Fund profile
Fund manager
Total assets
$2.17 bn
Liabilities
$37.67 mm
Net assets
$2.13 bn
Number of holdings
343.00
Top 200 of 343 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
First American Government Obligations Fund | 438.12 mm | 438.12 mm shares | 20.58 | Short-term investment vehicle | Long | USA |
MFA MFA Financial Inc | 30.72 mm | 30.73 mm principal | 1.44 | Debt | Long | USA |
Hertz Vehicle Financing III LP | 27.30 mm | 30.00 mm principal | 1.28 | ABS-mortgage backed security | Long | USA |
MFA 2023-RTL2 Trust | 25.82 mm | 25.49 mm principal | 1.21 | ABS-mortgage backed security | Long | USA |
BAMLL Commercial Mortgage Securities Trust 2019-AHT | 25.29 mm | 25.84 mm principal | 1.19 | ABS-mortgage backed security | Long | USA |
FAT Brands GFG Royalty I LLC | 24.12 mm | 26.29 mm principal | 1.13 | ABS-mortgage backed security | Long | USA |
BCRR 2016-FRR3 Trust | 23.35 mm | 24.06 mm principal | 1.10 | ABS-mortgage backed security | Long | USA |
LHOME Mortgage Trust 2023-RTL3 | 22.73 mm | 22.50 mm principal | 1.07 | ABS-mortgage backed security | Long | USA |
Multifamily Connecticut Avenue Securities Trust 2023-01 | 22.55 mm | 22.00 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
MTK 2021-GRNY Mortgage Trust | 21.91 mm | 22.65 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
LHOME Mortgage Trust | 21.63 mm | 22.00 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
Roc Mortgage Trust 2021-RTL1 | 21.44 mm | 21.66 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
FREMF 2018-KF49 Mortgage Trust | 20.23 mm | 20.66 mm principal | 0.95 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP | 20.12 mm | 22.45 mm principal | 0.95 | ABS-mortgage backed security | Long | USA |
Reach Abs Trust 2024-1 | 20.06 mm | 20.00 mm principal | 0.94 | ABS-mortgage backed security | Long | USA |
VMC Finance 2021-HT1 LLC | 19.63 mm | 20.58 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
MFA 2022-RTL1 Trust | 19.45 mm | 19.85 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
Cascade Funding Mortgage Trust 2021-FRR1 | 19.16 mm | 24.87 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
Dominion Mortgage Trust 2021-RTL1 | 19.07 mm | 20.00 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
CRE_MTG_TOWER_APARTMENTS_MF_202401 | 19.05 mm | 19.05 mm principal | 0.89 | Loan | Long | USA |
BX Trust 2018-GW | 16.46 mm | 16.73 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
ACHM Trust 2023-HE2 | 15.66 mm | 15.24 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
Affirm Asset Securitization Trust 2022-Z1 | 15.55 mm | 15.71 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
SB Multifamily Repack Trust | 15.42 mm | 15.64 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
LHOME Mortgage Trust 2023-RTL2 | 15.14 mm | 15.00 mm principal | 0.71 | ABS-mortgage backed security | Long | USA |
LHOME Mortgage Trust 2023-RTL1 | 15.08 mm | 15.00 mm principal | 0.71 | ABS-mortgage backed security | Long | USA |
BX 2022-MVRK Mortgage Trust | 13.34 mm | 13.84 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2023-5 | 12.74 mm | 12.69 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
Point Securitization Trust 2021-1 | 12.58 mm | 14.00 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
NYMT Loan Trust Series 2022-BPL1 | 12.44 mm | 12.55 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
MFA 2022-RTL1 Trust | 12.43 mm | 13.00 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
Pioneer Aircraft Finance, Ltd. | 12.28 mm | 13.84 mm principal | 0.58 | ABS-mortgage backed security | Long | Cayman Islands |
NCMF Trust 2022-MFP | 12.17 mm | 12.60 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
TVC Mortgage Trust 2023-RTL1 | 12.12 mm | 12.00 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
JOL Air, Ltd. | 11.93 mm | 15.24 mm principal | 0.56 | ABS-mortgage backed security | Long | Cayman Islands |
BCP Trust 2021-330N | 11.45 mm | 15.30 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
BBCMS 2018-TALL Mortgage Trust | 11.30 mm | 14.62 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
GAIA Aviation, Ltd. | 11.22 mm | 13.43 mm principal | 0.53 | ABS-mortgage backed security | Long | Cayman Islands |
Hudsons Bay Simon JV Trust | 11.21 mm | 11.71 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
Extended Stay America Trust 2021-ESH | 11.18 mm | 11.30 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
Upstart Securitization Trust 2023-2 | 11.05 mm | 11.03 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
FAT Brands Twin Peaks I LLC | 11.02 mm | 11.40 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2024-1 | 11.02 mm | 11.00 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Achieve Personal Loan Master Pass-Through Trust Series 2023-PT1 | 10.92 mm | 11.04 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
RWT Holdings, Inc. | 10.89 mm | 11.30 mm principal | 0.51 | Debt | Long | USA |
CHNGE Mortgage Trust 2022-4 | 10.76 mm | 10.83 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
