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For professional investors in Brazil

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of November 6, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% December Delivery, 2.50%, 12/10/26 FNCL 01F0226C4 - 1,393,917,386 $1,122,976,088 $1,122,976,088 18.17 $1,122,976,088
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/19/26 G2SF 21H0226B2 - 710,603,414 $586,651,439 $586,651,439 9.50 $586,651,439
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/10/26 FNCL 01F0606C4 - 530,859,481 $531,151,454 $531,151,454 8.60 $531,151,454
UMBS TBA 30yr 6.5% December Delivery, 6.50%, 12/10/26 FNCL 01F0626C0 - 322,559,000 $328,107,015 $328,107,015 5.31 $328,107,015
UMBS TBA 30yr 3% December Delivery, 3.00%, 12/10/26 FNCL 01F0306C7 - 385,203,710 $324,544,911 $324,544,911 5.26 $324,544,911
UMBS TBA 30yr 4% December Delivery, 4.00%, 12/10/26 FNCL 01F0406C6 - 333,425,845 $300,256,309 $300,256,309 4.86 $300,256,309
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 308,844,778 $297,693,853 $297,693,853 4.82 $293,345,304
UMBS TBA 30yr 2% December Delivery, 2.00%, 12/10/26 FNCL 01F0206C8 - 360,986,255 $278,403,429 $278,403,429 4.51 $278,403,429
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W2ER8 - 195,824,338 $196,514,447 $196,514,447 3.18 $194,253,666
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/19/26 G2SF 21H0506B3 - 198,508,194 $190,171,842 $190,171,842 3.08 $190,171,842
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 158,755,433 $164,952,849 $164,952,849 2.67 $160,105,797
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/19/26 G2SF 21H0526B9 - 164,697,000 $161,869,317 $161,869,317 2.62 $161,869,317
UMBS TBA 30yr 3.5% December Delivery, 3.50%, 12/10/26 FNCL 01F0326C3 - 178,743,000 $156,512,018 $156,512,018 2.53 $156,512,018
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 151,990,410 $152,272,729 $152,272,729 2.47 $150,698,289
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 129,224,302 $130,260,924 $130,260,924 2.11 $128,125,724
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 137,095,980 $130,058,369 $130,058,369 2.11 $128,794,085
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - 146,586,060 $125,867,000 $125,867,000 2.04 $125,867,000
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 114,030,006 $116,847,455 $116,847,455 1.89 $114,836,132
GNMA II 30yr Pool#MA7988 3.000% 20-Apr-2052, 3.00%, 04/20/52 G2 36179W2V9 - 133,273,052 $115,835,730 $115,835,730 1.88 $114,506,891
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/19/26 G2SF 21H0326B1 - 132,283,377 $113,810,136 $113,810,136 1.84 $113,810,136
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/19/26 G2SF 21H0426B0 - 114,736,488 $105,914,055 $105,914,055 1.72 $105,914,055
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 107,618,739 $104,290,168 $104,290,168 1.69 $103,440,274
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 108,252,354 $103,296,804 $103,296,804 1.67 $101,989,017
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 99,072,255 $102,971,261 $102,971,261 1.67 $99,914,957
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/19/26 G2SF 21H0406B4 - 103,195,688 $91,710,730 $91,710,730 1.49 $91,710,730
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 81,738,717 $81,751,434 $81,751,434 1.32 $80,908,789
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 81,446,342 $81,145,327 $81,145,327 1.31 $80,522,025
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 81,415,675 $78,556,523 $78,556,523 1.27 $77,329,803
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 75,578,720 $75,964,197 $75,964,197 1.23 $74,936,201
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 71,627,494 $74,067,742 $74,067,742 1.20 $72,133,858
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 76,284,035 $72,568,186 $72,568,186 1.18 $71,870,342
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 69,071,684 $69,388,915 $69,388,915 1.12 $68,661,422
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 67,637,535 $68,204,249 $68,204,249 1.10 $67,235,791
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 63,712,451 $63,975,806 $63,975,806 1.04 $63,243,579
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 64,190,616 $62,427,314 $62,427,314 1.01 $61,679,375
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 62,603,731 $61,008,935 $61,008,935 0.99 $60,154,572
FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,447,640 $60,746,322 $60,746,322 0.98 $60,297,806
