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Holdings (Monthly) Guide ↗

Columbia Quality Income Fund

· Columbia Funds Series Trust II
Monthly Holdings $1.6B AUM 358 positions Period May 2026 Filed Jul 29, 2026 EDGAR ↗ ← All Funds
All 62 New 2 Added 236 Reduced 16 Exited · May 2026 vs Feb 2026
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 UMBS, TBA 01F052664 May 2026 102,000,000 NEW $102.5M — 8.57% ABS-MBS
2 Government National Mortgage Association 21H042661 May 2026 65,000,000 NEW $62.5M — 5.23% ABS-MBS
3 UMBS, TBA 01F042665 May 2026 43,000,000 NEW $41.3M — 3.45% ABS-MBS
4 UMBS, TBA 01F032666 May 2026 40,000,000 NEW $36.4M — 3.04% ABS-MBS
5 UMBS, TBA 01F030462 May 2026 36,000,000 NEW $34.2M — 2.86% ABS-MBS
6 UMBS, TBA 01F050668 May 2026 33,000,000 NEW $32.5M — 2.72% ABS-MBS
7 COLUMBIA SHORT TERM CASH FUND 19766H239 Feb 2026 28,353,497 -26,110,233 $28.3M -48.0% 2.37% STIV
8 Fannie Mae 3140XHWG8 Feb 2026 29,132,823 -629,867 $27.5M -5.8% 2.30% ABS-MBS
9 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XQBR7 Feb 2026 22,971,580 -602,423 $22.2M -5.5% 1.86% ABS-MBS
10 UMBS, TBA 01F060667 May 2026 19,000,000 NEW $19.4M — 1.62% ABS-MBS
11 Home Partners of America Trust 43732VAA4 Feb 2026 19,186,900 -3,013 $18.9M +0.4% 1.58% ABS-O
12 Fannie Mae 3140XAH96 Feb 2026 23,068,532 -505,662 $18.7M -5.4% 1.57% ABS-MBS
13 Fannie Mae 3140XAVV1 Feb 2026 20,950,936 -670,311 $17.1M -6.3% 1.43% ABS-MBS
14 Fannie Mae 3140H4B94 Feb 2026 17,366,865 -575,296 $17.0M -6.0% 1.42% ABS-MBS
15 Fannie Mae 3140MP6G1 Feb 2026 17,468,030 -477,983 $15.9M -6.1% 1.33% ABS-MBS
16 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XAZ88 Feb 2026 18,089,007 -428,715 $15.4M -5.5% 1.29% ABS-MBS
17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 3617UVEL6 Feb 2026 18,113,287 -478,449 $15.3M -5.6% 1.28% ABS-MBS
18 Government National Mortgage Association 21H030666 May 2026 17,000,000 NEW $15.1M — 1.26% ABS-MBS
19 Freddie Mac 3132DVLR4 Feb 2026 17,597,386 -375,106 $15.0M -5.3% 1.26% ABS-MBS
20 Fannie Mae 3140XLXM5 Feb 2026 16,315,646 -382,919 $14.4M -5.5% 1.21% ABS-MBS
21 Freddie Mac 3132E0B27 Feb 2026 14,182,217 -450,282 $14.2M -5.1% 1.19% ABS-MBS
22 Fannie Mae 3136BVHZ4 Feb 2026 14,028,444 -1,683,945 $14.2M -11.2% 1.19% ABS-MBS
23 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140L3K26 Feb 2026 17,288,509 -624,788 $14.0M -6.7% 1.18% ABS-MBS
24 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140QSFA4 Feb 2026 14,007,174 -299,373 $13.9M -4.5% 1.16% ABS-MBS
25 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XN2F0 Feb 2026 17,066,632 -194,637 $13.8M -4.5% 1.16% ABS-MBS
26 Fannie Mae 3140W52Z6 May 2026 13,436,364 NEW $12.9M — 1.08% ABS-MBS
27 Freddie Mac 3142GXSB4 May 2026 12,700,000 NEW $12.6M — 1.05% ABS-MBS
28 Fannie Mae 3136BXPP3 Feb 2026 11,979,642 -538,754 $11.9M -4.4% 1.00% ABS-MBS
29 Fannie Mae 3140X8ED5 Feb 2026 14,023,332 -306,851 $11.5M -5.4% 0.96% ABS-MBS
30 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140X8QL4 Feb 2026 13,076,156 -389,784 $11.2M -6.1% 0.94% ABS-MBS
31 Fannie Mae 3140X7W88 Feb 2026 12,593,915 -237,058 $11.1M -5.2% 0.93% ABS-MBS
32 Cayuga Park CLO, Ltd. 149791BG9 Feb 2026 11,000,000 — $11.0M +0.2% 0.92% ABS-CBDO
33 Freddie Mac 3137HKPN8 Feb 2026 10,543,508 -1,601,516 $10.7M -13.5% 0.89% ABS-MBS
34 FEDERAL HOME LOAN MORTGAGE CORPORATION 3142GWE21 May 2026 10,727,532 NEW $10.6M — 0.89% ABS-MBS
35 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ER2F6 Feb 2026 11,725,102 -307,498 $10.6M -5.8% 0.88% ABS-MBS
36 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80 38384NMS1 Feb 2026 11,746,768 -631,601 $10.5M -10.0% 0.88% ABS-CBDO
37 Fannie Mae 3140QQD77 Feb 2026 10,570,723 -131,656 $10.5M -3.6% 0.88% ABS-MBS
38 Freddie Mac 3133KM4G7 Feb 2026 11,909,300 -141,972 $10.5M -4.0% 0.88% ABS-MBS
39 FEDERAL HOME LOAN MORTGAGE CORPORATION 3132E0NY4 Feb 2026 10,926,266 -241,394 $10.3M -5.7% 0.86% ABS-MBS
40 FEDERAL HOME LOAN MORTGAGE CORPORATION 31427SRQ3 May 2026 10,212,274 NEW $10.2M — 0.85% ABS-MBS
41 Freddie Mac 3137HKF33 Feb 2026 10,046,305 -1,356,790 $10.2M -12.8% 0.85% ABS-MBS
42 CIM Trust 171951AA4 May 2026 10,400,000 NEW $10.1M — 0.84% ABS-MBS
43 NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3 64830NAJ0 Feb 2026 12,000,000 — $10.0M -4.8% 0.84% ABS-CBDO
44 Freddie Mac 3137HKQ98 Feb 2026 9,990,513 -924,672 $10.0M -9.4% 0.84% ABS-MBS
45 Sound Point CLO LTD 83609YAE6 Feb 2026 10,000,000 — $10.0M +0.0% 0.84% ABS-CBDO
