Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Oct 31, 2025 → Jan 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2026-RTL1, Class A1 | 0 | 25,000,000 | 25,000,000 | 0.63% | $25.03M |
| CRDNL 2025-RTL1 A1 | 0 | 20,000,000 | 20,000,000 | 0.50% | $20.03M |
| Saluda Grade Alternative Mortgage Trust 2025-FIG6 | 0 | 19,636,350 | 19,636,350 | 0.49% | $19.70M |
| ACHM Trust, Series 2025-HE3, Class A | 0 | 19,499,542 | 19,499,542 | 0.49% | $19.54M |
| BINOM Securitization Trust, Series 2021-INV1, Class A1 | 0 | 14,908,772 | 14,908,772 | 0.35% | $13.86M |
| TPMT 2025-FIX2 A1 | 0 | 13,743,519 | 13,743,519 | 0.35% | $13.85M |
| PRMI Securitization Trust 2025-CMG1 | 0 | 13,225,000 | 13,225,000 | 0.33% | $13.21M |
| Flexential Issuer LLC | 0 | 12,511,000 | 12,511,000 | 0.32% | $12.61M |
| PRET 2025-NPL4 LLC | 0 | 11,291,000 | 11,291,000 | 0.28% | $11.33M |
| ACHM Trust 2025-HE3 | 0 | 10,353,282 | 10,353,282 | 0.26% | $10.37M |
| ELP Commercial Mortgage Trust, Series 2025-ELP, Class E | 0 | 10,000,000 | 10,000,000 | 0.25% | $10.18M |
| Bluepeak ABS Issuer LLC, Series 2025-1A, Class A2 | 0 | 10,000,000 | 10,000,000 | 0.25% | $10.17M |
| Consolidated Communications LLC, Series 2025-4A, Class A2 | 0 | 10,000,000 | 10,000,000 | 0.25% | $10.12M |
| BX Trust, Series 2025-DELC, Class D | 0 | 10,000,000 | 10,000,000 | 0.25% | $10.09M |
| BX TRUST 2025-DELC BX 2025 DELC C 144A | 0 | 10,000,000 | 10,000,000 | 0.25% | $10.09M |
| PRET LLC, Series 2026-NPL1, Class A1 | 0 | 10,000,000 | 10,000,000 | 0.25% | $10.00M |
| J.P. Morgan Mortgage Trust 2022-6 | 0 | 11,261,934 | 11,261,934 | 0.25% | $9.85M |
| Citigroup Commercial Mortgage Trust 2023-SMRT | 0 | 9,500,000 | 9,500,000 | 0.23% | $9.38M |
| Saluda Grade Alternative Mortgage Trust 2025-FIG6 | 0 | 9,327,266 | 9,327,266 | 0.23% | $9.34M |
| CMLTI 2025-LTV1 A1 | 0 | 9,171,046 | 9,171,046 | 0.23% | $9.26M |
| AOMT 2021-7 A1 | 0 | 10,451,262 | 10,451,262 | 0.23% | $9.25M |
| VCAT LLC, Series 2026-NPL1, Class A1 | 0 | 9,000,000 | 9,000,000 | 0.22% | $9.00M |
| Deephaven Residential Mortgage Trust 2025-CES1 | 0 | 8,910,543 | 8,910,543 | 0.22% | $8.94M |
| Towd Point Mortgage Trust 2025-FIX2 | 0 | 7,500,000 | 7,500,000 | 0.19% | $7.56M |
| Extended Stay America Trust, Series 2026-ESH2, Class D | 0 | 7,100,000 | 7,100,000 | 0.18% | $7.15M |
| A&D Mortgage Trust 2026-NQM1 | 0 | 7,000,000 | 7,000,000 | 0.17% | $6.99M |
| BX Trust, Series 2025-DELC, Class E | 0 | 6,000,000 | 6,000,000 | 0.15% | $6.04M |
| Towd Point Mortgage Trust 2026-FIX1 | 0 | 6,000,000 | 6,000,000 | 0.15% | $6.01M |
| Towd Point Mortgage Trust 2025-FIX2 | 0 | 5,400,000 | 5,400,000 | 0.14% | $5.45M |
| Cross 2025-H10 Mortgage Trust | 0 | 5,303,000 | 5,303,000 | 0.13% | $5.31M |
| Consolidated Communications LLC, Series 2025-4A, Class C | 0 | 5,000,000 | 5,000,000 | 0.13% | $5.16M |
| Starwood Mortgage Residential Trust 2021-5 | 0 | 5,645,053 | 5,645,053 | 0.13% | $5.09M |
| BX Trust, Series 2025-VOLT, Class D | 0 | 5,000,000 | 5,000,000 | 0.13% | $5.01M |
| Towd Point Mortgage Trust 2026-FIX1 | 0 | 5,000,000 | 5,000,000 | 0.13% | $5.01M |
| SG Residential Mortgage Trust, Series 2025-1, Class A1 | 0 | 4,990,051 | 4,990,051 | 0.13% | $5.01M |
| GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A3 | 0 | 5,000,000 | 5,000,000 | 0.13% | $5.00M |
| NYC Commercial Mortgage Trust, Series 2026-1PARK, Class A | 0 | 5,000,000 | 5,000,000 | 0.12% | $5.00M |
| Towd Point Mortgage Trust 2025-FIX2 | 0 | 4,941,000 | 4,941,000 | 0.12% | $4.99M |
| A&D Mortgage Trust 2026-NQM1 | 0 | 5,000,000 | 5,000,000 | 0.12% | $4.97M |
| BX Trust, Series 2025-VOLT, Class B | 0 | 4,758,000 | 4,758,000 | 0.12% | $4.78M |
| CSMC 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.17900000 | 0 | 5,179,919 | 5,179,919 | 0.12% | $4.66M |
| BFLD 2024-WRHS Mortgage Trust | 0 | 4,634,985 | 4,634,985 | 0.12% | $4.66M |
| Citigroup Commercial Mortgage Trust, Series 2020-420K, Class E | 0 | 5,300,000 | 5,300,000 | 0.12% | $4.64M |
| Velocity Commercial Capital Loan Trust 2024-2 | 0 | 4,305,540 | 4,305,540 | 0.11% | $4.57M |
| Saluda Grade Alternative Mortgage Trust, Series 2025-FIG6, Class M1 | 0 | 4,537,961 | 4,537,961 | 0.11% | $4.55M |
| ACHM Trust 2025-HE3 | 0 | 4,491,000 | 4,491,000 | 0.11% | $4.53M |
| PRET 2025-NPL13 LLC PRET 2025 NPL13 A2 144A | 0 | 4,500,000 | 4,500,000 | 0.11% | $4.50M |
| Verus Securitization Trust, Series 2022-1, Class A1 | 0 | 4,664,667 | 4,664,667 | 0.11% | $4.48M |
| Splitero Trust Class A1 Series 25-1 | 0 | 4,419,000 | 4,419,000 | 0.11% | $4.40M |
| CROSS MTG TR 2025-CES1 A1A 5.296% 11/25/2060 144A | 0 | 4,278,944 | 4,278,944 | 0.11% | $4.31M |
| CSTL Commercial Mortgage Trust 2026-GATE3 | 0 | 4,000,000 | 4,000,000 | 0.10% | $4.01M |
| NYC Commercial Mortgage Trust 2026-1PARK | 0 | 4,000,000 | 4,000,000 | 0.10% | $4.00M |
| PRET 2026-NPL2 LLC | 0 | 4,000,000 | 4,000,000 | 0.10% | $4.00M |
| Verus Securitization Trust, Series 2025-12, Class B1 | 0 | 3,642,000 | 3,642,000 | 0.09% | $3.65M |
| BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1 | 0 | 3,685,214 | 3,685,214 | 0.09% | $3.64M |
| Velocity Commercial Capital Loan Trust 2023-3 | 0 | 3,388,674 | 3,388,674 | 0.09% | $3.53M |
| VCC 2023-2 M4 | 0 | 3,258,164 | 3,258,164 | 0.09% | $3.41M |
| ACHM Trust 2025-HE3 | 0 | 3,392,920 | 3,392,920 | 0.08% | $3.40M |
| RCKT Mortgage Trust, Series 2026-CES1, Class A1B | 0 | 3,125,000 | 3,125,000 | 0.08% | $3.13M |
| CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 B1 | 0 | 3,000,000 | 3,000,000 | 0.08% | $3.01M |
| Cardinal Mortgage Trust 2025-RTL1 | 0 | 3,000,000 | 3,000,000 | 0.08% | $3.00M |
| Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2026-RTL1, Class A2 | 0 | 3,000,000 | 3,000,000 | 0.08% | $3.00M |
| PRET 2026-NPL1 LLC | 0 | 3,000,000 | 3,000,000 | 0.07% | $3.00M |
| CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A | 0 | 3,291,510 | 3,291,510 | 0.07% | $2.89M |
| J.P. Morgan Mortgage Trust, Series 2025-NQM5, Class M1A | 0 | 2,742,000 | 2,742,000 | 0.07% | $2.74M |
| EXTENDED STAY AMER TR 2026-ESH2 TSFR1M+315 02/15/2043 144A | 0 | 2,700,000 | 2,700,000 | 0.07% | $2.72M |
| A&D Mortgage Trust, Series 2026-NQM1, Class B1 | 0 | 2,700,000 | 2,700,000 | 0.07% | $2.66M |
| LSTR Trust 2026-HTL6 | 0 | 2,628,000 | 2,628,000 | 0.07% | $2.63M |
| PHANTOM AVIATION PHNTOM 2026 1 B 144A | 0 | 2,500,000 | 2,500,000 | 0.06% | $2.50M |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2021 NQM1 A3 144A | 0 | 2,627,933 | 2,627,933 | 0.06% | $2.44M |
| Deephaven Residential Mortgage Trust, Series 2021-3, Class A1 | 0 | 2,672,441 | 2,672,441 | 0.06% | $2.37M |
| MFA 2021-NQM1 Trust 1.64 | 0 | 2,378,425 | 2,378,425 | 0.06% | $2.26M |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1 | 0 | 2,000,000 | 2,000,000 | 0.05% | $2.00M |
| PRMI Securitization Trust 2025-CMG1 | 0 | 1,996,000 | 1,996,000 | 0.05% | $1.99M |
