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Holdings (Monthly) Guide ↗

Columbia Mortgage Opportunities Fund

· Columbia Funds Series Trust II
Monthly Holdings $4.8B AUM 531 positions Period May 2026 Filed Jul 29, 2026 EDGAR ↗ ← All Funds
All 83 New 5 Added 241 Reduced 21 Exited · May 2026 vs Feb 2026
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 UMBS, TBA 01F060667 May 2026 473,000,000 NEW $483.0M — 18.23% ABS-MBS
2 UMBS, TBA 01F042665 May 2026 483,000,000 NEW $463.6M — 17.50% ABS-MBS
3 UMBS, TBA 01F040669 May 2026 437,500,000 NEW $409.6M — 15.46% ABS-MBS
4 UMBS, TBA 01F050668 May 2026 261,000,000 NEW $256.8M — 9.69% ABS-MBS
5 Government National Mortgage Association 21H042661 May 2026 240,000,000 NEW $230.8M — 8.72% ABS-MBS
6 UMBS, TBA 01F032666 May 2026 150,000,000 NEW $136.3M — 5.15% ABS-MBS
7 COLUMBIA SHORT TERM CASH FUND 19766H239 Feb 2026 102,417,648 -50,320,159 $102.4M -33.0% 3.86% STIV
8 UMBS, TBA 01F052664 May 2026 60,000,000 NEW $60.3M — 2.28% ABS-MBS
9 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140XHYM3 Feb 2026 31,088,887 -1,032,682 $29.4M -6.9% 1.11% ABS-MBS
10 Freddie Mac - STACR 35564KJB6 Feb 2026 23,300,000 — $28.4M +0.4% 1.07% ABS-MBS
11 Madison Park Funding Ltd 55822RAD2 Feb 2026 26,978,000 — $27.0M -0.1% 1.02% ABS-CBDO
12 FEDERAL NATIONAL MORTGAGE ASSOCIATION 3140W1VH3 Feb 2026 27,197,291 -611,345 $25.8M -5.7% 0.98% ABS-MBS
13 Cayuga Park CLO, Ltd. 149791BG9 Feb 2026 24,500,000 — $24.5M +0.2% 0.93% ABS-CBDO
14 Freddie Mac 3137HKF33 Feb 2026 23,441,378 -3,165,843 $23.7M -12.8% 0.90% ABS-MBS
15 Freddie Mac 3137GCF65 May 2026 23,362,056 NEW $23.4M — 0.88% ABS-MBS
16 Fannie Mae 3136BXPP3 Feb 2026 23,037,773 -1,036,065 $23.0M -4.4% 0.87% ABS-MBS
17 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_25-5563 3137HMER7 Feb 2026 22,199,170 -2,077,225 $22.5M -8.6% 0.85% ABS-CBDO
18 CIM Trust 171951AA4 May 2026 21,980,000 NEW $21.3M — 0.81% ABS-MBS
19 Reneu Redi Q-1 Trust 2026-RTL1 759964AA7 May 2026 21,000,000 NEW $21.0M — 0.79% ABS-MBS
20 Freddie Mac 3137HHKD2 Feb 2026 20,781,906 -3,756,652 $21.0M -15.6% 0.79% ABS-MBS
21 POINT SECURITIZATION TRUST PNT_26-1 73072JAA6 Feb 2026 20,738,912 -11,088 $20.3M -1.2% 0.77% ABS-CBDO
22 Center Street Lending Resi-Investor Abs Trust 151704AA1 Feb 2026 20,050,000 — $19.9M -1.0% 0.75% ABS-MBS
23 Freddie Mac 3132DPFF0 Feb 2026 21,051,689 -651,969 $19.8M -6.3% 0.75% ABS-MBS
24 Freddie Mac 3132E0KZ4 Feb 2026 19,359,924 -554,430 $19.7M -4.1% 0.74% ABS-MBS
25 Pagaya AI Debt Selection Trust 694969AC0 Feb 2026 19,130,000 — $19.1M -1.1% 0.72% ABS-O
26 Saluda Grade Alternative Mortgage Trust 79589WAA0 May 2026 18,989,000 NEW $19.0M — 0.72% ABS-MBS
27 ASP WHCO PARTICIPATION LP ASPWP-29-1A 04524YAA2 Feb 2026 18,000,000 — $18.0M +0.0% 0.68% ABS-MBS
28 GITSIT Mortgage Loan Trust 361728AA6 Feb 2026 18,076,218 -5,531,840 $18.0M -23.9% 0.68% ABS-O
29 Fannie Mae 3136BVHZ4 Feb 2026 17,720,140 -2,127,088 $17.9M -11.2% 0.68% ABS-MBS
30 Freddie Mac - STACR 35566CBE4 Feb 2026 15,500,000 — $17.9M +0.3% 0.68% ABS-MBS
31 Freddie Mac 3132E0B27 Feb 2026 17,515,038 -556,098 $17.6M -5.1% 0.66% ABS-MBS
32 Freddie Mac - STACR 35565TBE8 Feb 2026 14,200,000 — $17.3M -0.6% 0.65% ABS-MBS
33 Knock Issuer Trust 2025-1 49917PAA1 Feb 2026 17,040,000 — $17.1M -0.7% 0.65% ABS-MBS
34 Easy Street Mortgage Loan Trust 27786YAA6 Feb 2026 16,700,000 — $16.7M -0.6% 0.63% ABS-MBS
35 Fannie Mae 3140QQD77 Feb 2026 16,262,650 -202,547 $16.2M -3.6% 0.61% ABS-MBS
36 Freddie Mac - STACR 35564KBE8 Feb 2026 14,000,000 — $15.6M -0.8% 0.59% ABS-MBS
37 Freddie Mac 3137HLJQ6 Feb 2026 14,928,130 -2,009,348 $15.3M -9.7% 0.58% ABS-MBS
38 Elmwood CLO 19 Ltd 29004JAW3 Feb 2026 15,000,000 — $15.0M +0.2% 0.57% ABS-CBDO
39 New Residential Mortgage Loan Trust 64832FAC0 Feb 2026 14,691,528 -1,283,974 $14.7M -9.2% 0.56% ABS-MBS
40 Morgan Stanley Residential Mortgage Loan Trust 61779KAA4 Feb 2026 14,656,085 -851,610 $14.6M -6.3% 0.55% ABS-MBS
41 MFRA Trust 58004YAA7 Feb 2026 14,535,635 -567,084 $14.5M -4.4% 0.55% ABS-MBS
42 Pagaya AI Debt Selection Trust 69544CAC5 May 2026 14,340,000 NEW $14.3M — 0.54% ABS-O
43 STRUCTURED AGENCY CREDIT RISK STACR_20-CS01 3137G0WM7 Feb 2026 16,988,156 — $14.0M +1.2% 0.53% ABS-CBDO
44 RCO Mortgage LLC 74939VAA0 Feb 2026 14,002,344 -1,072,769 $14.0M -7.3% 0.53% ABS-O
45 Saluda Grade Alternative Mortgage Trust 79582CAA1 Feb 2026 13,914,800 -843,644 $13.8M -8.1% 0.52% ABS-O
46 Freddie Mac 3137HKPN8 Feb 2026 13,442,973 -2,041,933 $13.6M -13.5% 0.51% ABS-MBS
47 Freddie Mac 3137HKF25 Feb 2026 13,024,577 -2,062,644 $13.2M -14.1% 0.50% ABS-MBS
48 Home Owner Mortgage Enhanced Securuties Limited 43761FAD7 Feb 2026 13,303,827 -812,514 $13.2M -7.3% 0.50% ABS-MBS
49 JP Morgan Mortgage Trust 46594EAC8 Feb 2026 13,043,421 -387,741 $13.0M -3.8% 0.49% ABS-MBS
50 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-1 3136BUE55 Feb 2026 12,729,192 -2,229,365 $12.9M -15.0% 0.49% ABS-CBDO
51 New York Mortgage Trust 62956VAA3 Feb 2026 12,755,659 -390,803 $12.8M -3.4% 0.48% ABS-MBS
52 UPSTART SECURITIZATION TRUST UPST_24-1 91684NAC5 Feb 2026 12,250,000 — $12.7M -2.2% 0.48% ABS-MBS
53 HTAP Trust 40444WAA7 Feb 2026 12,706,754 -372,780 $12.7M -3.3% 0.48% ABS-MBS
54 PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_26-3 69393HAA0 May 2026 12,664,730 NEW $12.6M — 0.48% ABS-CBDO
55 New Residential Mortgage Loan Trust 64832GAC8 Feb 2026 12,493,416 -1,105,488 $12.5M -9.2% 0.47% ABS-MBS
56 Saluda Grade Alternative Mortgage Trust 79581VAE2 Feb 2026 12,120,000 — $12.4M -2.6% 0.47% ABS-MBS
57 Verus Securitization Trust 924936AL1 May 2026 12,444,713 NEW $12.4M — 0.47% ABS-MBS
58 BRAVO RESIDENTIAL FUNDING TRUST BRAVO_26-NQMR1 10570DAF7 May 2026 12,159,624 NEW $12.1M — 0.46% ABS-MBS
59 GCAT 36831KAC8 Feb 2026 12,121,369 -1,011,816 $12.1M -8.5% 0.46% ABS-MBS
60 Preston Ridge Partners Mortgage Trust 69392VAA0 Feb 2026 11,903,786 -666,496 $11.8M -6.5% 0.45% ABS-MBS
61 Morgan Stanley Residential Mortgage Loan Trust 61779JAA7 Feb 2026 11,744,375 -330,082 $11.7M -3.7% 0.44% ABS-MBS
62 INVESCO CLO LTD INVCO_26-1 46092GAA4 May 2026 11,500,000 NEW $11.6M — 0.44% ABS-MBS
63 Fannie Mae - CAS 20754KAJ0 Feb 2026 11,350,000 — $11.6M -1.0% 0.44% ABS-MBS
64 Upstart Securitization Trust 91684PAC0 Feb 2026 10,850,000 — $11.5M -1.6% 0.43% ABS-O
65 SPLITERO TRUST SPLTO_25-1 848948AB1 Feb 2026 11,500,000 — $11.4M +0.7% 0.43% ABS-CBDO
66 Morgan Stanley & Co. LLC 000000000 Feb 2026 500,000,000 +500,002,301 $11.3M +1720.7% 0.43% DIR
67 Research-Driven Pagaya Motor Asset Trust I 76089TAA8 May 2026 11,251,168 NEW $11.2M — 0.42% ABS-O