46 Freddie Mac 3137GCF65 May 2026 10,000,000 NEW $10.0M — 0.84% ABS-MBS
47 Fannie Mae 3140QB4E5 Feb 2026 11,095,286 -169,692 $9.9M -4.8% 0.83% ABS-MBS
48 Government National Mortgage Association 21H020667 May 2026 12,000,000 NEW $9.8M — 0.82% ABS-MBS
49 Pagaya AI Debt Selection Trust 69549PAC1 May 2026 9,750,000 NEW $9.7M — 0.81% ABS-O
50 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140BHHW4 Feb 2026 9,467,997 -1,462,240 $9.7M -13.8% 0.81% ABS-MBS
51 Verus Securitization Trust 92538UAC5 May 2026 9,974,288 NEW $9.4M — 0.79% ABS-MBS
52 POINT SECURITIZATION TRUST PNT_26-1 73072JAA6 Feb 2026 9,295,031 -4,969 $9.1M -1.2% 0.76% ABS-CBDO
53 Center Street Lending Resi-Investor Abs Trust 151704AA1 Feb 2026 9,150,000 — $9.1M -1.0% 0.76% ABS-MBS
54 Freddie Mac 3137HLJQ6 Feb 2026 8,738,418 -1,176,204 $8.9M -9.7% 0.75% ABS-MBS
55 FEDERAL HOME LOAN MORTGAGE CORPORATION 31427PWW0 Feb 2026 8,598,997 -1,200,693 $8.8M -12.7% 0.74% ABS-MBS
56 Freddie Mac - STACR 35564KJB6 Feb 2026 7,000,000 — $8.5M +0.4% 0.71% ABS-MBS
57 Easy Street Mortgage Loan Trust 27786YAA6 Feb 2026 8,300,000 — $8.3M -0.6% 0.69% ABS-MBS
58 FEDERAL HOME LOAN MORTGAGE CORPORATION 3142GSWW4 Feb 2026 7,979,423 -940,559 $8.2M -10.9% 0.69% ABS-MBS
59 RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_26-3 76091NAE9 May 2026 8,150,000 NEW $8.2M — 0.68% DBT
60 STAR 2025-SFR6 Trust 85520EAA9 Feb 2026 8,000,000 — $8.0M -0.2% 0.67% ABS-O
61 ASP WHCO PARTICIPATION LP ASPWP-29-1A 04524YAA2 Feb 2026 7,600,000 — $7.6M +0.0% 0.64% ABS-MBS
62 Freddie Mac 3132ADVT2 Feb 2026 7,575,298 -242,320 $7.2M -6.6% 0.60% ABS-MBS
63 Freddie Mac 3132H7D84 Feb 2026 7,899,675 -248,478 $7.2M -6.2% 0.60% ABS-MBS
64 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-80 38384NMT9 Feb 2026 7,961,068 -70,059 $6.9M -6.5% 0.58% ABS-CBDO
65 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XNEM2 Feb 2026 6,643,004 -461,328 $6.6M -8.6% 0.56% ABS-MBS
66 RCO Mortgage LLC 74939VAA0 Feb 2026 6,589,738 -504,863 $6.6M -7.3% 0.55% ABS-O
67 Pagaya AI Debt Selection Trust 69544CAC5 May 2026 6,420,000 NEW $6.4M — 0.54% ABS-O
68 MPOWER Education Trust 62477DAA3 Feb 2026 6,309,790 -373,433 $6.3M -7.2% 0.53% ABS-O
69 CHNGE Mortgage Trust 12547QAB3 Feb 2026 6,144,000 — $6.1M -1.0% 0.51% ABS-MBS
70 SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_26-LOC6 79589WAJ1 May 2026 6,000,000 NEW $6.0M — 0.50% ABS-MBS
71 Preston Ridge Partners Mortgage Trust 69378KAD6 Feb 2026 6,000,000 — $6.0M +0.3% 0.50% ABS-MBS
72 Freddie Mac 3137HKF25 Feb 2026 5,861,060 -928,190 $5.9M -14.1% 0.50% ABS-MBS
73 HTAP Trust 40444WAA7 Feb 2026 5,929,818 -173,964 $5.9M -3.3% 0.49% ABS-MBS
74 Home Owner Mortgage Enhanced Securuties Limited 43761FAD7 Feb 2026 5,963,784 -364,230 $5.9M -7.3% 0.49% ABS-MBS
75 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138ERRU6 Feb 2026 6,486,061 -83,179 $5.9M -4.5% 0.49% ABS-MBS
76 Pagaya AI Debt Selection Trust 694969AC0 Feb 2026 5,610,000 — $5.6M -1.1% 0.47% ABS-O
77 CHNGE MORTGAGE TRUST CHNGE_23-4 12569QAE0 Feb 2026 5,480,320 — $5.5M -0.7% 0.46% ABS-CBDO
78 Exeter Automobile Receivables Trust 30168JAG8 May 2026 5,230,000 NEW $5.4M — 0.45% ABS-O
79 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XHNA1 Feb 2026 6,718,140 -121,683 $5.4M -5.0% 0.45% ABS-MBS
80 MFRA Trust 55287RAC2 Feb 2026 5,312,848 -453,214 $5.3M -8.6% 0.44% ABS-MBS
81 Government National Mortgage Association 38385EZR8 Feb 2026 5,307,885 -215,798 $5.3M -8.6% 0.44% ABS-MBS
82 Imperial Fund LLC 45276JAC4 Feb 2026 5,830,754 -124,971 $5.2M -3.5% 0.44% ABS-MBS
83 Freddie Mac 3137HLAE2 Feb 2026 5,093,493 -957,810 $5.2M -15.6% 0.43% ABS-MBS
84 Freddie Mac 31335AH43 Feb 2026 5,541,056 -79,758 $5.2M -4.8% 0.43% ABS-MBS
85 Freddie Mac 3137HKNH3 Feb 2026 5,067,113 -810,178 $5.1M -14.2% 0.43% ABS-MBS
86 Upstart Securitization Trust 91684NAB7 Feb 2026 5,100,000 — $5.1M -0.4% 0.43% ABS-O
87 CHNGE Mortgage Trust 2022-2 12546YAA9 Feb 2026 5,104,115 -150,857 $5.1M -3.3% 0.42% ABS-MBS
88 VISTA POINT SECURITIZATION TRUST VSTA_24-CES3 92841WAC3 Feb 2026 5,000,000 — $5.0M -1.2% 0.42% ABS-CBDO
89 Government National Mortgage Association 36179TV77 Feb 2026 5,075,419 -185,695 $5.0M -6.0% 0.42% ABS-MBS
90 FREDDIE MAC GOLD 3132H3F73 Feb 2026 5,272,510 -204,518 $4.9M -6.5% 0.41% ABS-MBS
91 Preston Ridge Partners Mortgage Trust 69380RAC9 Feb 2026 5,000,000 — $4.9M +0.0% 0.41% ABS-MBS