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 59,875,856 $60,367,500 $60,367,500 0.98 $59,556,654
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 59,525,276 $59,532,969 $59,532,969 0.96 $58,934,749
FHLMC 30yr Pool#SL6510 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UGU1 - 55,169,831 $57,325,657 $57,325,657 0.93 $55,917,535
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 56,883,814 $55,610,758 $55,610,758 0.90 $55,010,308
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,046,161 $54,894,319 $54,894,319 0.89 $54,287,121
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,277,783 $54,157,825 $54,157,825 0.88 $53,661,796
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 54,538,367 $53,589,312 $53,589,312 0.87 $52,742,110
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 52,656,918 $52,999,770 $52,999,770 0.86 $52,297,715
FNMA 30yr Pool#FA7047 6.000% 01-Oct-2056, 6.00%, 10/01/56 FN 3140W7ZM5 - 48,757,569 $49,855,605 $49,855,605 0.81 $49,470,478
FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 FR 31427T3E4 - 47,779,258 $48,770,410 $48,770,410 0.79 $48,401,368
FHLMC 30yr Pool#SL6726 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UPL1 - 47,361,643 $48,719,390 $48,719,390 0.79 $48,014,301
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 46,435,059 $48,142,329 $48,142,329 0.78 $46,843,521
FNMA 30yr Pool#FA6425 6.000% 01-Jul-2056, 6.00%, 07/01/56 FN 3140W7D72 - 46,670,097 $47,662,779 $47,662,779 0.77 $47,302,606
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 47,814,892 $46,334,608 $46,334,608 0.75 $45,963,955
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 45,312,419 $45,614,005 $45,614,005 0.74 $45,003,318
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 48,792,386 $45,426,708 $45,426,708 0.74 $44,894,248
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 44,484,568 $44,946,799 $44,946,799 0.73 $44,157,198
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,169,396 $43,999,783 $43,999,783 0.71 $43,668,126
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 43,305,851 $42,669,431 $42,669,431 0.69 $41,955,793
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,215,226 $42,136,927 $42,136,927 0.68 $41,796,425
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,086,439 $41,127,778 $41,127,778 0.67 $40,700,294
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 40,590,887 $40,900,956 $40,900,956 0.66 $40,287,016
FNMA 30yr Pool#FA6796 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7RS1 - 39,429,130 $39,453,203 $39,453,203 0.64 $39,093,930
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,106,141 $38,421,699 $38,421,699 0.62 $37,852,612
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 44,738,105 $36,213,437 $36,213,437 0.59 $35,784,702
FHLMC 30yr Pool#SL6006 6.000% 01-Jul-2056, 6.00%, 07/01/56 FR 31427TU87 - 33,481,267 $34,229,270 $34,229,270 0.55 $33,962,592
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 33,071,053 $33,238,613 $33,238,613 0.54 $33,154,438
GNMA II 30yr Pool#MA7706 3.000% 20-Nov-2051, 3.00%, 11/20/51 G2 36179WR34 - 38,164,184 $33,222,013 $33,222,013 0.54 $32,826,000
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,731,465 $32,911,269 $32,911,269 0.53 $32,679,887
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 40,494,003 $32,887,515 $32,887,515 0.53 $32,417,690
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,840,663 $32,840,663 0.53 $32,721,485
FNMA 30yr Pool#FA5891 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W6RM6 - 32,034,645 $32,825,399 $32,825,399 0.53 $32,495,172
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,578,596 $32,765,248 $32,765,248 0.53 $32,385,090
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 30,890,061 $31,072,669 $31,072,669 0.50 $30,683,045
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 29,718,000 $30,705,346 $30,705,346 0.50 $29,477,415
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 29,512,029 $30,305,490 $30,305,490 0.49 $29,771,629
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 29,620,222 $29,864,369 $29,864,369 0.48 $29,402,242
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,020,990 $29,534,760 $29,534,760 0.48 $29,085,086
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 28,411,094 $29,044,329 $29,044,329 0.47 $28,259,633
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,393,954 $27,458,476 $27,458,476 0.44 $27,247,915