68 MAGNETITE CLO MAGNE_16-17A 55954EBQ1 May 2026 10,750,000 NEW $10.8M — 0.41% DBT
69 SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4 79581UAD6 Feb 2026 6,005,970 -472,259 $10.7M -5.1% 0.40% ABS-CBDO
70 Preston Ridge Partners Mortgage Trust 693987AE9 Feb 2026 11,150,000 — $10.6M +0.7% 0.40% ABS-MBS
71 ITASCA PARK LLC 000000000 Feb 2026 11 NEW $10.6M — 0.40% EC
72 Fannie Mae - CAS 20754LAJ8 Feb 2026 10,350,000 — $10.6M -0.9% 0.40% ABS-MBS
73 HTAP Trust 40446AAA3 Feb 2026 10,614,749 -200,016 $10.5M -3.2% 0.40% ABS-MBS
74 JP Morgan Mortgage Trust 46664AAF4 May 2026 10,427,974 NEW $10.4M — 0.39% ABS-MBS
75 MFRA Trust 55287RAC2 Feb 2026 10,380,020 -885,471 $10.4M -8.6% 0.39% ABS-MBS
76 Stanwich Mortgage Loan Trust 85501YAB6 Feb 2026 10,125,674 -842,781 $10.2M -7.6% 0.38% ABS-O
77 CITIGROUP MORTGAGE LOAN TRUST IN 17323TAK6 Feb 2026 13,217,335 — $10.2M -3.3% 0.38% ABS-CBDO
78 EASY MORTGAGE LOAN TRUST EASY_25-RTL1 27786FAA7 Feb 2026 10,000,000 — $10.1M -0.4% 0.38% ABS-CBDO
79 BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-HE1 10568VAF1 Feb 2026 10,498,000 — $10.1M -2.2% 0.38% ABS-CBDO
80 Fannie Mae 3136BU2D1 Feb 2026 9,982,132 -1,718,666 $10.1M -14.7% 0.38% ABS-MBS
81 Freddie Mac 3137HK4A9 Feb 2026 9,966,083 -1,473,920 $10.1M -13.1% 0.38% ABS-MBS
82 FIGRE Trust 316918AA9 Feb 2026 10,159,479 -731,576 $10.1M -8.6% 0.38% ABS-O
83 MFA TRUST MFRA_26-INVR1 58003NAG9 May 2026 10,018,877 NEW $10.0M — 0.38% ABS-MBS
84 PRESTON RIDGE PARTNERS MORTGAGE PRPM_25-3 74449DAB1 May 2026 10,000,000 NEW $10.0M — 0.38% ABS-CBDO
85 Point Securitization Trust 73071PAA3 Feb 2026 9,978,503 -19,433 $9.9M -1.1% 0.37% ABS-MBS
86 FREDDIE MAC FHLMC_5551 3137HLWC2 Feb 2026 9,740,163 -1,614,821 $9.9M -14.3% 0.37% ABS-CBDO
87 Upstart Securitization Trust 91683AAE0 May 2026 9,500,000 NEW $9.6M — 0.36% ABS-O
88 Freddie Mac 3137HLEG3 Feb 2026 9,550,300 -1,795,894 $9.6M -15.6% 0.36% ABS-MBS
89 A&D Mortgage Trust 002941AA0 Feb 2026 9,508,406 -405,770 $9.5M -4.9% 0.36% ABS-MBS
90 Pretium Mortgage Credit Partners LLC 69383TAA6 Feb 2026 9,520,031 -378,333 $9.4M -4.6% 0.36% ABS-O
91 Preston Ridge Partners Mortgage Trust 74449BAB5 Feb 2026 9,600,000 — $9.4M -2.0% 0.36% ABS-MBS
92 PRPM LLC PRPM_24-RCF1 693581AE0 Feb 2026 9,750,000 — $9.4M +0.8% 0.35% ABS-CBDO
93 Angel Oak Mortgage Trust 03464VAE4 Feb 2026 9,450,000 — $9.2M +0.2% 0.35% ABS-MBS
94 FMC GMSR ISSUER TRUST 30259RAE5 Feb 2026 9,050,000 — $8.9M -1.0% 0.34% ABS-O
95 EDGEX Issuer Trust 28057AAB6 Feb 2026 8,988,935 +205 $8.9M -1.9% 0.34% ABS-O
96 Morgan Stanley Residential Mortgage Loan Trust 617967AF1 May 2026 8,880,040 NEW $8.9M — 0.34% ABS-MBS
97 CHNGE MORTGAGE TRUST CHNGE_23-1 12547QAD9 Feb 2026 8,894,000 — $8.9M -0.2% 0.34% ABS-CBDO
98 CHNGE MORTGAGE TRUST CHNGE_23-3 17030AAE5 Feb 2026 8,900,000 — $8.9M -0.8% 0.33% ABS-CBDO
99 Pagaya AI Debt Selection Trust 69549PAC1 May 2026 8,860,000 NEW $8.8M — 0.33% ABS-O
100 A&D Mortgage Trust 00040DAC7 Feb 2026 8,878,423 -145,679 $8.8M -2.7% 0.33% ABS-MBS
101 New York Mortgage Trust 62957JAC5 Feb 2026 8,827,074 -74,938 $8.8M -1.8% 0.33% ABS-MBS
102 VISTA POINT SECURITIZATION TRUST VSTA_25-CES2 92842UAD4 Feb 2026 8,732,000 — $8.7M -1.3% 0.33% ABS-CBDO
103 Preston Ridge Partners Mortgage Trust 74390WAF9 Feb 2026 9,500,000 — $8.6M -1.1% 0.32% ABS-MBS
104 BARCLAYS MORTGAGE LOAN TRUST BARC_26-NQM5 06747UAH1 May 2026 8,516,900 NEW $8.5M — 0.32% ABS-MBS
105 GS Mortgage-Backed Securities Trust 362933AA1 Feb 2026 8,585,538 -824,199 $8.5M -9.8% 0.32% ABS-MBS
106 Government National Mortgage Association 38385EZR8 Feb 2026 8,579,988 -348,829 $8.5M -8.6% 0.32% ABS-MBS
107 Freddie Mac 3137HLAE2 Feb 2026 8,276,927 -1,556,441 $8.4M -15.6% 0.32% ABS-MBS
108 RCO Mortgage LLC 74939AAA6 Feb 2026 8,545,242 -310,270 $8.4M -4.6% 0.32% ABS-MBS
109 Onslow Bay Financial LLC 67123HAJ2 Feb 2026 8,344,180 -355,202 $8.3M -5.1% 0.31% ABS-MBS
110 Freddie Mac 3137HPAK9 Feb 2026 59,881,797 -1,778,636 $8.3M +1.9% 0.31% ABS-MBS
111 Pagaya Point of Sale Holdings Grantor Trust 694952AA0 Feb 2026 8,200,000 — $8.2M -0.3% 0.31% ABS-O
112 Home Owner Mortgage Enhanced Securuties Limited 43762DAC3 Feb 2026 8,154,074 -571,255 $8.1M -7.6% 0.31% ABS-MBS
113 FIGRE Trust 316927AF9 Feb 2026 7,575,000 — $8.0M -2.1% 0.30% ABS-O
114 PRESTON RIDGE PARTNERS MORTGAGE PRPM_25-4 69382KAB4 May 2026 8,000,000 NEW $8.0M — 0.30% ABS-CBDO
115 CITIGROUP MORTGAGE LOAN TRUST CMLTI_18-RP3 17327DAG6 Feb 2026 10,497,650 — $7.9M -4.2% 0.30% ABS-CBDO
116 Preston Ridge Partners Mortgage Trust 69382NAA0 Feb 2026 7,876,013 -370,452 $7.9M -5.3% 0.30% ABS-MBS
117 KSL Resorts 48269AAG7 May 2026 7,800,000 NEW $7.8M — 0.29% ABS-MBS
118 Saluda Grade Alternative Mortgage Trust 79582AAD9 Feb 2026 5,184,251 -389,581 $7.8M -10.9% 0.29% ABS-O
119 PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1 69381AAE1 Feb 2026 7,802,000 — $7.7M +1.9% 0.29% ABS-CBDO
120 Pagaya AI Debt Selection Trust 694969AB2 Feb 2026 7,630,000 — $7.6M -0.2% 0.29% ABS-O
121 Freddie Mac - STACR 35564KLV9 Feb 2026 7,450,000 — $7.6M -1.4% 0.29% ABS-MBS
122 Genworth Mortgage Insurance Corporation 89600HAG4 Feb 2026 7,500,000 — $7.6M -0.8% 0.29% ABS-MBS
123 Upstart Securitization Trust 91684AAE9 Feb 2026 7,375,000 +2,000,000 $7.5M +39.6% 0.28% ABS-O
124 Government National Mortgage Association 38383AZY3 Feb 2026 55,947,440 -1,506,319 $7.5M -4.0% 0.28% ABS-MBS
125 Freddie Mac - STACR 35565TBD0 Feb 2026 6,750,000 — $7.4M +0.0% 0.28% ABS-MBS
126 New Residential Mortgage Loan Trust 64830NAK7 Feb 2026 9,250,000 — $7.4M -5.4% 0.28% ABS-MBS
127 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10 3136BUS68 Feb 2026 7,359,714 -884,686 $7.3M -11.1% 0.28% ABS-CBDO
128 Fannie Mae 3136BU5N6 Feb 2026 7,183,557 -1,069,299 $7.3M -13.9% 0.27% ABS-MBS
129 CHNGE_22-1 17030JAC0 Feb 2026 8,350,000 — $7.2M -3.6% 0.27% ABS-CBDO
130 Fannie Mae - CAS 20754AAJ2 Feb 2026 7,059,000 — $7.2M -0.9% 0.27% ABS-MBS
131 Point Securitization Trust 73072DAA9 Feb 2026 7,159,473 -90,588 $7.2M -1.6% 0.27% ABS-MBS
132 MPOWER Education Trust 62477DAB1 Feb 2026 7,024,000 — $7.1M -1.2% 0.27% ABS-O
133 Genworth Mortgage Insurance Corporation 89600GAE1 Feb 2026 7,100,000 — $7.1M -1.9% 0.27% ABS-MBS
134 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS 3137G0WF2 Feb 2026 7,345,104 — $7.1M +0.0% 0.27% ABS-CBDO
135 Upgrade Master Pass-Thru Trust 91533QAA5 Feb 2026 7,050,791 -2,334,534 $7.1M -24.9% 0.27% ABS-O
136 Preston Ridge Partners Mortgage Trust 74390PAB3 May 2026 7,000,000 NEW $7.0M — 0.26% ABS-MBS
137 GITSIT Mortgage Loan Trust 375926AB8 Feb 2026 7,000,000 — $7.0M -0.2% 0.26% ABS-O
