| 1 |
FNCL 5 4/26 |
— |
11,300,000 |
$11.14M |
10.76% |
| 2 |
FNCL 5.5 4/26 |
— |
8,100,000 |
$8.14M |
7.86% |
| 3 |
FNCL 3 5/26 |
— |
5,500,000 |
$4.83M |
4.67% |
| 4 |
G2SF 3 4/26 |
— |
4,600,000 |
$4.10M |
3.96% |
| 5 |
NOMURA CORPORATE FDG AMERS LLC |
— |
3,634,934 |
$3.66M |
3.53% |
| 6 |
FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 B2 144A |
STACR |
2,250,000 |
$2.64M |
2.55% |
| 7 |
G2 MB0814 |
— |
2,208,275 |
$2.23M |
2.15% |
| 8 |
Government National Mortgage Association |
— |
2,171,588 |
$2.16M |
2.09% |
| 9 |
Government National Mortgage Association |
— |
2,000,000 |
$2.07M |
2.00% |
| 10 |
Government National Mortgage Association |
— |
2,000,000 |
$2.07M |
2.00% |
| 11 |
Champs Trust, Series 2025-2, Class A |
— |
1,968,691 |
$2.02M |
1.95% |
| 12 |
Government National Mortgage Association |
— |
1,624,607 |
$1.67M |
1.62% |
| 13 |
Government National Mortgage Association |
— |
1,491,556 |
$1.65M |
1.59% |
| 14 |
Champs Trust, Series 2025-1, Class A |
— |
1,577,361 |
$1.63M |
1.57% |
| 15 |
PRPM 2023-NQM2 Trust |
— |
1,600,000 |
$1.60M |
1.55% |
| 16 |
STACR 2021-HQA2 B2 |
STACR |
1,300,000 |
$1.57M |
1.51% |
| 17 |
Government National Mortgage Association |
— |
1,500,000 |
$1.55M |
1.50% |
| 18 |
Government National Mortgage Association |
— |
1,500,000 |
$1.55M |
1.50% |
| 19 |
FARM 2022-1 Mortgage Trust |
— |
1,957,760 |
$1.47M |
1.42% |
| 20 |
PRPM 2024-NQM4 Trust |
— |
1,440,000 |
$1.45M |
1.40% |
| 21 |
Ginnie Mae II Pool |
— |
1,332,333 |
$1.33M |
1.29% |
| 22 |
Champs Trust, Series 2024-3, Class A |
— |
1,285,470 |
$1.32M |
1.28% |
| 23 |
Freddie Mac REMICS |
— |
1,082,094 |
$1.11M |
1.07% |
| 24 |
FARM Mortgage Trust, Series 2021-1, Class B |
30768WAC |
1,444,243 |
$1.11M |
1.07% |
| 25 |
Champs Trust, Series 2024-2, Class A |
— |
1,054,150 |
$1.08M |
1.05% |
| 26 |
Fannie Mae REMICS |
— |
1,050,484 |
$1.08M |
1.05% |
| 27 |
Government National Mortgage Association |
— |
991,046 |
$1.08M |
1.04% |
| 28 |
Government National Mortgage Association |
— |
1,000,000 |
$1.07M |
1.04% |
| 29 |
Champs Trust, Series 2024-1, Class A |
— |
1,036,271 |
$1.06M |
1.02% |
| 30 |
Government National Mortgage Association |
— |
1,000,000 |
$1.05M |
1.01% |
| 31 |
Ginnie Mae II Pool |
— |
995,321 |
$1.04M |
1.00% |
| 32 |
Government National Mortgage Association |
— |
1,000,000 |
$1.03M |
1.00% |
| 33 |
Government National Mortgage Association |
— |
1,000,000 |
$1.03M |
1.00% |
| 34 |
Government National Mortgage Association |
— |
1,000,000 |
$1.03M |
0.99% |
| 35 |
PRPM 2025-NQM2 Trust |
— |
1,000,000 |
$1.02M |
0.99% |
| 36 |
Government National Mortgage Association |
— |
990,667 |
$1.02M |
0.98% |
| 37 |
Bank of America Mortgage Trust |
— |
997,726 |
$1.01M |
0.97% |
| 38 |
FARM 2025-1 MORTGAGE TRUST FARM 2025 1 B 144A |
FARM |
1,127,663 |
$1.01M |
0.97% |
| 39 |
Mello Warehouse Securitization Trust 2025-1 |
— |
1,000,000 |
$1.01M |
0.97% |
| 40 |
PNMAC GMSR Issuer Trust, Series 2025-GT1, Class A |
— |
1,000,000 |
$1.00M |
0.97% |
| 41 |
Freddie Mac Pool |
— |
978,402 |
$1.00M |
0.97% |
| 42 |
Government National Mortgage Association |
— |
974,289 |
$994.29K |
0.96% |
| 43 |
Government National Mortgage Association |
— |
922,548 |
$953.90K |
0.92% |
| 44 |
Ginnie Mae II Pool |
— |
903,419 |
$928.14K |
0.90% |
| 45 |
Ginnie Mae II Pool |
— |
852,698 |
$875.04K |
0.85% |
| 46 |
NZES 2024-FNT1 A |
NZES |
867,069 |
$871.88K |
0.84% |
| 47 |
Freddie Mac REMICS |
— |
770,633 |
$849.74K |
0.82% |
| 48 |
Ginnie Mae II Pool |
— |
778,080 |
$810.01K |
0.78% |
| 49 |
Government National Mortgage Association |
— |
773,186 |
$806.96K |
0.78% |
| 50 |
Government National Mortgage Association |
— |
750,000 |
$775.32K |
0.75% |