| 1 |
FNCL 6 3/24 |
— |
473,000,000 |
$485.15M |
18.21% |
| 2 |
Uniform Mortgage-Backed Security, TBA |
— |
483,000,000 |
$477.61M |
17.93% |
| 3 |
Uniform Mortgage-Backed Security, TBA |
— |
437,500,000 |
$425.17M |
15.96% |
| 4 |
FNCL 5 3/24 |
— |
261,000,000 |
$262.17M |
9.84% |
| 5 |
Ginnie Mae |
— |
240,000,000 |
$237.17M |
8.90% |
| 6 |
COLUMBIA SHORT TERM CASH FUND |
— |
152,737,807 |
$152.71M |
5.73% |
| 7 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
150,000,000 |
$141.34M |
5.31% |
| 8 |
FNCL 5.5 3/25 |
— |
60,000,000 |
$60.96M |
2.29% |
| 9 |
FEDERAL NATIONAL MORTGAGE ASSOCIATION |
— |
32,121,568 |
$31.60M |
1.19% |
| 10 |
STACR 2021-DNA5 B2 |
STACR |
23,300,000 |
$28.25M |
1.06% |
| 11 |
FEDERAL NATIONAL MORTGAGE ASSOCIATION |
— |
27,808,636 |
$27.42M |
1.03% |
| 12 |
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513 |
— |
26,607,222 |
$27.24M |
1.02% |
| 13 |
Madison Park Funding XLII Ltd |
— |
26,978,000 |
$26.99M |
1.01% |
| 14 |
Freddie Mac REMICS |
FHR |
24,538,558 |
$24.87M |
0.93% |
| 15 |
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_25-5563 |
— |
24,276,395 |
$24.56M |
0.92% |
| 16 |
Cayuga Park CLO Ltd., Series 2020-1A, Class AR2 |
CYGPK |
24,500,000 |
$24.47M |
0.92% |
| 17 |
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86 |
— |
24,073,838 |
$24.03M |
0.90% |
| 18 |
GITST 2025-NPL2 A1 |
GITST |
23,608,059 |
$23.61M |
0.89% |
| 19 |
UMBS, 30 Year |
— |
21,703,658 |
$21.12M |
0.79% |
| 20 |
POINT SECURITIZATION TRUST PNT_26-1 |
— |
20,750,000 |
$20.57M |
0.77% |
| 21 |
Freddie Mac Pool |
— |
19,914,353 |
$20.55M |
0.77% |
| 22 |
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-12 |
— |
19,847,228 |
$20.21M |
0.76% |
| 23 |
Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2026-RTL1, Class A1 |
— |
20,050,000 |
$20.13M |
0.76% |
| 24 |
Pagaya AI Debt Grantor Trust 2026-1 |
— |
19,130,000 |
$19.27M |
0.72% |
| 25 |
Freddie Mac Pool |
— |
18,071,136 |
$18.51M |
0.69% |
| 26 |
ASP WHCO PARTICIPATION LP ASPWP-29-1A |
— |
18,000,000 |
$18.00M |
0.68% |
| 27 |
STACR 2020-DNA6 B2 144A FRN 12-25-50 |
STACR |
15,500,000 |
$17.84M |
0.67% |
| 28 |
STACR 2020-HQA5 B2 144A FRN 11-25-50 |
STACR |
14,200,000 |
$17.37M |
0.65% |
| 29 |
Knock Issuer Trust 2025-1 |
— |
17,040,000 |
$17.23M |
0.65% |
| 30 |
Freddie Mac REMICS |
— |
16,937,478 |
$16.90M |
0.63% |
| 31 |
FNMA UMBS, 30 Year |
— |
16,465,197 |
$16.78M |
0.63% |
| 32 |
Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1 |
EASY |
16,700,000 |
$16.77M |
0.63% |
| 33 |
NRZT 2025-NQM4 A1 |
NRZT |
15,975,503 |
$16.23M |
0.61% |
| 34 |
Freddie Mac REMICS |
— |
15,484,906 |
$15.75M |
0.59% |
| 35 |
STACR 2021-DNA1 B2 |
STACR |
14,000,000 |
$15.68M |
0.59% |
| 36 |
MSRM 2025-NQM7 A1 |
MSRM |
15,507,695 |
$15.58M |
0.58% |
| 37 |
Freddie Mac REMICS |
— |
15,087,221 |
$15.37M |
0.58% |
| 38 |
MFRA 2024-NPL1 A1 |
MFRA |
15,102,719 |
$15.21M |
0.57% |
| 39 |
FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-1 |
— |
14,958,557 |
$15.14M |
0.57% |
| 40 |
RCO IX MORTGAGE LLC 2025-4 SER 2025-4 CL A1 V/R REGD 144A P/P 5.30990000 |
RCO |
15,075,113 |
$15.07M |
0.57% |
| 41 |
Elmwood CLO 19 Ltd., Series 2022-6A, Class AR2 |
— |
15,000,000 |
$15.00M |
0.56% |
| 42 |
Saluda Grade Alternative Mortgage Trust 2025-FIG6 |
— |
14,758,444 |
$14.98M |
0.56% |
| 43 |
HOMES Trust, Series 2026-INV1, Class A1D |
— |
14,116,340 |
$14.21M |
0.53% |
| 44 |
STRUCTURED AGENCY CREDIT RISK STACR_20-CS01 |
— |
16,988,156 |
$13.88M |
0.52% |
| 45 |
NRZT 2025-NQM5 A1 144A FRN 08-25-65 |
NRZT |
13,598,904 |
$13.73M |
0.52% |
| 46 |
J.P. Morgan Mortgage Trust, Series 2025-VIS3, Class A1 |
— |
13,431,163 |
$13.52M |
0.51% |
| 47 |
NYMT Trust, Series 2024-RR1, Class A |
— |
13,146,462 |
$13.26M |
0.50% |
| 48 |
GCAT Trust, Series 2025-NQM5, Class A1 |
GCAT |
13,133,185 |
$13.20M |
0.50% |
| 49 |
HTAP Trust Series 2024-2, Class A |
HTAP |
13,079,534 |
$13.10M |
0.49% |
| 50 |
UPSTART SECURITIZATION TRUST UPST_24-1 |
— |
12,250,000 |
$12.99M |
0.49% |