| Angel Oak Mortgage Trust 2019-6 | 0 | 2,000,000 | 2,000,000 | 0.05% | $1.94M |
| Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2026-RTL1, Class M | 0 | 1,900,000 | 1,900,000 | 0.05% | $1.90M |
| BX Trust, Series 2021-RISE, Class D | 0 | 1,859,724 | 1,859,724 | 0.05% | $1.86M |
| A&D Mortgage Trust 2025-NQM5 | 0 | 1,650,000 | 1,650,000 | 0.04% | $1.65M |
| ORL Trust 2024-GLKS | 0 | 1,515,000 | 1,515,000 | 0.04% | $1.52M |
| TVC Mortgage Trust, Series 2026-RRTL1, Class M1 | 0 | 1,500,000 | 1,500,000 | 0.04% | $1.50M |
| Verus Securitization Trust, Series 2026-1, Class B1 | 0 | 1,500,000 | 1,500,000 | 0.04% | $1.50M |
| CSMC Series 2019-UVIL | 0 | 1,540,000 | 1,540,000 | 0.04% | $1.40M |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-2 SER 2021-2 CL M1 V/R REGD 144A P/P 1.82000000 | 0 | 1,586,784 | 1,586,784 | 0.03% | $1.33M |
| LQR Trust 2025-CALI | 0 | 1,250,000 | 1,250,000 | 0.03% | $1.25M |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-2 CL A2 V/R REGD 144A P/P 1.20900000 | 0 | 1,331,492 | 1,331,492 | 0.03% | $1.20M |
| AASET Trust | 0 | 1,218,302 | 1,218,302 | 0.03% | $1.18M |
| NMLT 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.18500000 | 0 | 1,277,317 | 1,277,317 | 0.03% | $1.13M |
| MFA 2021-NQM1 Trust | 0 | 1,160,967 | 1,160,967 | 0.03% | $1.10M |
| GSMS 2024-70P B 144A FRN 03-10-41 | 0 | 1,045,000 | 1,045,000 | 0.03% | $1.06M |
| TVC Mortgage Trust 2026-RRTL1 | 0 | 1,000,000 | 1,000,000 | 0.02% | $999.99K |
| CSMC 2021-NQM3 CSMC 2021-NQM3 A3 | 0 | 1,078,503 | 1,078,503 | 0.02% | $964.20K |
| BX Trust, Series 2021-LBA, Class AV | 0 | 793,182 | 793,182 | 0.02% | $793.10K |
| Barclays Mortgage Loan Trust 2021-NQM1 | 0 | 831,624 | 831,624 | 0.02% | $769.25K |
| VERUS SECURITIZATION TRUST VERUS 2021 R3 A2 144A | 0 | 711,698 | 711,698 | 0.02% | $677.05K |
| BX Commercial Mortgage Trust 2021-ACNT | 0 | 656,959 | 656,959 | 0.02% | $656.50K |
| SELF Commercial Mortgage Trust 2024-STRG | 0 | 623,000 | 623,000 | 0.02% | $624.50K |
| BX Trust, Series 2021-LGCY, Class D | 0 | 600,000 | 600,000 | 0.01% | $599.04K |
| BX Trust 2021-LBA | 0 | 500,000 | 500,000 | 0.01% | $499.95K |
| DTP COMMERCIAL MORTGAGE TRUST 2023 STE2 | 0 | 360,000 | 360,000 | 0.01% | $369.86K |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MFA Trust, Series 2023-RTL2, Class A1 | 27,486,000 | 0 | -27,486,000 | 0.00% | -$27.53M |
| PAID_23-6 | 19,994,872 | 0 | -19,994,872 | 0.00% | -$20.03M |
| Pagaya AI Debt Trust, Series 2023-5, Class D | 19,999,831 | 0 | -19,999,831 | 0.00% | -$20.00M |
| LHOME Mortgage Trust, Series 2023-RTL3, Class A1 | 19,725,116 | 0 | -19,725,116 | 0.00% | -$19.76M |
| GS Mortgage-Backed Securities Trust, Series 2025-DSC2, Class A1 | 15,000,000 | 0 | -15,000,000 | 0.00% | -$14.96M |
| CAFL Issuer LP, Series 2025-RRTL1, Class A1 | 13,450,000 | 0 | -13,450,000 | 0.00% | -$13.53M |
| NRTH PARK Mortgage Trust | 13,000,000 | 0 | -13,000,000 | 0.00% | -$12.99M |
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2 | 9,834,596 | 0 | -9,834,596 | 0.00% | -$9.91M |
| ADMT 2025-NQM2 A1 | 9,545,620 | 0 | -9,545,620 | 0.00% | -$9.63M |
| MSRM 2025-NQM7 A1 | 8,925,105 | 0 | -8,925,105 | 0.00% | -$8.91M |
| Pret LLC, Series 2024-NPL6, Class A1 | 8,665,902 | 0 | -8,665,902 | 0.00% | -$8.67M |
| BX Trust 2023-DELC | 8,345,000 | 0 | -8,345,000 | 0.00% | -$8.40M |
| TVC Mortgage Trust, Series 2025-RRTL1, Class A2 | 6,797,000 | 0 | -6,797,000 | 0.00% | -$6.87M |
| BX Trust, Series 2023-DELC, Class E | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.05M |
| CAFL 2025-RRTL1 Issuer LP | 6,000,000 | 0 | -6,000,000 | 0.00% | -$6.05M |
| AVCCT 2024-1A D | 5,000,000 | 0 | -5,000,000 | 0.00% | -$5.05M |
| BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 5C | 6,619,500 | 0 | -6,619,500 | 0.00% | -$5.03M |
| FIGRE Trust, Series 2025-PF1, Class A | 4,424,814 | 0 | -4,424,814 | 0.00% | -$4.49M |
| Lhome Mortgage Trust 2025-Rtl2 | 4,400,000 | 0 | -4,400,000 | 0.00% | -$4.43M |
| Bear Stearns Mortgage Funding Trust 2007-AR4 | 4,921,681 | 0 | -4,921,681 | 0.00% | -$4.42M |
| WFCM 2025-HI A | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.01M |
| BBCMS Mortgage Trust 2023-5C23 | 4,079,000 | 0 | -4,079,000 | 0.00% | -$3.80M |
| BX Trust, Series 2023-DELC, Class D | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.03M |
| LHOME MORTGAGE TRUST LHOME_23-RTL3 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.00M |
| PRKCM 2025-AFC1 Trust 5.10 | 2,982,321 | 0 | -2,982,321 | 0.00% | -$2.98M |
| MSRM 2025-DSC2 A1 | 2,950,379 | 0 | -2,950,379 | 0.00% | -$2.97M |
| Hudsons Bay Simon JV Trust, Series 2015-HB7, Class B7 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$2.95M |
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1 | 2,867,169 | 0 | -2,867,169 | 0.00% | -$2.89M |
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1 | 2,628,239 | 0 | -2,628,239 | 0.00% | -$2.65M |
| Sapphire Aviation Finance II, Ltd. | 2,279,093 | 0 | -2,279,093 | 0.00% | -$2.17M |
| Hilton Commercial Mortgage Trust, Series 2024-ORL, Class D | 2,093,000 | 0 | -2,093,000 | 0.00% | -$2.09M |
| Avant Credit Card Master Trust | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.02M |
| GLS Auto Receivables Issuer Trust, Series 2021-4A, Class E | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.96M |
| HIT Trust, Series 2022-HI32, Class A | 1,866,244 | 0 | -1,866,244 | 0.00% | -$1.87M |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class D | 1,713,000 | 0 | -1,713,000 | 0.00% | -$1.71M |
| BEAR STEARNS MORTGAGE FUNDING BSMF_07-AR5 | 1,791,287 | 0 | -1,791,287 | 0.00% | -$1.58M |
| COLT 2025-5 Mortgage Loan Trust | 1,517,557 | 0 | -1,517,557 | 0.00% | -$1.53M |
| Santander Consumer Auto Receivables Trust 2021-A | 1,370,000 | 0 | -1,370,000 | 0.00% | -$1.37M |
| STWD 2021-HTS Mortgage Trust | 1,253,713 | 0 | -1,253,713 | 0.00% | -$1.25M |
| US BANK MMDA - USBGFS 9 | 1,150,000 | 0 | -1,150,000 | 0.00% | -$1.15M |
| COLT Mortgage Loan Trust, Series 2020-3, Class A1 | 1,046,011 | 0 | -1,046,011 | 0.00% | -$1.04M |
| Hudsons Bay Simon JV Trust, Series 2015-HB7, Class A7 | 979,101 | 0 | -979,101 | 0.00% | -$974.70K |
| CitiMortgage Alternative Loan Trust Series 2007-A2 | 1,123,212 | 0 | -1,123,212 | 0.00% | -$969.55K |
| Pagaya AI Debt Trust 2023-6 | 694,657 | 0 | -694,657 | 0.00% | -$695.56K |
| Bear Stearns Mortgage Funding Trust 2007-AR5 | 700,656 | 0 | -700,656 | 0.00% | -$597.65K |
| CLAST 2017-1R A 144A 2.741% 08-15-41 | 557,439 | 0 | -557,439 | 0.00% | -$535.14K |
| BX Trust | 88,545 | 0 | -88,545 | 0.00% | -$88.92K |
| Upstart Securitization Trust 2021-2 | 30,108 | 0 | -30,108 | 0.00% | -$30.06K |
| AlphaFlow Transitional Mortgage Company Series 2021-WL1, Class A2 | 173,893 | 0 | -173,893 | 0.00% | -$6.75K |
| MAPS 2021-1 Trust | 5,431 | 0 | -5,431 | 0.00% | -$5.40K |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 29,967,420 | 38,923,787 | 8,956,367 | 0.97% | $8.96M |