138 Pagaya AI Debt Selection Trust 69549BAC2 Feb 2026 6,899,364 — $6.9M -0.3% 0.26% ABS-O
139 HTAP Trust 40445NAA6 Feb 2026 6,808,167 -81,472 $6.8M -1.6% 0.26% ABS-MBS
140 GS Mortgage-Backed Securities Trust 36272UAA6 Feb 2026 6,759,420 -775,306 $6.7M -11.1% 0.25% ABS-MBS
141 Voya CLO Ltd 92892MAJ8 May 2026 6,700,000 NEW $6.7M — 0.25% ABS-CBDO
142 ITASCA PARK LLC 000000000 Feb 2026 6 NEW $6.6M — 0.25% EC
143 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142 38382XSW6 Feb 2026 52,699,711 -1,224,393 $6.6M -16.2% 0.25% ABS-CBDO
144 REACH ABS TRUST REACH_26-2 754923AE0 May 2026 6,500,000 NEW $6.5M — 0.25% DBT
145 ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_26-A 02009EAG1 May 2026 6,500,000 NEW $6.5M — 0.25% DBT
146 EDGEX ISSUER TRUST EDGEX_25-1 280579AB9 Feb 2026 6,537,299 — $6.5M -1.8% 0.25% ABS-MBS
147 COREVEST AMERICAN FINANCE LTD CAFL_25-RRTL2 ISSUER LP 12770JAC5 Feb 2026 6,500,000 — $6.5M -0.8% 0.24% ABS-CBDO
148 Toorak Mortgage Corp. 89054YAE3 Feb 2026 6,430,000 — $6.5M +0.3% 0.24% ABS-MBS
149 Exeter Automobile Receivables Trust 30168HAG2 Feb 2026 6,500,000 — $6.4M -2.4% 0.24% ABS-O
150 COLT MORTGAGE LOAN TRUST COLT_25-7 19689CAB7 Feb 2026 6,273,273 -495,892 $6.3M -8.3% 0.24% ABS-CBDO
151 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_26-7 3136BYUT7 Feb 2026 50,781,533 -1,087,369 $6.3M +0.1% 0.24% ABS-CBDO
152 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133 38382JC46 Feb 2026 50,900,576 -1,182,981 $6.2M -18.9% 0.24% ABS-CBDO
153 BRAVO Residential Funding Trust 10569EAE1 Feb 2026 6,626,000 — $6.2M -1.1% 0.24% ABS-CBDO
154 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105 3137H06M5 Feb 2026 32,411,128 -609,676 $6.2M -3.5% 0.23% ABS-CBDO
155 STRUCTURED AGENCY CREDIT RISK STACR_20-CS01 3137G0WP0 Feb 2026 1,834,891,934 -39,991,104 $6.2M -6.0% 0.23% ABS-CBDO
156 COLT Funding LLC 19689AAA3 Feb 2026 6,128,671 -671,799 $6.2M -10.5% 0.23% ABS-MBS
157 CHNGE Mortgage Trust 2022-1 17030JAD8 Feb 2026 7,431,000 — $6.2M -4.0% 0.23% ABS-MBS
158 Preston Ridge Partners Mortgage Trust 74448KAB6 Feb 2026 6,100,000 — $6.1M +0.0% 0.23% ABS-MBS
159 MPOWER Education Trust 62477DAA3 Feb 2026 6,039,371 -357,429 $6.1M -7.2% 0.23% ABS-O
160 IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM3 452762AE7 Feb 2026 7,384,000 — $6.0M -4.7% 0.23% ABS-CBDO
161 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7 38382M5E5 Feb 2026 25,952,326 -497,319 $5.9M -2.9% 0.22% ABS-CBDO
162 Freddie Mac 3137HPAM5 Feb 2026 74,063,754 -1,509,185 $5.8M -12.0% 0.22% ABS-MBS
163 Pagaya Point of Sale Holdings Grantor Trust 69549JAA9 Feb 2026 5,750,000 — $5.8M -0.4% 0.22% ABS-O
164 MFRA Trust 552757AE6 Feb 2026 6,250,000 — $5.7M -1.9% 0.22% ABS-MBS
165 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122 38382WAQ0 Feb 2026 49,525,053 -1,353,944 $5.7M -25.1% 0.21% ABS-CBDO
166 A&D MTG TR ADMT_24-NQM1 00039GAE9 Feb 2026 5,600,000 — $5.6M -1.0% 0.21% ABS-CBDO
167 Angel Oak Mortgage Trust 03466UAA2 Feb 2026 5,619,205 -422,912 $5.6M -7.6% 0.21% ABS-MBS
168 Ajax Mortgage Loan Trust 009740AE1 Feb 2026 8,617,660 — $5.6M +1.3% 0.21% ABS-MBS
169 BXP TRUST BXP_21-601L 05607TAL6 Feb 2026 7,150,000 — $5.6M -2.1% 0.21% ABS-MBS
170 TOORAK MORTGAGE TRUST TRK_24-RRTL2 89055JAF2 Feb 2026 5,550,000 — $5.6M +0.1% 0.21% ABS-CBDO
171 OWS Structured Asset Trust 67114HAB0 Feb 2026 5,764,370 +113,304 $5.6M -3.7% 0.21% ABS-MBS
172 GCAT 36167VAD6 Feb 2026 5,650,000 — $5.5M -0.2% 0.21% ABS-MBS
173 Splitero Trust 2025-1 84863CAA1 May 2026 5,500,000 NEW $5.5M — 0.21% ABS-MBS
174 MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1 58550DAE3 Feb 2026 5,802,000 — $5.4M -0.2% 0.20% ABS-CBDO
175 LHOME MORTGAGE TRUST LHOME_25-RTL1 50205UAC5 Feb 2026 5,368,000 — $5.4M -0.4% 0.20% ABS-CBDO
176 Toorak Mortgage Corp. 89055JAD7 Feb 2026 5,375,000 — $5.4M -0.2% 0.20% ABS-CBDO
177 EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-3A 30166XAG9 May 2026 5,299,000 NEW $5.4M — 0.20% DBT
178 Verus Securitization Trust 92538HAA8 Feb 2026 6,322,114 -329,294 $5.4M -6.1% 0.20% ABS-MBS
179 POINT SECURITIZATION TRUST PNT_26-1 73072JAC2 Feb 2026 6,120,000 — $5.4M -0.0% 0.20% ABS-CBDO
180 CHNGE MORTGAGE TRUST CHNGE_23-1 12547QAC1 Feb 2026 5,373,000 — $5.4M -0.5% 0.20% ABS-CBDO
181 EDGEX Issuer Trust 280579103 Feb 2026 8,358,000 — $5.3M -18.5% 0.20% ABS-O
182 Upstart Securitization Trust 91681BAE0 May 2026 5,150,000 NEW $5.2M — 0.20% ABS-O
183 COMM Mortgage Trust 20048GAA4 May 2026 5,300,000 NEW $5.2M — 0.20% ABS-MBS
184 VELOCITY COMMERCIAL CAPITAL LOAN TRUST VCC_25-MC1 91825JAB6 Feb 2026 5,214,000 — $5.2M -0.1% 0.20% ABS-CBDO
185 Onslow Bay Financial LLC 670857AA9 Feb 2026 6,329,088 -222,358 $5.2M -5.8% 0.20% ABS-MBS
186 Fannie Mae 3136BQLL1 Feb 2026 52,615,499 -1,539,583 $5.1M -20.4% 0.19% ABS-MBS
187 Preston Ridge Partners Mortgage Trust 74448LAA6 Feb 2026 5,083,958 -1,089,981 $5.1M -17.7% 0.19% ABS-MBS
188 Freddie Mac 3137H4ZL7 Feb 2026 31,995,724 -1,000,772 $5.1M -5.1% 0.19% ABS-MBS
189 Verus Securitization Trust 924936AK3 May 2026 5,077,443 NEW $5.1M — 0.19% ABS-MBS
190 NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1 64832AAE7 Feb 2026 6,748,000 — $5.0M -4.7% 0.19% ABS-CBDO
191 PRKCM TRUST PRKCM_22-AFC1 69377CAE3 Feb 2026 5,275,391 -123,550 $5.0M -4.7% 0.19% ABS-CBDO
192 PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_26-NQM2 69384EAF7 May 2026 5,000,000 NEW $5.0M — 0.19% ABS-CBDO
193 CHNGE MORTGAGE TRUST CHNGE_23-2 169926AF9 Feb 2026 4,942,000 — $4.9M -0.6% 0.19% ABS-CBDO
194 Imperial Fund LLC 45276QAF1 Feb 2026 4,944,000 — $4.9M -0.1% 0.19% ABS-MBS
195 Freddie Mac - STACR 3137G0WV7 Feb 2026 5,650,000 — $4.9M +1.0% 0.19% ABS-MBS
196 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-156 38383ANE0 Feb 2026 38,133,385 -1,137,325 $4.9M -15.3% 0.18% ABS-CBDO
197 Preston Ridge Partners Mortgage Trust 69382HAB1 Feb 2026 4,900,000 — $4.9M -0.2% 0.18% ABS-MBS
198 ARES CLO Ltd 04018JAA8 Feb 2026 5,000,000 — $4.9M -0.1% 0.18% ABS-CBDO
199 Deephaven Residential Mortgage Trust 24380NAG4 Feb 2026 4,911,000 — $4.9M -2.6% 0.18% ABS-MBS
200 Pagaya AI Debt Selection Trust 69546QAD0 Feb 2026 4,849,391 -1,052,137 $4.8M -18.0% 0.18% ABS-O
201 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_26-5 38385LBK3 Feb 2026 55,257,636 -430,088 $4.8M -14.8% 0.18% ABS-CBDO
202 Ellington Financial Mortgage Trust 26846MAA2 Feb 2026 4,863,381 -406,787 $4.8M -9.0% 0.18% ABS-MBS
203 RADNOR REESSENT RMIR_21-1 75279YAE1 Feb 2026 4,750,000 — $4.8M +0.6% 0.18% ABS-CBDO
204 DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-CES1 24380WAG4 Feb 2026 4,800,000 — $4.8M -1.6% 0.18% ABS-CBDO
205 Upgrade Master Pass-Thru Trust 91533UAJ7 May 2026 4,750,000 NEW $4.8M — 0.18% ABS-O
206 Government National Mortgage Association 38383BDV1 Feb 2026 48,813,406 -548,541 $4.8M -5.2% 0.18% ABS-MBS
207 COLT MORTGAGE LOAN TRUST COLT_21-4 19688GAE3 Feb 2026 5,969,000 — $4.8M -4.5% 0.18% ABS-CBDO
208 VISTA POINT SECURITIZATION TRUST VSTA_24-CES3 92841WAE9 Feb 2026 4,700,000 — $4.8M -1.7% 0.18% ABS-CBDO
209 FREDDIE MAC FHLMC_5119 3137H0SU3 Feb 2026 32,139,828 -438,034 $4.7M -15.0% 0.18% ABS-CBDO
210 HTAP TRUST HTAP_24-2 40444WAB5 Feb 2026 4,700,000 — $4.7M -0.1% 0.18% ABS-CBDO
211 Enva 2018-A, LLC 64112RAA9 Feb 2026 4,629,047 -1,378,799 $4.7M -23.6% 0.18% ABS-O
212 Genworth Mortgage Insurance Corporation 89600GAD3 Feb 2026 4,632,591 -1,525,826 $4.6M -25.4% 0.18% ABS-O
213 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97 38382VEF2 Feb 2026 37,540,881 -579,172 $4.6M -16.1% 0.17% ABS-CBDO
214 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113 38384CZJ1 Feb 2026 45,360,346 -1,317,865 $4.6M -20.4% 0.17% ABS-CBDO
215 PRPM LLC PRPM_22-NQM1 69378KAE4 Feb 2026 4,608,000 — $4.6M +0.8% 0.17% ABS-CBDO
216 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158 38382X7G4 Feb 2026 27,453,059 -708,664 $4.6M +2.9% 0.17% ABS-CBDO
217 TVC MORTGAGE TRUST TVC_24-RRTL1 87306WAD9 Feb 2026 4,560,000 — $4.5M -0.3% 0.17% ABS-CBDO
218 COLT MORTGAGE LOAN TRUST COLT_23-1 19688NAF5 Feb 2026 4,546,000 — $4.5M -0.3% 0.17% ABS-CBDO
219 RUN_22-NQM1 74981CAD3 Feb 2026 5,595,000 — $4.5M -4.7% 0.17% ABS-CBDO
220 DailyPay Securitization Trust 233824AA9 Feb 2026 4,500,000 — $4.5M -0.5% 0.17% ABS-O
221 Preston Ridge Partners Mortgage Trust 74448MAD8 Feb 2026 4,700,000 — $4.5M -2.8% 0.17% ABS-MBS
222 MRQI_26-HI1A 50625BAD7 Feb 2026 4,457,561 -205,439 $4.4M -4.6% 0.17% ABS-MBS
223 SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1 79583VAE0 Feb 2026 5,198,000 — $4.4M -3.6% 0.17% ABS-CBDO
224 LHOME MORTGAGE TRUST LHOME_24-RTL5 50205WAC1 Feb 2026 4,358,000 — $4.4M -0.2% 0.17% ABS-CBDO
225 Starwood Mortgage Residential Trust 85573MAE9 Feb 2026 4,750,000 — $4.4M -5.1% 0.16% ABS-CBDO
226 COLT Funding LLC 19688FAC9 Feb 2026 5,003,352 -233,538 $4.2M -8.3% 0.16% ABS-CBDO
227 NEW YORK MORTGAGE TRUST NYMT_24-CP1 67118PAB8 Feb 2026 5,295,000 — $4.2M -5.2% 0.16% ABS-CBDO
228 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42 38382PZY1 Feb 2026 32,718,127 -587,528 $4.2M -18.8% 0.16% ABS-CBDO
229 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-168 38383YZB1 Feb 2026 49,270,917 -1,504,216 $4.2M -17.9% 0.16% ABS-CBDO
230 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161 38383A6U3 Feb 2026 32,782,770 -742,579 $4.2M -16.2% 0.16% ABS-CBDO
231 PRP ADVISORS LLC PRPM_24-RPL4 74448MAE6 Feb 2026 4,408,000 — $4.2M -3.0% 0.16% ABS-CBDO
232 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64 38384MC21 Feb 2026 45,170,394 -1,664,816 $4.1M -16.5% 0.16% ABS-CBDO
233 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 38383BXL1 Feb 2026 42,740,530 -442,708 $4.1M -4.9% 0.15% ABS-CBDO
234 CHNGE Mortgage Trust 2022-2 12546YAC5 Feb 2026 4,569,000 — $4.1M -1.9% 0.15% ABS-CBDO
235 FIGRE Trust 31684FAE4 Feb 2026 3,950,000 — $4.0M -2.1% 0.15% ABS-CBDO
236 CHNGE Mortgage Trust 2022-1 17030JAB2 Feb 2026 4,650,000 — $4.0M -3.5% 0.15% ABS-MBS
237 STARC_20-CS01 3137G0WN5 Feb 2026 1,834,891,934 -39,991,104 $4.0M -6.0% 0.15% ABS-CBDO
238 SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1 79583VAF7 Feb 2026 4,958,000 — $4.0M -3.8% 0.15% ABS-CBDO
239 VISTA POINT SECURITIZATION TRUST VSTA_25-CES1 92842DAE0 Feb 2026 3,929,000 — $4.0M -0.9% 0.15% ABS-CBDO
240 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191 38382MRS0 Feb 2026 25,950,043 -589,794 $3.9M -4.8% 0.15% ABS-CBDO
241 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-173 38384GBQ2 Feb 2026 57,609,455 -1,858,110 $3.9M -5.1% 0.15% ABS-CBDO
242 Government National Mortgage Association 38381UN24 May 2026 154,142,158 NEW $3.9M — 0.15% ABS-MBS
243 PRPM LLC PRPM_24-RCF6 74390FAE9 Feb 2026 4,088,000 — $3.9M +0.6% 0.15% ABS-CBDO
244 FEDERAL HOME LOAN MORTGAGE CORPORATION 3137HL3S9 Feb 2026 51,002,968 -2,249,025 $3.8M -11.2% 0.14% ABS-CBDO
245 Toorak Mortgage Corp. 89053JAH0 Feb 2026 3,800,000 — $3.8M -0.4% 0.14% ABS-MBS
246 BHMS Mortgage Trust 088928AC0 Feb 2026 3,800,000 — $3.8M -0.2% 0.14% ABS-MBS
247 FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS 3137G0WG0 Feb 2026 569,732,439 -12,401,469 $3.8M -6.8% 0.14% ABS-CBDO
248 BARCLAYS MORTGAGE LOAN TRUST BARC_21-NPL1 06744JAB2 Feb 2026 3,790,579 +71,349 $3.8M +1.9% 0.14% ABS-CBDO
249 COLT MORTGAGE LOAN TRUST COLT_25-5 19689AAE5 Feb 2026 3,728,000 — $3.8M -2.3% 0.14% ABS-CBDO
250 Residential Mortgage Loan Trust 76119CAE1 Feb 2026 3,938,000 — $3.8M -1.7% 0.14% ABS-MBS
251 EASY MORTGAGE LOAN TRUST EASY_25-RTL1 27786FAC3 Feb 2026 3,750,000 — $3.8M -0.4% 0.14% ABS-CBDO
252 Ally Bank Auto Credit-Linked Notes 02007G5K5 Feb 2026 3,724,307 -497,768 $3.7M -12.1% 0.14% ABS-O
253 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191 38382MRY7 Feb 2026 16,748,997 -375,165 $3.7M -2.3% 0.14% ABS-CBDO
254 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-101 38384CAB5 Feb 2026 60,773,781 -6,591,153 $3.7M -21.7% 0.14% ABS-CBDO
255 IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM3 45276KAE7 Feb 2026 4,489,000 — $3.7M -4.3% 0.14% ABS-CBDO
256 NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1 64832AAF4 Feb 2026 5,287,000 — $3.7M -4.8% 0.14% ABS-CBDO
257 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97 38384PRM4 Feb 2026 26,147,419 -688,939 $3.7M -0.1% 0.14% ABS-CBDO
258 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-90 3136BPRP8 Feb 2026 35,077,350 -701,720 $3.7M -18.6% 0.14% ABS-CBDO
259 CHNGE MORTGAGE TRUST CHNGE_23-3 17030AAF2 Feb 2026 3,700,000 — $3.7M -0.9% 0.14% ABS-CBDO
260 Onslow Bay Financial LLC 67114JAA8 Feb 2026 4,406,822 -152,520 $3.7M -5.6% 0.14% ABS-MBS
261 Credit Suisse Mortgage Trust 12649AAS8 Feb 2026 5,100,000 -10,300,000 $3.7M -62.7% 0.14% ABS-MBS
262 BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2 10569EAF8 Feb 2026 4,100,000 — $3.7M -1.9% 0.14% ABS-CBDO
263 RR Ltd 74971JAA6 Feb 2026 3,733,333 — $3.6M +1.3% 0.14% ABS-MBS
264 PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2 69380RAE5 Feb 2026 3,688,000 — $3.6M +2.2% 0.14% ABS-CBDO
265 VERUS SECURITIZATION TRUST VERUS_22-2 92538XAF2 Feb 2026 4,493,200 — $3.5M -4.5% 0.13% ABS-CBDO
266 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44 38382PLL4 Feb 2026 20,277,083 -588,969 $3.5M -0.9% 0.13% ABS-CBDO
267 Ally Bank Auto Credit-Linked Notes 02009EAF3 May 2026 3,500,000 NEW $3.5M — 0.13% ABS-O
268 Verus Securitization Trust 92538DAE9 Feb 2026 3,781,000 — $3.5M -2.3% 0.13% ABS-CBDO
269 FIGRE Trust 31684HAF7 Feb 2026 3,250,000 — $3.4M -2.2% 0.13% ABS-O
270 Lendbuzz Securitization Trust 52611JAB6 Feb 2026 3,365,059 -625,682 $3.4M -15.9% 0.13% ABS-O
271 Government National Mortgage Association 38382WEG8 Feb 2026 26,948,126 -573,817 $3.3M -20.1% 0.13% ABS-MBS
272 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160 38382KE58 Feb 2026 27,155,971 -625,973 $3.3M -19.4% 0.12% ABS-CBDO
273 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-29 38382NV46 Feb 2026 17,016,580 -353,998 $3.3M +0.1% 0.12% ABS-CBDO
274 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155 38383AJY1 Feb 2026 26,432,566 -674,566 $3.3M -18.3% 0.12% ABS-CBDO
275 UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST5 91535BAD0 Feb 2026 5,250,000 — $3.2M -8.4% 0.12% ABS-MBS
276 MFRA Trust 552757AD8 Feb 2026 3,500,000 — $3.2M -1.1% 0.12% ABS-MBS
277 Government National Mortgage Association 38382PZX3 Feb 2026 27,287,017 -797,564 $3.2M -19.2% 0.12% ABS-CBDO
278 CHNGE Mortgage Trust 12569CAD3 Feb 2026 3,150,000 — $3.1M -0.0% 0.12% ABS-MBS
279 Government National Mortgage Association 38384EE68 Feb 2026 29,671,780 -717,734 $3.1M -19.5% 0.12% ABS-CBDO
280 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119 38382UM24 Feb 2026 23,177,046 -486,571 $3.0M -16.1% 0.11% ABS-CBDO
281 FREDDIE MAC FHLMC_4606 3137BR5P6 Feb 2026 33,197,875 -989,671 $3.0M -20.9% 0.11% ABS-CBDO
282 Colony American Finance Ltd 124760AC3 Feb 2026 3,000,000 — $3.0M -1.1% 0.11% ABS-MBS
283 Pagaya AI Debt Selection Trust 69548XAA9 Feb 2026 2,999,884 — $3.0M -1.0% 0.11% ABS-MBS
284 Preston Ridge Partners Mortgage Trust 74448KAA8 Feb 2026 2,989,865 -599,847 $3.0M -16.7% 0.11% ABS-MBS
285 FIGRE Trust 31684FAF1 Feb 2026 2,900,000 — $3.0M -2.2% 0.11% ABS-O
286 VISTA POINT SECURITIZATION TRUST VSTA_24-CES3 92841WAF6 Feb 2026 2,900,000 — $3.0M -1.2% 0.11% ABS-CBDO
287 Starwood Mortgage Residential Trust 2020-INV1 85573EAE7 Feb 2026 3,200,000 — $3.0M -2.4% 0.11% ABS-MBS
288 DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-CES1 24380WAH2 Feb 2026 2,965,200 — $2.9M -1.4% 0.11% ABS-CBDO
289 FANNIE MAE FNMA_24-74 3136BS3Q6 Feb 2026 25,617,616 -1,014,378 $2.9M -5.5% 0.11% ABS-CBDO
290 FEDERAL HOME LN MTG 3137G0WA3 Feb 2026 2,950,000 — $2.9M +0.3% 0.11% ABS-MBS
291 Reach Financial LLC 75526XAA2 Feb 2026 2,818,748 -3,964,986 $2.8M -58.4% 0.11% ABS-O
292 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90 38383RH83 Feb 2026 28,844,784 -591,632 $2.8M -19.1% 0.11% ABS-CBDO
293 RCO Mortgage LLC 74939GAA3 Feb 2026 2,774,474 -2,421,533 $2.8M -46.6% 0.10% ABS-O
294 Angel Oak Mortgage Trust 03465HAC8 Feb 2026 3,164,640 -133,088 $2.8M -5.4% 0.10% ABS-MBS
295 Verus Securitization Trust 92538KAE3 Feb 2026 3,800,000 — $2.8M -4.5% 0.10% ABS-MBS
296 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_26-80 38385SL27 May 2026 29,215,856 NEW $2.8M — 0.10% ABS-MBS
297 ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_25-B 02007G6U2 Feb 2026 2,757,675 -356,030 $2.8M -11.5% 0.10% ABS-MBS
298 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-34 3136BAHY3 Feb 2026 26,784,243 -805,909 $2.7M -31.4% 0.10% ABS-CBDO
299 FIGURE LENDING FIGRE_23-HE3 31684CAD3 Feb 2026 2,653,514 — $2.7M -1.2% 0.10% ABS-CBDO
300 Preston Ridge Partners Mortgage Trust 693987AD1 Feb 2026 2,800,000 — $2.7M +0.4% 0.10% ABS-MBS
301 Starwood Mortgage Residential Trust 85573JAA4 Feb 2026 3,120,639 -46,885 $2.7M -5.5% 0.10% ABS-MBS
302 Elmwood CLO 16 Ltd 29003DAE7 Feb 2026 2,750,000 — $2.7M -1.7% 0.10% ABS-CBDO
303 Ajax Mortgage Loan Trust 009733AA4 Feb 2026 2,687,061 -170,726 $2.7M -6.2% 0.10% ABS-MBS
304 PRPM LLC PRPM_23-NQM1 693965AE5 Feb 2026 2,700,000 — $2.7M +0.0% 0.10% ABS-CBDO
305 VERUS SECURITIZATION TRUST VERUS_21-5 92538KAF0 Feb 2026 3,500,000 — $2.7M -4.7% 0.10% ABS-CBDO
306 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79 38384PDH0 Feb 2026 20,323,372 -602,786 $2.7M -12.9% 0.10% ABS-CBDO
307 Home Partners of America Trust 43732TAL5 Feb 2026 2,747,554 — $2.7M -0.2% 0.10% ABS-MBS
308 Ally Bank Auto Credit-Linked Notes 02007G6T5 Feb 2026 2,673,646 -345,181 $2.7M -11.9% 0.10% ABS-O
309 FANNIE MAE FNMA_20-22 3136B9HD2 Feb 2026 25,978,228 -927,329 $2.7M -36.8% 0.10% ABS-CBDO
310 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21 38381B6Y5 Feb 2026 24,636,230 -620,053 $2.6M -20.3% 0.10% ABS-CBDO
311 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138 3137H2LM4 Feb 2026 23,204,822 -531,342 $2.6M -20.4% 0.10% ABS-CBDO
312 VISTA POINT SECURITIZATION TRUST VSTA_25-CES1 92842DAF7 Feb 2026 2,546,000 — $2.6M -0.7% 0.10% ABS-CBDO
313 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117 38382WEU7 Feb 2026 21,456,477 -500,034 $2.5M -18.7% 0.10% ABS-CBDO
314 Vista Point Securitization Trust 92841YAE5 Feb 2026 2,500,000 — $2.5M -1.0% 0.10% ABS-MBS
315 TCW Gem Ltd 87232JAA3 May 2026 2,500,000 NEW $2.5M — 0.09% ABS-CBDO
316 Fannie Mae 3136BDR42 Feb 2026 14,898,851 -242,391 $2.5M -4.3% 0.09% ABS-MBS
317 A&D Mortgage Trust 00039GAA7 Feb 2026 2,479,085 -286,573 $2.5M -10.7% 0.09% ABS-MBS
318 Fannie Mae 3136B3L40 Feb 2026 26,376,312 -844,502 $2.5M -21.1% 0.09% ABS-CBDO
319 SAIF SECURITIZATION TRUST SAIF_25-CES1 78438CAD3 Feb 2026 2,453,220 — $2.5M -1.4% 0.09% ABS-CBDO
320 Government National Mortgage Association 38375AN91 Feb 2026 24,254,764 -779,160 $2.5M -19.7% 0.09% ABS-MBS
321 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-83 38383RZG5 Feb 2026 20,184,292 -500,401 $2.5M -16.1% 0.09% ABS-CBDO
322 FIGURE LENDING FIGRE_24-HE1 31684HAE0 Feb 2026 2,350,000 — $2.4M -2.0% 0.09% ABS-CBDO
323 Elmwood CLO VIII Ltd 290021AL8 Feb 2026 2,500,000 — $2.4M -0.2% 0.09% ABS-CBDO
324 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175 38382LMJ7 Feb 2026 19,199,624 -274,224 $2.4M -18.3% 0.09% ABS-CBDO
325 Pagaya AI Debt Selection Trust 69544LAC5 Feb 2026 2,393,975 -518,744 $2.4M -18.3% 0.09% ABS-O
326 Preston Ridge Partners Mortgage Trust 69383VAD5 Feb 2026 2,499,000 — $2.4M -1.3% 0.09% ABS-MBS
327 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_26-28 38385NAK0 Feb 2026 32,132,023 -700,017 $2.4M -6.9% 0.09% ABS-CBDO
328 Fannie Mae 3136AX4E2 Feb 2026 20,757,443 -656,350 $2.4M -20.4% 0.09% ABS-CBDO
329 TOORAK MORTGAGE TRUST TRK_24-RRT1 890938AE3 Feb 2026 2,318,000 — $2.3M +0.1% 0.09% ABS-CBDO
330 FEDERAL HOME LOAN MORTGAGE CORPORATION 3137HLPA4 Feb 2026 19,081,113 -1,112,682 $2.3M -1.2% 0.09% ABS-CBDO