RITM Rithm Capital Corporation | 10.73 mm | 10.84 mm principal | 0.50 | Debt | Long | USA |
COMM 2019-WCM Mortgage Trust | 10.51 mm | 10.50 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
CSMC 2021-980M | 10.20 mm | 11.70 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
Credit Suisse Mortgage Capital Certificates | 10.17 mm | 11.20 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2006-18CB | 10.14 mm | 24.62 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2023-7 | 10.13 mm | 10.00 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
PennyMac Corp. | 10.08 mm | 10.68 mm principal | 0.47 | Debt | Long | USA |
Pagaya AI Debt Trust 2023-7 | 10.04 mm | 10.00 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
LHOME Mortgage Trust 2023-RTL4 | 10.04 mm | 10.00 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
SMR 2022-IND Mortgage Trust | 9.64 mm | 10.48 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
BRE Select Service | 9.50 mm | 9.53 mm principal | 0.45 | Loan | Long | USA |
Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | 9.47 mm | 9.80 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
MTN Commercial Mortgage Trust 2022-LPFL | 9.42 mm | 10.00 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2023-6 | 9.35 mm | 9.29 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Toorak Mortgage Corp. 2021-1, Ltd. | 8.96 mm | 9.50 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2023-7 | 8.92 mm | 8.73 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
Castlelake Aircraft Structured Trust 2021-1A | 8.91 mm | 10.82 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
RWT Redwood Trust Inc. | 8.74 mm | 8.76 mm principal | 0.41 | Debt | Long | USA |
Starwood Mortgage Residential Trust 2019-INV1 | 8.72 mm | 9.10 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Towd Point HE Trust 2021- HE1 | 8.60 mm | 9.02 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
PRPM 2023-NQM2 Trust | 8.32 mm | 8.20 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
LHOME Mortgage Trust 2021-RTL3 | 8.30 mm | 9.00 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2022-RTL1 | 8.12 mm | 8.29 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
FAT Brands GFG Royalty I LLC | 8.04 mm | 9.08 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
BX Trust 2019-ATL | 7.87 mm | 8.24 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
BFLD 2019-DPLO E | 7.61 mm | 7.67 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Castlelake Aircraft Structured Trust 2017-1R | 7.57 mm | 14.46 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
CHNGE Mortgage Trust 2023-4 | 7.52 mm | 7.34 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
MFA 2023-NQM3 Trust | 7.48 mm | 7.50 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Prosper Marketplace Issuance Trust Series 2023-1 | 7.38 mm | 7.34 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
PRPM 2023-NQM3 Trust | 7.08 mm | 7.00 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Flexential Issuer 2021-1 | 7.05 mm | 7.93 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Lehman Mortgage Trust 2008-3 | 6.98 mm | 30.96 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Starwood Mortgage Residential Trust 2021-4 | 6.93 mm | 8.35 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Flexential Issuer 2021-1 | 6.83 mm | 8.00 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Copper Hill Sportsmans RT | 6.56 mm | 7.04 mm principal | 0.31 | Loan | Long | USA |
Thunderbolt III Aircraft Lease, Ltd. | 6.53 mm | 10.87 mm principal | 0.31 | ABS-mortgage backed security | Long | Cayman Islands |
JP Morgan Chase Commercial Mortgage Securities Trust 2022-NLP | 6.35 mm | 7.40 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Toorak Mortgage Trust 2022-1 | 6.34 mm | 6.51 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
THPT 2023-THL Mortgage Trust | 6.33 mm | 7.10 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
BCP Trust 2021-330N | 6.32 mm | 8.50 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Lunar 2021-1 Structured Aircraft Portfolio Notes | 6.30 mm | 7.35 mm principal | 0.30 | ABS-mortgage backed security | Long | Ireland |
AMSR 2021-SFR3 Trust | 6.13 mm | 7.00 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Roc Mortgage Trust 2021-RTL1 | 6.12 mm | 6.75 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Lehman XS Trust 2007-6 | 6.04 mm | 6.78 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
NYMT Loan Trust Series 2024-BPL1 | 5.97 mm | 6.00 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Great Wolf Trust 2019-WOLF | 5.97 mm | 6.00 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Stonepeak 2021-1 ABS | 5.91 mm | 7.07 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 5.76 mm | 19.49 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Bear Stearns Mortgage Funding Trust 2007-AR2 | 5.55 mm | 6.19 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
ACM Auto Trust 2024-1 | 5.53 mm | 5.50 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Structured Asset Mortgage Investments II Trust 2007-AR2 | 5.52 mm | 4.76 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 5.51 mm | 9.48 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