92 Research-Driven Pagaya Motor Asset Trust I 76089TAA8 May 2026 4,882,753 NEW $4.9M — 0.41% ABS-O
93 Bain Capital Credit CLO, Limited 05684ABG3 Feb 2026 5,000,000 — $4.9M -2.7% 0.41% ABS-CBDO
94 A&D Mortgage Trust 002941AA0 Feb 2026 4,865,629 -207,640 $4.9M -4.9% 0.41% ABS-MBS
95 MAGNETITE CLO MAGNE_16-17A 55954EBQ1 May 2026 4,850,000 NEW $4.8M — 0.41% DBT
96 GCAT 36171FAA1 Feb 2026 5,079,933 -103,755 $4.8M -4.3% 0.40% ABS-MBS
97 KSL Resorts 48269AAG7 May 2026 4,700,000 NEW $4.7M — 0.39% ABS-MBS
98 Fannie Mae 3136BU5N6 Feb 2026 4,571,354 -680,463 $4.6M -13.9% 0.39% ABS-MBS
99 Freddie Mac - STACR 35564KSJ9 Feb 2026 4,500,000 — $4.6M -0.9% 0.39% ABS-MBS
100 Freddie Mac - STACR 35564KBE8 Feb 2026 4,000,000 — $4.4M -0.8% 0.37% ABS-MBS
101 SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4 79581UAD6 Feb 2026 2,468,533 -194,105 $4.4M -5.1% 0.37% ABS-CBDO
102 EASY MORTGAGE LOAN TRUST EASY_25-RTL1 27786FAA7 Feb 2026 4,350,000 — $4.4M -0.4% 0.37% ABS-CBDO
103 OBX TRUST OBX_22-NQM3 67116KAD7 Feb 2026 5,264,000 — $4.4M -3.9% 0.37% ABS-CBDO
104 RCO Mortgage LLC 74939AAA6 Feb 2026 4,411,946 -160,194 $4.4M -4.6% 0.36% ABS-MBS
105 Splitero Trust 2025-1 848948AA3 Feb 2026 4,300,000 — $4.2M -1.4% 0.35% ABS-MBS
106 Freddie Mac 3132M8QG4 Feb 2026 4,309,827 -180,564 $4.1M -7.3% 0.35% ABS-MBS
107 Preston Ridge Partners Mortgage Trust 693581AC4 Feb 2026 4,200,000 — $4.1M -0.1% 0.34% ABS-MBS
108 RUN_22-NQM1 74981CAD3 Feb 2026 5,000,000 — $4.0M -4.7% 0.34% ABS-CBDO
109 Toorak Mortgage Corp. 89054YAC7 Feb 2026 4,000,000 — $4.0M +0.5% 0.34% ABS-CBDO
110 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30 38384JTX2 Feb 2026 3,999,377 -501,567 $4.0M -12.6% 0.33% ABS-CBDO
111 BHMS Mortgage Trust 088928AA4 Feb 2026 3,700,000 — $3.7M -0.5% 0.31% ABS-MBS
112 FEDERAL HOME LOAN MORTGAGE CORPORATION 3133GCXX5 Feb 2026 4,012,787 -192,582 $3.7M -5.9% 0.31% ABS-MBS
113 New Residential Mortgage Loan Trust 64831MAB8 Feb 2026 4,420,000 — $3.6M -3.7% 0.30% ABS-MBS
114 Credit Suisse Mortgage Trust 126416AC0 Feb 2026 4,160,204 -130,241 $3.6M -6.1% 0.30% ABS-MBS
115 BINOM Securitization Trust 09055CAF5 May 2026 3,611,624 NEW $3.6M — 0.30% ABS-MBS
116 MFA TRUST MFRA_26-INVR1 58003NAF1 May 2026 3,571,085 NEW $3.6M — 0.30% ABS-MBS
117 Preston Ridge Partners Mortgage Trust 693581AB6 Feb 2026 3,600,000 — $3.5M -0.2% 0.30% ABS-MBS
118 GoldenTree Loan Management US CLO1, LTD 38140GAL9 May 2026 3,400,000 NEW $3.4M — 0.28% ABS-CBDO
119 Morgan Stanley & Co. LLC 000000000 Feb 2026 150,000,000 +21,000,000 $3.4M +107.9% 0.28% DIR
120 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5104 3137FYZH2 Feb 2026 4,006,130 -75,386 $3.3M -4.9% 0.28% ABS-CBDO
121 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-146 38382WZT7 Feb 2026 17,344,702 -385,471 $3.3M +0.3% 0.28% ABS-CBDO
122 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105 3137H06M5 Feb 2026 17,261,560 -324,702 $3.3M -3.5% 0.28% ABS-CBDO
123 SG Capital Partners 78432BAD1 Feb 2026 3,327,640 -478,996 $3.3M -12.6% 0.27% ABS-MBS
124 UPSTART SECURITIZATION TRUST UPST_26-2 91683AAD2 May 2026 3,250,000 NEW $3.2M — 0.27% ABS-MBS
125 Fannie Mae 3136AXV44 Feb 2026 3,466,607 -99,455 $3.2M -5.5% 0.27% ABS-MBS
126 Legacy Mortgage Asset Trust 52474JAA4 Feb 2026 3,177,474 -77,545 $3.2M -2.4% 0.27% ABS-MBS
127 FREDDIE MAC GOLD 3128M95V0 Feb 2026 3,398,167 -165,269 $3.2M -7.7% 0.27% ABS-MBS
128 FEDERAL NATIONAL MORTGAGE ASSOCIATION 31417CNA9 Feb 2026 3,360,482 -162,717 $3.2M -7.7% 0.26% ABS-MBS
129 PRKCM TRUST PRKCM_22-AFC1 69377CAE3 Feb 2026 3,338,855 -78,196 $3.2M -4.7% 0.26% ABS-CBDO
130 Upstart Securitization Trust 91684AAE9 Feb 2026 3,000,000 +2,000,000 $3.1M +205.1% 0.26% ABS-O
131 Vista Point Securitization Trust 92842UAB8 Feb 2026 3,050,000 — $3.1M -1.4% 0.26% ABS-MBS
132 Voya CLO Ltd 92892MAJ8 May 2026 3,050,000 NEW $3.0M — 0.26% ABS-CBDO
133 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191 38382MRY7 Feb 2026 13,649,458 -305,737 $3.0M -2.3% 0.25% ABS-CBDO
134 INVESCO CLO LTD INVCO_26-1 46092GAA4 May 2026 3,000,000 NEW $3.0M — 0.25% ABS-MBS
135 UNLOCK HEA TRUST 91528JAA8 Feb 2026 3,030,537 -76,404 $3.0M -2.7% 0.25% ABS-MBS
136 SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_26-LOC6 79589WAK8 May 2026 3,000,000 NEW $3.0M — 0.25% ABS-MBS
137 Preston Ridge Partners Mortgage Trust 69382HAB1 Feb 2026 3,000,000 — $3.0M -0.2% 0.25% ABS-MBS
138 FREDDIE MAC GOLD 3132L6SJ1 Feb 2026 3,175,221 -44,143 $3.0M -4.8% 0.25% ABS-MBS