| TOWN 2025-STAY D 144A FRN 03-15-42 | 25,000,000 | 28,000,000 | 3,000,000 | 0.70% | $3.20M |
| HLTN Commercial Mortgage Trust 2024-DPLO | 16,000,000 | 21,000,000 | 5,000,000 | 0.53% | $5.08M |
| Extended Stay America Trust Series 22-ESH Class E | 11,290,000 | 15,290,000 | 4,000,000 | 0.39% | $4.09M |
| INTOWN 2025-STAY Mortgage Trust | 11,000,000 | 15,000,000 | 4,000,000 | 0.38% | $4.13M |
| GAIA Aviation Ltd. | 13,426,043 | 15,159,106 | 1,733,063 | 0.38% | $2.16M |
| MAD COMMERCIAL MORTGAGE TRUST MAD 2025 11MD D 144A | 11,945,000 | 14,469,000 | 2,524,000 | 0.37% | $2.80M |
| JP Morgan U.S. Treasury Plus Money Market Fund, Capital Shares | 61,939 | 13,638,304 | 13,576,365 | 0.34% | $13.58M |
| Hilton USA Trust | 13,000,000 | 13,200,000 | 200,000 | 0.33% | $269.50K |
| Extended Stay America Trust Series 22-ESH Class D | 10,550,000 | 11,400,000 | 850,000 | 0.29% | $885.50K |
| Start, Ltd. | 8,645,550 | 11,459,622 | 2,814,072 | 0.29% | $2.80M |
| AOMT 2021-6 A1 | 9,601,336 | 10,170,683 | 569,347 | 0.22% | $505.78K |
| VISTA POINT SECURITIZATION TRUST 2025-CES3 VSTA 2025-CES3 A2 | 5,000,000 | 7,500,000 | 2,500,000 | 0.19% | $2.56M |
| Castlelake Aircraft Structured Trust, Series 2025-2A, Class B | 7,098,429 | 7,203,536 | 105,107 | 0.18% | $124.03K |
| Wells Fargo Commercial Mortgage Trust 2025-B33RP | 6,000,000 | 6,100,000 | 100,000 | 0.15% | $91.60K |
| BX Commercial Mortgage Trust 2024-KING | 4,935,031 | 5,058,407 | 123,376 | 0.13% | $121.32K |
| Vontive Mortgage Trust 2025-RTL1 | 2,000,000 | 4,600,000 | 2,600,000 | 0.12% | $2.64M |
| Lehman Mortgage Trust 2007-2 | 24,989,968 | 25,019,814 | 29,846 | 0.11% | $114.85K |
| Lehman Mortgage Trust 2006-7 | 34,331,415 | 34,354,669 | 23,255 | 0.10% | $129.65K |
| PRET 2025-NPL11 LLC PRET 2025 NPL11 A2 144A | 2,700,000 | 3,900,000 | 1,200,000 | 0.10% | $1.20M |
| Ellington Financial Mortgage Trust, Series 2021-3, Class A1 | 3,349,808 | 3,713,840 | 364,032 | 0.08% | $320.84K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 | 9,860,549 | 9,871,665 | 11,115 | 0.07% | $24.04K |
| Cali, Series 2024-SUN, Class A | 1,920,000 | 2,730,000 | 810,000 | 0.07% | $811.68K |
| Alternative Loan Trust 2006-6CB | 9,910,239 | 9,913,200 | 2,961 | 0.07% | -$12.69K |
| Boston Lending Trust Series 22-1 Class M2 | 2,769,548 | 2,788,632 | 19,084 | 0.07% | $164.95K |
| American Home Mortgage Investment Trust 2006-3 | 7,620,281 | 7,622,670 | 2,389 | 0.06% | -$38.26K |
| Pioneer Aircraft Finance, Ltd. | 1,688,795 | 1,718,095 | 29,300 | 0.04% | $69.90K |
| Anchor Mortgage Trust, Series 2025-RTL1, Class M1 | 1,500,000 | 1,600,000 | 100,000 | 0.04% | $105.90K |
| BX Trust 2021-LBA | 1,186,215 | 1,581,620 | 395,405 | 0.04% | $396.43K |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FRST AM-GV OB-X | 344,653,404 | 277,455,313 | -67,198,091 | 6.93% | -$67.20M |
| WHEAT SEP 26 | 950 | 930 | -20 | 2.65% | -$3.65M |
| RCO IX MORTGAGE LLC 2025-4 SER 2025-4 CL A1 V/R REGD 144A P/P 5.30990000 | 38,000,000 | 35,099,254 | -2,900,746 | 0.88% | -$2.82M |
| BXSC Commercial Mortgage Trust 2022-WSS | 35,445,000 | 34,282,900 | -1,162,100 | 0.86% | -$1.19M |
| A&D Mortgage Trust 2025-NQM4 | 24,894,375 | 24,429,595 | -464,780 | 0.62% | -$284.57K |
| RCO X MORTGAGE LLC 2025-5 SER 2025-5 CL A1 V/R REGD 144A P/P 5.41800000 | 25,000,000 | 23,991,828 | -1,008,172 | 0.60% | -$975.77K |
| PRET LLC, Series 2025-NPL9, Class A1 | 24,330,940 | 23,512,472 | -818,469 | 0.59% | -$796.58K |
| Vista Point Securitization Trust, Series 2025-CES3, Class A1 | 24,000,000 | 23,101,182 | -898,818 | 0.58% | -$744.76K |
| PRPM Trust, Series 2025-3, Class A1 | 22,912,756 | 22,181,997 | -730,759 | 0.55% | -$759.25K |
| Benchmark 2025-V13 Mortgage Trust | 25,109,991 | 20,109,991 | -5,000,000 | 0.52% | -$4.53M |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL8 A1 144A | 19,304,570 | 19,113,887 | -190,682 | 0.48% | -$193.36K |
| PRET LLC, Series 2025-NPL5, Class A1 | 19,623,023 | 18,867,277 | -755,746 | 0.47% | -$785.31K |
| PRET, LLC 2025-NPL6 | 18,738,376 | 18,468,384 | -269,993 | 0.46% | -$274.04K |
| PRPM LLC, Series 2025-6, Class A1 | 18,727,129 | 18,257,816 | -469,313 | 0.46% | -$473.73K |
| GS Mortgage-Backed Securities Trust 2022-GR2 | 20,937,788 | 20,590,972 | -346,816 | 0.45% | -$226.43K |
| CIM Trust, Series 2025-NR1, Class A1 | 19,539,155 | 18,344,253 | -1,194,903 | 0.45% | -$1.09M |
| GS Mortgage-Backed Securities Trust 2022-PJ6 | 20,256,823 | 19,883,074 | -373,749 | 0.43% | -$302.28K |
| FIGRE Trust, Series 2025-HE6, Class A | 17,000,000 | 16,236,292 | -763,708 | 0.41% | -$653.42K |
| OBX Trust | 18,469,513 | 18,212,221 | -257,291 | 0.40% | -$157.08K |
| DCAL AVIATION FINANCE LIMITED DCAL 2015 1A A1 144A | 16,306,177 | 15,871,077 | -435,100 | 0.39% | -$228.81K |
| Toorak Mortgage Trust 2024-1 | 20,000,000 | 15,655,037 | -4,344,963 | 0.39% | -$4.40M |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1 | 20,500,000 | 15,500,000 | -5,000,000 | 0.39% | -$5.11M |
| Merchants Bank of Indiana Multifamily Housing Mortgage Loan Trust 2024-Q025 | 16,232,000 | 15,239,488 | -992,512 | 0.38% | -$1.00M |
| BX TRUST 2021-RISE F TSFR1M+276.448 11/15/2036 144A | 17,430,475 | 14,894,487 | -2,535,987 | 0.37% | -$2.55M |
| GS Mortgage-Backed Securities Trust 2025-DSC2 | 15,000,000 | 14,624,688 | -375,312 | 0.37% | -$219.63K |
| PRET LLC, Series 2025-NPL4, Class A1 | 15,467,289 | 14,690,190 | -777,100 | 0.37% | -$805.23K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class B | 14,983,516 | 14,558,762 | -424,754 | 0.36% | -$430.33K |
| MFA 2025-NQM3 Trust | 14,693,103 | 14,170,462 | -522,641 | 0.36% | -$390.25K |
| PRPM LLC, Series 2025-5, Class A1 | 14,671,571 | 14,296,095 | -375,476 | 0.36% | -$378.48K |
| Pret LLC, Series 2025-NPL7, Class A1 | 14,654,389 | 13,924,676 | -729,714 | 0.35% | -$730.38K |
| SAIF Securitization Trust 2025-CES1 | 14,453,757 | 13,472,720 | -981,037 | 0.34% | -$853.88K |
| Saluda Grade Alternative Mortgage Trust, Series 2025-LOC5, Class A1A | 14,586,447 | 13,255,848 | -1,330,599 | 0.33% | -$1.27M |
| A D MORTGAGE TRUST 2025 NQM3 | 13,219,406 | 12,860,254 | -359,153 | 0.32% | -$268.90K |
| Santander Mortgage Asset Receivable Trust 2025-NQM3 | 13,427,939 | 12,518,290 | -909,648 | 0.32% | -$834.66K |
| VERUS SECURITIZATION TRUST VERUS 2021 R3 A1 144A | 14,760,146 | 13,364,772 | -1,395,373 | 0.32% | -$1.24M |
| DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 2A1A | 18,691,454 | 18,194,268 | -497,186 | 0.31% | -$361.00K |
| Santander Mortgage Asset Receivable Trust, Series 2025-NQM5, Class A1 | 12,840,707 | 12,293,954 | -546,753 | 0.31% | -$466.18K |
| BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A | 16,903,000 | 12,028,000 | -4,875,000 | 0.30% | -$4.87M |
| SG RESIDENTIAL MORTGAGE TRUST 2021-2 SGR 2021-2 A1 | 14,214,292 | 14,003,140 | -211,152 | 0.30% | -$144.63K |
| PAGAYA AI DEBT TRUST 2024-3 PAID 2024-3 C | 14,305,009 | 11,924,017 | -2,380,993 | 0.30% | -$2.43M |
