 3,790,000 | 3,790,000 | 0 | 0.07% | -$1.18K |
| AGL Core CLO 2 Ltd., Series 2019-2A, Class A1R | 3,770,000 | 3,770,000 | 0 | 0.07% | -$10.40K |
| MARINER FIN ISSUANCE TR 2025-AA C 0% 05/20/2038 144A | 3,732,000 | 3,732,000 | 0 | 0.07% | -$25.69K |
| UNIV Trust, Series 2025-APTS, Class A | 3,776,000 | 3,776,000 | 0 | 0.07% | -$17.92K |
| DBC Mortgage Trust, Series 2025-DBC, Class C | 3,736,000 | 3,736,000 | 0 | 0.07% | -$14.00K |
| DBGS, Series 2024-SBL, Class A | 3,719,000 | 3,719,000 | 0 | 0.07% | -$4.65K |
| SPCLO 2025-12A A1 | 3,710,000 | 3,710,000 | 0 | 0.07% | -$8.14K |
| BENEFIT STREET PARTNERS CLO LT BSP 2025 44A A1 144A | 3,710,000 | 3,710,000 | 0 | 0.07% | -$7.76K |
| WFCM 2018-C46 A4 | 3,740,000 | 3,740,000 | 0 | 0.07% | -$30.06K |
| HILT Commercial Mortgage Trust, Series 2024-ORL, Class A | 3,695,000 | 3,695,000 | 0 | 0.07% | -$6.90K |
| Sagard-Halseypoint CLO 8 Ltd., Series 2024-8A, Class A1 | 3,670,000 | 3,670,000 | 0 | 0.07% | -$12.21K |
| Apidos CLO LV, Series 2025-55A, Class A1 | 3,670,000 | 3,670,000 | 0 | 0.07% | -$5.46K |
| AGL Core CLO 38 Ltd., Series 2025-38A, Class A1 | 3,650,000 | 3,650,000 | 0 | 0.07% | -$10.44K |
| BHG Securitization Trust, Series 2021-A, Class B | 3,714,000 | 3,714,000 | 0 | 0.07% | -$15.52K |
| Clover CLO LLC, Series 2021-3A, Class AR | 3,630,000 | 3,630,000 | 0 | 0.07% | -$2.92K |
| HTL Commercial Mortgage Trust, Series 2024-T53, Class E | 3,538,338 | 3,538,338 | 0 | 0.07% | -$54.38K |
| FNMA POOL BZ1178 FN 06/31 FIXED 5.81 | 3,533,000 | 3,533,000 | 0 | 0.07% | -$80.65K |
| Progress Residential Trust, Series 2021-SFR6, Class F | 3,577,000 | 3,577,000 | 0 | 0.07% | $12.12K |
| BX Commercial Mortgage Trust, Series 2025-BCAT, Class A | 3,519,780 | 3,519,780 | 0 | 0.07% | -$4.39K |
| ROCKT 2021-1A A1 | 3,500,000 | 3,500,000 | 0 | 0.07% | -$1.18K |
| Canyon CLO Ltd., Series 2020-3A, Class A1R | 3,495,000 | 3,495,000 | 0 | 0.07% | -$10.39K |
| Benefit Street Partners CLO XXXVII Ltd., Series 2024-37A, Class A | 3,470,000 | 3,470,000 | 0 | 0.07% | -$9.73K |
| INV Mortgage Trust, Series 2024-IND, Class A | 3,510,000 | 3,510,000 | 0 | 0.07% | -$19.81K |
| AIMCO CLO, Series 2018-AA, Class AR | 3,460,000 | 3,460,000 | 0 | 0.07% | -$11.67K |
| INCREF LLC, Series 2025-FL1, Class A | 3,457,000 | 3,457,000 | 0 | 0.07% | -$9.12K |
| BAMLL Trust, Series 2025-ASHF, Class E | 3,454,000 | 3,454,000 | 0 | 0.07% | -$10.89K |
| Regatta XXVII Funding Ltd., Series 2024-1A, Class A1 | 3,440,000 | 3,440,000 | 0 | 0.07% | -$10.34K |
| MHP Commercial Mortgage Trust, Series 2021-STOR, Class G | 3,426,000 | 3,426,000 | 0 | 0.07% | $8.36K |
| Birch Grove CLO 10 Ltd., Series 2024-10A, Class A | 3,400,000 | 3,400,000 | 0 | 0.07% | -$9.70K |
| Mariner Finance Issuance Trust, Series 2021-BA, Class E | 3,620,000 | 3,620,000 | 0 | 0.07% | -$10.29K |
| Dryden 104 CLO Ltd., Series 2022-104A, Class A1R | 3,370,000 | 3,370,000 | 0 | 0.07% | -$1.04K |
| ELM Trust 2024-ELM | 3,350,000 | 3,350,000 | 0 | 0.07% | -$10.98K |
| ELM Trust, Series 2024-ELM, Class A15 | 3,350,000 | 3,350,000 | 0 | 0.07% | -$10.98K |
| CAFL Issuer LLC, Series 2024-RTL1, Class A1 | 3,330,000 | 3,330,000 | 0 | 0.07% | -$24.14K |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2 CSTR 11/25/2064 144A | 3,289,000 | 3,289,000 | 0 | 0.07% | -$21.12K |
| Symphony CLO XXIX Ltd., Series 2021-29A, Class BR | 3,300,000 | 3,300,000 | 0 | 0.06% | -$9.43K |
| BFLD Commercial Mortgage Trust 2025-5MW | 3,315,000 | 3,315,000 | 0 | 0.06% | -$25.97K |
| Trust (The), Series 2023-MIC, Class A | 3,089,000 | 3,089,000 | 0 | 0.06% | -$54.51K |
| Rockford Tower CLO Ltd., Series 2025-3A, Class A1 | 3,270,000 | 3,270,000 | 0 | 0.06% | -$2.69K |
| Park Blue CLO Ltd., Series 2025-9A, Class C | 3,250,000 | 3,250,000 | 0 | 0.06% | -$5.82K |
| Lendmark Funding Trust, Series 2021-2A, Class D | 3,500,000 | 3,500,000 | 0 | 0.06% | -$10.21K |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M3 | 3,379,000 | 3,379,000 | 0 | 0.06% | -$7.87K |
| TRICON RESIDENTIAL 2021-SFR1 TRUST TCN 2021-SFR1 F | 3,250,000 | 3,250,000 | 0 | 0.06% | $10.98K |
| J.P. Morgan Mortgage Acquisition Trust, Series 2006-CH1, Class M7 | 3,498,000 | 3,498,000 | 0 | 0.06% | -$1.51K |
| Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR | 3,210,000 | 3,210,000 | 0 | 0.06% | -$3.00K |
| OHA Credit Funding 10-R Ltd., Series 2021-10RA, Class A1 | 3,190,000 | 3,190,000 | 0 | 0.06% | -$6.44K |
| SCG Commercial Mortgage Trust, Series 2025-DLFN, Class E | 3,142,000 | 3,142,000 | 0 | 0.06% | $23.10K |
| Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class B | 3,055,000 | 3,055,000 | 0 | 0.06% | -$27.22K |
| New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R | 3,120,000 | 3,120,000 | 0 | 0.06% | -$9.55K |
| Wildwood Park CLO Ltd., Series 2024-1A, Class A | 3,110,000 | 3,110,000 | 0 | 0.06% | -$10.39K |
| ORL Trust 2024-GLKS | 3,090,000 | 3,090,000 | 0 | 0.06% | -$4.78K |
| DURST 2025-151 A | 3,053,000 | 3,053,000 | 0 | 0.06% | -$33.02K |
| RESIDENTIAL MTG LN TR 2019-3 B2 VAR 09/25/2059 144A | 3,102,000 | 3,102,000 | 0 | 0.06% | -$27.96K |
| Verus Securitization Trust 2021-R1 | 3,250,000 | 3,250,000 | 0 | 0.06% | $10.91K |
| Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1 | 3,070,000 | 3,070,000 | 0 | 0.06% | -$6.62K |
| COLT Mortgage Loan Trust, Series 2022-3, Class B1 | 3,500,000 | 3,500,000 | 0 | 0.06% | -$25.43K |
| BPR Commercial Mortgage Trust, Series 2025-STAR, Class A | 3,090,000 | 3,090,000 | 0 | 0.06% | -$44.30K |
| Sandstone Peak II Ltd., Series 2023-1A, Class A1R | 3,050,000 | 3,050,000 | 0 | 0.06% | -$10.90K |
| SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A | 3,056,000 | 3,056,000 | 0 | 0.06% | -$7.64K |
| BX Commercial Mortgage Trust, Series 2024-AIR2, Class A | 3,031,009 | 3,031,009 | 0 | 0.06% | -$927 |
| OCP CLO Ltd., Series 2020-8RA, Class AR2 | 3,025,000 | 3,025,000 | 0 | 0.06% | -$7.12K |
| Anchorage Capital Clo 13 LLC | 3,000,000 | 3,000,000 | 0 | 0.06% | -$4.91K |
| Voya CLO Ltd., Series 2020-2A, Class A1RR | 3,000,000 | 3,000,000 | 0 | 0.06% | -$8.62K |
| OCP CLO 2025-44 Ltd | 3,000,000 | 3,000,000 | 0 | 0.06% | -$8.87K |
| Higley Park CLO Ltd., Series 2025-1A, Class B1 | 3,000,000 | 3,000,000 | 0 | 0.06% | -$14.32K |
| LCM 35 Ltd 5.55 | 3,000,000 | 3,000,000 | 0 | 0.06% | -$8.62K |
| Ares LXIII CLO Ltd., Series 2022-63A, Class A1R | 2,990,000 | 2,990,000 | 0 | 0.06% | -$8.78K |
| Owl Rock CLO XVIII LLC, Series 2024-18A, Class A | 2,990,000 | 2,990,000 | 0 | 0.06% | $7.49K |
| OCP CLO 2024-36 LTD / OCP CLO 2024-36 LLC B1 TSFR3M+170 10/16/2037 144A | 2,973,000 | 2,973,000 | 0 | 0.06% | -$8.22K |
| Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class B | 3,121,000 | 3,121,000 | 0 | 0.06% | $15.43K |
| Lendmark Funding Trust, Series 2024-2A, Class D | 2,948,000 | 2,948,000 | 0 | 0.06% | -$6.24K |
| Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2007-3A, Class M2 | 3,340,000 | 3,340,000 | 0 | 0.06% | $14.13K |
| FirstKey Homes Trust, Series 2022-SFR1, Class E2 | 2,990,000 | 2,990,000 | 0 | 0.06% | -$8.94K |
| 245 Park Avenue Trust 2017-245P | 3,000,000 | 3,000,000 | 0 | 0.06% | $6.18K |
| LMRE 2025 SFR1 Trust, Series 2025-SFR1, Class A | 3,010,000 | 3,010,000 | 0 | 0.06% | -$7.19K |
| CIFC Funding Ltd., Series 2019-5A, Class BR2 | 2,925,000 | 2,925,000 | 0 | 0.06% | -$17.00K |
| BX Commercial Mortgage Trust, Series 2025-BCAT, Class E | 2,896,895 | 2,896,895 | 0 | 0.06% | $13.01K |
| Regatta Funding Ltd., Series 2025-4A, Class A1 | 2,900,000 | 2,900,000 | 0 | 0.06% | -$8.43K |
| AGL CLO 20 Ltd., Series 2022-20A, Class A1R | 2,900,000 | 2,900,000 | 0 | 0.06% | -$9.51K |
| CIFC Funding Ltd., Series 2024-3A, Class A1 | 2,900,000 | 2,900,000 | 0 | 0.06% | -$9.46K |
| DC Trust, Series 2024-HLTN, Class F | 2,932,000 | 2,932,000 | 0 | 0.06% | -$25.90K |
| Verus Securitization Trust, Series 2025-12, Class A1LC | 2,915,497 | 2,915,497 | 0 | 0.06% | -$26.66K |
| Deephaven Residential Mortgage Trust 2021-3 | 3,670,731 | 3,670,731 | 0 | 0.06% | $86.27K |
| SG Commercial Mortgage Securities Trust, Series 2019-PREZ, Class E | 3,391,000 | 3,391,000 | 0 | 0.06% | -$13.64K |
| Mariner Finance Issuance Trust, Series 2024-AA, Class E | 2,800,000 | 2,800,000 | 0 | 0.06% | -$24.20K |
| DK Trust, Series 2024-SPBX, Class A | 2,860,000 | 2,860,000 | 0 | 0.06% | -$3.54K |
| Ares XLI Clo Ltd | 2,840,000 | 2,840,000 | 0 | 0.06% | -$4.99K |
| GSAMP Trust 2007-HSBC1 | 3,000,000 | 3,000,000 | 0 | 0.06% | -$7.97K |
| BANK 2019-BN22 A4 | 3,000,000 | 3,000,000 | 0 | 0.06% | -$11.03K |
| THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A | 2,830,000 | 2,830,000 | 0 | 0.06% | -$1.73K |
| CGMS 2017-3A A1R2 10/37 | 2,815,000 | 2,815,000 | 0 | 0.06% | -$8.53K |
| CARLYLE US CLO 2017-3 LTD BR2 TSFR3M+178 10/21/2037 144A | 2,810,000 | 2,810,000 | 0 | 0.06% | -$6.16K |
| AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2 | 2,810,000 | 2,810,000 | 0 | 0.06% | -$11.23K |
| NRTH PARK Mortgage Trust | 2,809,000 | 2,809,000 | 0 | 0.06% | -$5.26K |
| JW Commercial Mortgage Trust, Series 2024-MRCO, Class D | 2,812,000 | 2,812,000 | 0 | 0.06% | -$14.05K |
| BRCK Trust, Series 2025-830B, Class A | 2,826,000 | 2,826,000 | 0 | 0.05% | -$28.79K |
| Olympic Tower Mortgage Trust, Series 2017-OT, Class A | 2,920,000 | 2,920,000 | 0 | 0.05% | -$15.61K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class F | 2,864,789 | 2,864,789 | 0 | 0.05% | $47.31K |
| TICP CLO XI Ltd | 2,760,000 | 2,760,000 | 0 | 0.05% | -$4.05K |
| Carlyle US CLO Ltd., Series 2025-6A, Class A1 | 2,750,000 | 2,750,000 | 0 | 0.05% | -$2.84K |
| AMSR Trust, Series 2021-SFR1, Class F | 2,872,000 | 2,872,000 | 0 | 0.05% | -$12.40K |
| Mariner Finance Issuance Trust, Series 2021-AA, Class C | 2,850,000 | 2,850,000 | 0 | 0.05% | -$17.12K |
| ARZ Trust 2024-BILT 5.77 | 2,710,000 | 2,710,000 | 0 | 0.05% | -$43.89K |
| Barclays Mortgage Loan Trust, Series 2024-NQM3, Class B3 | 2,779,300 | 2,779,300 | 0 | 0.05% | $43.21K |
| HONO Mortgage Trust, Series 2021-LULU, Class A | 2,761,700 | 2,761,700 | 0 | 0.05% | $5.06K |
| Vista Point Securitization Trust, Series 2020-2, Class B1 | 2,763,000 | 2,763,000 | 0 | 0.05% | $4.23K |
| ARES Loan Funding III Ltd., Series 2022-ALF3A, Class A1R | 2,715,000 | 2,715,000 | 0 | 0.05% | -$2.18K |
| 1988 CLO 2 Ltd., Series 2023-2A, Class A1R | 2,710,000 | 2,710,000 | 0 | 0.05% | -$3.78K |
| Nelnet Student Loan Trust, Series 2021-A, Class A2 | 2,680,000 | 2,680,000 | 0 | 0.05% | -$89 |
| Palmer Square CLO 2025-4 Ltd | 2,660,000 | 2,660,000 | 0 | 0.05% | -$4.18K |
| PRPM Trust, Series 2025-NQM1, Class M1A | 2,636,000 | 2,636,000 | 0 | 0.05% | -$20.16K |
| AGL CLO 13 LTD AGL 2021-13A BR | 2,660,000 | 2,660,000 | 0 | 0.05% | -$5.54K |
| DEEPHAVEN RESIDENTIAL MTG TR 2022-3 CSTR 07/25/2067 144A | 2,742,000 | 2,742,000 | 0 | 0.05% | -$36.19K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A BR2 144A | 2,660,000 | 2,660,000 | 0 | 0.05% | -$21.72K |
| OHA Loan Funding Ltd., Series 2016-1A, Class A1R2 | 2,640,000 | 2,640,000 | 0 | 0.05% | -$7.96K |
Top 300 of 1048, by weight.
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