MRCD 2019-MARK Mortgage Trust | 5.50 mm | 8.94 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
CSMC 2022-LION | 5.46 mm | 6.00 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Credit Suisse Mortgage Capital Certificates | 5.44 mm | 6.31 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Imperial Fund Mortgage Trust 2020-NQM1 | 5.39 mm | 6.08 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2007-5CB | 5.38 mm | 13.05 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Clsec Holdings 22t LLC | 5.31 mm | 6.86 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Home Partners of America2021-2 Trust | 5.12 mm | 5.77 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Multifamily Connecticut Avenue Securities Trust 2023-01 | 5.05 mm | 5.00 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
BXSC Commercial Mortgage Trust 2022-WSS | 5.01 mm | 5.10 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Bear Stearns Mortgage Funding Trust 2007-AR4 | 5.00 mm | 5.63 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Freddie Mac Mscr Trust Mn6 | 5.00 mm | 5.00 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
NYMT Loan Trust Series 2024-BPL1 | 4.98 mm | 5.00 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
BXSC Commercial Mortgage Trust 2022-WSS | 4.92 mm | 5.00 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
PennyMac Corp. | 4.91 mm | 5.00 mm principal | 0.23 | Debt | Long | USA |
Imperial Fund Mortgage Trust 2021-NQM1 | 4.91 mm | 5.82 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 4.89 mm | 7.00 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FREMF 2018-KF49 Mortgage Trust | 4.79 mm | 4.85 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust | 4.77 mm | 4.89 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CSMC 2020-FACT | 4.76 mm | 5.00 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
OBX 2021-NQM2 Trust | 4.72 mm | 6.12 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE | 4.68 mm | 5.00 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Great Wolf Trust 2019-WOLF | 4.67 mm | 4.70 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CHNGE Mortgage Trust 2023-3 | 4.60 mm | 4.53 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Castlelake Aircraft Structured Trust 2019-1A | 4.58 mm | 5.11 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Imperial Fund Mortgage Trust 2021-NQM1 | 4.45 mm | 5.33 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
LHOME Mortgage Trust 2021-RTL2 | 4.41 mm | 4.75 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
MAPS 2021-1 Trust | 4.40 mm | 5.39 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
ACR ACRES Commercial Realty Corp | 4.40 mm | 200.00 k shares | 0.21 | Preferred equity | Long | USA |
New Residential Mortgage Loan Trust 2022-SFR1 | 4.40 mm | 5.00 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
LUNAR AIRCRAFT, Ltd. | 4.36 mm | 5.32 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2023-7 | 4.35 mm | 4.25 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Horizon Aircraft Finance III, Ltd. | 4.23 mm | 5.29 mm principal | 0.20 | ABS-mortgage backed security | Long | Cayman Islands |
Wells Fargo Commercial Mortgage Trust 2020-SDAL | 4.21 mm | 4.25 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2022-5 | 4.18 mm | 4.12 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
LHOME Mortgage Trust | 4.16 mm | 4.41 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
A&D Mortgage Trust 2023-NQM4 | 4.14 mm | 4.02 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
RAMP Series 2007-RS1 Trust | 4.14 mm | 17.24 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
RALI Series 2006-QS2 Trust | 4.10 mm | 5.66 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Recv Irs 0.7335% 08/05/26 | 4.08 mm | 1.00 contracts | 0.19 | Interest rate derivative | N/A | USA |
WAVE 2019-1 LLC | 4.06 mm | 6.96 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust | 3.94 mm | 4.73 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Horizon Aircraft Finance I, Ltd. | 3.92 mm | 4.52 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2006-18CB | 3.91 mm | 9.30 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
RMF Proprietary Issuance Trust 2022-1 | 3.86 mm | 5.00 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Cantor Commercial Real Estate Lending 2019-CF2 | 3.85 mm | 4.99 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
RITM Rithm Capital Corporation | 3.81 mm | 166.42 k shares | 0.18 | Preferred equity | Long | USA |
BFLD 2019-DPLO | 3.77 mm | 3.78 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
GKN Subordinated CTL Pass-Through Trust/Auburn MI | 3.76 mm | 7.08 mm principal | 0.18 | Debt | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 3.71 mm | 11.44 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
ABR Arbor Realty Trust Inc. | 3.70 mm | 200.00 k shares | 0.17 | Preferred equity | Long | USA |