| LHOME Mortgage Trust, Series 2023-RTL4, Class A1 | 13,750,000 | 11,885,408 | -1,864,592 | 0.30% | -$1.91M |
| MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2020-01 CL M10 V/R REGD 144A P/P 7.93628000 | 12,028,484 | 11,591,854 | -436,630 | 0.30% | -$460.17K |
| JP Morgan Mortgage Trust 2024-7 | 13,743,789 | 13,529,566 | -214,223 | 0.30% | -$170.68K |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | 14,015,209 | 13,828,498 | -186,711 | 0.29% | -$143.29K |
| BXSC Commercial Mortgage Trust 2022-WSS | 11,550,000 | 11,171,322 | -378,678 | 0.28% | -$388.90K |
| Castlelake Aircraft Structured Trust 2017-1R | 16,202,552 | 11,458,813 | -4,743,739 | 0.28% | -$4.54M |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 2A1 | 28,029,154 | 28,006,805 | -22,348 | 0.27% | -$340.30K |
| ADMT 2025-NQM4 A1 | 13,940,850 | 10,749,022 | -3,191,828 | 0.27% | -$3.11M |
| ME Funding LLC | 10,595,504 | 10,216,975 | -378,529 | 0.26% | -$471.43K |
| MultiFamily Structured Credit Series 2024-MN8, Class M1 | 10,868,557 | 10,026,797 | -841,760 | 0.25% | -$908.62K |
| PAGAYA AI DEBT TST 5.688% | 10,000,000 | 9,999,645 | -355 | 0.25% | -$19.36K |
| TOWN 2025-STAY C 144A FRN 03-15-42 | 13,100,000 | 10,000,000 | -3,100,000 | 0.25% | -$3.03M |
| GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1 | 10,765,215 | 9,782,205 | -983,010 | 0.25% | -$932.60K |
| Pagaya AI Debt Grantor Trust, Series 2024-8, Class D | 11,498,731 | 9,642,319 | -1,856,412 | 0.24% | -$1.86M |
| Mello Mortgage Capital Acceptance 2021-INV1 | 11,254,885 | 11,105,961 | -148,924 | 0.23% | -$114.21K |
| ACHM Trust 2025-HE2 | 9,534,370 | 9,075,733 | -458,637 | 0.23% | -$367.29K |
| GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A3 | 9,905,792 | 9,001,259 | -904,533 | 0.23% | -$840.48K |
| FIGRE TRUST FIGRE_25-HE5 | 9,535,974 | 8,993,271 | -542,703 | 0.23% | -$509.82K |
| SAIF Securitization Trust, Series 2024-CES1, Class A1 | 10,003,673 | 8,929,694 | -1,073,979 | 0.23% | -$1.03M |
| Sequoia Mortgage Trust 2025-S1 | 10,268,307 | 10,016,014 | -252,293 | 0.22% | -$165.12K |
| PRKCM 2021-AFC1 TRUST PRKCM 2021-AFC1 A1 | 10,975,836 | 10,358,321 | -617,515 | 0.22% | -$407.62K |
| A&D Mortgage Trust 2025-NQM4 | 8,961,866 | 8,794,548 | -167,319 | 0.22% | -$97.02K |
| JPMCC Multifamily Housing Mortgage Loan Trust 2025-Q032 | 8,933,106 | 8,917,245 | -15,861 | 0.22% | $54.09K |
| Banc of America Funding 2015-R2 Trust | 9,676,263 | 9,394,850 | -281,413 | 0.22% | -$269.01K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 18CB A7 | 23,413,399 | 23,287,791 | -125,609 | 0.21% | $4.31K |
| Fidelis Mortgage Trust 2025-RTL2 | 13,000,000 | 8,000,000 | -5,000,000 | 0.20% | -$5.02M |
| Pagaya AI Debt Selection Trust | 9,403,738 | 7,916,177 | -1,487,562 | 0.20% | -$1.52M |
| Stonepeak 2021-1 ABS | 8,508,282 | 8,211,773 | -296,509 | 0.19% | -$221.24K |
| OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A | 9,142,909 | 8,904,992 | -237,917 | 0.19% | -$292.91K |
| HarborView Mortgage Loan Trust 2006-4 | 14,884,496 | 14,749,460 | -135,037 | 0.19% | -$223.17K |
| Pagaya AI Debt Grantor Trust 2025-R2 | 9,706,902 | 7,379,918 | -2,326,984 | 0.18% | -$2.40M |
| JP Morgan Resecuritization Trust Series 2015-1 | 8,095,601 | 7,748,945 | -346,656 | 0.18% | -$298.31K |
| PRET Trust, Series 2025-NPL1, Class A1 | 8,402,175 | 7,248,994 | -1,153,181 | 0.18% | -$1.17M |
| CHNGE Mortgage Trust, Series 2022-1, Class A1 | 7,593,028 | 7,424,368 | -168,660 | 0.18% | -$114.68K |
| SCG Trust, Series 2025-SNIP, Class A | 15,000,000 | 7,000,000 | -8,000,000 | 0.18% | -$7.99M |
| FIGRE Trust 2025-PF2 | 7,391,441 | 6,967,971 | -423,470 | 0.17% | -$346.10K |
| SB Multifamily Repack Trust | 8,121,020 | 6,837,939 | -1,283,081 | 0.17% | -$1.27M |
| Business Jet Securities LLC, Series 2024-1A, Class B | 8,016,400 | 6,535,349 | -1,481,052 | 0.17% | -$1.52M |
| GS Mortgage-Backed Securities Trust 2022-PJ5 | 7,628,053 | 7,568,616 | -59,437 | 0.17% | -$42.73K |
| Saluda Grade Alternative Mortgage Trust, Series 2025-NPL1, Class A1 | 6,599,346 | 6,592,023 | -7,323 | 0.16% | -$4.27K |
| Towd Point Mortgage Trust, Series 2025-FIX1, Class A1 | 6,897,793 | 6,522,359 | -375,434 | 0.16% | -$340.71K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A2 | 12,250,000 | 6,250,000 | -6,000,000 | 0.16% | -$6.01M |
| Business Jet Securities LLC, Series 2024-2A, Class B | 6,411,165 | 6,264,344 | -146,821 | 0.16% | -$136.13K |
| PRPM LLC, Series 2025-2, Class A1 | 6,419,208 | 6,241,859 | -177,348 | 0.16% | -$188.58K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP | 6,351,077 | 6,171,036 | -180,041 | 0.15% | -$158.74K |
| Pagaya AI Debt Trust 2024-2 | 7,213,606 | 5,977,577 | -1,236,028 | 0.15% | -$1.28M |
| Dominion Mortgage Trust 2021-RTL1 | 12,000,918 | 5,930,219 | -6,070,699 | 0.15% | -$6.01M |
| FIGRE Trust, Series 2025-FL1, Class A2 | 6,152,900 | 5,710,661 | -442,239 | 0.14% | -$409.11K |
| Lehman XS Trust 2007-6 | 6,313,227 | 6,156,267 | -156,960 | 0.14% | -$147.80K |
| Point Securitization Trust Series 2025-1, Class A1 | 10,633,426 | 5,622,119 | -5,011,307 | 0.14% | -$4.99M |
| Mello Mortgage Capital Acceptance 2022-INV2 | 6,336,594 | 6,252,793 | -83,801 | 0.14% | -$47.99K |
| A&D Mortgage Trust 2025-NQM4 | 5,532,526 | 5,429,233 | -103,293 | 0.14% | -$67.59K |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6 | 6,038,816 | 5,137,067 | -901,748 | 0.13% | -$922.19K |
| FIGRE Trust, Series 2025-FL1, Class A1 | 5,469,244 | 5,076,143 | -393,101 | 0.13% | -$369.01K |
| MFRA 2024-NPL1 A1 | 5,195,432 | 5,059,535 | -135,896 | 0.13% | -$123.44K |
| Structured Asset Mortgage Investments II Trust 2007-AR2 | 4,360,344 | 4,221,370 | -138,975 | 0.13% | -$228.55K |
| Hilton USA Trust | 8,000,000 | 5,000,000 | -3,000,000 | 0.13% | -$2.98M |
| BXSC Commercial Mortgage Trust 2022-WSS | 5,100,000 | 4,932,791 | -167,209 | 0.12% | -$171.31K |
| Bear Stearns Mortgage Funding Trust 2007-AR2 | 5,616,425 | 5,383,609 | -232,816 | 0.12% | -$310.05K |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8 | 5,000,000 | 4,735,111 | -264,889 | 0.12% | -$219.92K |
| ClickLease Equipment Receivables 2024-1 Trust | 7,060,000 | 4,544,921 | -2,515,079 | 0.11% | -$2.57M |
| FIGRE Trust, Series 2025-HE5, Class A | 4,767,987 | 4,496,636 | -271,351 | 0.11% | -$232.12K |
| FIGRE Trust, Series 2025-HE4, Class A | 4,623,391 | 4,323,414 | -299,977 | 0.11% | -$255.58K |
| BX Trust, Series 2024-CNYN, Class D | 4,449,294 | 4,320,054 | -129,241 | 0.11% | -$120.06K |
| ACHM Trust 2025-HE2 | 4,451,788 | 4,237,641 | -214,147 | 0.11% | -$177.95K |
| A&D Mortgage Trust 2024-NQM4 | 4,527,101 | 4,175,581 | -351,520 | 0.11% | -$339.67K |
| BCAP LLC 2010-RR5-I Trust | 8,403,247 | 8,355,709 | -47,538 | 0.10% | -$100.74K |
| Soundview Home Loan Trust 2007-OPT4 | 5,343,539 | 5,288,299 | -55,240 | 0.10% | -$41.98K |