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,689,181 $26,960,708 $26,960,708 0.44 $26,617,319
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,109,063 $26,637,409 $26,637,409 0.43 $26,203,576
FHLMC 30yr Pool#RJ7885 6.500% 01-Nov-2056, 6.50%, 11/01/56 FR 3142GYXP5 - 24,934,625 $25,947,271 $25,947,271 0.42 $25,756,871
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.38787% 25-FEB-2042, 12.39%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $23,929,491 $23,929,491 0.39 $23,817,017
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 22,713,346 $23,558,402 $23,558,402 0.38 $22,990,224
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,403,341 $22,366,704 $22,366,704 0.36 $22,195,079
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 20,756,997 $21,042,527 $21,042,527 0.34 $20,551,075
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 20,878,970 $20,980,849 $20,980,849 0.34 $20,754,957
Connecticut Avenue Securities Trust 2023-R06 1B1 7.78787% 25-JUL-2043, 7.79%, 07/25/43 CAS 2023-R06 20754EAF2 - 20,105,535 $20,945,252 $20,945,252 0.34 $20,884,360
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,614,333 $20,639,344 $20,639,344 0.33 $20,491,891
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.75235% 25-FEB-2040, 10.75%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 19,687,000 $20,184,118 $20,184,118 0.33 $20,101,798
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,164,870 $20,138,302 $20,138,302 0.33 $19,927,995
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $19,982,446 $19,982,446 0.32 $19,868,179
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,863,774 $19,783,066 $19,783,066 0.32 $19,630,437
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 20,671,743 $19,734,270 $19,734,270 0.32 $19,643,716
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.13787% 25-MAR-2042, 9.14%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 19,107,747 $19,469,018 $19,469,018 0.32 $19,401,117
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,309,856 $19,309,856 0.31 $18,773,746
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 18,689,641 $18,933,075 $18,933,075 0.31 $18,601,380
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,751,174 $18,688,014 $18,688,014 0.30 $18,532,536
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,429,636 $18,439,279 $18,439,279 0.30 $18,246,803
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 18,915,274 $18,416,639 $18,416,639 0.30 $18,390,893
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,351,725 $18,298,287 $18,298,287 0.30 $18,273,308
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,193,114 $17,960,289 $17,960,289 0.29 $17,746,515
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,194,066 $17,835,668 $17,835,668 0.29 $17,573,799
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,222,413 $17,190,268 $17,190,268 0.28 $17,152,201
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,766,010 $17,160,307 $17,160,307 0.28 $17,062,124
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,154,370 $17,154,370 0.28 $17,048,962
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,682,820 $16,687,397 $16,687,397 0.27 $16,560,048
Saluda Grade Alternative Mortgage Trust 2026-LOC7|5.52987|07/25/2066, 5.53%, 07/25/66 GRADE 2026-LOC7 79582XAA5 - 15,900,000 $15,933,485 $15,933,485 0.26 $15,918,831
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.74%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,798,256 $15,798,256 0.26 $15,760,733
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,516,045 $15,516,045 0.25 $15,476,964
Vontive Sedona Mortgage Trust 2026-RTL1|6.208|10/25/2041, 6.21%, 10/25/41 VNTV 2026-RTL1 92888JAA0 - 15,500,000 $15,507,695 $15,507,695 0.25 $15,499,676
Connecticut Avenue Securities Trust 2022-R02 2B2 11.53787% 25-JAN-2042, 11.54%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,415,113 $15,415,113 0.25 $15,347,116
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,006,315 $14,538,384 $14,538,384 0.24 $14,217,601
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,256,113 $14,358,799 $14,358,799 0.23 $14,195,549
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 14,481,292 $14,294,201 $14,294,201 0.23 $14,217,818
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,770,324 $14,288,917 $14,288,917 0.23 $14,216,058
Connecticut Avenue Securities Trust 2022-R01 1B2 9.88787% 25-DEC-2041, 9.89%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,077,163 $14,238,268 $14,238,268 0.23 $14,184,138