331 Upstart Securitization Trust 91684FAE8 Feb 2026 2,250,000 — $2.3M -1.4% 0.09% ABS-O
332 Preston Ridge Partners Mortgage Trust 74448JAD5 Feb 2026 2,335,000 — $2.3M +0.2% 0.09% ABS-MBS
333 PRPM LLC PRPM_24-RCF6 74390FAD1 Feb 2026 2,350,000 — $2.3M -0.2% 0.09% ABS-CBDO
334 ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1 26846FAD1 Feb 2026 2,250,000 — $2.3M -0.2% 0.09% ABS-CBDO
335 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66 38384AQY2 Feb 2026 45,295,811 -4,129,367 $2.2M -10.8% 0.08% ABS-CBDO
336 Government National Mortgage Association 38382FW34 Feb 2026 19,703,584 -612,671 $2.2M -20.0% 0.08% ABS-CBDO
337 PAGAYA AI DEBT SELECTION TRUST PAID_22-5 69548HAB2 Feb 2026 2,215,012 -594,795 $2.2M -24.0% 0.08% ABS-MBS
338 FIGRE Trust 30191LAF6 Feb 2026 2,110,000 — $2.2M -1.5% 0.08% ABS-O
339 Government National Mortgage Association 38384MJC2 Feb 2026 39,422,340 -2,806,399 $2.2M -1.8% 0.08% ABS-CBDO
340 FANNIE MAE FNMA_18-64 3136B23K6 Feb 2026 18,822,578 -621,182 $2.2M -17.7% 0.08% ABS-CBDO
341 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24 38382NPZ4 Feb 2026 13,298,417 -288,575 $2.2M -3.2% 0.08% ABS-CBDO
342 Government National Mortgage Association 38382LGD7 Feb 2026 13,689,939 -280,154 $2.2M -3.7% 0.08% ABS-MBS
343 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44 38382PSC7 Feb 2026 13,245,840 -427,261 $2.1M -5.4% 0.08% ABS-CBDO
344 Preston Ridge Partners Mortgage Trust 74390BAJ7 Feb 2026 2,250,000 — $2.1M +0.6% 0.08% ABS-MBS
345 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-161 38383YSS2 Feb 2026 34,515,815 -994,605 $2.1M -15.7% 0.08% ABS-CBDO
346 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-34 38382DG94 Feb 2026 17,625,282 -527,458 $2.1M -20.0% 0.08% ABS-CBDO
347 NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2 64831MAE2 Feb 2026 2,887,000 — $2.1M -3.7% 0.08% ABS-CBDO
348 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160 38382KG80 Feb 2026 14,929,044 -368,618 $2.1M -5.1% 0.08% ABS-CBDO
349 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-148 38382KZY2 Feb 2026 16,858,095 -453,354 $2.1M -19.2% 0.08% ABS-CBDO
350 FREDDIE MAC FHLMC_4993 3137FU6V1 Feb 2026 15,757,458 -351,499 $2.1M -19.7% 0.08% ABS-CBDO
351 FANNIE MAE FNMA_18-3 3136B0VJ2 Feb 2026 18,727,574 -339,693 $2.1M -22.1% 0.08% ABS-CBDO
352 Preston Ridge Partners Mortgage Trust 69380TAF8 Feb 2026 2,043,000 — $2.1M -0.1% 0.08% ABS-MBS
353 FANNIE MAE FNMA_20-54 3136BBGH9 Feb 2026 18,668,388 -555,561 $2.0M -19.6% 0.08% ABS-CBDO
354 Palmer Square CLO Ltd 69703CAE8 Feb 2026 2,000,000 — $2.0M -0.6% 0.08% ABS-CBDO
355 Vista Point Securitization Trust 92838WAE4 Feb 2026 2,000,000 — $2.0M -0.7% 0.08% ABS-MBS
356 OCTAGON INVESTMENT PARTNERS 54 OCT54_21-1A 67577GAA4 Feb 2026 2,500,000 — $2.0M -8.0% 0.08% ABS-MBS
357 ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1 26846FAC3 Feb 2026 2,000,000 — $2.0M -0.8% 0.08% ABS-CBDO
358 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58 38382RAZ1 Feb 2026 11,213,977 -234,784 $2.0M -3.6% 0.07% ABS-CBDO
359 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-85 38382FWM2 Feb 2026 10,417,555 -184,997 $2.0M -3.6% 0.07% ABS-CBDO
360 Lendbuzz Securitization Trust 525952AD9 Feb 2026 1,955,202 -194,798 $1.9M -10.3% 0.07% ABS-O
361 MRQI_26-HI1A 50625BAE5 Feb 2026 1,946,757 -1,476,243 $1.9M -43.0% 0.07% ABS-MBS
362 Preston Ridge Partners Mortgage Trust 69392PAF2 Feb 2026 2,000,000 — $1.9M -0.8% 0.07% ABS-MBS
363 FIGRE Trust 31684UAE1 Feb 2026 1,900,000 — $1.9M -1.9% 0.07% ABS-CBDO
364 FIGRE Trust 31684GAE2 Feb 2026 1,850,000 — $1.9M -2.1% 0.07% ABS-CBDO
365 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-187 38382LD40 Feb 2026 14,752,022 -380,535 $1.9M -19.1% 0.07% ABS-CBDO
366 Preston Ridge Partners Mortgage Trust 69382WAF9 Feb 2026 2,000,000 — $1.9M -0.6% 0.07% ABS-MBS
367 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 38385BEL0 Feb 2026 19,048,359 -292,186 $1.8M -6.8% 0.07% ABS-CBDO
368 Preston Ridge Partners Mortgage Trust 74448JAE3 Feb 2026 1,910,000 — $1.8M +0.6% 0.07% ABS-MBS
369 LHOME Mortgage Trust 50205YAC7 Feb 2026 1,800,000 — $1.8M -0.6% 0.07% ABS-MBS
370 Freddie Mac 3137FTYA9 Feb 2026 17,861,715 -561,679 $1.8M -19.7% 0.07% ABS-MBS
371 Preston Ridge Partners Mortgage Trust 693581AD2 Feb 2026 1,850,000 — $1.8M +0.4% 0.07% ABS-CBDO
372 OPORTUN FUNDING LLC OPTN_24-3 68377NAC5 Feb 2026 1,800,000 — $1.8M -0.3% 0.07% ABS-MBS
373 NEW YORK MORTGAGE TRUST NYMT_24-CP1 67118PAC6 Feb 2026 2,350,000 — $1.8M -5.8% 0.07% ABS-CBDO
374 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47 38383WJ31 Feb 2026 21,203,985 -1,043,537 $1.7M -0.6% 0.07% ABS-CBDO
375 Research-Driven Pagaya Motor Asset Trust I 76088LAA6 Feb 2026 1,742,987 -401,045 $1.7M -18.4% 0.07% ABS-O
376 COLT MORTGAGE LOAN TRUST COLT_21-3 19688FAE5 Feb 2026 2,502,000 — $1.7M -7.0% 0.07% ABS-CBDO
377 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160 38382KH22 Feb 2026 12,114,497 -211,153 $1.7M -5.2% 0.06% ABS-CBDO
378 Lendbuzz Securitization Trust 525952AC1 Feb 2026 1,727,853 -172,147 $1.7M -10.2% 0.06% ABS-O
379 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-67 38382FQZ0 Feb 2026 15,861,417 -313,628 $1.7M -19.8% 0.06% ABS-CBDO
380 Preston Ridge Partners Mortgage Trust 69380RAD7 Feb 2026 1,724,000 — $1.7M +0.5% 0.06% ABS-MBS
381 MPOWR_25-1 62477DAC9 Feb 2026 3,000,000 — $1.7M -1.2% 0.06% ABS-MBS
382 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-31 38382DUY3 Feb 2026 15,490,605 -358,094 $1.7M -20.5% 0.06% ABS-CBDO
383 Morgan Stanley & Co. LLC 000000000 Feb 2026 167,000,000 NEW $1.6M — 0.06% DIR
384 FIGRE Trust 31684GAF9 Feb 2026 1,550,000 — $1.6M -2.5% 0.06% ABS-CBDO
385 GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115 38384CL56 Feb 2026 30,377,914 -3,905,012 $1.6M -31.4% 0.06% ABS-CBDO
386 FIGRE Trust 31684LAE1 Feb 2026 1,500,000 — $1.6M -3.0% 0.06% ABS-CBDO
387 FIGRE Trust 31684LAF8 Feb 2026 1,500,000 — $1.6M -2.6% 0.06% ABS-O
388 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105 3137H06Z6 Feb 2026 19,009,619 -689,445 $1.6M -5.4% 0.06% ABS-CBDO
389 Freddie Mac 3137HLW24 Feb 2026 31,687,835 -1,407,317 $1.6M -10.4% 0.06% ABS-MBS
390 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-162 38382KNS8 Feb 2026 11,078,797 -331,495 $1.6M -6.6% 0.06% ABS-CBDO
391 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66 38384ARD7 Feb 2026 19,437,362 -1,030,455 $1.5M -19.3% 0.06% ABS-CBDO
392 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-144 38384WUN3 May 2026 80,972,805 NEW $1.5M — 0.06% ABS-CBDO
393 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160 38382KG49 Feb 2026 10,706,271 -318,699 $1.5M -5.8% 0.06% ABS-CBDO
394 Knock Issuer Trust 2025-1 49917PAB9 Feb 2026 1,500,000 — $1.5M -0.7% 0.06% ABS-MBS
395 BRAVO Residential Funding Trust 10568VAE4 Feb 2026 1,500,000 — $1.5M -2.0% 0.06% ABS-O
396 Galton Funding Mortgage Trust 2020-H1 36418HAE2 May 2026 1,877,100 NEW $1.5M — 0.06% ABS-MBS
397 Government National Mortgage Association 38384KWT4 Feb 2026 30,012,215 -1,275,038 $1.5M -9.5% 0.06% ABS-CBDO
398 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5040 3137F6PD3 Feb 2026 9,021,065 -377,245 $1.4M -6.6% 0.05% ABS-CBDO
399 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-103 38381XW44 Feb 2026 11,348,007 -217,789 $1.4M -20.1% 0.05% ABS-CBDO
400 Freddie Mac - STACR 3137G0WW5 Feb 2026 425,726,570 -9,359,550 $1.4M -5.8% 0.05% ABS-MBS
401 FIGRE Trust 31684UAF8 Feb 2026 1,300,000 — $1.3M -2.1% 0.05% ABS-O
402 FEDERAL HOME LN MTG 3137G0WB1 Feb 2026 233,096,425 -5,431,207 $1.3M -8.4% 0.05% ABS-MBS
403 Starwood Mortgage Residential Trust 2020-INV1 85573EAF4 Feb 2026 1,400,000 — $1.3M -2.9% 0.05% ABS-MBS
404 Visio 2019-2 Trust 92837DAD9 Feb 2026 1,287,520 -112,480 $1.3M -7.5% 0.05% ABS-MBS
405 FEDERAL HOME LN MTG CORP STRUC 3137G0VZ9 Feb 2026 1,293,149 — $1.3M +0.0% 0.05% ABS-MBS
406 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5083 3137FFRN9 Feb 2026 7,449,641 -425,259 $1.3M -3.2% 0.05% ABS-CBDO
407 FANNIE MAE FNMA_20-38 3136BACZ5 Feb 2026 18,292,536 -718,001 $1.2M -27.9% 0.05% ABS-CBDO
408 GITSIT Mortgage Loan Trust 375926AA0 Feb 2026 1,219,139 -906,771 $1.2M -42.7% 0.05% ABS-O
409 SPLITERO TRUST SPLITR_26-1 84863CAC7 May 2026 1,370,000 NEW $1.2M — 0.05% ABS-MBS
410 Visio 2019-2 Trust 92837DAE7 Feb 2026 1,200,000 — $1.2M +0.5% 0.05% ABS-MBS
411 Carvana Auto Receivables Trust 14689CAK8 May 2026 2,300 NEW $1.1M — 0.04% ABS-O
412 Chicago Board of Trade 000000000 Feb 2026 2,516 NEW $1.1M — 0.04% DIR
413 Preston Ridge Partners Mortgage Trust 69392PAD7 Feb 2026 1,100,000 — $1.1M -1.2% 0.04% ABS-MBS
414 Freddie Mac - STACR 3137G0WX3 Feb 2026 425,726,570 -9,359,550 $1.1M -5.8% 0.04% ABS-MBS
415 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987 3137FTRP4 Feb 2026 8,049,901 -111,405 $1.0M -19.2% 0.04% ABS-CBDO
416 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163 38380KLT0 Feb 2026 7,162,141 -149,835 $1.0M -19.3% 0.04% ABS-CBDO
417 RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5 76089LAA5 Feb 2026 1,000,000 — $1000K -0.7% 0.04% ABS-MBS
418 tvc mortgage trust 87306XAC9 Feb 2026 1,000,000 — $992K -1.3% 0.04% ABS-MBS
419 GOVERNMENT NATIONAL MORTGAGE ASS 38379U7F7 Feb 2026 39,399,516 -282,502 $958K -3.4% 0.04% ABS-MBS
420 Preston Ridge Partners Mortgage Trust 69392PAE5 Feb 2026 1,000,000 — $949K -1.6% 0.04% ABS-MBS
421 FANNIE MAE REMICS 3136AGZK1 Feb 2026 8,207,388 -187,916 $947K -18.6% 0.04% ABS-CBDO
422 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62 38382FLJ1 Feb 2026 7,672,434 -281,224 $907K -17.3% 0.03% ABS-CBDO
423 Credit Suisse Mortgage Trust 12649AAQ2 Feb 2026 1,125,000 -1,300,000 $896K -54.1% 0.03% ABS-MBS
424 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104 38382HGQ7 Feb 2026 7,892,977 -257,896 $876K -19.5% 0.03% ABS-CBDO
425 CITIGROUP MORTGAGE LOAN TRUST IN 17323TAL4 Feb 2026 30,782,269 -722,153 $871K +4.0% 0.03% ABS-CBDO
426 Citigroup Global Markets, Inc. 000000000 Feb 2026 10,000,000 NEW $851K — 0.03% DCR
427 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113 38384CVG1 Feb 2026 12,940,501 -599,205 $836K -7.7% 0.03% ABS-CBDO
428 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124 38380YV77 Feb 2026 7,281,956 -134,580 $797K -19.0% 0.03% ABS-CBDO
429 Citigroup Global Markets, Inc. 000000000 Feb 2026 250,000,000 NEW $787K — 0.03% DIR
430 FREDDIE MAC FHLMC_4826 3137FH4N0 Feb 2026 7,334,974 -128,437 $785K -20.2% 0.03% ABS-CBDO
431 Citigroup Global Markets, Inc. 000000000 Feb 2026 262,000,000 NEW $759K — 0.03% DIR
432 Chicago Board of Trade 000000000 Feb 2026 382 NEW $759K — 0.03% DIR
433 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78 38380XHW0 Feb 2026 4,189,829 -239,301 $740K -5.1% 0.03% ABS-CBDO
434 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63 38380WWB1 Feb 2026 6,252,699 -203,389 $732K -18.8% 0.03% ABS-CBDO
435 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19 38380N3D9 Feb 2026 15,683,729 -1,381,757 $694K -9.8% 0.03% ABS-MBS
436 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78 38380XFS1 Feb 2026 5,388,015 -143,372 $687K -19.1% 0.03% ABS-CBDO
437 Freddie Mac 3137F1HV3 Feb 2026 6,581,363 -158,638 $681K -19.2% 0.03% ABS-MBS
438 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-6 38378PQ84 Feb 2026 7,049,061 -292,873 $670K -22.6% 0.03% ABS-CBDO
439 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94 38380XSN8 Feb 2026 4,926,670 -155,635 $661K -19.2% 0.02% ABS-CBDO
440 FANNIE MAE FNMA_17-90 3136AYQT3 Feb 2026 5,817,133 -201,159 $645K -21.0% 0.02% ABS-CBDO
441 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63 38380WWC9 Feb 2026 5,802,410 -91,678 $615K -18.3% 0.02% ABS-CBDO
442 Affirm Inc 00833Q105 Feb 2026 70,500 — $605K -39.5% 0.02% ABS-O
443 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3 38382BN66 Feb 2026 17,148,554 -95,866 $598K -4.5% 0.02% ABS-MBS
444 GNMA_18-155 38381A2N5 Feb 2026 6,104,871 -133,937 $598K -17.8% 0.02% ABS-CBDO
445 FANNIE MAE FNMA_17-50 3136AXAQ8 Feb 2026 5,739,372 -232,447 $595K -22.1% 0.02% ABS-CBDO
446 Hilton USA Trust 43289VAS2 Feb 2026 27,400,000 — $552K +0.4% 0.02% ABS-MBS
447 Chicago Mercantile Exchange 000000000 Feb 2026 -2,301 NEW $549K — 0.02% DIR
448 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40 38380V6B2 Feb 2026 4,705,251 -173,170 $544K -18.7% 0.02% ABS-CBDO
449 CITIGROUP MORTGAGE LOAN TRUST IN 17323TAM2 Feb 2026 1,304,724 -7,638 $538K +0.5% 0.02% ABS-CBDO
450 FANNIE MAE FNMA_15-29 3136ANXF9 Feb 2026 6,868,033 -230,634 $523K -24.4% 0.02% ABS-CBDO
451 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102 38380NKM0 Feb 2026 11,414,810 -59,696 $509K -4.4% 0.02% ABS-MBS
452 ALPHAFLOW TRANSITIONAL MORTGAGE TRUST AFLOW_21-WL1 02079YAA5 Feb 2026 648,653 -49,778 $506K -5.3% 0.02% ABS-CBDO
453 FANNIE MAE FNMA_20-38 3136BACA0 Feb 2026 4,217,954 -147,995 $455K -21.6% 0.02% ABS-CBDO
454 PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4 69382WAE2 Feb 2026 477,000 — $442K -1.5% 0.02% ABS-CBDO
455 Pagaya AI Debt Selection Trust 69547EAD6 Feb 2026 12,321,273 — $431K +10.2% 0.02% ABS-MBS
456 Citigroup Global Markets, Inc. 000000000 Feb 2026 270,000,000 NEW $401K — 0.02% DIR
457 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193 38383DTZ1 Feb 2026 229,624,766 -5,208,908 $327K -46.6% 0.01% ABS-CBDO
458 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-96 38382UZE4 Feb 2026 38,103,833 -831,639 $327K -56.4% 0.01% ABS-CBDO
459 Goldman Sachs International 000000000 Feb 2026 -9,500,000 NEW $314K — 0.01% DCR
460 GOVERNMENT NATIONAL MORTGAGE ASS 38379HFE0 Feb 2026 3,427,599 -189,097 $313K -8.0% 0.01% ABS-CBDO
461 Morgan Stanley Capital Services LLC 000000000 Feb 2026 -30,000,000 NEW $302K — 0.01% DCR
462 Goldman Sachs International 000000000 Feb 2026 -50,000,000 NEW $293K — 0.01% DCR
463 FANNIE MAE FNMA_17-72 3136AXU52 Feb 2026 15,312,482 -315,924 $267K -62.3% 0.01% ABS-CBDO
464 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4926 3137FPNZ4 Feb 2026 4,725,183 -208,717 $264K -23.3% 0.01% ABS-CBDO
465 Goldman Sachs International 000000000 Feb 2026 -9,500,000 NEW $223K — 0.01% DCR
466 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160 38383AUH5 Feb 2026 67,844,147 -1,295,704 $218K -51.0% 0.01% ABS-CBDO
467 Morgan Stanley & Co. LLC 000000000 Feb 2026 -55,000,000 NEW $210K — 0.01% DCR
468 Vericrest Opportunity Loan Transferee 92873BAA4 Feb 2026 197,870 -317,136 $198K -61.6% 0.01% ABS-O
469 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-46 38383PRL7 Feb 2026 21,214,699 -661,405 $159K -61.9% 0.01% ABS-CBDO
470 FREDDIE_MAC FHLMC_304 31325UQQ2 Feb 2026 1,116,737 -34,247 $153K -2.5% 0.01% ABS-CBDO
471 Government National Mortgage Association 38382WAW7 Feb 2026 49,095,678 -1,041,956 $145K -50.4% 0.01% ABS-CBDO
472 FANNIE MAE FNMA_13-101 3136AGA93 Feb 2026 1,571,114 -54,179 $142K -23.2% 0.01% ABS-CBDO
473 FEDERAL HOME LOAN MORTGAGE CORPO 31325USF4 Feb 2026 1,399,400 -29,721 $127K -22.0% 0.00% ABS-CBDO
474 Freddie Mac 3137AFJS2 Feb 2026 1,562,367 -83,297 $114K -23.4% 0.00% ABS-MBS
475 Morgan Stanley & Co. LLC 000000000 Feb 2026 59,000,000 NEW $109K — 0.00% DIR
476 GNMA_19-43 38381TQ24 Feb 2026 11,655,004 -174,240 $99K -45.4% 0.00% ABS-CBDO
477 Fannie Mae 3136AMDR7 Feb 2026 898,976 -10,615 $98K -19.0% 0.00% ABS-MBS
478 Fannie Mae 3136ASJN7 Feb 2026 939,193 -30,519 $97K -24.4% 0.00% ABS-MBS
479 NRZT_14-1A 64828AAB9 Feb 2026 2,492,128 -132,162 $97K -9.5% 0.00% ABS-CBDO
480 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286 3137B6UF6 Feb 2026 760,442 -19,739 $78K -22.4% 0.00% ABS-CBDO
481 Freddie Mac 3137BSAF0 Feb 2026 733,768 -36,241 $77K -5.2% 0.00% ABS-MBS
482 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097 3137ATPX4 Feb 2026 644,082 -9,557 $73K -20.8% 0.00% ABS-CBDO
483 PAGAYA AI DEBT SELECTION TRUST PAID_25-R1 69548DAA3 Feb 2026 66,440 -78,782 $68K -53.8% 0.00% ABS-MBS
484 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-128 38382AEF8 Feb 2026 30,807,016 -669,049 $50K -65.5% 0.00% ABS-CBDO
485 Citigroup Global Markets, Inc. 000000000 Feb 2026 115,000,000 NEW $19K — 0.00% DIR
486 PAGAYA AI DEBT SELECTION TRUST PAID_21-3 69546RAD8 Feb 2026 12,925,852 — $18K -55.9% 0.00% ABS-MBS
487 PAGAYA AI DEBT SELECTION TRUST PAID_20-3 69546T102 Feb 2026 23,803,550 — $2K -94.6% 0.00% ABS-MBS
488 FHLMC_4215 3137B34H8 Feb 2026 75,924 -8,907 $1K -20.1% 0.00% ABS-CBDO
489 USASF Receivables LLC 90355EAD3 Feb 2026 2,375,000 — $576 +4.3% 0.00% ABS-O
490 Morgan Stanley & Co. LLC 000000000 Feb 2026 84,886,000 NEW $526 — 0.00% DIR
491 Pagaya AI Debt Selection Trust 69547JAD5 Feb 2026 1,901,904 — $0 +0.0% 0.00% ABS-O
492 Morgan Stanley & Co. LLC 000000000 Feb 2026 -826,849 NEW $-35764 — -0.00% DCR
493 Chicago Board of Trade 000000000 Feb 2026 -182 NEW $-71322 — -0.00% DIR
494 Morgan Stanley & Co. LLC 000000000 Feb 2026 -1,621,273 NEW $-109038 — -0.00% DCR
495 Citigroup Global Markets, Inc. 000000000 Feb 2026 10,000,000 NEW $-127696 — -0.00% DCR
496 Morgan Stanley & Co. LLC 000000000 Feb 2026 -1,859,238 NEW $-162959 — -0.01% DCR
497 Goldman Sachs International 000000000 Feb 2026 10,000,000 NEW $-228315 — -0.01% DCR
498 Goldman Sachs International 000000000 Feb 2026 -12,000,000 NEW $-551555 — -0.02% DCR
499 Morgan Stanley & Co. LLC 000000000 Feb 2026 -8,615,624 NEW $-679556 — -0.03% DCR
500 Citigroup Global Markets, Inc. 000000000 Feb 2026 -9,790,482 NEW $-890583 — -0.03% DCR
501 Citigroup Global Markets, Inc. 000000000 Feb 2026 -9,790,482 NEW $-931810 — -0.04% DCR
502 Goldman Sachs International 000000000 Feb 2026 -19,000,000 NEW $-1093423 — -0.04% DCR
503 Citigroup Global Markets, Inc. 000000000 Feb 2026 -250,000,000 NEW $-1497850 — -0.06% DIR
504 Morgan Stanley & Co. LLC 000000000 Feb 2026 -16,154,295 NEW $-1766425 — -0.07% DCR
505 Morgan Stanley & Co. LLC 000000000 Feb 2026 -12,727,627 NEW $-1851459 — -0.07% DCR
506 Citigroup Global Markets, Inc. 000000000 Feb 2026 20,500,000 NEW $-2345888 — -0.09% DCR
507 Citigroup Global Markets, Inc. 000000000 Feb 2026 -19,580,964 NEW $-3488736 — -0.13% DCR
508 Chicago Board of Trade 000000000 Feb 2026 -2,410 NEW $-4524871 — -0.17% DIR
509 Citigroup Global Markets, Inc. 000000000 Feb 2026 50,000,000 NEW $-6487884 — -0.24% DCR
510 Chicago Board of Trade 000000000 Feb 2026 -8,807 NEW $-8625673 — -0.33% DIR
✕ UMBS, TBA 01F060634 — 473,000,000 SOLD $485.2M — — —
✕ UMBS, TBA 01F042632 — 483,000,000 SOLD $477.6M — — —
✕ UMBS, TBA 01F040636 — 437,500,000 SOLD $425.2M — — —
✕ UMBS, TBA 01F050635 — 261,000,000 SOLD $262.2M — — —
✕ Government National Mortgage Association 21H042638 — 240,000,000 SOLD $237.2M — — —
✕ UMBS, TBA 01F032633 — 150,000,000 SOLD $141.3M — — —
✕ UMBS, TBA 01F052631 — 60,000,000 SOLD $61.0M — — —
✕ WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT 95003EAJ5 — 11,600,000 SOLD $11.6M — — —
✕ RCO Mortgage LLC 75523XAB3 — 7,500,000 SOLD $7.5M — — —
✕ RCO Mortgage LLC 75523XAA5 — 6,810,179 SOLD $6.8M — — —
✕ VCAT Asset Securitization, LLC 92243PAA6 — 6,522,383 SOLD $6.6M — — —
✕ Oaktown Re Ltd 67401FAE0 — 5,867,276 SOLD $5.9M — — —
✕ LHOME MORTGAGE TRUST LHOME_24-RTL1 50205DAB5 — 5,200,000 SOLD $5.2M — — —
✕ Pagaya AI Debt Selection Trust 69547XAC6 — 4,854,788 SOLD $4.9M — — —
✕ LHOME MORTGAGE TRUST LHOME_24-RTL1 50205DAC3 — 3,700,000 SOLD $3.7M — — —
✕ Pagaya AI Debt Selection Trust 69547XAB8 — 3,238,563 SOLD $3.3M — — —
✕ BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1 105699AF9 — 2,800,000 SOLD $2.8M — — —
✕ Oaktown Re Ltd 67401FAG5 — 2,373,000 SOLD $2.4M — — —
✕ BRAVO Residential Funding Trust 105699AE2 — 2,200,000 SOLD $2.2M — — —
✕ Pagaya AI Debt Selection Trust 694961AC7 — 1,751,328 SOLD $1.8M — — —
✕ Enact Mortgage Insurance Corporation 89600HAC3 — 26,920 SOLD $0.0M — — —