| FREMF 2018-KF49 Mortgage Trust | 4,014,924 | 4,000,742 | -14,182 | 0.10% | -$16.51K |
| SMR Mortgage Trust | 6,713,745 | 3,966,713 | -2,747,031 | 0.10% | -$2.75M |
| Lunar Structured Aircraft Portfolio Notes | 4,481,815 | 3,980,760 | -501,055 | 0.10% | -$348.56K |
| UNLOK 2025-1 A | 3,966,431 | 3,838,584 | -127,847 | 0.10% | -$113.26K |
| Pioneer Aircraft Finance Ltd | 8,660,872 | 3,863,815 | -4,797,057 | 0.10% | -$4.71M |
| SHNTN 2015-1A A | 4,005,954 | 3,867,988 | -137,965 | 0.10% | -$121.35K |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8 | 4,000,000 | 3,788,088 | -211,912 | 0.09% | -$185.64K |
| CHNGE Mortgage Trust 2023-4 | 4,111,671 | 3,722,475 | -389,196 | 0.09% | -$407.16K |
| RALI Series 2006-QS2 Trust | 4,480,522 | 4,329,665 | -150,857 | 0.08% | -$96.67K |
| ADMT 2024-NQM6 | 3,423,879 | 3,311,540 | -112,339 | 0.08% | -$97.21K |
| FIGRE Trust 2025-PF1 | 3,501,229 | 3,265,021 | -236,208 | 0.08% | -$226.40K |
| Alternative Loan Trust 2006-18CB | 8,844,494 | 8,797,045 | -47,449 | 0.08% | $597 |
| Thunderbolt III Aircraft Lease Ltd | 5,722,291 | 3,240,981 | -2,481,311 | 0.08% | -$1.76M |
| Imperial Fund Mortgage Trust 2020-NQM1 | 3,745,178 | 3,230,576 | -514,602 | 0.08% | -$420.53K |
| FIGRE Trust, Series 2025-HE4, Class C | 3,236,374 | 3,026,390 | -209,984 | 0.08% | -$202.20K |
| Pagaya AI Debt Trust 2024-1 | 3,601,845 | 2,888,814 | -713,031 | 0.07% | -$706.09K |
| HORZN 2019-2 A | 3,320,404 | 2,958,601 | -361,802 | 0.07% | -$320.33K |
| Alternative Loan Trust 2007-5CB | 12,464,054 | 7,746,288 | -4,717,765 | 0.07% | -$1.99M |
| Santander Mortgage Asset Receivable Trust 2025-NQM2 | 2,805,977 | 2,659,087 | -146,890 | 0.07% | -$135.08K |
| CLAST 2019-1A A | 5,960,773 | 2,691,666 | -3,269,107 | 0.07% | -$3.22M |
| Lehman XS Trust 2007-6 | 2,976,480 | 2,902,478 | -74,002 | 0.07% | -$72.40K |
| HSI Asset Securitization Corp Trust 2007-NC1 | 4,191,349 | 4,112,273 | -79,076 | 0.07% | -$95.05K |
| Alternative Loan Trust 2007-17CB | 6,494,176 | 6,428,302 | -65,874 | 0.07% | -$16.99K |
| FIGRE Trust, Series 2025-HE3, Class B | 2,711,561 | 2,555,076 | -156,485 | 0.06% | -$143.05K |
| FIGRE Trust 2025-PF1 | 2,655,800 | 2,476,628 | -179,172 | 0.06% | -$160.18K |
| Pagaya AI Debt Trust 2024-1 | 2,989,500 | 2,455,929 | -533,571 | 0.06% | -$528.13K |
| CHNGE Mortgage Trust, Series 2023-3, Class A1 | 2,793,657 | 2,417,510 | -376,148 | 0.06% | -$386.49K |
| Government National Mortgage Association | 67,338,854 | 66,953,270 | -385,584 | 0.06% | -$54.36K |
| VCC 2022-2 M5 | 2,918,886 | 2,907,398 | -11,488 | 0.06% | -$9.22K |
| FIGRE Trust, Series 2025-PF2, Class B | 2,463,814 | 2,322,657 | -141,157 | 0.06% | -$118.87K |
| Merrill Lynch Alternative Note Asset Trust Series 2007-AF1 | 15,944,155 | 15,921,239 | -22,915 | 0.06% | $34.69K |
| VCC 2022-1 M5 | 3,223,350 | 3,105,063 | -118,287 | 0.06% | -$81.26K |
| Bear Stearns Mortgage Funding Trust 2007-AR4 | 2,357,118 | 2,307,833 | -49,285 | 0.05% | -$43.33K |
| FIGRE Trust, Series 2025-PF2, Class C | 2,266,709 | 2,136,845 | -129,864 | 0.05% | -$115.68K |
| RBSSP Resecuritization Trust 2009-7 | 2,912,702 | 2,859,150 | -53,552 | 0.05% | -$22.78K |
| Alternative Loan Trust 2006-24CB | 4,997,964 | 4,987,749 | -10,215 | 0.05% | $16.09K |
| JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12 | 2,442,570 | 2,069,698 | -372,872 | 0.05% | -$369.68K |
| HORZN 2018-1 A | 2,314,122 | 2,051,827 | -262,295 | 0.05% | -$252.33K |
| Business Jet Securities LLC, Series 2024-2A, Class C | 2,175,191 | 2,036,420 | -138,771 | 0.05% | -$136.17K |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | 2,890,539 | 2,055,819 | -834,720 | 0.05% | -$820.80K |
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2 | 2,065,265 | 2,016,033 | -49,232 | 0.05% | -$40.86K |
| FRESB 2020-SB80 Mortgage Trust | 47,775,581 | 46,871,235 | -904,346 | 0.05% | -$38.72K |
| MFRA 2021-INV2 A1 | 2,247,283 | 2,104,284 | -142,999 | 0.05% | -$96.09K |
| RCO VIII Mortgage LLC, Series 2025-3, Class A1 | 2,011,240 | 1,923,656 | -87,583 | 0.05% | -$88.80K |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-8 | 2,275,166 | 1,907,852 | -367,314 | 0.05% | -$366.90K |
| COLT 2021-1RMortgage Pass-Through Certificates | 2,023,467 | 2,007,269 | -16,198 | 0.05% | $38.21K |
| A&D Mortgage Trust 2025-NQM2 | 1,909,124 | 1,826,450 | -82,674 | 0.05% | -$71.26K |
| Navigator Aviation Ltd., Series 2024-1, Class B | 1,833,333 | 1,797,619 | -35,714 | 0.05% | -$33.26K |
| Nomura Resecuritization Trust 2014-8R | 2,011,406 | 1,860,365 | -151,041 | 0.05% | -$140.89K |
| Starwood Industrial - SCG Commercial Mortgage Trust 2025-SNIP D | 3,500,000 | 1,700,000 | -1,800,000 | 0.04% | -$1.81M |
| BRAVO Residential Funding Trust, Series 2021-NQM1, Class A1 | 1,963,243 | 1,753,632 | -209,611 | 0.04% | -$184.69K |
| A&D Mortgage Trust 2023-NQM4 | 1,700,172 | 1,591,490 | -108,681 | 0.04% | -$114.06K |
| FIGRE Trust, Series 2025-HE3, Class C | 1,581,744 | 1,490,461 | -91,283 | 0.04% | -$86.44K |
| Banc of America Funding 2006 8T2 Trust | 1,699,696 | 1,670,371 | -29,325 | 0.04% | -$29.90K |
| MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2019-01 CL M10 V/R REGD 144A P/P 7.43628000 | 1,507,080 | 1,430,272 | -76,808 | 0.04% | -$82.29K |
| FRESB 2022-SB95 Mortgage Trust | 106,119,308 | 105,574,726 | -544,583 | 0.03% | $85.13K |
| STELR 2021-1 A 144A 3.967% 10-15-41 | 1,623,077 | 1,307,700 | -315,377 | 0.03% | -$303.35K |
| Freedom Financial Series 2022-4FP, Class D | 2,530,732 | 1,280,728 | -1,250,004 | 0.03% | -$1.25M |
| STELR 2021-1 B 144A 5.926% 10-15-41 | 1,632,983 | 1,284,468 | -348,515 | 0.03% | -$338.15K |
| Pagaya AI Debt Trust 2024-2 | 1,564,747 | 1,269,231 | -295,515 | 0.03% | -$299.76K |
| STARWOOD MTG RESIDENTIAL TR 2019-INV1 2.916% 09/27/2049 144A | 2,208,336 | 1,229,994 | -978,342 | 0.03% | -$964.48K |
| VERUS SECURITIZATION TRUST VERUS 2021 R1 A3 144A | 1,480,900 | 1,215,814 | -265,087 | 0.03% | -$241.52K |
| AOMT 2020-R1 A1 | 1,371,993 | 1,221,237 | -150,756 | 0.03% | -$135.81K |
| STONEPEAK SALTT 2021 1A AA 144A | 1,159,565 | 1,109,204 | -50,361 | 0.03% | -$40.60K |
| Deephaven Residential Mortgage Trust 2021-1 | 1,218,368 | 1,085,410 | -132,958 | 0.03% | -$117.73K |
| Business Jet Securities LLC, Series 2024-1A, Class C | 1,301,404 | 1,026,067 | -275,337 | 0.03% | -$280.06K |
| RALI Series 2006-QS4 Trust | 1,448,342 | 1,373,438 | -74,903 | 0.03% | -$21.71K |
| Alternative Loan Trust, Series 2006-24CB, Class A19 | 2,306,270 | 2,301,557 | -4,714 | 0.02% | $7.66K |
| Saluda Grade Alternative Mortgage Trust, Series 2025-NPL2, Class A1 | 1,006,536 | 945,079 | -61,458 | 0.02% | -$60.92K |
| Chase Auto Credit Linked Notes Series 2025-1 | 1,019,576 | 926,310 | -93,266 | 0.02% | -$111.35K |
| Velocity Commercial Capital Loan Trust, Series 2021-1, Class M6 | 1,523,135 | 1,458,502 | -64,633 | 0.02% | -$42.45K |
| Lehman Mortgage Trust 2006-9 | 1,593,942 | 1,587,691 | -6,251 | 0.02% | $48 |