COLT 2023-4 Mortgage Loan Trust | 3.67 mm | 3.57 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2021-R1 | 3.51 mm | 3.79 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
BFLD 2019-DPLO | 3.45 mm | 3.49 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Progress Residential 2021-SFR10 Trust | 3.45 mm | 3.97 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Angel Oak Mortgage Trust I LLC 2019-1 | 3.43 mm | 3.49 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB | 3.41 mm | 3.56 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
GPMT Granite Point Mortgage Trust Inc | 3.38 mm | 190.57 k shares | 0.16 | Preferred equity | Long | USA |
Castlelake Aircraft Securitization Trust 2018-1 | 3.37 mm | 4.33 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Avant Credit Card Master Trust | 3.33 mm | 3.50 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2023-3 | 3.30 mm | 3.27 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2024-1 | 3.27 mm | 3.25 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Spruce Hill Mortgage Loan Trust 2020-SH2 | 3.26 mm | 3.32 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Stellar Jay Ireland DAC | 3.15 mm | 3.84 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
BMO 2023-5C1 Mortgage Trust | 3.11 mm | 134.09 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2022-1 | 3.11 mm | 3.78 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FREMF 2016-KF24 Mortgage Trust | 3.09 mm | 3.13 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Cologix Data Centers US Issuer LLC | 3.08 mm | 3.70 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Bear Stearns Asset Backed Securities I Trust 2007-HE7 | 3.07 mm | 3.99 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
DT Auto Owner Trust 2022-1 | 3.06 mm | 3.17 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Residential Asset Securitization Trust 2006-R1 | 2.99 mm | 9.90 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
LHOME Mortgage Trust 2023-RTL3 | 2.99 mm | 3.00 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
BBCMS 2018-TALL Mortgage Trust | 2.92 mm | 3.31 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2023-RTL1 | 2.89 mm | 2.90 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Countrywide Alternative Loan | 2.88 mm | 6.72 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2006-42 | 2.87 mm | 6.37 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Lehman XS Trust 2007-6 | 2.85 mm | 3.20 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Hudsons Bay Simon JV Trust 2015-HBS | 2.83 mm | 3.00 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Cantor Commercial Real Estate Lending 2019-CF1 | 2.83 mm | 4.60 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Bear Stearns Mortgage Funding Trust 2006-AR3 | 2.81 mm | 2.62 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
RMF Buyout Issuance Trust 2021-HB1 | 2.79 mm | 3.25 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FAT Brands Twin Peaks I LLC | 2.79 mm | 2.97 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
BRAVO Residential Funding Trust 2021-NQM1 | 2.78 mm | 3.11 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Selection Trust 2021-3 | 2.74 mm | 2.76 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Dominion Mortgage Trust 2021-RTL1 | 2.72 mm | 3.50 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
COLT 2021-1RMortgage Pass-Through Certificates | 2.71 mm | 3.18 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2023-1 | 2.71 mm | 2.70 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
SFAVE Commercial Mortgage Securities Trust 2015-5AVE | 2.69 mm | 4.24 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
BBCMS Mortgage Trust 2022-C17 | 2.68 mm | 5.22 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2022-2 | 2.65 mm | 3.47 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2020-SDAL | 2.64 mm | 2.67 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Lehman Mortgage Trust 2005-2 | 2.63 mm | 4.87 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Falcon 2019-1 Aerospace, Ltd. | 2.62 mm | 3.39 mm principal | 0.12 | ABS-mortgage backed security | Long | Cayman Islands |
Government National Mortgage Association | 2.62 mm | 72.31 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Santander Bank Auto Credit-Linked Notes Series 2023-B | 2.60 mm | 2.57 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2023-8 | 2.59 mm | 2.56 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
BBCMS Mortgage Trust 2023-5C23 | 2.59 mm | 3.08 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Hudsons Bay Simon JV Trust 2015-HBS | 2.56 mm | 2.76 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2023-6 | 2.54 mm | 2.50 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
RAAC Series 2007-SP1 Trust | 2.53 mm | 3.22 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
TRTX TPG RE Finance Trust Inc | 2.53 mm | 160.00 k shares | 0.12 | Preferred equity | Long | USA |
FRESB 2020-SB80 Mortgage Trust | 2.52 mm | 56.42 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |