Holdings (Monthly)
Guide ↗
Columbia Mortgage Opportunities Fund
· Columbia Funds Series Trust II| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | UMBS, TBA | 01F060634 | Feb 2026 | 473,000,000 | $485.2M | 18.21% | ABS-MBS |
| 2 | UMBS, TBA | 01F042632 | Feb 2026 | 483,000,000 | $477.6M | 17.93% | ABS-MBS |
| 3 | UMBS, TBA | 01F040636 | Feb 2026 | 437,500,000 | $425.2M | 15.96% | ABS-MBS |
| 4 | UMBS, TBA | 01F050635 | Feb 2026 | 261,000,000 | $262.2M | 9.84% | ABS-MBS |
| 5 | Government National Mortgage Association | 21H042638 | Feb 2026 | 240,000,000 | $237.2M | 8.90% | ABS-MBS |
| 6 | COLUMBIA SHORT TERM CASH FUND | 19766H239 | Feb 2026 | 152,737,807 | $152.7M | 5.73% | STIV |
| 7 | UMBS, TBA | 01F032633 | Feb 2026 | 150,000,000 | $141.3M | 5.31% | ABS-MBS |
| 8 | UMBS, TBA | 01F052631 | Feb 2026 | 60,000,000 | $61.0M | 2.29% | ABS-MBS |
| 9 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XHYM3 | Feb 2026 | 32,121,568 | $31.6M | 1.19% | ABS-MBS |
| 10 | Freddie Mac - STACR | 35564KJB6 | Feb 2026 | 23,300,000 | $28.3M | 1.06% | ABS-MBS |
| 11 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140W1VH3 | Feb 2026 | 27,808,636 | $27.4M | 1.03% | ABS-MBS |
| 12 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513 | 3137HKF33 | Feb 2026 | 26,607,222 | $27.2M | 1.02% | ABS-CBDO |
| 13 | Madison Park Funding Ltd | 55822RAD2 | Feb 2026 | 26,978,000 | $27.0M | 1.01% | ABS-CBDO |
| 14 | Freddie Mac | 3137HHKD2 | Feb 2026 | 24,538,558 | $24.9M | 0.93% | ABS-MBS |
| 15 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_25-5563 | 3137HMER7 | Feb 2026 | 24,276,395 | $24.6M | 0.92% | ABS-CBDO |
| 16 | Cayuga Park CLO, Ltd. | 149791BG9 | Feb 2026 | 24,500,000 | $24.5M | 0.92% | ABS-CBDO |
| 17 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86 | 3136BXPP3 | Feb 2026 | 24,073,838 | $24.0M | 0.90% | ABS-CBDO |
| 18 | GITSIT Mortgage Loan Trust | 361728AA6 | Feb 2026 | 23,608,059 | $23.6M | 0.89% | ABS-O |
| 19 | Freddie Mac | 3132DPFF0 | Feb 2026 | 21,703,658 | $21.1M | 0.79% | ABS-MBS |
| 20 | POINT SECURITIZATION TRUST PNT_26-1 | 73072JAA6 | Feb 2026 | 20,750,000 | $20.6M | 0.77% | ABS-CBDO |
| 21 | Freddie Mac | 3132E0KZ4 | Feb 2026 | 19,914,353 | $20.6M | 0.77% | ABS-MBS |
| 22 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12 | 3136BVHZ4 | Feb 2026 | 19,847,228 | $20.2M | 0.76% | ABS-CBDO |
| 23 | Center Street Lending Resi-Investor Abs Trust | 151704AA1 | Feb 2026 | 20,050,000 | $20.1M | 0.76% | ABS-MBS |
| 24 | Pagaya AI Debt Selection Trust | 694969AC0 | Feb 2026 | 19,130,000 | $19.3M | 0.72% | ABS-O |
| 25 | Freddie Mac | 3132E0B27 | Feb 2026 | 18,071,136 | $18.5M | 0.69% | ABS-MBS |
| 26 | ASP WHCO PARTICIPATION LP ASPWP-29-1A | 04524YAA2 | Feb 2026 | 18,000,000 | $18.0M | 0.68% | ABS-MBS |
| 27 | Freddie Mac - STACR | 35566CBE4 | Feb 2026 | 15,500,000 | $17.8M | 0.67% | ABS-MBS |
| 28 | Freddie Mac - STACR | 35565TBE8 | Feb 2026 | 14,200,000 | $17.4M | 0.65% | ABS-MBS |
| 29 | Knock Issuer Trust 2025-1 | 49917PAA1 | Feb 2026 | 17,040,000 | $17.2M | 0.65% | ABS-MBS |
| 30 | Freddie Mac | 3137HLJQ6 | Feb 2026 | 16,937,478 | $16.9M | 0.63% | ABS-MBS |
| 31 | Fannie Mae | 3140QQD77 | Feb 2026 | 16,465,197 | $16.8M | 0.63% | ABS-MBS |
| 32 | Easy Street Mortgage Loan Trust | 27786YAA6 | Feb 2026 | 16,700,000 | $16.8M | 0.63% | ABS-MBS |
| 33 | New Residential Mortgage Loan Trust | 64832FAC0 | Feb 2026 | 15,975,503 | $16.2M | 0.61% | ABS-MBS |
| 34 | Freddie Mac | 3137HKPN8 | Feb 2026 | 15,484,906 | $15.8M | 0.59% | ABS-MBS |
| 35 | Freddie Mac - STACR | 35564KBE8 | Feb 2026 | 14,000,000 | $15.7M | 0.59% | ABS-MBS |
| 36 | Morgan Stanley Residential Mortgage Loan Trust | 61779KAA4 | Feb 2026 | 15,507,695 | $15.6M | 0.58% | ABS-MBS |
| 37 | Freddie Mac | 3137HKF25 | Feb 2026 | 15,087,221 | $15.4M | 0.58% | ABS-MBS |
| 38 | MFRA Trust | 58004YAA7 | Feb 2026 | 15,102,719 | $15.2M | 0.57% | ABS-MBS |
| 39 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-1 | 3136BUE55 | Feb 2026 | 14,958,557 | $15.1M | 0.57% | ABS-CBDO |
| 40 | RCO Mortgage LLC | 74939VAA0 | Feb 2026 | 15,075,113 | $15.1M | 0.57% | ABS-O |
| 41 | Elmwood CLO 19 Ltd | 29004JAW3 | Feb 2026 | 15,000,000 | $15.0M | 0.56% | ABS-CBDO |
| 42 | Saluda Grade Alternative Mortgage Trust | 79582CAA1 | Feb 2026 | 14,758,444 | $15.0M | 0.56% | ABS-O |
| 43 | Home Owner Mortgage Enhanced Securuties Limited | 43761FAD7 | Feb 2026 | 14,116,340 | $14.2M | 0.53% | ABS-MBS |
| 44 | STRUCTURED AGENCY CREDIT RISK STACR_20-CS01 | 3137G0WM7 | Feb 2026 | 16,988,156 | $13.9M | 0.52% | ABS-CBDO |
| 45 | New Residential Mortgage Loan Trust | 64832GAC8 | Feb 2026 | 13,598,904 | $13.7M | 0.52% | ABS-MBS |
| 46 | JP Morgan Mortgage Trust | 46594EAC8 | Feb 2026 | 13,431,163 | $13.5M | 0.51% | ABS-MBS |
| 47 | New York Mortgage Trust | 62956VAA3 | Feb 2026 | 13,146,462 | $13.3M | 0.50% | ABS-MBS |
| 48 | GCAT | 36831KAC8 | Feb 2026 | 13,133,185 | $13.2M | 0.50% | ABS-MBS |
| 49 | HTAP Trust | 40444WAA7 | Feb 2026 | 13,079,534 | $13.1M | 0.49% | ABS-MBS |
| 50 | UPSTART SECURITIZATION TRUST UPST_24-1 | 91684NAC5 | Feb 2026 | 12,250,000 | $13.0M | 0.49% | ABS-MBS |
| 51 | Saluda Grade Alternative Mortgage Trust | 79581VAE2 | Feb 2026 | 12,120,000 | $12.8M | 0.48% | ABS-MBS |
| 52 | Preston Ridge Partners Mortgage Trust | 69392VAA0 | Feb 2026 | 12,570,282 | $12.7M | 0.48% | ABS-MBS |
| 53 | Morgan Stanley Residential Mortgage Loan Trust | 61779JAA7 | Feb 2026 | 12,074,458 | $12.1M | 0.46% | ABS-MBS |
| 54 | Fannie Mae | 3136BU2D1 | Feb 2026 | 11,700,797 | $11.8M | 0.44% | ABS-MBS |
| 55 | Fannie Mae - CAS | 20754KAJ0 | Feb 2026 | 11,350,000 | $11.7M | 0.44% | ABS-MBS |
| 56 | Upstart Securitization Trust | 91684PAC0 | Feb 2026 | 10,850,000 | $11.7M | 0.44% | ABS-O |
| 57 | WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT | 95003EAJ5 | Feb 2026 | 11,600,000 | $11.6M | 0.44% | ABS-MBS |
| 58 | Freddie Mac | 3137HK4A9 | Feb 2026 | 11,440,003 | $11.6M | 0.43% | ABS-MBS |
| 59 | FREDDIE MAC FHLMC_5551 | 3137HLWC2 | Feb 2026 | 11,354,983 | $11.5M | 0.43% | ABS-CBDO |
| 60 | Freddie Mac | 3137HLEG3 | Feb 2026 | 11,346,193 | $11.4M | 0.43% | ABS-MBS |
| 61 | MFRA Trust | 55287RAC2 | Feb 2026 | 11,265,492 | $11.4M | 0.43% | ABS-MBS |
| 62 | SPLITERO TRUST SPLTO_25-1 | 848948AB1 | Feb 2026 | 11,500,000 | $11.3M | 0.43% | ABS-CBDO |
| 63 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4 | 79581UAD6 | Feb 2026 | 6,478,229 | $11.3M | 0.42% | ABS-CBDO |
| 64 | Stanwich Mortgage Loan Trust | 85501YAB6 | Feb 2026 | 10,968,455 | $11.0M | 0.41% | ABS-O |
| 65 | FIGRE Trust | 316918AA9 | Feb 2026 | 10,891,055 | $11.0M | 0.41% | ABS-O |
| 66 | HTAP Trust | 40446AAA3 | Feb 2026 | 10,814,765 | $10.9M | 0.41% | ABS-MBS |
| 67 | Fannie Mae - CAS | 20754LAJ8 | Feb 2026 | 10,350,000 | $10.7M | 0.40% | ABS-MBS |
| 68 | Preston Ridge Partners Mortgage Trust | 693987AE9 | Feb 2026 | 11,150,000 | $10.6M | 0.40% | ABS-MBS |
| 69 | CITIGROUP MORTGAGE LOAN TRUST IN | 17323TAK6 | Feb 2026 | 13,217,335 | $10.5M | 0.39% | ABS-CBDO |
| 70 | BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-HE1 | 10568VAF1 | Feb 2026 | 10,498,000 | $10.3M | 0.39% | ABS-CBDO |
| 71 | EASY MORTGAGE LOAN TRUST EASY_25-RTL1 | 27786FAA7 | Feb 2026 | 10,000,000 | $10.1M | 0.38% | ABS-CBDO |
| 72 | Point Securitization Trust | 73071PAA3 | Feb 2026 | 9,997,936 | $10.0M | 0.38% | ABS-MBS |
| 73 | A&D Mortgage Trust | 002941AA0 | Feb 2026 | 9,914,175 | $10.0M | 0.38% | ABS-MBS |
| 74 | Freddie Mac | 3137HLAE2 | Feb 2026 | 9,833,368 | $10.0M | 0.37% | ABS-MBS |
| 75 | Pretium Mortgage Credit Partners LLC | 69383TAA6 | Feb 2026 | 9,898,364 | $9.9M | 0.37% | ABS-O |
| 76 | Credit Suisse Mortgage Trust | 12649AAS8 | Feb 2026 | 15,400,000 | $9.8M | 0.37% | ABS-MBS |
| 77 | Preston Ridge Partners Mortgage Trust | 74449BAB5 | Feb 2026 | 9,600,000 | $9.6M | 0.36% | ABS-MBS |
| 78 | GS Mortgage-Backed Securities Trust | 362933AA1 | Feb 2026 | 9,409,737 | $9.5M | 0.36% | ABS-MBS |
| 79 | Upgrade Master Pass-Thru Trust | 91533QAA5 | Feb 2026 | 9,385,325 | $9.4M | 0.35% | ABS-O |
| 80 | PRPM LLC PRPM_24-RCF1 | 693581AE0 | Feb 2026 | 9,750,000 | $9.3M | 0.35% | ABS-CBDO |
| 81 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39 | 38385EZR8 | Feb 2026 | 8,928,817 | $9.3M | 0.35% | ABS-CBDO |
| 82 | Angel Oak Mortgage Trust | 03464VAE4 | Feb 2026 | 9,450,000 | $9.2M | 0.34% | ABS-MBS |
| 83 | EDGEX Issuer Trust | 28057AAB6 | Feb 2026 | 8,988,730 | $9.1M | 0.34% | ABS-O |
| 84 | A&D Mortgage Trust | 00040DAC7 | Feb 2026 | 9,024,102 | $9.0M | 0.34% | ABS-MBS |
| 85 | FMC GMSR ISSUER TRUST | 30259RAE5 | Feb 2026 | 9,050,000 | $9.0M | 0.34% | ABS-O |
| 86 | New York Mortgage Trust | 62957JAC5 | Feb 2026 | 8,902,011 | $9.0M | 0.34% | ABS-MBS |
| 87 | CHNGE MORTGAGE TRUST CHNGE_23-3 | 17030AAE5 | Feb 2026 | 8,900,000 | $8.9M | 0.34% | ABS-CBDO |
| 88 | CHNGE MORTGAGE TRUST CHNGE_23-1 | 12547QAD9 | Feb 2026 | 8,894,000 | $8.9M | 0.33% | ABS-CBDO |
| 89 | ITASCA PARK LLC | 000000000 | Feb 2026 | 9 | $8.9M | 0.33% | EC |
| 90 | VISTA POINT SECURITIZATION TRUST VSTA_25-CES2 | 92842UAD4 | Feb 2026 | 8,732,000 | $8.9M | 0.33% | ABS-CBDO |
| 91 | RCO Mortgage LLC | 74939AAA6 | Feb 2026 | 8,855,512 | $8.8M | 0.33% | ABS-MBS |
| 92 | Home Owner Mortgage Enhanced Securuties Limited | 43762DAC3 | Feb 2026 | 8,725,329 | $8.8M | 0.33% | ABS-MBS |
| 93 | Onslow Bay Financial LLC | 67123HAJ2 | Feb 2026 | 8,699,381 | $8.7M | 0.33% | ABS-MBS |
| 94 | Saluda Grade Alternative Mortgage Trust | 79582AAD9 | Feb 2026 | 5,573,832 | $8.7M | 0.33% | ABS-O |
| 95 | Preston Ridge Partners Mortgage Trust | 74390WAF9 | Feb 2026 | 9,500,000 | $8.7M | 0.33% | ABS-MBS |
| 96 | Fannie Mae | 3136BU5N6 | Feb 2026 | 8,252,855 | $8.4M | 0.32% | ABS-MBS |
| 97 | Preston Ridge Partners Mortgage Trust | 69382NAA0 | Feb 2026 | 8,246,465 | $8.4M | 0.31% | ABS-MBS |
| 98 | ITASCA PARK LLC | 000000000 | Feb 2026 | 8 | $8.3M | 0.31% | EC |
| 99 | CITIGROUP MORTGAGE LOAN TRUST CMLTI_18-RP3 | 17327DAG6 | Feb 2026 | 10,497,650 | $8.3M | 0.31% | ABS-CBDO |
| 100 | Pagaya Point of Sale Holdings Grantor Trust | 694952AA0 | Feb 2026 | 8,200,000 | $8.2M | 0.31% | ABS-O |
| 101 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10 | 3136BUS68 | Feb 2026 | 8,244,400 | $8.2M | 0.31% | ABS-CBDO |
| 102 | FIGRE Trust | 316927AF9 | Feb 2026 | 7,575,000 | $8.2M | 0.31% | ABS-O |
| 103 | Freddie Mac | 3137HPAK9 | Feb 2026 | 61,660,433 | $8.1M | 0.30% | ABS-MBS |
| 104 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142 | 38382XSW6 | Feb 2026 | 53,924,104 | $7.8M | 0.29% | ABS-CBDO |
| 105 | Government National Mortgage Association | 38383AZY3 | Feb 2026 | 57,453,759 | $7.8M | 0.29% | ABS-MBS |
| 106 | New Residential Mortgage Loan Trust | 64830NAK7 | Feb 2026 | 9,250,000 | $7.8M | 0.29% | ABS-MBS |
| 107 | Freddie Mac - STACR | 35564KLV9 | Feb 2026 | 7,450,000 | $7.7M | 0.29% | ABS-MBS |
| 108 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133 | 38382JC46 | Feb 2026 | 52,083,557 | $7.7M | 0.29% | ABS-CBDO |
| 109 | Genworth Mortgage Insurance Corporation | 89600HAG4 | Feb 2026 | 7,500,000 | $7.7M | 0.29% | ABS-MBS |
| 110 | Pagaya AI Debt Selection Trust | 694969AB2 | Feb 2026 | 7,630,000 | $7.6M | 0.29% | ABS-O |
| 111 | GS Mortgage-Backed Securities Trust | 36272UAA6 | Feb 2026 | 7,534,725 | $7.6M | 0.28% | ABS-MBS |
| 112 | PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1 | 69381AAE1 | Feb 2026 | 7,802,000 | $7.6M | 0.28% | ABS-CBDO |
| 113 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122 | 38382WAQ0 | Feb 2026 | 50,878,997 | $7.6M | 0.28% | ABS-CBDO |
| 114 | CHNGE_22-1 | 17030JAC0 | Feb 2026 | 8,350,000 | $7.5M | 0.28% | ABS-CBDO |
| 115 | RCO Mortgage LLC | 75523XAB3 | Feb 2026 | 7,500,000 | $7.5M | 0.28% | ABS-MBS |
| 116 | Freddie Mac - STACR | 35565TBD0 | Feb 2026 | 6,750,000 | $7.4M | 0.28% | ABS-MBS |
| 117 | Point Securitization Trust | 73072DAA9 | Feb 2026 | 7,250,062 | $7.3M | 0.27% | ABS-MBS |
| 118 | Fannie Mae - CAS | 20754AAJ2 | Feb 2026 | 7,059,000 | $7.3M | 0.27% | ABS-MBS |
| 119 | Genworth Mortgage Insurance Corporation | 89600GAE1 | Feb 2026 | 7,100,000 | $7.3M | 0.27% | ABS-MBS |
| 120 | MPOWR_25-1 | 62477DAB1 | Feb 2026 | 7,024,000 | $7.2M | 0.27% | ABS-MBS |
| 121 | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS | 3137G0WF2 | Feb 2026 | 7,345,104 | $7.1M | 0.27% | ABS-CBDO |
| 122 | GITSIT Mortgage Loan Trust | 375926AB8 | Feb 2026 | 7,000,000 | $7.0M | 0.26% | ABS-O |
| 123 | HTAP Trust | 40445NAA6 | Feb 2026 | 6,889,639 | $6.9M | 0.26% | ABS-MBS |
| 124 | Pagaya AI Debt Selection Trust | 69549BAC2 | Feb 2026 | 6,899,364 | $6.9M | 0.26% | ABS-O |
| 125 | COLT Funding LLC | 19689AAA3 | Feb 2026 | 6,800,470 | $6.9M | 0.26% | ABS-MBS |
| 126 | COLT MORTGAGE LOAN TRUST COLT_25-7 | 19689CAB7 | Feb 2026 | 6,769,164 | $6.9M | 0.26% | ABS-CBDO |
| 127 | RCO Mortgage LLC | 75523XAA5 | Feb 2026 | 6,810,179 | $6.8M | 0.26% | ABS-MBS |
| 128 | Reach Financial LLC | 75526XAA2 | Feb 2026 | 6,783,734 | $6.8M | 0.25% | ABS-O |
| 129 | Freddie Mac | 3137HPAM5 | Feb 2026 | 75,572,938 | $6.6M | 0.25% | ABS-MBS |
| 130 | EDGEX ISSUER TRUST EDGEX_25-1 | 280579AB9 | Feb 2026 | 6,537,299 | $6.6M | 0.25% | ABS-MBS |
| 131 | STRUCTURED AGENCY CREDIT RISK STACR_20-CS01 | 3137G0WP0 | Feb 2026 | 1,874,883,038 | $6.6M | 0.25% | ABS-CBDO |
| 132 | VCAT Asset Securitization, LLC | 92243PAA6 | Feb 2026 | 6,522,383 | $6.6M | 0.25% | ABS-O |
| 133 | Exeter Automobile Receivables Trust | 30168HAG2 | Feb 2026 | 6,500,000 | $6.6M | 0.25% | ABS-O |
| 134 | MPOWER Education Trust | 62477DAA3 | Feb 2026 | 6,396,799 | $6.5M | 0.25% | ABS-O |
| 135 | COREVEST AMERICAN FINANCE LTD CAFL_25-RRTL2 ISSUER LP | 12770JAC5 | Feb 2026 | 6,500,000 | $6.5M | 0.24% | ABS-CBDO |
| 136 | Fannie Mae | 3136BQLL1 | Feb 2026 | 54,155,082 | $6.5M | 0.24% | ABS-CBDO |
| 137 | EDGEX Issuer Trust | 280579103 | Feb 2026 | 8,358,000 | $6.5M | 0.24% | ABS-O |
| 138 | Toorak Mortgage Corp. | 89054YAE3 | Feb 2026 | 6,430,000 | $6.4M | 0.24% | ABS-MBS |
| 139 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105 | 3137H06M5 | Feb 2026 | 33,020,804 | $6.4M | 0.24% | ABS-CBDO |
| 140 | CHNGE Mortgage Trust 2022-1 | 17030JAD8 | Feb 2026 | 7,431,000 | $6.4M | 0.24% | ABS-MBS |
| 141 | IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM3 | 452762AE7 | Feb 2026 | 7,384,000 | $6.3M | 0.24% | ABS-CBDO |
| 142 | BRAVO Residential Funding Trust | 10569EAE1 | Feb 2026 | 6,626,000 | $6.3M | 0.24% | ABS-CBDO |
| 143 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_26-7 | 3136BYUT7 | Feb 2026 | 51,868,902 | $6.3M | 0.24% | ABS-CBDO |
| 144 | Enact Mortgage Insurance Corporation | 89600GAD3 | Feb 2026 | 6,158,417 | $6.2M | 0.23% | ABS-CBDO |
| 145 | Preston Ridge Partners Mortgage Trust | 74448LAA6 | Feb 2026 | 6,173,939 | $6.2M | 0.23% | ABS-MBS |
| 146 | Enva 2018-A, LLC | 64112RAA9 | Feb 2026 | 6,007,846 | $6.1M | 0.23% | ABS-O |
| 147 | Angel Oak Mortgage Trust | 03466UAA2 | Feb 2026 | 6,042,117 | $6.1M | 0.23% | ABS-MBS |
| 148 | Preston Ridge Partners Mortgage Trust | 74448KAB6 | Feb 2026 | 6,100,000 | $6.1M | 0.23% | ABS-MBS |
| 149 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7 | 38382M5E5 | Feb 2026 | 26,449,645 | $6.1M | 0.23% | ABS-CBDO |
| 150 | PAGAYA AI DEBT SELECTION TRUST PAID_24-9 | 69546QAD0 | Feb 2026 | 5,901,528 | $5.9M | 0.22% | ABS-MBS |
| 151 | Oaktown Re Ltd | 67401FAE0 | Feb 2026 | 5,867,276 | $5.9M | 0.22% | ABS-MBS |
| 152 | MFRA Trust | 552757AE6 | Feb 2026 | 6,250,000 | $5.8M | 0.22% | ABS-MBS |
| 153 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113 | 38384CZJ1 | Feb 2026 | 46,678,211 | $5.8M | 0.22% | ABS-CBDO |
| 154 | Pagaya Point of Sale Holdings Grantor Trust | 69549JAA9 | Feb 2026 | 5,750,000 | $5.8M | 0.22% | ABS-O |
| 155 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-156 | 38383ANE0 | Feb 2026 | 39,270,710 | $5.8M | 0.22% | ABS-CBDO |
| 156 | OWS Structured Asset Trust | 67114HAB0 | Feb 2026 | 5,651,066 | $5.8M | 0.22% | ABS-MBS |
| 157 | BXP TRUST BXP_21-601L | 05607TAL6 | Feb 2026 | 7,150,000 | $5.8M | 0.22% | ABS-MBS |
| 158 | Verus Securitization Trust | 92538HAA8 | Feb 2026 | 6,651,408 | $5.7M | 0.22% | ABS-MBS |
| 159 | A&D MTG TR ADMT_24-NQM1 | 00039GAE9 | Feb 2026 | 5,600,000 | $5.7M | 0.21% | ABS-CBDO |
| 160 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_26-5 | 38385LBK3 | Feb 2026 | 55,687,724 | $5.7M | 0.21% | ABS-CBDO |
| 161 | Ajax Mortgage Loan Trust | 009740AE1 | Feb 2026 | 8,617,660 | $5.6M | 0.21% | ABS-MBS |
| 162 | TOORAK MORTGAGE TRUST TRK_24-RRTL2 | 89055JAF2 | Feb 2026 | 5,550,000 | $5.6M | 0.21% | ABS-CBDO |
| 163 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97 | 38382VEF2 | Feb 2026 | 38,120,053 | $5.5M | 0.21% | ABS-CBDO |
| 164 | FREDDIE MAC FHLMC_5119 | 3137H0SU3 | Feb 2026 | 32,577,862 | $5.5M | 0.21% | ABS-CBDO |
| 165 | Onslow Bay Financial LLC | 670857AA9 | Feb 2026 | 6,551,445 | $5.5M | 0.21% | ABS-MBS |
| 166 | GCAT | 36167VAD6 | Feb 2026 | 5,650,000 | $5.5M | 0.21% | ABS-MBS |
| 167 | MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1 | 58550DAE3 | Feb 2026 | 5,802,000 | $5.4M | 0.20% | ABS-CBDO |
| 168 | LHOME MORTGAGE TRUST LHOME_25-RTL1 | 50205UAC5 | Feb 2026 | 5,368,000 | $5.4M | 0.20% | ABS-CBDO |
| 169 | Toorak Mortgage Corp. | 89055JAD7 | Feb 2026 | 5,375,000 | $5.4M | 0.20% | ABS-CBDO |
| 170 | Upstart Securitization Trust | 91684AAE9 | Feb 2026 | 5,375,000 | $5.4M | 0.20% | ABS-O |
| 171 | CHNGE MORTGAGE TRUST CHNGE_23-1 | 12547QAC1 | Feb 2026 | 5,373,000 | $5.4M | 0.20% | ABS-CBDO |
| 172 | POINT SECURITIZATION TRUST PNT_26-1 | 73072JAC2 | Feb 2026 | 6,120,000 | $5.4M | 0.20% | ABS-CBDO |
| 173 | Freddie Mac | 3137H4ZL7 | Feb 2026 | 32,996,496 | $5.3M | 0.20% | ABS-MBS |
| 174 | Ellington Financial Mortgage Trust | 26846MAA2 | Feb 2026 | 5,270,168 | $5.3M | 0.20% | ABS-MBS |
| 175 | NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1 | 64832AAE7 | Feb 2026 | 6,748,000 | $5.2M | 0.20% | ABS-CBDO |
| 176 | PRKCM TRUST PRKCM_22-AFC1 | 69377CAE3 | Feb 2026 | 5,398,940 | $5.2M | 0.20% | ABS-CBDO |
| 177 | LHOME MORTGAGE TRUST LHOME_24-RTL1 | 50205DAB5 | Feb 2026 | 5,200,000 | $5.2M | 0.20% | ABS-CBDO |
| 178 | RCO Mortgage LLC | 74939GAA3 | Feb 2026 | 5,196,007 | $5.2M | 0.20% | ABS-O |
| 179 | VELOCITY COMMERCIAL CAPITAL LOAN TRUST VCC_25-MC1 | 91825JAB6 | Feb 2026 | 5,214,000 | $5.2M | 0.19% | ABS-CBDO |
| 180 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42 | 38382PZY1 | Feb 2026 | 33,305,655 | $5.2M | 0.19% | ABS-CBDO |
| 181 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-168 | 38383YZB1 | Feb 2026 | 50,775,133 | $5.1M | 0.19% | ABS-CBDO |
| 182 | Government National Mortgage Association | 38383BDV1 | Feb 2026 | 49,361,947 | $5.0M | 0.19% | ABS-MBS |
| 183 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161 | 38383A6U3 | Feb 2026 | 33,525,349 | $5.0M | 0.19% | ABS-CBDO |
| 184 | Deephaven Residential Mortgage Trust | 24380NAG4 | Feb 2026 | 4,911,000 | $5.0M | 0.19% | ABS-MBS |
| 185 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | 200,000,000 | $5.0M | 0.19% | DIR |
| 186 | COLT MORTGAGE LOAN TRUST COLT_21-4 | 19688GAE3 | Feb 2026 | 5,969,000 | $5.0M | 0.19% | ABS-CBDO |
| 187 | CHNGE MORTGAGE TRUST CHNGE_23-2 | 169926AF9 | Feb 2026 | 4,942,000 | $5.0M | 0.19% | ABS-CBDO |
| 188 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64 | 38384MC21 | Feb 2026 | 46,835,210 | $4.9M | 0.19% | ABS-CBDO |
| 189 | Imperial Fund LLC | 45276QAF1 | Feb 2026 | 4,944,000 | $4.9M | 0.19% | ABS-MBS |
| 190 | Preston Ridge Partners Mortgage Trust | 69382HAB1 | Feb 2026 | 4,900,000 | $4.9M | 0.18% | ABS-MBS |
| 191 | Pagaya AI Debt Selection Trust | 69547XAC6 | Feb 2026 | 4,854,788 | $4.9M | 0.18% | ABS-O |
| 192 | ARES CLO Ltd | 04018JAA8 | Feb 2026 | 5,000,000 | $4.9M | 0.18% | ABS-CBDO |
| 193 | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | 3137G0WV7 | Feb 2026 | 5,650,000 | $4.9M | 0.18% | ABS-CBDO |
| 194 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-CES1 | 24380WAG4 | Feb 2026 | 4,800,000 | $4.9M | 0.18% | ABS-CBDO |
| 195 | VISTA POINT SECURITIZATION TRUST VSTA_24-CES3 | 92841WAE9 | Feb 2026 | 4,700,000 | $4.8M | 0.18% | ABS-CBDO |
| 196 | RADNOR REESSENT RMIR_21-1 | 75279YAE1 | Feb 2026 | 4,750,000 | $4.8M | 0.18% | ABS-CBDO |
| 197 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-101 | 38384CAB5 | Feb 2026 | 67,364,934 | $4.8M | 0.18% | ABS-CBDO |
| 198 | RUN_22-NQM1 | 74981CAD3 | Feb 2026 | 5,595,000 | $4.7M | 0.18% | ABS-CBDO |
| 199 | HTAP TRUST HTAP_24-2 | 40444WAB5 | Feb 2026 | 4,700,000 | $4.7M | 0.18% | ABS-CBDO |
| 200 | MRQI_26-HI1A | 50625BAD7 | Feb 2026 | 4,663,000 | $4.6M | 0.17% | ABS-MBS |
| 201 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | 250,000,000 | $4.6M | 0.17% | DIR |
| 202 | COLT Funding LLC | 19688FAC9 | Feb 2026 | 5,236,890 | $4.6M | 0.17% | ABS-CBDO |
| 203 | Preston Ridge Partners Mortgage Trust | 74448MAD8 | Feb 2026 | 4,700,000 | $4.6M | 0.17% | ABS-MBS |
| 204 | Starwood Mortgage Residential Trust | 85573MAE9 | Feb 2026 | 4,750,000 | $4.6M | 0.17% | ABS-CBDO |
| 205 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1 | 79583VAE0 | Feb 2026 | 5,198,000 | $4.6M | 0.17% | ABS-CBDO |
| 206 | PRPM LLC PRPM_22-NQM1 | 69378KAE4 | Feb 2026 | 4,608,000 | $4.6M | 0.17% | ABS-CBDO |
| 207 | TVC MORTGAGE TRUST TVC_24-RRTL1 | 87306WAD9 | Feb 2026 | 4,560,000 | $4.6M | 0.17% | ABS-CBDO |
| 208 | COLT MORTGAGE LOAN TRUST COLT_23-1 | 19688NAF5 | Feb 2026 | 4,546,000 | $4.5M | 0.17% | ABS-CBDO |
| 209 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-90 | 3136BPRP8 | Feb 2026 | 35,779,070 | $4.5M | 0.17% | ABS-CBDO |
| 210 | DailyPay Securitization Trust | 233824AA9 | Feb 2026 | 4,500,000 | $4.5M | 0.17% | ABS-O |
| 211 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158 | 38382X7G4 | Feb 2026 | 28,161,723 | $4.5M | 0.17% | ABS-CBDO |
| 212 | NEW YORK MORTGAGE TRUST NYMT_24-CP1 | 67118PAB8 | Feb 2026 | 5,295,000 | $4.4M | 0.17% | ABS-CBDO |
| 213 | LHOME MORTGAGE TRUST LHOME_24-RTL5 | 50205WAC1 | Feb 2026 | 4,358,000 | $4.4M | 0.16% | ABS-CBDO |
| 214 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 38383BXL1 | Feb 2026 | 43,183,237 | $4.3M | 0.16% | ABS-CBDO |
| 215 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 3137HL3S9 | Feb 2026 | 53,251,994 | $4.3M | 0.16% | ABS-CBDO |
| 216 | PRP ADVISORS LLC PRPM_24-RPL4 | 74448MAE6 | Feb 2026 | 4,408,000 | $4.3M | 0.16% | ABS-CBDO |
| 217 | Ally Bank Auto Credit-Linked Notes | 02007G5K5 | Feb 2026 | 4,222,075 | $4.3M | 0.16% | ABS-O |
| 218 | STARC_20-CS01 | 3137G0WN5 | Feb 2026 | 1,874,883,038 | $4.2M | 0.16% | ABS-CBDO |
| 219 | FANNIE MAE FNMA_20-22 | 3136B9HD2 | Feb 2026 | 26,905,557 | $4.2M | 0.16% | ABS-CBDO |
| 220 | Government National Mortgage Association | 38382WEG8 | Feb 2026 | 27,521,943 | $4.2M | 0.16% | ABS-MBS |
| 221 | CHNGE Mortgage Trust 2022-2 | 12546YAC5 | Feb 2026 | 4,569,000 | $4.2M | 0.16% | ABS-CBDO |
| 222 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-173 | 38384GBQ2 | Feb 2026 | 59,467,565 | $4.2M | 0.16% | ABS-CBDO |
| 223 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191 | 38382MRS0 | Feb 2026 | 26,539,837 | $4.1M | 0.16% | ABS-CBDO |
| 224 | CHNGE Mortgage Trust 2022-1 | 17030JAB2 | Feb 2026 | 4,650,000 | $4.1M | 0.15% | ABS-MBS |
| 225 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1 | 79583VAF7 | Feb 2026 | 4,958,000 | $4.1M | 0.15% | ABS-CBDO |
| 226 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160 | 38382KE58 | Feb 2026 | 27,781,944 | $4.1M | 0.15% | ABS-CBDO |
| 227 | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS | 3137G0WG0 | Feb 2026 | 582,133,907 | $4.1M | 0.15% | ABS-CBDO |
| 228 | FIGRE Trust | 31684FAE4 | Feb 2026 | 3,950,000 | $4.1M | 0.15% | ABS-CBDO |
| 229 | Lendbuzz Securitization Trust | 52611JAB6 | Feb 2026 | 3,990,740 | $4.0M | 0.15% | ABS-O |
| 230 | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-34 | 3136BAHY3 | Feb 2026 | 27,590,152 | $4.0M | 0.15% | ABS-CBDO |
| 231 | VISTA POINT SECURITIZATION TRUST VSTA_25-CES1 | 92842DAE0 | Feb 2026 | 3,929,000 | $4.0M | 0.15% | ABS-CBDO |
| 232 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-155 | 38383AJY1 | Feb 2026 | 27,107,131 | $4.0M | 0.15% | ABS-CBDO |
| 233 | Government National Mortgage Association | 38382PZX3 | Feb 2026 | 28,084,581 | $3.9M | 0.15% | ABS-CBDO |
| 234 | Onslow Bay Financial LLC | 67114JAA8 | Feb 2026 | 4,559,342 | $3.9M | 0.15% | ABS-MBS |
| 235 | IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM3 | 45276KAE7 | Feb 2026 | 4,489,000 | $3.9M | 0.15% | ABS-CBDO |
| 236 | NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-RPL1 | 64832AAF4 | Feb 2026 | 5,287,000 | $3.9M | 0.15% | ABS-CBDO |
| 237 | COLT MORTGAGE LOAN TRUST COLT_25-5 | 19689AAE5 | Feb 2026 | 3,728,000 | $3.9M | 0.14% | ABS-CBDO |
| 238 | Toorak Mortgage Corp. | 89053JAH0 | Feb 2026 | 3,800,000 | $3.8M | 0.14% | ABS-MBS |
| 239 | Government National Mortgage Association | 38384EE68 | Feb 2026 | 30,389,513 | $3.8M | 0.14% | ABS-CBDO |
| 240 | PRPM LLC PRPM_24-RCF6 | 74390FAE9 | Feb 2026 | 4,088,000 | $3.8M | 0.14% | ABS-CBDO |
| 241 | FREDDIE MAC FHLMC_4606 | 3137BR5P6 | Feb 2026 | 34,187,546 | $3.8M | 0.14% | ABS-CBDO |
| 242 | Residential Mortgage Loan Trust | 76119CAE1 | Feb 2026 | 3,938,000 | $3.8M | 0.14% | ABS-MBS |
| 243 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191 | 38382MRY7 | Feb 2026 | 17,124,162 | $3.8M | 0.14% | ABS-CBDO |
| 244 | BHMS Mortgage Trust | 088928AC0 | Feb 2026 | 3,800,000 | $3.8M | 0.14% | ABS-MBS |
| 245 | EASY MORTGAGE LOAN TRUST EASY_25-RTL1 | 27786FAC3 | Feb 2026 | 3,750,000 | $3.8M | 0.14% | ABS-CBDO |
| 246 | BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2 | 10569EAF8 | Feb 2026 | 4,100,000 | $3.7M | 0.14% | ABS-CBDO |
| 247 | BARCLAYS MORTGAGE LOAN TRUST BARC_21-NPL1 | 06744JAB2 | Feb 2026 | 3,719,230 | $3.7M | 0.14% | ABS-CBDO |
| 248 | CHNGE MORTGAGE TRUST CHNGE_23-3 | 17030AAF2 | Feb 2026 | 3,700,000 | $3.7M | 0.14% | ABS-CBDO |
| 249 | LHOME MORTGAGE TRUST LHOME_24-RTL1 | 50205DAC3 | Feb 2026 | 3,700,000 | $3.7M | 0.14% | ABS-CBDO |
| 250 | VERUS SECURITIZATION TRUST VERUS_22-2 | 92538XAF2 | Feb 2026 | 4,493,200 | $3.7M | 0.14% | ABS-CBDO |
| 251 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97 | 38384PRM4 | Feb 2026 | 26,836,358 | $3.7M | 0.14% | ABS-CBDO |
| 252 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119 | 38382UM24 | Feb 2026 | 23,663,617 | $3.6M | 0.14% | ABS-CBDO |
| 253 | RR Ltd | 74971JAA6 | Feb 2026 | 3,733,333 | $3.6M | 0.14% | ABS-MBS |
| 254 | Preston Ridge Partners Mortgage Trust | 74448KAA8 | Feb 2026 | 3,589,712 | $3.6M | 0.13% | ABS-MBS |
| 255 | Verus Securitization Trust | 92538DAE9 | Feb 2026 | 3,781,000 | $3.6M | 0.13% | ABS-CBDO |
| 256 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44 | 38382PLL4 | Feb 2026 | 20,866,052 | $3.6M | 0.13% | ABS-CBDO |
| 257 | UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST5 | 91535BAD0 | Feb 2026 | 5,250,000 | $3.5M | 0.13% | ABS-MBS |
| 258 | PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2 | 69380RAE5 | Feb 2026 | 3,688,000 | $3.5M | 0.13% | ABS-CBDO |
| 259 | FIGRE Trust | 31684HAF7 | Feb 2026 | 3,250,000 | $3.5M | 0.13% | ABS-O |
| 260 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90 | 38383RH83 | Feb 2026 | 29,436,416 | $3.4M | 0.13% | ABS-CBDO |
| 261 | MRQI_26-HI1A | 50625BAE5 | Feb 2026 | 3,423,000 | $3.4M | 0.13% | ABS-MBS |
| 262 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21 | 38381B6Y5 | Feb 2026 | 25,256,283 | $3.3M | 0.12% | ABS-CBDO |
| 263 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-29 | 38382NV46 | Feb 2026 | 17,370,578 | $3.3M | 0.12% | ABS-CBDO |
| 264 | MFRA Trust | 552757AD8 | Feb 2026 | 3,500,000 | $3.3M | 0.12% | ABS-MBS |
| 265 | Pagaya AI Debt Selection Trust | 69547XAB8 | Feb 2026 | 3,238,563 | $3.3M | 0.12% | ABS-O |
| 266 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138 | 3137H2LM4 | Feb 2026 | 23,736,163 | $3.2M | 0.12% | ABS-CBDO |
| 267 | CHNGE Mortgage Trust | 12569CAD3 | Feb 2026 | 3,150,000 | $3.1M | 0.12% | ABS-MBS |
| 268 | Fannie Mae | 3136B3L40 | Feb 2026 | 27,220,814 | $3.1M | 0.12% | ABS-CBDO |
| 269 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117 | 38382WEU7 | Feb 2026 | 21,956,511 | $3.1M | 0.12% | ABS-CBDO |
| 270 | ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_25-B | 02007G6U2 | Feb 2026 | 3,113,705 | $3.1M | 0.12% | ABS-MBS |
| 271 | FANNIE MAE FNMA_24-74 | 3136BS3Q6 | Feb 2026 | 26,631,994 | $3.1M | 0.12% | ABS-CBDO |
| 272 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-79 | 38384PDH0 | Feb 2026 | 20,926,158 | $3.1M | 0.12% | ABS-CBDO |
| 273 | Colony American Finance Ltd | 124760AC3 | Feb 2026 | 3,000,000 | $3.1M | 0.11% | ABS-MBS |
| 274 | Government National Mortgage Association | 38375AN91 | Feb 2026 | 25,033,924 | $3.1M | 0.11% | ABS-MBS |
| 275 | FIGRE Trust | 31684FAF1 | Feb 2026 | 2,900,000 | $3.1M | 0.11% | ABS-O |
| 276 | Pagaya AI Debt Selection Trust | 69548XAA9 | Feb 2026 | 2,999,884 | $3.0M | 0.11% | ABS-MBS |
| 277 | Ally Bank Auto Credit-Linked Notes | 02007G6T5 | Feb 2026 | 3,018,828 | $3.0M | 0.11% | ABS-O |
| 278 | Starwood Mortgage Residential Trust 2020-INV1 | 85573EAE7 | Feb 2026 | 3,200,000 | $3.0M | 0.11% | ABS-MBS |
| 279 | VISTA POINT SECURITIZATION TRUST VSTA_24-CES3 | 92841WAF6 | Feb 2026 | 2,900,000 | $3.0M | 0.11% | ABS-CBDO |
| 280 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-CES1 | 24380WAH2 | Feb 2026 | 2,965,200 | $3.0M | 0.11% | ABS-CBDO |
| 281 | Fannie Mae | 3136AX4E2 | Feb 2026 | 21,413,793 | $3.0M | 0.11% | ABS-CBDO |
| 282 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175 | 38382LMJ7 | Feb 2026 | 19,473,848 | $2.9M | 0.11% | ABS-CBDO |
| 283 | Angel Oak Mortgage Trust | 03465HAC8 | Feb 2026 | 3,297,728 | $2.9M | 0.11% | ABS-MBS |
| 284 | PAGAYA AI DEBT SELECTION TRUST PAID_24-5 | 69544LAC5 | Feb 2026 | 2,912,719 | $2.9M | 0.11% | ABS-MBS |
| 285 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-83 | 38383RZG5 | Feb 2026 | 20,684,693 | $2.9M | 0.11% | ABS-CBDO |
| 286 | PAGAYA AI DEBT SELECTION TRUST PAID_22-5 | 69548HAB2 | Feb 2026 | 2,809,807 | $2.9M | 0.11% | ABS-MBS |
| 287 | Verus Securitization Trust | 92538KAE3 | Feb 2026 | 3,800,000 | $2.9M | 0.11% | ABS-MBS |
| 288 | Ajax Mortgage Loan Trust | 009733AA4 | Feb 2026 | 2,857,787 | $2.9M | 0.11% | ABS-MBS |
| 289 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | 500,000,000 | $2.9M | 0.11% | DIR |
| 290 | Starwood Mortgage Residential Trust | 85573JAA4 | Feb 2026 | 3,167,524 | $2.9M | 0.11% | ABS-MBS |
| 291 | STACR_19-CS02 | 3137G0WA3 | Feb 2026 | 2,950,000 | $2.9M | 0.11% | ABS-CBDO |
| 292 | VERUS SECURITIZATION TRUST VERUS_21-5 | 92538KAF0 | Feb 2026 | 3,500,000 | $2.8M | 0.11% | ABS-CBDO |
| 293 | BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1 | 105699AF9 | Feb 2026 | 2,800,000 | $2.8M | 0.11% | ABS-CBDO |
| 294 | Government National Mortgage Association | 38382FW34 | Feb 2026 | 20,316,254 | $2.8M | 0.10% | ABS-CBDO |
| 295 | A&D Mortgage Trust | 00039GAA7 | Feb 2026 | 2,765,659 | $2.8M | 0.10% | ABS-MBS |
| 296 | FIGURE LENDING FIGRE_23-HE3 | 31684CAD3 | Feb 2026 | 2,653,514 | $2.8M | 0.10% | ABS-CBDO |
| 297 | Elmwood CLO 16 Ltd | 29003DAE7 | Feb 2026 | 2,750,000 | $2.8M | 0.10% | ABS-CBDO |
| 298 | Preston Ridge Partners Mortgage Trust | 693987AD1 | Feb 2026 | 2,800,000 | $2.7M | 0.10% | ABS-MBS |
| 299 | PRPM LLC PRPM_23-NQM1 | 693965AE5 | Feb 2026 | 2,700,000 | $2.7M | 0.10% | ABS-CBDO |
| 300 | Home Partners of America Trust | 43732TAL5 | Feb 2026 | 2,747,554 | $2.7M | 0.10% | ABS-MBS |
| 301 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-34 | 38382DG94 | Feb 2026 | 18,152,740 | $2.7M | 0.10% | ABS-CBDO |
| 302 | FANNIE MAE FNMA_18-3 | 3136B0VJ2 | Feb 2026 | 19,067,267 | $2.6M | 0.10% | ABS-CBDO |
| 303 | FANNIE MAE FNMA_18-64 | 3136B23K6 | Feb 2026 | 19,443,760 | $2.6M | 0.10% | ABS-CBDO |
| 304 | Fannie Mae | 3136BDR42 | Feb 2026 | 15,141,242 | $2.6M | 0.10% | ABS-MBS |
| 305 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-148 | 38382KZY2 | Feb 2026 | 17,311,449 | $2.6M | 0.10% | ABS-CBDO |
| 306 | FREDDIE MAC FHLMC_4993 | 3137FU6V1 | Feb 2026 | 16,108,957 | $2.6M | 0.10% | ABS-CBDO |
| 307 | VISTA POINT SECURITIZATION TRUST VSTA_25-CES1 | 92842DAF7 | Feb 2026 | 2,546,000 | $2.6M | 0.10% | ABS-CBDO |
| 308 | Vista Point Securitization Trust | 92841YAE5 | Feb 2026 | 2,500,000 | $2.5M | 0.10% | ABS-MBS |
| 309 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-161 | 38383YSS2 | Feb 2026 | 35,510,420 | $2.5M | 0.10% | ABS-CBDO |
| 310 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_26-28 | 38385NAK0 | Feb 2026 | 32,832,040 | $2.5M | 0.10% | ABS-CBDO |
| 311 | FANNIE MAE FNMA_20-54 | 3136BBGH9 | Feb 2026 | 19,223,950 | $2.5M | 0.10% | ABS-CBDO |
| 312 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66 | 38384AQY2 | Feb 2026 | 49,425,178 | $2.5M | 0.09% | ABS-CBDO |
| 313 | SAIF SECURITIZATION TRUST SAIF_25-CES1 | 78438CAD3 | Feb 2026 | 2,453,220 | $2.5M | 0.09% | ABS-CBDO |
| 314 | FIGURE LENDING FIGRE_24-HE1 | 31684HAE0 | Feb 2026 | 2,350,000 | $2.5M | 0.09% | ABS-CBDO |
| 315 | Preston Ridge Partners Mortgage Trust | 69383VAD5 | Feb 2026 | 2,499,000 | $2.4M | 0.09% | ABS-MBS |
| 316 | Elmwood CLO VIII Ltd | 290021AL8 | Feb 2026 | 2,500,000 | $2.4M | 0.09% | ABS-CBDO |
| 317 | Oaktown Re Ltd | 67401FAG5 | Feb 2026 | 2,373,000 | $2.4M | 0.09% | ABS-MBS |
| 318 | FEDERAL HOME LOAN MORTGAGE CORPORATION | 3137HLPA4 | Feb 2026 | 20,193,794 | $2.3M | 0.09% | ABS-CBDO |
| 319 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115 | 38384CL56 | Feb 2026 | 34,282,926 | $2.3M | 0.09% | ABS-CBDO |
| 320 | TOORAK MORTGAGE TRUST TRK_24-RRT1 | 890938AE3 | Feb 2026 | 2,318,000 | $2.3M | 0.09% | ABS-CBDO |
| 321 | Upstart Securitization Trust | 91684FAE8 | Feb 2026 | 2,250,000 | $2.3M | 0.09% | ABS-O |
| 322 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-187 | 38382LD40 | Feb 2026 | 15,132,557 | $2.3M | 0.09% | ABS-CBDO |
| 323 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-44 | 38382PSC7 | Feb 2026 | 13,673,101 | $2.3M | 0.09% | ABS-CBDO |
| 324 | PRPM LLC PRPM_24-RCF6 | 74390FAD1 | Feb 2026 | 2,350,000 | $2.3M | 0.09% | ABS-CBDO |
| 325 | Preston Ridge Partners Mortgage Trust | 74448JAD5 | Feb 2026 | 2,335,000 | $2.3M | 0.08% | ABS-MBS |
| 326 | ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1 | 26846FAD1 | Feb 2026 | 2,250,000 | $2.3M | 0.08% | ABS-CBDO |
| 327 | Freddie Mac | 3137FTYA9 | Feb 2026 | 18,423,394 | $2.3M | 0.08% | ABS-MBS |
| 328 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24 | 38382NPZ4 | Feb 2026 | 13,586,992 | $2.2M | 0.08% | ABS-CBDO |
| 329 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-164 | 38382LGD7 | Feb 2026 | 13,970,093 | $2.2M | 0.08% | ABS-CBDO |
| 330 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160 | 38382KG80 | Feb 2026 | 15,297,662 | $2.2M | 0.08% | ABS-CBDO |
| 331 | FIGRE Trust | 30191LAF6 | Feb 2026 | 2,110,000 | $2.2M | 0.08% | ABS-O |
| 332 | Government National Mortgage Association | 38384MJC2 | Feb 2026 | 42,228,739 | $2.2M | 0.08% | ABS-CBDO |
| 333 | BRAVO Residential Funding Trust | 105699AE2 | Feb 2026 | 2,200,000 | $2.2M | 0.08% | ABS-MBS |
| 334 | NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2 | 64831MAE2 | Feb 2026 | 2,887,000 | $2.2M | 0.08% | ABS-CBDO |
| 335 | OCTAGON INVESTMENT PARTNERS 54 OCT54_21-1A | 67577GAA4 | Feb 2026 | 2,500,000 | $2.2M | 0.08% | ABS-MBS |
| 336 | Lendbuzz Securitization Trust | 525952AD9 | Feb 2026 | 2,150,000 | $2.2M | 0.08% | ABS-O |
| 337 | Preston Ridge Partners Mortgage Trust | 74390BAJ7 | Feb 2026 | 2,250,000 | $2.1M | 0.08% | ABS-MBS |
| 338 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-67 | 38382FQZ0 | Feb 2026 | 16,175,045 | $2.1M | 0.08% | ABS-CBDO |
| 339 | GITSIT Mortgage Loan Trust | 375926AA0 | Feb 2026 | 2,125,910 | $2.1M | 0.08% | ABS-O |
| 340 | Research-Driven Pagaya Motor Asset Trust I | 76088LAA6 | Feb 2026 | 2,144,032 | $2.1M | 0.08% | ABS-O |
| 341 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-31 | 38382DUY3 | Feb 2026 | 15,848,699 | $2.1M | 0.08% | ABS-CBDO |
| 342 | Preston Ridge Partners Mortgage Trust | 69380TAF8 | Feb 2026 | 2,043,000 | $2.1M | 0.08% | ABS-MBS |
| 343 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58 | 38382RAZ1 | Feb 2026 | 11,448,761 | $2.0M | 0.08% | ABS-CBDO |
| 344 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-85 | 38382FWM2 | Feb 2026 | 10,602,552 | $2.0M | 0.08% | ABS-CBDO |
| 345 | Palmer Square CLO Ltd | 69703CAE8 | Feb 2026 | 2,000,000 | $2.0M | 0.08% | ABS-CBDO |
| 346 | Vista Point Securitization Trust | 92838WAE4 | Feb 2026 | 2,000,000 | $2.0M | 0.08% | ABS-MBS |
| 347 | ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-RTL1 | 26846FAC3 | Feb 2026 | 2,000,000 | $2.0M | 0.08% | ABS-CBDO |
| 348 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 | 38385BEL0 | Feb 2026 | 19,340,545 | $2.0M | 0.07% | ABS-CBDO |
| 349 | Credit Suisse Mortgage Trust | 12649AAQ2 | Feb 2026 | 2,425,000 | $2.0M | 0.07% | ABS-MBS |
| 350 | FIGRE Trust | 31684UAE1 | Feb 2026 | 1,900,000 | $1.9M | 0.07% | ABS-CBDO |
| 351 | FIGRE Trust | 31684GAE2 | Feb 2026 | 1,850,000 | $1.9M | 0.07% | ABS-CBDO |
| 352 | Preston Ridge Partners Mortgage Trust | 69392PAF2 | Feb 2026 | 2,000,000 | $1.9M | 0.07% | ABS-MBS |
| 353 | Lendbuzz Securitization Trust | 525952AC1 | Feb 2026 | 1,900,000 | $1.9M | 0.07% | ABS-O |
| 354 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66 | 38384ARD7 | Feb 2026 | 20,467,817 | $1.9M | 0.07% | ABS-CBDO |
| 355 | NEW YORK MORTGAGE TRUST NYMT_24-CP1 | 67118PAC6 | Feb 2026 | 2,350,000 | $1.9M | 0.07% | ABS-CBDO |
| 356 | Preston Ridge Partners Mortgage Trust | 69382WAF9 | Feb 2026 | 2,000,000 | $1.9M | 0.07% | ABS-MBS |
| 357 | COLT MORTGAGE LOAN TRUST COLT_21-3 | 19688FAE5 | Feb 2026 | 2,502,000 | $1.9M | 0.07% | ABS-CBDO |
| 358 | LHOME Mortgage Trust | 50205YAC7 | Feb 2026 | 1,800,000 | $1.8M | 0.07% | ABS-MBS |
| 359 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160 | 38382KH22 | Feb 2026 | 12,325,649 | $1.8M | 0.07% | ABS-CBDO |
| 360 | OPORTUN FUNDING LLC OPTN_24-3 | 68377NAC5 | Feb 2026 | 1,800,000 | $1.8M | 0.07% | ABS-MBS |
| 361 | Preston Ridge Partners Mortgage Trust | 74448JAE3 | Feb 2026 | 1,910,000 | $1.8M | 0.07% | ABS-MBS |
| 362 | Preston Ridge Partners Mortgage Trust | 693581AD2 | Feb 2026 | 1,850,000 | $1.8M | 0.07% | ABS-CBDO |
| 363 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | 300,000,000 | $1.8M | 0.07% | DIR |
| 364 | Pagaya AI Debt Selection Trust | 694961AC7 | Feb 2026 | 1,751,328 | $1.8M | 0.07% | ABS-O |
| 365 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47 | 38383WJ31 | Feb 2026 | 22,247,522 | $1.7M | 0.07% | ABS-CBDO |
| 366 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-103 | 38381XW44 | Feb 2026 | 11,565,796 | $1.7M | 0.07% | ABS-CBDO |
| 367 | Freddie Mac | 3137HLW24 | Feb 2026 | 33,095,152 | $1.7M | 0.07% | ABS-MBS |
| 368 | MPOWR_25-1 | 62477DAC9 | Feb 2026 | 3,000,000 | $1.7M | 0.06% | ABS-MBS |
| 369 | FANNIE MAE FNMA_20-38 | 3136BACZ5 | Feb 2026 | 19,010,537 | $1.7M | 0.06% | ABS-CBDO |
| 370 | Preston Ridge Partners Mortgage Trust | 69380RAD7 | Feb 2026 | 1,724,000 | $1.7M | 0.06% | ABS-MBS |
| 371 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105 | 3137H06Z6 | Feb 2026 | 19,699,065 | $1.7M | 0.06% | ABS-CBDO |
| 372 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-162 | 38382KNS8 | Feb 2026 | 11,410,292 | $1.7M | 0.06% | ABS-CBDO |
| 373 | FIGRE Trust | 31684GAF9 | Feb 2026 | 1,550,000 | $1.7M | 0.06% | ABS-CBDO |
| 374 | FIGRE Trust | 31684LAE1 | Feb 2026 | 1,500,000 | $1.6M | 0.06% | ABS-CBDO |
| 375 | FIGRE Trust | 31684LAF8 | Feb 2026 | 1,500,000 | $1.6M | 0.06% | ABS-O |
| 376 | Government National Mortgage Association | 38384KWT4 | Feb 2026 | 31,287,253 | $1.6M | 0.06% | ABS-CBDO |
| 377 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160 | 38382KG49 | Feb 2026 | 11,024,970 | $1.6M | 0.06% | ABS-CBDO |
| 378 | BRAVO Residential Funding Trust | 10568VAE4 | Feb 2026 | 1,500,000 | $1.5M | 0.06% | ABS-O |
| 379 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5040 | 3137F6PD3 | Feb 2026 | 9,398,311 | $1.5M | 0.06% | ABS-CBDO |
| 380 | Knock Issuer Trust 2025-1 | 49917PAB9 | Feb 2026 | 1,500,000 | $1.5M | 0.06% | ABS-MBS |
| 381 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | 115,000,000 | $1.5M | 0.05% | DIR |
| 382 | STACR_19-CS02 | 3137G0WB1 | Feb 2026 | 238,527,632 | $1.4M | 0.05% | ABS-CBDO |
| 383 | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | 3137G0WW5 | Feb 2026 | 435,086,120 | $1.4M | 0.05% | ABS-CBDO |
| 384 | Visio 2019-2 Trust | 92837DAD9 | Feb 2026 | 1,400,000 | $1.4M | 0.05% | ABS-MBS |
| 385 | FIGRE Trust | 31684UAF8 | Feb 2026 | 1,300,000 | $1.4M | 0.05% | ABS-O |
| 386 | Starwood Mortgage Residential Trust 2020-INV1 | 85573EAF4 | Feb 2026 | 1,400,000 | $1.3M | 0.05% | ABS-MBS |
| 387 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5083 | 3137FFRN9 | Feb 2026 | 7,874,900 | $1.3M | 0.05% | ABS-CBDO |
| 388 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987 | 3137FTRP4 | Feb 2026 | 8,161,306 | $1.3M | 0.05% | ABS-CBDO |
| 389 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163 | 38380KLT0 | Feb 2026 | 7,311,976 | $1.3M | 0.05% | ABS-CBDO |
| 390 | STARC_19-CS02 | 3137G0VZ9 | Feb 2026 | 1,293,149 | $1.3M | 0.05% | ABS-CBDO |
| 391 | Visio 2019-2 Trust | 92837DAE7 | Feb 2026 | 1,200,000 | $1.2M | 0.04% | ABS-MBS |
| 392 | FANNIE MAE REMICS | 3136AGZK1 | Feb 2026 | 8,395,304 | $1.2M | 0.04% | ABS-CBDO |
| 393 | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | 3137G0WX3 | Feb 2026 | 435,086,120 | $1.1M | 0.04% | ABS-CBDO |
| 394 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62 | 38382FLJ1 | Feb 2026 | 7,953,658 | $1.1M | 0.04% | ABS-CBDO |
| 395 | Preston Ridge Partners Mortgage Trust | 69392PAD7 | Feb 2026 | 1,100,000 | $1.1M | 0.04% | ABS-MBS |
| 396 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104 | 38382HGQ7 | Feb 2026 | 8,150,873 | $1.1M | 0.04% | ABS-CBDO |
| 397 | RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_25-5 | 76089LAA5 | Feb 2026 | 1,000,000 | $1.0M | 0.04% | ABS-MBS |
| 398 | tvc mortgage trust | 87306XAC9 | Feb 2026 | 1,000,000 | $1.0M | 0.04% | ABS-MBS |
| 399 | Affirm Inc | 00833Q105 | Feb 2026 | 70,500 | $999K | 0.04% | ABS-O |
| 400 | GOVERNMENT NATIONAL MORTGAGE ASS | 38379U7F7 | Feb 2026 | 39,682,018 | $992K | 0.04% | ABS-MBS |
| 401 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124 | 38380YV77 | Feb 2026 | 7,416,536 | $984K | 0.04% | ABS-CBDO |
| 402 | FREDDIE MAC FHLMC_4826 | 3137FH4N0 | Feb 2026 | 7,463,411 | $984K | 0.04% | ABS-CBDO |
| 403 | Preston Ridge Partners Mortgage Trust | 69392PAE5 | Feb 2026 | 1,000,000 | $965K | 0.04% | ABS-MBS |
| 404 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | 84,886,000 | $948K | 0.04% | DIR |
| 405 | Chicago Board of Trade | 000000000 | Feb 2026 | 3,113 | $946K | 0.04% | DIR |
| 406 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | 59,000,000 | $925K | 0.03% | DIR |
| 407 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113 | 38384CVG1 | Feb 2026 | 13,539,706 | $906K | 0.03% | ABS-CBDO |
| 408 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63 | 38380WWB1 | Feb 2026 | 6,456,088 | $901K | 0.03% | ABS-CBDO |
| 409 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-6 | 38378PQ84 | Feb 2026 | 7,341,934 | $865K | 0.03% | ABS-CBDO |
| 410 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | 10,000,000 | $864K | 0.03% | DCR |
| 411 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78 | 38380XFS1 | Feb 2026 | 5,531,386 | $849K | 0.03% | ABS-CBDO |
| 412 | Freddie Mac | 3137F1HV3 | Feb 2026 | 6,740,000 | $843K | 0.03% | ABS-MBS |
| 413 | CITIGROUP MORTGAGE LOAN TRUST IN | 17323TAL4 | Feb 2026 | 31,504,422 | $837K | 0.03% | ABS-CBDO |
| 414 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-94 | 38380XSN8 | Feb 2026 | 5,082,305 | $818K | 0.03% | ABS-CBDO |
| 415 | FANNIE MAE FNMA_17-90 | 3136AYQT3 | Feb 2026 | 6,018,292 | $817K | 0.03% | ABS-CBDO |
| 416 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-78 | 38380XHW0 | Feb 2026 | 4,429,131 | $780K | 0.03% | ABS-CBDO |
| 417 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19 | 38380N3D9 | Feb 2026 | 17,065,486 | $769K | 0.03% | ABS-MBS |
| 418 | FANNIE MAE FNMA_17-50 | 3136AXAQ8 | Feb 2026 | 5,971,819 | $764K | 0.03% | ABS-CBDO |
| 419 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63 | 38380WWC9 | Feb 2026 | 5,894,088 | $752K | 0.03% | ABS-CBDO |
| 420 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-96 | 38382UZE4 | Feb 2026 | 38,935,472 | $750K | 0.03% | ABS-CBDO |
| 421 | Goldman Sachs International | 000000000 | Feb 2026 | -50,000,000 | $734K | 0.03% | DCR |
| 422 | GNMA_18-155 | 38381A2N5 | Feb 2026 | 6,238,808 | $728K | 0.03% | ABS-CBDO |
| 423 | FANNIE MAE FNMA_17-72 | 3136AXU52 | Feb 2026 | 15,628,405 | $707K | 0.03% | ABS-CBDO |
| 424 | FANNIE MAE FNMA_15-29 | 3136ANXF9 | Feb 2026 | 7,098,667 | $692K | 0.03% | ABS-CBDO |
| 425 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-40 | 38380V6B2 | Feb 2026 | 4,878,421 | $669K | 0.03% | ABS-CBDO |
| 426 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3 | 38382BN66 | Feb 2026 | 17,244,420 | $626K | 0.02% | ABS-MBS |
| 427 | Chicago Mercantile Exchange | 000000000 | Feb 2026 | -2,301 | $621K | 0.02% | DIR |
| 428 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193 | 38383DTZ1 | Feb 2026 | 234,833,674 | $614K | 0.02% | ABS-CBDO |
| 429 | FANNIE MAE FNMA_20-38 | 3136BACA0 | Feb 2026 | 4,365,949 | $581K | 0.02% | ABS-CBDO |
| 430 | Hilton USA Trust | 43289VAS2 | Feb 2026 | 27,400,000 | $550K | 0.02% | ABS-MBS |
| 431 | CITIGROUP MORTGAGE LOAN TRUST IN | 17323TAM2 | Feb 2026 | 1,312,362 | $535K | 0.02% | ABS-CBDO |
| 432 | ALPHAFLOW TRANSITIONAL MORTGAGE TRUST AFLOW_21-WL1 | 02079YAA5 | Feb 2026 | 698,432 | $535K | 0.02% | ABS-CBDO |
| 433 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102 | 38380NKM0 | Feb 2026 | 11,474,506 | $532K | 0.02% | ABS-MBS |
| 434 | Vericrest Opportunity Loan Transferee | 92873BAA4 | Feb 2026 | 515,006 | $515K | 0.02% | ABS-O |
| 435 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | 464,000,000 | $485K | 0.02% | DIR |
| 436 | PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4 | 69382WAE2 | Feb 2026 | 477,000 | $448K | 0.02% | ABS-CBDO |
| 437 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160 | 38383AUH5 | Feb 2026 | 69,139,850 | $446K | 0.02% | ABS-CBDO |
| 438 | Chicago Board of Trade | 000000000 | Feb 2026 | 394 | $419K | 0.02% | DIR |
| 439 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-46 | 38383PRL7 | Feb 2026 | 21,876,104 | $418K | 0.02% | ABS-CBDO |
| 440 | Goldman Sachs International | 000000000 | Feb 2026 | -9,500,000 | $400K | 0.01% | DCR |
| 441 | Pagaya AI Debt Selection Trust | 69547EAD6 | Feb 2026 | 12,321,273 | $391K | 0.01% | ABS-MBS |
| 442 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4926 | 3137FPNZ4 | Feb 2026 | 4,933,900 | $344K | 0.01% | ABS-CBDO |
| 443 | GOVERNMENT NATIONAL MORTGAGE ASS | 38379HFE0 | Feb 2026 | 3,616,696 | $340K | 0.01% | ABS-CBDO |
| 444 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | 167,000,000 | $328K | 0.01% | DIR |
| 445 | Goldman Sachs International | 000000000 | Feb 2026 | -9,500,000 | $309K | 0.01% | DCR |
| 446 | Government National Mortgage Association | 38382WAW7 | Feb 2026 | 50,137,633 | $292K | 0.01% | ABS-CBDO |
| 447 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | 217,500,000 | $252K | 0.01% | DIR |
| 448 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | 125,000,000 | $187K | 0.01% | DIR |
| 449 | FANNIE MAE FNMA_13-101 | 3136AGA93 | Feb 2026 | 1,625,293 | $184K | 0.01% | ABS-CBDO |
| 450 | GNMA_19-43 | 38381TQ24 | Feb 2026 | 11,829,244 | $181K | 0.01% | ABS-CBDO |
| 451 | FEDERAL HOME LOAN MORTGAGE CORPO | 31325USF4 | Feb 2026 | 1,429,121 | $163K | 0.01% | ABS-CBDO |
| 452 | FREDDIE_MAC FHLMC_304 | 31325UQQ2 | Feb 2026 | 1,150,984 | $156K | 0.01% | ABS-CBDO |
| 453 | Freddie Mac | 3137AFJS2 | Feb 2026 | 1,645,664 | $148K | 0.01% | ABS-MBS |
| 454 | PAGAYA AI DEBT SELECTION TRUST PAID_25-R1 | 69548DAA3 | Feb 2026 | 145,222 | $147K | 0.01% | ABS-MBS |
| 455 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-128 | 38382AEF8 | Feb 2026 | 31,476,065 | $146K | 0.01% | ABS-CBDO |
| 456 | FANNIE MAE FNMA_16-31 | 3136ASJN7 | Feb 2026 | 969,712 | $128K | 0.00% | ABS-CBDO |
| 457 | FANNIE MAE FNMA_14-93 | 3136AMDR7 | Feb 2026 | 909,591 | $121K | 0.00% | ABS-CBDO |
| 458 | NRZT_14-1A | 64828AAB9 | Feb 2026 | 2,624,290 | $107K | 0.00% | ABS-CBDO |
| 459 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286 | 3137B6UF6 | Feb 2026 | 780,181 | $101K | 0.00% | ABS-CBDO |
| 460 | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097 | 3137ATPX4 | Feb 2026 | 653,639 | $92K | 0.00% | ABS-CBDO |
| 461 | FANNIE MAE FHLMC_4620 | 3137BSAF0 | Feb 2026 | 770,009 | $82K | 0.00% | ABS-CBDO |
| 462 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | 143,000,000 | $42K | 0.00% | DIR |
| 463 | PAGAYA AI DEBT SELECTION TRUST PAID_21-3 | 69546RAD8 | Feb 2026 | 12,925,852 | $40K | 0.00% | ABS-MBS |
| 464 | PAGAYA AI DEBT SELECTION TRUST PAID_20-3 | 69546T102 | Feb 2026 | 23,803,550 | $38K | 0.00% | ABS-MBS |
| 465 | Enact Mortgage Insurance Corporation | 89600HAC3 | Feb 2026 | 26,920 | $27K | 0.00% | ABS-CBDO |
| 466 | FHLMC_4215 | 3137B34H8 | Feb 2026 | 84,832 | $2K | 0.00% | ABS-CBDO |
| 467 | USASF Receivables LLC | 90355EAD3 | Feb 2026 | 2,375,000 | $553 | 0.00% | ABS-O |
| 468 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | 286,651,270 | $29 | 0.00% | DIR |
| 469 | Goldman Sachs International | 000000000 | Feb 2026 | 211,382,252 | $21 | 0.00% | DIR |
| 470 | Pagaya AI Debt Selection Trust | 69547JAD5 | Feb 2026 | 1,901,904 | $0 | 0.00% | ABS-O |
| 471 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | -902,562 | $-3659 | -0.00% | DCR |
| 472 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | -1,769,730 | $-50163 | -0.00% | DCR |
| 473 | Chicago Board of Trade | 000000000 | Feb 2026 | -207 | $-74871 | -0.00% | DIR |
| 474 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | 10,000,000 | $-123763 | -0.00% | DCR |
| 475 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | -1,924,341 | $-154710 | -0.01% | DCR |
| 476 | Goldman Sachs International | 000000000 | Feb 2026 | 10,000,000 | $-225263 | -0.01% | DCR |
| 477 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | -8,795,510 | $-355019 | -0.01% | DCR |
| 478 | Goldman Sachs International | 000000000 | Feb 2026 | -12,000,000 | $-450777 | -0.02% | DCR |
| 479 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | -265,460,000 | $-493225 | -0.02% | DIR |
| 480 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | -9,994,898 | $-525161 | -0.02% | DCR |
| 481 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | -9,994,898 | $-567563 | -0.02% | DCR |
| 482 | Goldman Sachs International | 000000000 | Feb 2026 | -19,000,000 | $-776325 | -0.03% | DCR |
| 483 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | -16,491,581 | $-1171936 | -0.04% | DCR |
| 484 | Morgan Stanley & Co. LLC | 000000000 | Feb 2026 | -12,993,367 | $-1396166 | -0.05% | DCR |
| 485 | Chicago Board of Trade | 000000000 | Feb 2026 | -2,559 | $-2149575 | -0.08% | DIR |
| 486 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | 20,500,000 | $-2356063 | -0.09% | DCR |
| 487 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | -19,989,796 | $-2806522 | -0.11% | DCR |
| 488 | Chicago Board of Trade | 000000000 | Feb 2026 | -9,098 | $-4485369 | -0.17% | DIR |
| 489 | Citigroup Global Markets, Inc. | 000000000 | Feb 2026 | 50,000,000 | $-6519407 | -0.24% | DCR |