139 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140FG6D6 Feb 2026 3,117,704 -92,346 $2.9M -6.2% 0.24% ABS-MBS
140 Morgan Stanley Residential Mortgage Loan Trust 61780QAF7 May 2026 2,893,918 NEW $2.9M — 0.24% ABS-MBS
141 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-190 38383LAZ3 Feb 2026 25,121,148 -665,830 $2.9M -19.2% 0.24% ABS-CBDO
142 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119 38382UN72 Feb 2026 16,149,614 -357,610 $2.8M -1.0% 0.23% ABS-CBDO
143 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8 38382MVH9 Feb 2026 16,323,667 -343,633 $2.8M -4.2% 0.23% ABS-CBDO
144 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113 38384CZJ1 Feb 2026 27,071,652 -786,519 $2.8M -20.4% 0.23% ABS-CBDO
145 Preston Ridge Partners Mortgage Trust 69392PAB1 Feb 2026 2,750,000 — $2.7M -0.3% 0.23% ABS-MBS
146 FREDDIE MAC GOLD 3132WHN76 Feb 2026 2,946,559 -79,974 $2.7M -6.0% 0.23% ABS-MBS
147 Freddie Mac 3137HPAM5 Feb 2026 34,627,210 -705,593 $2.7M -12.0% 0.23% ABS-MBS
148 Fannie Mae 3140FEDF8 Feb 2026 2,923,744 -96,667 $2.7M -6.5% 0.23% ABS-MBS
149 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-131 38381QQW4 May 2026 24,527,348 NEW $2.7M — 0.23% ABS-MBS
150 Arroyo Mortgage Trust 04285AAD7 Feb 2026 2,900,000 — $2.7M -1.5% 0.22% ABS-CBDO
151 MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1 58550DAD5 Feb 2026 2,789,000 — $2.7M -0.5% 0.22% ABS-CBDO
152 FNMA_20-55 3136BBRM6 Feb 2026 16,315,901 -358,272 $2.7M -4.6% 0.22% ABS-CBDO
153 Preston Ridge Partners Mortgage Trust 69392VAA0 Feb 2026 2,645,286 -148,110 $2.6M -6.5% 0.22% ABS-MBS
154 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-67 38382RT81 Feb 2026 15,112,121 -551,553 $2.6M -2.0% 0.22% ABS-CBDO
155 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142 38382XTC9 Feb 2026 18,885,124 -608,413 $2.5M -5.4% 0.21% ABS-CBDO
156 FREDDIE MAC GOLD 3132QT6F8 Feb 2026 2,644,937 -27,059 $2.5M -4.4% 0.21% ABS-MBS
157 FIGRE Trust 316918AA9 Feb 2026 2,539,870 -182,894 $2.5M -8.6% 0.21% ABS-O
158 PAGAYA AI DEBT TRUST PAID_25-5 69548WAE3 Feb 2026 2,499,903 — $2.5M -0.5% 0.21% ABS-MBS
159 Freddie Mac 3137HAQZ2 Feb 2026 26,161,322 -675,954 $2.5M -20.2% 0.21% ABS-MBS
160 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4983 3137FTHL4 Feb 2026 18,771,783 -676,997 $2.5M -19.6% 0.21% ABS-CBDO
161 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100 38384B4K4 Feb 2026 23,141,079 -810,406 $2.4M -19.8% 0.20% ABS-CBDO
162 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97 38384PRM4 Feb 2026 17,131,068 -451,374 $2.4M -0.1% 0.20% ABS-CBDO
163 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-1 38382MJ91 Feb 2026 16,386,514 -339,119 $2.4M -2.1% 0.20% ABS-CBDO
164 Research-Driven Pagaya Motor Asset Trust I 76091HAD4 May 2026 2,390,000 NEW $2.4M — 0.20% ABS-O
165 Government National Mortgage Association 38383YEB4 Feb 2026 25,543,241 -479,867 $2.4M -15.8% 0.20% ABS-MBS
166 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158 38382X7G4 Feb 2026 14,142,440 -365,068 $2.4M +2.9% 0.20% ABS-CBDO
167 Fannie Mae 3136BY4G4 May 2026 28,816,800 NEW $2.3M — 0.20% ABS-MBS
168 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-13 3136BFNK5 Feb 2026 12,280,440 -234,385 $2.3M -3.7% 0.20% ABS-CBDO
169 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-54 3136BGJP7 Feb 2026 17,199,025 -524,191 $2.3M -4.7% 0.19% ABS-CBDO
170 SAIF SECURITIZATION TRUST SAIF_25-CES1 78438CAC5 Feb 2026 2,250,000 — $2.3M -1.7% 0.19% ABS-CBDO
171 CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH1 12660BAB7 Feb 2026 2,328,682 -119,084 $2.2M -6.4% 0.18% ABS-CBDO
172 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161 38383A6G4 Feb 2026 16,310,578 -373,080 $2.2M -15.4% 0.18% ABS-CBDO
173 FREDDIE MAC GOLD 31292LGF6 Feb 2026 2,280,122 -87,744 $2.1M -6.8% 0.18% ABS-MBS
174 Preston Ridge Partners Mortgage Trust 69382WAD4 Feb 2026 2,200,000 — $2.1M -1.1% 0.18% ABS-MBS
175 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-111 38382UPG0 Feb 2026 14,476,582 -224,225 $2.1M -1.5% 0.18% ABS-CBDO
176 Government National Mortgage Association 38384EE68 Feb 2026 19,705,930 -476,669 $2.1M -19.5% 0.17% ABS-CBDO
177 MPOWER Education Trust 62477DAB1 Feb 2026 2,000,000 — $2.0M -1.2% 0.17% ABS-O
178 A&D MTG TR ADMT_24-NQM1 00039GAE9 Feb 2026 2,000,000 — $2.0M -1.0% 0.17% ABS-CBDO
179 Preston Ridge Partners Mortgage Trust 69392PAC9 Feb 2026 2,000,000 — $2.0M -1.3% 0.17% ABS-MBS
180 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-46 38382P4J8 Feb 2026 17,090,587 -523,086 $2.0M -18.8% 0.16% ABS-CBDO
181 Fannie Mae 3136BQER6 Feb 2026 17,581,994 -495,711 $1.9M -19.1% 0.16% ABS-CBDO
182 Government National Mortgage Association 38382WEG8 Feb 2026 15,199,883 -323,657 $1.9M -20.1% 0.16% ABS-MBS
183 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-125 38382HMR8 Feb 2026 14,670,345 -321,918 $1.9M -14.6% 0.16% ABS-CBDO
184 FANNIE MAE FNMA_20-40 3136BAPQ1 Feb 2026 14,098,541 -273,924 $1.9M -19.6% 0.16% ABS-CBDO
185 Freddie Mac 3137HBDP6 Feb 2026 18,209,958 -446,146 $1.9M -19.3% 0.16% ABS-MBS
186 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138 38382J3D6 Feb 2026 11,111,943 -156,388 $1.9M -3.5% 0.15% ABS-CBDO
187 Government National Mortgage Association 38383VJ74 Feb 2026 19,204,440 -557,230 $1.8M -20.3% 0.15% ABS-MBS
188 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-159 38382XG74 Feb 2026 10,587,359 -300,805 $1.8M +7.6% 0.15% ABS-CBDO
189 CHNGE Mortgage Trust 17030AAA3 Feb 2026 1,820,923 -474,837 $1.8M -21.1% 0.15% ABS-MBS
190 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17 38383VC89 Feb 2026 18,584,598 -630,420 $1.8M -16.5% 0.15% ABS-CBDO
191 Government National Mortgage Association 36202FJR8 Feb 2026 1,791,192 -58,255 $1.8M -4.9% 0.15% ABS-MBS
192 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-126 38383TX32 Feb 2026 17,599,984 -443,756 $1.8M -16.2% 0.15% ABS-CBDO
193 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122 38382WCZ8 Feb 2026 13,658,676 -463,946 $1.8M -5.6% 0.15% ABS-CBDO
194 Fannie Mae 31412LMW7 Feb 2026 1,803,155 -66,263 $1.8M -5.4% 0.15% ABS-MBS
195 SFO Commerical Mortgage Trust 78432WAA1 Feb 2026 1,750,000 -1,950,000 $1.7M -52.6% 0.15% ABS-MBS
196 CITIGROUP MORTGAGE LOAN TRUST IN 17323TAG5 Feb 2026 1,787,090 -89,381 $1.7M -6.1% 0.15% ABS-CBDO
197 FREDDIE MAC FHLMC_4993 3137FU6V1 Feb 2026 13,220,004 -294,897 $1.7M -19.7% 0.15% ABS-CBDO
198 Government National Mortgage Association 38381UN24 May 2026 68,984,392 NEW $1.7M — 0.15% ABS-MBS
199 Pagaya AI Debt Selection Trust 69544MAB5 Feb 2026 1,704,623 -323,520 $1.7M -16.5% 0.14% ABS-O
200 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-100 38384B4H1 Feb 2026 19,112,135 -956,680 $1.7M -14.2% 0.14% ABS-CBDO
201 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79 38384PDH0 Feb 2026 12,619,501 -374,291 $1.7M -12.9% 0.14% ABS-CBDO
202 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-52 38381VBU3 Feb 2026 12,874,625 -104,010 $1.7M -16.6% 0.14% ABS-CBDO
203 FIGURE LENDING FIGRE_23-HE3 31684CAC5 Feb 2026 1,608,191 — $1.6M -1.3% 0.14% ABS-CBDO
204 Government National Mortgage Association 38383LAU4 Feb 2026 21,356,255 -588,462 $1.6M -19.5% 0.13% ABS-CBDO
205 FREDDIE MAC GOLD 3132GTUM7 Feb 2026 1,623,261 -105,128 $1.5M -9.1% 0.13% ABS-MBS
206 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-46 3136BNGS9 Feb 2026 15,024,764 -614,058 $1.5M -16.2% 0.12% ABS-CBDO
207 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27 38382NEY9 Feb 2026 10,153,461 -141,939 $1.5M -1.5% 0.12% ABS-CBDO
208 MPOWER Education Trust 624930AA1 Feb 2026 1,443,697 -267,224 $1.5M -17.0% 0.12% ABS-O
209 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-45 3136BWEY8 Feb 2026 21,165,919 -1,067,556 $1.5M -7.9% 0.12% ABS-CBDO
210 FEDERAL HOME LOAN MORTGAGE CORPORATION 3137HLPA4 Feb 2026 11,924,775 -695,372 $1.4M -1.2% 0.12% ABS-CBDO
211 CHNGE Mortgage Trust 12569QAA8 Feb 2026 1,410,664 -291,286 $1.4M -17.6% 0.12% ABS-MBS
212 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-128 38383T7W7 Feb 2026 15,421,099 -319,402 $1.4M -13.6% 0.12% ABS-CBDO
213 FANNIE MAE FNMA_19-77 3136B7K26 Feb 2026 11,882,488 -213,623 $1.4M -19.4% 0.12% ABS-CBDO
214 A&D Mortgage Trust 00039GAA7 Feb 2026 1,354,552 -156,581 $1.4M -10.7% 0.11% ABS-MBS
215 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-140 38384EUV5 Feb 2026 1,373,148 -144,829 $1.4M -14.1% 0.11% ABS-CBDO
216 NRZ Excess Spread Collateralized Notes 65246QAA7 Feb 2026 1,363,728 -65,254 $1.4M -4.2% 0.11% ABS-O
217 Government National Mortgage Association 38384MJC2 Feb 2026 24,049,417 -1,712,031 $1.3M -1.8% 0.11% ABS-CBDO
218 Government National Mortgage Association 38380NPW3 Feb 2026 23,805,238 -127,125 $1.3M -3.2% 0.11% ABS-MBS
219 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-125 38382HLX6 Feb 2026 10,096,814 -322,347 $1.3M -15.6% 0.11% ABS-CBDO
220 Government National Mortgage Association 38381WR67 Feb 2026 11,940,934 -417,508 $1.3M -19.7% 0.11% ABS-MBS
221 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987 3137FTRP4 Feb 2026 9,973,328 -138,024 $1.3M -19.2% 0.11% ABS-CBDO
222 Pagaya AI Debt Selection Trust 69546QAC2 Feb 2026 1,295,851 -281,151 $1.3M -18.0% 0.11% ABS-O
223 Credit Suisse Mortgage Trust 12649AAQ2 Feb 2026 1,600,000 -600,000 $1.3M -28.0% 0.11% ABS-MBS
224 Fannie Mae 3136B45D6 Feb 2026 12,981,319 -328,602 $1.2M -20.6% 0.10% ABS-MBS
225 FANNIE MAE FNMA_16-101 3136AU3F6 Feb 2026 11,822,830 -267,805 $1.2M -21.0% 0.10% ABS-CBDO
226 Fannie Mae 31416CEZ5 Feb 2026 1,227,559 -51,018 $1.2M -6.2% 0.10% ABS-MBS
227 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138E2FK6 Feb 2026 1,233,179 -13,835 $1.2M -4.2% 0.10% ABS-MBS
228 Enva 2018-A, LLC 64112RAA9 Feb 2026 1,110,971 -330,912 $1.1M -23.6% 0.09% ABS-O
229 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-117 38381YRF3 Feb 2026 9,722,649 -154,678 $1.1M -19.2% 0.09% ABS-CBDO
230 FANNIE MAE FNMA_19-57 3136B6PZ0 Feb 2026 9,125,180 -102,438 $1.1M -19.8% 0.09% ABS-CBDO
231 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191 38382MHY8 Feb 2026 7,381,950 -113,826 $1.1M -4.4% 0.09% ABS-CBDO
232 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-79 38382FB86 Feb 2026 8,949,557 -242,151 $1.0M -20.4% 0.09% ABS-CBDO
233 Upgrade Master Pass-Thru Trust 91533UAJ7 May 2026 1,000,000 NEW $1.0M — 0.08% ABS-O
234 FANNIE MAE FNMA_16-42 3136AS2T2 Feb 2026 9,108,490 -227,463 $990K -21.3% 0.08% ABS-CBDO
235 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104 38382HGQ7 Feb 2026 8,883,267 -290,253 $986K -19.5% 0.08% ABS-CBDO
236 Fannie Mae 3136AQC57 Feb 2026 9,725,454 -221,733 $982K -19.4% 0.08% ABS-MBS
237 VISIO TRUST VISIO_21-1R 92837UAC3 Feb 2026 1,017,513 -157,114 $959K -13.8% 0.08% ABS-CBDO
238 Government National Mortgage Association 38382FAH7 Feb 2026 12,002,978 -216,820 $951K -19.4% 0.08% ABS-CBDO
239 Credit Suisse Mortgage Trust 12649AAS8 Feb 2026 1,300,000 -2,750,000 $937K -63.8% 0.08% ABS-MBS
240 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47 38383WJ31 Feb 2026 11,412,508 -561,658 $933K -0.6% 0.08% ABS-CBDO
241 GCAT 36168AAA7 Feb 2026 939,786 -109,407 $909K -10.8% 0.08% ABS-MBS
242 FREDDIE MAC GOLD 3132QTYQ3 Feb 2026 951,737 -9,531 $909K -4.4% 0.08% ABS-MBS
243 Freddie Mac 3137HLW24 Feb 2026 18,167,226 -806,841 $894K -10.4% 0.07% ABS-MBS
244 GNMA_19-43 38381T2U8 Feb 2026 9,060,533 -220,277 $893K -16.9% 0.07% ABS-CBDO
245 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-81 38384BAE1 Feb 2026 11,852,217 -535,498 $878K +4.6% 0.07% ABS-CBDO
246 FANNIE MAE FNMA_417 31395QC32 Feb 2026 4,381,368 -179,840 $856K -5.1% 0.07% ABS-CBDO
247 Government National Mortgage Association 38379EZ54 Feb 2026 7,859,774 -142,502 $854K -20.1% 0.07% ABS-CBDO
248 Research-Driven Pagaya Motor Asset Trust I 76088LAA6 Feb 2026 854,063 -196,512 $849K -18.4% 0.07% ABS-O
249 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-95 38384P6F2 Feb 2026 14,014,460 -382,516 $842K -10.2% 0.07% ABS-CBDO
250 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113 38384CVG1 Feb 2026 12,337,983 -571,305 $797K -7.7% 0.07% ABS-CBDO
251 FANNIE MAE FNMA_17-3 3136AU5X5 Feb 2026 8,283,009 -339,411 $777K -22.2% 0.07% ABS-CBDO
252 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-118 38380NMV8 Feb 2026 15,495,124 -68,984 $727K -2.9% 0.06% ABS-MBS
253 Morgan Stanley & Co. LLC 000000000 Feb 2026 75,000,000 NEW $724K — 0.06% DIR
254 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-21 38380K4X0 Feb 2026 5,298,144 -142,479 $712K -19.4% 0.06% ABS-CBDO
255 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19 38380N3D9 Feb 2026 15,887,414 -1,399,702 $703K -9.8% 0.06% ABS-MBS
256 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1 38380UA94 Feb 2026 5,787,168 -159,088 $700K -19.6% 0.06% ABS-CBDO
257 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94 38380XSN8 Feb 2026 5,170,605 -163,341 $694K -19.2% 0.06% ABS-CBDO
258 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-139 38380NTH2 Feb 2026 16,926,219 -83,151 $693K -3.2% 0.06% ABS-MBS
259 FREDDIE MAC FHLMC_4935 3137FQ4U4 Feb 2026 5,613,441 -132,618 $673K -20.0% 0.06% ABS-CBDO
260 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23 38381RWR6 Feb 2026 5,583,403 -117,867 $658K -18.0% 0.06% ABS-CBDO
261 GNMA POOL 701579 GN 01/39 FIXED 5 36296UM49 Feb 2026 647,243 -43,950 $654K -7.8% 0.05% ABS-MBS
262 FANNIE MAE FNMA_17-51 3136AWY84 Feb 2026 6,095,675 -174,201 $654K -20.5% 0.05% ABS-CBDO
263 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-134 38380NSQ3 Feb 2026 16,005,490 -96,378 $649K -3.4% 0.05% ABS-MBS
264 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3 38382BN66 Feb 2026 18,075,503 -101,048 $631K -4.5% 0.05% ABS-MBS
265 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3138EGFW9 Feb 2026 603,769 -41,286 $627K -7.5% 0.05% ABS-MBS
266 FANNIE MAE FNMA_16-37 3136ASPK6 Feb 2026 6,342,190 -198,583 $613K -22.8% 0.05% ABS-CBDO
267 Fannie Mae 3136AMDR7 Feb 2026 5,393,858 -63,688 $586K -19.0% 0.05% ABS-MBS
268 Citigroup Global Markets, Inc. 000000000 Feb 2026 200,000,000 NEW $580K — 0.05% DIR
269 Hilton USA Trust 43289VAN3 Feb 2026 5,000,000 — $566K +18.2% 0.05% ABS-MBS
270 GNMA_18-155 38381A2N5 Feb 2026 5,616,481 -123,222 $550K -17.8% 0.05% ABS-CBDO
271 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-170 38380KTP0 Feb 2026 4,768,636 -64,946 $541K -18.9% 0.05% ABS-CBDO
272 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102 38380NKM0 Feb 2026 11,822,482 -61,828 $527K -4.4% 0.04% ABS-MBS
273 ACHV ABS TRUST ACHV_24-1PL 00092BAC8 Feb 2026 518,022 -101,153 $521K -16.6% 0.04% ABS-MBS
274 FANNIE MAE FNMA_17-90 3136AYQT3 Feb 2026 4,564,886 -157,855 $506K -21.0% 0.04% ABS-CBDO
275 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-119 38381YE59 Feb 2026 5,469,178 -292,192 $494K -25.4% 0.04% ABS-CBDO
276 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-97 38380XJ99 Feb 2026 4,352,138 -110,743 $474K -18.7% 0.04% ABS-CBDO
277 FREDDIE MAC REMICS FHLMC_4965 3137FRWS6 Feb 2026 4,684,422 -35,198 $468K -21.6% 0.04% ABS-CBDO
278 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-105 38380YRN7 Feb 2026 4,277,532 -146,106 $457K -18.8% 0.04% ABS-CBDO
279 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21 38381B7M0 Feb 2026 4,912,141 -105,670 $454K -19.6% 0.04% ABS-CBDO
280 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63 38380WWB1 Feb 2026 3,731,747 -121,387 $437K -18.8% 0.04% ABS-CBDO
281 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40 38380V6B2 Feb 2026 3,293,676 -121,219 $381K -18.7% 0.03% ABS-CBDO
282 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 3620AYKB1 Feb 2026 365,239 -4,320 $376K -2.4% 0.03% ABS-MBS
283 FANNIE MAE FNMA_17-72 3136AXU52 Feb 2026 21,526,498 -444,130 $375K -62.3% 0.03% ABS-CBDO
284 GOVERNMENT NATIONAL MORTGAGE ASS 38379FL56 Feb 2026 6,276,686 -361,707 $375K -9.6% 0.03% ABS-CBDO
285 FREDDIE MAC FHLMC_4177 3137B16F4 Feb 2026 2,507,553 -58,362 $344K -3.1% 0.03% ABS-CBDO
286 FREDDIE MAC GOLD 3128CUTX4 Feb 2026 317,438 -59,262 $320K -16.4% 0.03% ABS-MBS
287 FREDDIE MAC FHLMC_4594 3137BQMD6 Feb 2026 3,062,844 -83,900 $319K -21.2% 0.03% ABS-CBDO
288 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139 38381ANK8 Feb 2026 2,792,529 -44,883 $316K -18.8% 0.03% ABS-CBDO
289 Citigroup Global Markets, Inc. 000000000 Feb 2026 100,000,000 NEW $315K — 0.03% DIR
290 FREDDIE MAC FHLMC_318 31325UVQ6 Feb 2026 3,376,950 -102,147 $311K -22.9% 0.03% ABS-CBDO
291 FEDERAL HOME LOAN MORTGAGE CORPO 31325USF4 Feb 2026 3,218,619 -68,359 $292K -22.0% 0.02% ABS-CBDO
292 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 3620AETC4 Feb 2026 272,405 -3,331 $280K -2.4% 0.02% ABS-MBS
293 Freddie Mac 3137BSAF0 Feb 2026 2,201,305 -108,722 $232K -5.2% 0.02% ABS-MBS
294 CMLTI_14-A 17322GAD1 Feb 2026 209,089 -53,127 $208K -20.8% 0.02% ABS-CBDO
295 NRZT_14-1A 64828AAB9 Feb 2026 5,249,044 -278,366 $204K -9.5% 0.02% ABS-CBDO
296 FREDDIEMAC STRIP FHSTR_264 31325TL98 Feb 2026 2,319,816 -97,574 $200K -21.7% 0.02% ABS-CBDO
297 FANNIE MAE FNMA_07-54 31396WDZ6 Feb 2026 2,808,352 -147,756 $198K -22.5% 0.02% ABS-CBDO
298 Citigroup Global Markets, Inc. 000000000 Feb 2026 130,000,000 NEW $193K — 0.02% DIR
299 Affirm Inc 00833Q105 Feb 2026 22,000 — $189K -39.5% 0.02% ABS-O
300 Chicago Board of Trade 000000000 Feb 2026 91 NEW $181K — 0.02% DIR
301 Hilton USA Trust 43289VAS2 Feb 2026 8,700,000 — $175K +0.4% 0.01% ABS-MBS
302 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193 38383DTZ1 Feb 2026 120,502,793 -2,733,538 $172K -46.6% 0.01% ABS-CBDO
303 Chicago Mercantile Exchange 000000000 Feb 2026 -676 NEW $162K — 0.01% DIR
304 Fannie Mae 3136ABYL1 Feb 2026 1,189,216 -27,948 $161K -4.3% 0.01% ABS-MBS