| Sprite 2021-1 Ltd | 956,275 | 839,294 | -116,981 | 0.02% | -$110.38K |
| PRKCM 2023-AFC1 TRUST PRKCM 2023-AFC1 A3 | 869,976 | 802,156 | -67,820 | 0.02% | -$70.05K |
| Velocity Commercial Capital Loan Trust 2022-1 | 1,215,814 | 1,159,590 | -56,224 | 0.02% | -$40.71K |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 A3 1.55% 09/25/2066 144A | 906,419 | 891,918 | -14,500 | 0.02% | -$1.36K |
| Velocity Commercial Capital Loan Trust 2019-1 | 1,029,682 | 932,225 | -97,457 | 0.02% | -$83.89K |
| VERUS SECURITIZATION TRUST VERUS 2021 R1 A1 144A | 832,817 | 683,739 | -149,077 | 0.02% | -$134.70K |
| FRESB 2021-SB82 X1 | 35,047,216 | 32,177,612 | -2,869,604 | 0.02% | -$52.61K |
| FRESB 2020-SB81 X1 | 17,661,811 | 17,111,455 | -550,356 | 0.02% | -$2.86K |
| FRESB 2019-SB66 Mortgage Trust | 26,802,782 | 25,512,216 | -1,290,566 | 0.02% | -$30.32K |
| FRESB 2021-SB84 X1 | 24,595,302 | 24,295,986 | -299,316 | 0.01% | -$7.11K |
| CHNGE Mortgage Trust 2023-2 | 678,895 | 574,997 | -103,898 | 0.01% | -$105.55K |
| FRESB 2020-SB74 Mortgage Trust | 18,911,561 | 18,479,057 | -432,505 | 0.01% | $43.33K |
| FRESB 2021-SB83 X1 | 24,799,189 | 20,123,939 | -4,675,251 | 0.01% | -$125.45K |
| BRAVO Residential Funding Trust 2021-NQM1 | 626,329 | 559,457 | -66,872 | 0.01% | -$59.39K |
| HORZN 2019-1 A | 622,416 | 528,658 | -93,759 | 0.01% | -$87.93K |
| VERUS SECURITIZATION TRUST VERUS 2021 R1 A2 144A | 618,404 | 507,708 | -110,697 | 0.01% | -$100.48K |
| FRESB 2020-SB79 X1 | 14,059,489 | 14,000,946 | -58,543 | 0.01% | -$2.05K |
| Starwood Mortgage Residential Trust 2021-2 | 622,066 | 491,199 | -130,867 | 0.01% | -$118.67K |
| Pioneer Aircraft Finance Ltd., Series 2019-1, Class B | 1,656,250 | 446,541 | -1,209,710 | 0.01% | -$1.16M |
| GCAT Trust, Series 2021-NQM4, Class A1 | 521,785 | 508,740 | -13,045 | 0.01% | -$10.53K |
| Falcon 2019-1 Aerospace Ltd | 451,734 | 417,120 | -34,614 | 0.01% | -$30.87K |
| Starwood Mortgage Residential Trust 2021-2 | 510,094 | 402,783 | -107,311 | 0.01% | -$96.94K |
| SLVRR 2019-1 A | 149,843 | 143,194 | -6,649 | 0.00% | -$4.09K |
| Achieve Personal Loan Master Pass-Through Trust Series 2023-PT1 | 244,030 | 211,708 | -32,322 | 0.00% | -$9.62K |
| RESIDENTIAL MORTGAGE TRUST RMLT_20-1 | 131,452 | 64,182 | -67,270 | 0.00% | -$66.59K |
| JPMorgan Chase Bank NA, Series 2021-2, Class G | 507,479 | 22,432 | -485,047 | 0.00% | -$485.08K |
| REVERSE REPO | -52,500,000 | -100,000,000 | -47,500,000 | -2.50% | -$47.50M |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 250,000,000 | 250,000,000 | 0 | 6.12% | -$2.32M |
| US TREASURY N/B | 100,000,000 | 100,000,000 | 0 | 2.58% | -$996.10K |
| US TREASURY N/B | 34,000,000 | 34,000,000 | 0 | 0.85% | -$333.36K |
| MCR Mortgage Trust, Series 2024-TWA, Class E | 25,695,000 | 25,695,000 | 0 | 0.65% | -$2.57K |
| FREMF 2019-KL05 Mortgage Trust | 28,878,000 | 28,878,000 | 0 | 0.63% | $239.69K |
| TWIN HOSPITALITY I 9.00% | 26,135,625 | 26,135,625 | 0 | 0.62% | -$1.02M |
| GREAT WOLF TRUST 2024-WOLF GWT 2024 WOLF E 144A | 24,100,000 | 24,100,000 | 0 | 0.61% | $2.41K |
| BCRR 2016-FRR3 Trust | 24,057,599 | 24,057,599 | 0 | 0.60% | $79.39K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1 | 23,750,000 | 23,750,000 | 0 | 0.59% | -$85.80K |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A1 | 23,389,000 | 23,389,000 | 0 | 0.59% | $88.85K |
| Cascade Funding Mortgage Trust 2021-FRR1 | 24,870,000 | 24,870,000 | 0 | 0.59% | $524.76K |
| FGFG 2021-1A A2 | 23,570,880 | 23,570,880 | 0 | 0.56% | -$254.57K |
| MAC Trust, Series 2025-801B, Class A | 20,500,000 | 20,500,000 | 0 | 0.51% | $6.15K |
| LHOME Mortgage Trust, Series 2024-RTL2, Class A1 | 18,306,000 | 18,306,000 | 0 | 0.46% | -$32.69K |
| Wells Fargo Commercial Mortgage Trust 2025-HI | 16,500,000 | 16,500,000 | 0 | 0.42% | $115.50K |
| FS Commercial Mortgage Trust 2023-4SZN | 15,740,000 | 15,740,000 | 0 | 0.40% | -$122.77K |
| Toorak Mortgage Trust 2025-RRTL1 | 15,750,000 | 15,750,000 | 0 | 0.40% | -$23.34K |
| RFM Reremic Trust 2022-FRR1 | 15,460,000 | 15,460,000 | 0 | 0.38% | $292.19K |
| Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1 | 14,000,000 | 14,000,000 | 0 | 0.35% | $26.58K |
| Toorak Mortgage Trust 2024-RRTL2 | 13,875,000 | 13,875,000 | 0 | 0.35% | $11.71K |
| SFAVE 2015-5AVE A2B | 14,945,000 | 14,945,000 | 0 | 0.33% | $14.94K |
| Saluda Grade Alternative Mortgage Trust, Series 2025-LOC5, Class A1B | 13,042,000 | 13,042,000 | 0 | 0.33% | $43.15K |
| HYT Commercial Mortgage Trust 2024-RGCY | 12,900,000 | 12,900,000 | 0 | 0.32% | $49.02K |
| WFCM 2025-B33RP E TSFR3M+375 08/15/2042 144A | 12,400,000 | 12,400,000 | 0 | 0.31% | -$7.44K |
| MAC Trust 2025-801B | 12,200,000 | 12,200,000 | 0 | 0.31% | $3.66K |
| Saluda Grade Alternative Mortgage Trust 2025-LOC5 | 12,192,000 | 12,192,000 | 0 | 0.30% | $11 |
| ARIXA MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 REGD 144A P/P 5.73500000 | 11,000,000 | 11,000,000 | 0 | 0.28% | $5.98K |
| LHOME Mortgage Trust Series 2024-RTL3, Class A2 | 10,636,000 | 10,636,000 | 0 | 0.27% | -$25.26K |
| Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2024-RTL1, Class A2 | 10,526,000 | 10,526,000 | 0 | 0.27% | $54.58K |
| PMT 5.5 03/15/26 | 10,682,000 | 10,682,000 | 0 | 0.27% | $18.16K |
| LHOME Mortgage Trust, Series 2024-RTL3, Class A2 | 10,500,000 | 10,500,000 | 0 | 0.27% | -$43.77K |
| BX TRUST 2022-IND BX 2022-IND E | 10,500,000 | 10,500,000 | 0 | 0.26% | -$6.30K |
| BMD2 Re-Remic Trust 2019-FRR1 | 12,585,000 | 12,585,000 | 0 | 0.26% | $191.29K |
| SMR, Series 2022-IND Mortgage Trust, Class E | 10,347,152 | 10,347,152 | 0 | 0.26% | $4.14K |
| LHOME Mortgage Trust, Series 2024-RTL1, Class A1 | 10,190,000 | 10,190,000 | 0 | 0.25% | -$36.05K |
| RCITY 2024-RTL1 A2 | 10,000,000 | 10,000,000 | 0 | 0.25% | $16.86K |
| JW Commercial Mortgage Trust, Series 2024-MRCO, Class D | 10,000,000 | 10,000,000 | 0 | 0.25% | -$6.00K |
| Hilton USA Trust, Series 2025-NVIL, Class A | 10,000,000 | 10,000,000 | 0 | 0.25% | -$14.00K |
| Hilton USA Trust 2016-HHV | 10,000,000 | 10,000,000 | 0 | 0.25% | $75.00K |
| Saluda Grade Alternative Mortgage Trust 2025-LOC5 | 9,565,000 | 9,565,000 | 0 | 0.24% | $15.53K |
| Prosper Marketplace Issuance Trust, Series 2024-1A, Class C | 9,525,000 | 9,525,000 | 0 | 0.24% | -$13.34K |
| LHOME MORTGAGE TRUST LHOME_24-RTL5 | 9,400,000 | 9,400,000 | 0 | 0.24% | -$5.91K |
| Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust | 9,140,000 | 9,140,000 | 0 | 0.23% | $0 |
| CMBS | 8,900,000 | 8,900,000 | 0 | 0.22% | $25.81K |
| THPT 2023-THL MORTGAGE TRUST THPT 2023-THL F | 9,158,000 | 9,158,000 | 0 | 0.22% | $57.70K |
| PRET 2025-NPL6 LLC PRET 2025 NPL6 A2 144A | 8,750,000 | 8,750,000 | 0 | 0.22% | -$19.34K |
| UNITED AUTO CREDIT SECURITIZATION TRUST | 8,500,000 | 8,500,000 | 0 | 0.21% | $74.80K |
| WB Commercial Mortgage Trust, Series 2024-HQ, Class C | 8,500,000 | 8,500,000 | 0 | 0.21% | $3.40K |
| BX COMMERCIAL MORTGAGE TRUST 2024-KING BX 2024-KING E | 8,404,358 | 8,404,358 | 0 | 0.21% | -$3.36K |
| Benchmark 2025-V13 Mortgage Trust | 8,000,000 | 8,000,000 | 0 | 0.21% | $87.20K |
| Vontive Mortgage Trust, Series 2025-RTL1, Class A1 | 8,000,000 | 8,000,000 | 0 | 0.20% | -$15.59K |
| PRET 2025-NPL7 LLC PRET 2025 NPL7 A2 144A | 8,000,000 | 8,000,000 | 0 | 0.20% | -$10.57K |
| SLG Office Trust 2021-OVA | 9,500,000 | 9,500,000 | 0 | 0.20% | $80.75K |
| PRET 2025-NPL8 LLC | 7,850,000 | 7,850,000 | 0 | 0.20% | -$2.77K |
| FLEXENTIAL ISSUER 2021-1 FLX 2021-1A B | 7,934,000 | 7,934,000 | 0 | 0.19% | $56.33K |
| Benchmark 2025-V13 Mortgage Trust | 7,373,000 | 7,373,000 | 0 | 0.19% | $33.92K |
| GWT 2024-WOLF D 144A FRN 03-15-39 | 7,600,000 | 7,600,000 | 0 | 0.19% | $5.32K |
| Residential Asset Securitization Trust 2007-A1 | 30,466,903 | 30,466,903 | 0 | 0.18% | $213.09K |
| PRET, LLC 2025-NPL9 | 7,000,000 | 7,000,000 | 0 | 0.18% | $4.92K |
| Toorak Mortgage Trust 2024-1 | 7,000,000 | 7,000,000 | 0 | 0.18% | -$27.22K |
| RAMP Series 2007-RS1 Trust | 32,244,743 | 32,244,743 | 0 | 0.17% | -$542.10K |
| VISTA POINT SECURITIZATION TRUST 2025-CES3 VSTA 2025-CES3 A3 | 6,816,000 | 6,816,000 | 0 | 0.17% | $63.63K |
| A&D Mortgage Trust 2024-NQM4 | 6,800,000 | 6,800,000 | 0 | 0.17% | $66.59K |
| Project Silver | 6,973,548 | 6,973,548 | 0 | 0.17% | $493.73K |
| MAC Trust 2025-801B | 6,700,000 | 6,700,000 | 0 | 0.17% | $10.72K |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 8,133,239 | 8,133,239 | 0 | 0.17% | -$50.43K |
| Toorak Mortgage Trust 2024-RRTL1 | 6,500,000 | 6,500,000 | 0 | 0.16% | -$27.16K |
| Hilton USA Trust, Series 2016-HHV, Class E | 6,500,000 | 6,500,000 | 0 | 0.16% | $32.50K |
| ROC Securities Trust Series 2021-RLT1, Class M | 6,745,000 | 6,745,000 | 0 | 0.16% | -$364.18K |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 8,100,000 | 8,100,000 | 0 | 0.15% | -$298.89K |
| LHOME MORTGAGE TRUST LHOME_25-RTL1 | 6,000,000 | 6,000,000 | 0 | 0.15% | -$6.45K |
| Wells Fargo Commercial Mortgage Trust 2025-B33RP | 6,000,000 | 6,000,000 | 0 | 0.15% | $1.80K |
| LHOME Mortgage Trust Series 2024-RTL1, Class A2 | 6,000,000 | 6,000,000 | 0 | 0.15% | -$42.43K |
| Toorak Mortgage Trust 2024-1 | 6,000,000 | 6,000,000 | 0 | 0.15% | -$25.14K |
| TOORAK MORTGAGE TRUST TRK_24-RRTL2 | 6,000,000 | 6,000,000 | 0 | 0.15% | $10.40K |
| PRM7 Trust, Series 2025-PRM7, Class D | 6,020,000 | 6,020,000 | 0 | 0.15% | -$12.04K |
| Velocity Commercial Capital Loan Trust 2025-RTL1 | 5,863,000 | 5,863,000 | 0 | 0.15% | -$11.28K |
| Cribs Mortgage Trust 2025-RTL1 | 5,850,000 | 5,850,000 | 0 | 0.15% | -$7.71K |
| Banc of America Re-Remic Trust | 9,155,000 | 9,155,000 | 0 | 0.14% | $108.94K |
| MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2023-01 CL M10 V/R REGD 144A P/P 10.57180000 | 5,000,000 | 5,000,000 | 0 | 0.14% | $35.50K |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 6,497,500 | 6,497,500 | 0 | 0.14% | $131.90K |
| CPS Auto Receivables Trust 2023-A | 5,000,000 | 5,000,000 | 0 | 0.14% | $96.00K |
| Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust | 5,401,000 | 5,401,000 | 0 | 0.14% | $0 |
| Marlette Funding Trust, Series 2024-1A, Class C | 5,300,000 | 5,300,000 | 0 | 0.13% | $13.25K |
| GS Mortgage-Backed Securities Trust, Series 2025-DSC2, Class B1 | 5,339,000 | 5,339,000 | 0 | 0.13% | $9.19K |
| Twin Hospitality I LLC | 6,435,000 | 6,435,000 | 0 | 0.13% | -$649.29K |
| A&D Mortgage Trust 2024-NQM6 | 5,000,000 | 5,000,000 | 0 | 0.13% | $47.23K |
| SMR 2022-IND Mortgage Trust | 5,075,617 | 5,075,617 | 0 | 0.13% | -$1.02K |
| FS Trust 2024-HULA | 5,000,000 | 5,000,000 | 0 | 0.13% | $17.50K |
| MTN Commercial Mortgage Trust, Series 2022-LPFL, Class F | 5,000,000 | 5,000,000 | 0 | 0.13% | -$500 |
| Freddie Mac Multifamily Structured Pass Through Certificates | 19,488,345 | 19,488,345 | 0 | 0.12% | -$157.86K |
| Hertz Vehicle Financing LP, Series 2021-2A, Class D | 5,000,000 | 5,000,000 | 0 | 0.12% | $58.50K |
| MRCD MORTGAGE TRUST MRCD 2019 PARK G 144A | 8,944,000 | 8,944,000 | 0 | 0.12% | $134.79K |
| PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST PGA_24-RSR2 | 4,910,000 | 4,910,000 | 0 | 0.12% | $11.29K |
| THPT Mortgage Trust, Series 2023-THL, Class C | 4,844,448 | 4,844,448 | 0 | 0.12% | -$12.60K |
| CSMC 2020-FACT | 5,000,000 | 5,000,000 | 0 | 0.12% | $3.50K |
| GKN Subordinated CTL Pass-Through Trust/Auburn MI | 7,076,849 | 7,076,849 | 0 | 0.12% | $109.69K |
| BCP TRUST BCP 2021 330N E 144A | 15,300,000 | 15,300,000 | 0 | 0.12% | -$442.17K |
| FAT Brands GFG Royalty I LLC | 8,808,000 | 8,808,000 | 0 | 0.11% | -$3.72M |
| Cantor Commercial Real Estate Lending 2019-CF2 | 4,988,052 | 4,988,052 | 0 | 0.11% | $17.46K |
| CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class D | 4,500,000 | 4,500,000 | 0 | 0.11% | $4.50K |
| Imperial Fund Mortgage Trust, Series 2023-NQM1, Class B1 | 4,500,000 | 4,500,000 | 0 | 0.11% | -$10.02K |
| RMF Proprietary Issuance Trust Series 2022-1, Class M2 | 5,000,000 | 5,000,000 | 0 | 0.11% | $72.50K |
| FS 2024-HULA D 144A FRN 08-15-39 | 4,400,000 | 4,400,000 | 0 | 0.11% | $16.72K |
| PRPM 2025-6 LLC | 4,400,000 | 4,400,000 | 0 | 0.11% | -$8.12K |
| Pagaya Ai Debt Trust 2025-R1 | 4,250,000 | 4,250,000 | 0 | 0.11% | $3.40K |
| CLAST 2018-1 B | 4,334,216 | 4,334,216 | 0 | 0.11% | $125.69K |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 4,991,000 | 4,991,000 | 0 | 0.11% | -$61.39K |
| Hudsons Bay Simon JV Trust, Series 2015-HB10, Class B10 | 4,250,000 | 4,250,000 | 0 | 0.11% | -$13.18K |
| GCAT 2025-NQM6 Trust | 4,206,500 | 4,206,500 | 0 | 0.10% | $5.19K |
| LHOME Mortgage Trust, Series 2024-RTL2, Class A2 | 4,100,000 | 4,100,000 | 0 | 0.10% | -$14.21K |
| TGIF Funding LLC 2017-1A | 4,817,489 | 4,817,489 | 0 | 0.10% | -$26.98K |
| PRPM, LLC 2025-5 | 4,072,000 | 4,072,000 | 0 | 0.10% | -$9.78K |
| Dominion Mortgage Trust 2025-RTL1 | 4,000,000 | 4,000,000 | 0 | 0.10% | -$24.51K |
| TOORAK MORTGAGE TRUST TRK_24-RRTL1 | 4,000,000 | 4,000,000 | 0 | 0.10% | -$15.34K |
| Toorak Mortgage Trust 2025-RRTL1 | 4,000,000 | 4,000,000 | 0 | 0.10% | $12.66K |
| BBCMS Mortgage Trust, Series 2018-TALL, Class E | 4,760,000 | 4,760,000 | 0 | 0.10% | $33.32K |
| MFT 2024-1A D | 3,750,000 | 3,750,000 | 0 | 0.10% | $19.88K |
| GS Mortgage-Backed Securities Trust 2025-DSC2 | 3,856,000 | 3,856,000 | 0 | 0.10% | $7.53K |
| FAT Brands Royalty LLC | 3,840,000 | 3,840,000 | 0 | 0.09% | $84.48K |
| Easy Street Mortgage Loan Trust 2025-RTL2 | 3,600,000 | 3,600,000 | 0 | 0.09% | $6.08K |
| FREMF 2018-K156 Mortgage Trust | 6,449,682 | 6,449,682 | 0 | 0.09% | $70.95K |
| Dominion Mortgage Trust 2021-RTL1 | 3,500,000 | 3,500,000 | 0 | 0.09% | $53.70K |
| Anchor Mortgage Trust, Series 2025-RTL1, Class A2 | 3,400,000 | 3,400,000 | 0 | 0.09% | -$7.37K |
| CRIBS Mortgage Trust, Series 2025-RTL1, Class A1 | 3,350,000 | 3,350,000 | 0 | 0.08% | -$3.71K |