305 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-121 38375G5P2 Feb 2026 1,249,435 -79,824 $161K -9.0% 0.01% ABS-CBDO
306 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286 3137B6UF6 Feb 2026 1,520,885 -39,477 $156K -22.4% 0.01% ABS-CBDO
307 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 3620AYKE5 Feb 2026 151,085 -1,786 $155K -2.4% 0.01% ABS-MBS
308 FREDDIE_MAC FHLMC_304 31325UQS8 Feb 2026 827,431 -28,748 $142K -3.6% 0.01% ABS-CBDO
309 FREDDIE MAC FHLMC_4068 3137ARN93 Feb 2026 1,259,732 -48,570 $139K -3.6% 0.01% ABS-CBDO
310 CMLTI_09-11 17314QAB3 Feb 2026 130,097 -3,233 $129K -2.3% 0.01% ABS-CBDO
311 GOVERNMENT NATIONAL MORTGAGE ASS 38379E4C3 Feb 2026 2,313,119 -181,907 $111K -12.2% 0.01% ABS-CBDO
312 Goldman Sachs International 000000000 Feb 2026 -18,000,000 NEW $105K — 0.01% DCR
313 FANNIE MAE FNMA_05-74 31394FEC5 Feb 2026 2,646,814 -162,370 $105K -26.4% 0.01% ABS-CBDO
314 FREDDIE MAC FHLMC_326 31325VB86 Feb 2026 1,140,388 -32,341 $102K -22.0% 0.01% ABS-CBDO
315 Morgan Stanley Capital Services LLC 000000000 Feb 2026 -10,000,000 NEW $101K — 0.01% DCR
316 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 36201G2P9 Feb 2026 68,015 -2,428 $69K -3.8% 0.01% ABS-MBS
317 FREDDIE MAC FHLMC_4107 3137AUG60 Feb 2026 1,206,358 -39,325 $57K -9.7% 0.00% ABS-CBDO
318 Morgan Stanley & Co. LLC 000000000 Feb 2026 30,503,000 NEW $57K — 0.00% DIR
319 FANNIE MAE FNMA_12-144 3136ABJV6 Feb 2026 810,109 -72,780 $55K -12.4% 0.00% ABS-CBDO
320 Morgan Stanley & Co. LLC 000000000 Feb 2026 -13,000,000 NEW $50K — 0.00% DCR
321 FREDDIE MAC FHLMC_4139 3137AWXC4 Feb 2026 895,456 -72,198 $49K -11.2% 0.00% ABS-CBDO
322 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 36213J7E9 Feb 2026 22,453 -866 $23K -4.7% 0.00% ABS-MBS
323 Citigroup Global Markets, Inc. 000000000 Feb 2026 129,000,000 NEW $21K — 0.00% DIR
324 Chicago Board of Trade 000000000 Feb 2026 148 NEW $17K — 0.00% DIR
325 FHLMC_4215 3137B34H8 Feb 2026 88,804 -10,418 $1K -20.1% 0.00% ABS-CBDO
326 Morgan Stanley & Co. LLC 000000000 Feb 2026 74,126,000 NEW $460 — 0.00% DIR
327 FANNIE MAE FNMA_12-129 3136AADU6 Feb 2026 46,444 -70,639 $60 -90.8% 0.00% ABS-CBDO
328 Morgan Stanley & Co. LLC 000000000 Feb 2026 100,000,000 NEW $20 — 0.00% DIR
329 Fannie Mae 31394VL81 Feb 2026 1,378,010 -93,881 $14 -6.4% 0.00% ABS-MBS
330 Vendee Mortgage Trust 911760LZ7 Feb 2026 125,932 -22,027 $0 -13.3% 0.00% ABS-MBS
331 Vendee Mortgage Trust 911760LJ3 Feb 2026 110,607 -14,391 $0 -8.3% 0.00% ABS-MBS
332 Citigroup Global Markets, Inc. 000000000 Feb 2026 5,000,000 NEW $-63848 — -0.01% DCR
333 Morgan Stanley & Co. LLC 000000000 Feb 2026 -1,621,273 NEW $-109038 — -0.01% DCR
334 Goldman Sachs International 000000000 Feb 2026 -3,000,000 NEW $-137889 — -0.01% DCR
335 Chicago Board of Trade 000000000 Feb 2026 -440 NEW $-172198 — -0.01% DIR
336 Goldman Sachs International 000000000 Feb 2026 -5,000,000 NEW $-287743 — -0.02% DCR
337 Citigroup Global Markets, Inc. 000000000 Feb 2026 -4,895,241 NEW $-465905 — -0.04% DCR
338 Chicago Board of Trade 000000000 Feb 2026 -383 NEW $-718872 — -0.06% DIR
339 Citigroup Global Markets, Inc. 000000000 Feb 2026 -4,895,241 NEW $-872184 — -0.07% DCR
340 Morgan Stanley & Co. LLC 000000000 Feb 2026 -9,790,482 NEW $-1424199 — -0.12% DCR
341 Citigroup Global Markets, Inc. 000000000 Feb 2026 -240,000,000 NEW $-1437936 — -0.12% DIR
342 Chicago Board of Trade 000000000 Feb 2026 -1,659 NEW $-1650135 — -0.14% DIR
✕ UMBS, TBA 01F050635 — 67,000,000 SOLD $67.3M — — —
✕ Government National Mortgage Association 21H042638 — 65,000,000 SOLD $64.2M — — —
✕ UMBS, TBA 01F042632 — 56,000,000 SOLD $55.4M — — —
✕ UMBS, TBA 01F032633 — 40,000,000 SOLD $37.7M — — —
✕ UMBS, TBA 01F030439 — 36,000,000 SOLD $34.9M — — —
✕ UMBS, TBA 01F052631 — 22,000,000 SOLD $22.4M — — —
✕ UMBS, TBA 01F060634 — 19,000,000 SOLD $19.5M — — —
✕ UMBS, TBA 01F022436 — 20,000,000 SOLD $19.1M — — —
✕ Government National Mortgage Association 21H030633 — 17,000,000 SOLD $15.6M — — —
✕ Government National Mortgage Association 21H020634 — 12,000,000 SOLD $10.2M — — —
✕ LHOME Mortgage Trust 50205DAA7 — 10,000,000 SOLD $10.0M — — —
✕ CIM_20-R3 12559NAC3 — 8,500,000 SOLD $8.3M — — —
✕ PAGAYA AI DEBT SELECTION TRUST PAID_24-2 694961AB9 — 5,055,272 SOLD $5.1M — — —
✕ Pagaya AI Debt Selection Trust 69547XAC6 — 2,831,960 SOLD $2.8M — — —
✕ Pagaya AI Debt Selection Trust 69547XAB8 — 2,105,066 SOLD $2.1M — — —
✕ FREDDIE MAC FHLMC_4147 3137AXDF7 — 21,216 SOLD $0.0M — — —