| 1345T, Series 2025-AOA, Class D | 3,250,000 | 3,250,000 | 0 | 0.08% | -$975 |
| BCP TRUST BCP 2021 330N B 144A | 4,200,000 | 4,200,000 | 0 | 0.08% | -$316.68K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 11,437,000 | 11,437,000 | 0 | 0.08% | -$100.65K |
| PMT 8.5 06/01/29 | 3,000,000 | 3,000,000 | 0 | 0.08% | $102.15K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 8,700,000 | 8,700,000 | 0 | 0.08% | -$87.00K |
| HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class C | 3,076,000 | 3,076,000 | 0 | 0.08% | $6.77K |
| SAIF Securitization Trust 2024-CES1 | 3,036,000 | 3,036,000 | 0 | 0.08% | $58.01K |
| A&D MTG TR ADMT_24-NQM1 | 3,017,000 | 3,017,000 | 0 | 0.08% | $20.92K |
| BBCMS Mortgage Trust, Series 2018-TALL, Class C | 3,312,000 | 3,312,000 | 0 | 0.08% | $8.28K |
| J.P. MORGAN CHASE COMMERCIAL M JPMCC 2025 BHR5 C 144A | 3,040,000 | 3,040,000 | 0 | 0.08% | $5.78K |
| A&D Mortgage Trust 2023-NQM5 | 3,000,000 | 3,000,000 | 0 | 0.08% | -$3.95K |
| SREIT TRUST TSFR1M+308.198 74 11/15/2036 144A | 3,024,000 | 3,024,000 | 0 | 0.08% | -$302 |
| Verus Securitization Trust, Series 2021-R3, Class B2 | 3,000,000 | 3,000,000 | 0 | 0.07% | $13.44K |
| BCP TRUST BCP 2021 330N C 144A | 4,089,000 | 4,089,000 | 0 | 0.07% | -$448.15K |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 3,195,000 | 3,195,000 | 0 | 0.07% | $24.92K |
| Hudsons Bay Simon JV Trust, Series 2015-HB10, Class A10 | 2,764,207 | 2,764,207 | 0 | 0.07% | -$6.91K |
| SCG Commercial Mortgage Trust, Series 2025-FLWR, Class E | 2,700,000 | 2,700,000 | 0 | 0.07% | $3.51K |
| A&D Mortgage Trust 2024-NQM4 | 2,572,667 | 2,572,667 | 0 | 0.06% | $4.38K |
| BAHA Trust 2024-MAR | 284,500,000 | 284,500,000 | 0 | 0.06% | -$199.15K |
| Freddie Mac Mscr Trust Mn9 | 2,500,000 | 2,500,000 | 0 | 0.06% | $8.75K |
| LHOME MORTGAGE TRUST LHOME_25-RTL3 | 2,500,000 | 2,500,000 | 0 | 0.06% | $1.95K |
| VSTA 2025-CES3 M1 | 2,490,500 | 2,490,500 | 0 | 0.06% | $32.39K |
| FREDDIE MAC MSCR TR MN7 M2 SOFR30A+570 09/25/2043 144A | 2,300,000 | 2,300,000 | 0 | 0.06% | -$8.05K |
| DC Trust, Series 2024-HLTN, Class D | 2,439,000 | 2,439,000 | 0 | 0.06% | $5.37K |
| FREDDIE MAC MSCR TRUST MN8 MSCR 2024 MN8 M2 144A | 2,300,000 | 2,300,000 | 0 | 0.06% | -$8.97K |
| Castlelake Aircraft Structured Trust 2019-1 | 2,422,091 | 2,422,091 | 0 | 0.06% | -$10.41K |
| SAIF SECURITIZATION TRUST SAIF_25-CES1 | 2,250,000 | 2,250,000 | 0 | 0.06% | $39.46K |
| FAT Brands GFG Royalty I LLC | 2,400,000 | 2,400,000 | 0 | 0.06% | -$71.04K |
| Fidelis Mortgage Trust Series 2025-RTL2, Class A2 | 2,250,000 | 2,250,000 | 0 | 0.06% | $2.59K |
| Senior Secured Note | 99,092 | 99,092 | 0 | 0.06% | $30.72K |
| TRTX 6 1/4 PERP | 120,705 | 120,705 | 0 | 0.06% | $96.56K |
| FIGRE Trust 2025-PF2 | 2,100,000 | 2,100,000 | 0 | 0.05% | $19.37K |
| MSCR 2021-MN1 M2 144A FRN 01-25-51 | 2,000,000 | 2,000,000 | 0 | 0.05% | -$3.20K |
| SAIF SECURITIZATION TRUST SAIF_25-CES1 | 2,000,000 | 2,000,000 | 0 | 0.05% | $27.66K |
| SAIF Securitization Trust 2025-CES1 | 2,000,000 | 2,000,000 | 0 | 0.05% | $25.43K |
| FIGRE Trust 2024-HE4 | 2,000,000 | 2,000,000 | 0 | 0.05% | $4.47K |
| Saluda Grade Alternative Mortgage Trust 2024-INV1 | 2,000,000 | 2,000,000 | 0 | 0.05% | $745 |
| LHOME Mortgage Trust 2024-RTL4 | 2,000,000 | 2,000,000 | 0 | 0.05% | -$13.63K |
| TVC Mortgage Trust Series 2024-RRTL1, Class A2 | 2,000,000 | 2,000,000 | 0 | 0.05% | $4.66K |
| PGA Trust 2024-RSR2 | 2,000,000 | 2,000,000 | 0 | 0.05% | $800 |
| Rithm Capital Corp., Series D, Pfd. | 78,637 | 78,637 | 0 | 0.05% | $4.72K |
| ACRES Commercial Realty Corp | 83,247 | 83,247 | 0 | 0.05% | -$4.16K |
| BMO 2025-5C10 Mortgage Trust | 2,000,000 | 2,000,000 | 0 | 0.05% | $6.20K |
| Fidelis Mortgage Trust Series 25-RTL1 Class A2 | 1,750,000 | 1,750,000 | 0 | 0.04% | $249 |
| CSMC Trust, Series 2020-FACT, Class E | 1,745,000 | 1,745,000 | 0 | 0.04% | -$24.08K |
| MFA 2024-RTL3 Trust | 1,600,000 | 1,600,000 | 0 | 0.04% | -$3.98K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 6,840,000 | 6,840,000 | 0 | 0.04% | -$52.67K |
| BANK, Series 2019-BN17, Class E | 1,849,000 | 1,849,000 | 0 | 0.04% | $20.71K |
| Vista Point Securitization Trust Series 2024-CES2 | 1,506,000 | 1,506,000 | 0 | 0.04% | $1.47K |
| Affirm Asset Securitization Trust 2024-X1 | 1,500,000 | 1,500,000 | 0 | 0.04% | -$1.80K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9 | 4,623,792 | 4,623,792 | 0 | 0.04% | -$4.14K |
| JP Morgan Mortgage Trust Series 2025-NQM4 | 1,500,000 | 1,500,000 | 0 | 0.04% | $2.30K |
| Multi-Family Connecticut Avenue Securities Trust, Series 2024-01, Class M10 | 1,400,000 | 1,400,000 | 0 | 0.04% | -$1.68K |
| BXP Trust, Series 2021-601L, Class D | 1,699,000 | 1,699,000 | 0 | 0.03% | $7.99K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO5 A | 9,462,102 | 9,462,102 | 0 | 0.03% | -$37.55K |
| LHOME Mortgage Trust Series 2024-RTL3, Class M | 1,250,000 | 1,250,000 | 0 | 0.03% | -$3.17K |
| BCP TRUST BCP 2021 330N D 144A | 2,389,270 | 2,389,270 | 0 | 0.03% | -$307.02K |
| TWIN HOSPITALITY I 9.00% | 1,196,321 | 1,196,321 | 0 | 0.03% | -$36.13K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 | 3,534,189 | 3,534,189 | 0 | 0.03% | -$2.84K |
| Cross 2024-H6 Mortgage Trust | 1,079,000 | 1,079,000 | 0 | 0.03% | $2.66K |
| BANK 2022-BNK41 | 1,500,000 | 1,500,000 | 0 | 0.03% | -$39.75K |
| FIGURE LENDING FIGRE_24-HE4 | 1,000,000 | 1,000,000 | 0 | 0.03% | -$6.14K |
| RWT 7.75 06/15/27 | 1,000,000 | 1,000,000 | 0 | 0.03% | $14.94K |
| Recv Irs 0.9130% 05/25/26 | 2 | 2 | 0 | 0.02% | -$580.43K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 NQM1 B2 144A | 1,000,000 | 1,000,000 | 0 | 0.02% | $14.91K |
| BCP TRUST BCP 2021 330N F 144A | 8,500,000 | 8,500,000 | 0 | 0.02% | -$191.25K |
| Lendingpoint Asset Securitization Trust, Series 2021-B, Class D | 3,000,000 | 3,000,000 | 0 | 0.02% | $45.60K |
| SAIF Securitization Trust 2024-CES1 | 745,000 | 745,000 | 0 | 0.02% | $10.59K |
| Flagship Credit Auto Trust, Series 2022-3, Class E | 1,000,000 | 1,000,000 | 0 | 0.02% | $94.20K |
| VCC 2021-3 M6 | 576,875 | 576,875 | 0 | 0.01% | $3.39K |
| FAT Brands Fazoli's Native I LLC | 1,930,000 | 1,930,000 | 0 | 0.01% | -$1.49M |
| BX Trust, Series 2021-LBA, Class GV | 379,589 | 379,589 | 0 | 0.01% | $342 |
| BX Trust 2021-LBA | 371,681 | 371,681 | 0 | 0.01% | $372 |
| BX Trust, Series 2021-LBA, Class DJV | 350,000 | 350,000 | 0 | 0.01% | $350 |
| REDWOOD TRUST INC REIT | 44,220 | 44,220 | 0 | 0.01% | $7.52K |
| Velocity Commercial Capital Loan Trust 2019-2 | 199,899 | 199,899 | 0 | 0.00% | $2.02K |
| Cantor Commercial Real Estate Lending, Series 2019-CF1, Class 65D | 4,600,000 | 4,600,000 | 0 | 0.00% | -$47.38K |
| UNITED STATES DOLLAR | 1 | 1 | 0 | -0.01% | -$252.50K |
| TRS | 4 | 4 | 0 | -0.04% | -$1.03M |
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