BMP Commercial Mortgage Trust 2024-MF23 A 5.29659% 15-JUN-2041, 5.30%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,021,659 $14,021,659 0.23 $13,970,164
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,785,623 $13,785,268 $13,785,268 0.22 $13,785,268
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,780,892 $13,780,892 0.22 $13,704,760
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,587,819 $13,565,456 $13,565,456 0.22 $13,532,619
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,029,015 $13,279,088 $13,279,088 0.22 $13,219,854
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,003,017 $12,847,638 $12,847,638 0.21 $12,597,648
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,415,292 $12,807,332 $12,807,332 0.21 $12,710,201
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 12,889,777 $12,784,175 $12,784,175 0.21 $12,766,631
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.48861% 25-APR-2056, 5.49%, 04/25/56 GRADE 2026-HB1 795939AC1 - 12,701,307 $12,735,485 $12,735,485 0.21 $12,706,438
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,567,048 $12,687,239 $12,687,239 0.21 $12,492,404
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.98787% 25-JAN-2042, 10.99%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 12,356,000 $12,562,518 $12,562,518 0.20 $12,509,720
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 12,926,395 $12,337,875 $12,337,875 0.20 $12,281,933
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,154,827 $12,282,581 $12,282,581 0.20 $12,090,268
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,650,280 $12,225,388 $12,225,388 0.20 $12,138,250
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,429,923 $12,082,216 $12,082,216 0.20 $11,943,644
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.30309% 25-OCT-2057, 6.30%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,655,994 $11,984,441 $11,984,441 0.19 $11,955,870
Connecticut Avenue Securities Trust 2022-R06 1B2 14.48787% 25-MAY-2042, 14.49%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,936,475 $11,521,120 $11,521,120 0.19 $11,459,502
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 11,495,681 $11,374,894 $11,374,894 0.18 $11,311,188
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,043,746 $11,266,722 $11,266,722 0.18 $11,213,964
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 11,088,805 $11,129,454 $11,129,454 0.18 $11,097,552
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.73787% 25-NOV-2043, 5.74%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 10,940,518 $11,001,507 $11,001,507 0.18 $10,977,095
Connecticut Avenue Securities Trust 2022-R07 1B2 15.88787% 25-JUN-2042, 15.89%, 06/25/42 CAS 2022-R07 20754MAL1 - 10,092,601 $10,799,862 $10,799,862 0.17 $10,737,503
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,306,974 $10,798,960 $10,798,960 0.17 $10,643,859
Connecticut Avenue Securities Trust 2022-R04 1B2 13.38787% 25-MAR-2042, 13.39%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,520,306 $10,520,306 0.17 $10,467,625
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,469,591 $10,469,591 0.17 $10,439,381
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,501,765 $10,347,955 $10,347,955 0.17 $10,313,369
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 10,611,438 $9,839,710 $9,839,710 0.16 $9,234,558
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 9,762,920 $9,809,887 $9,809,887 0.16 $9,733,226
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,345,408 $9,345,408 0.15 $9,324,552
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,284,181 $9,284,181 0.15 $9,228,196
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,265,686 $9,265,686 0.15 $9,198,603
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.88787% 25-MAR-2042, 14.89%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,206,315 $9,206,315 0.15 $9,155,083
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,198,368 $9,198,368 0.15 $9,137,523
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,086,611 $9,144,457 $9,144,457 0.15 $9,043,700
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,190,980 $9,133,997 $9,133,997 0.15 $9,083,073
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,114,024 $9,114,024 0.15 $9,073,182
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,171,017 $9,111,649 $9,111,649 0.15 $9,056,383
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 9,063,648 $9,081,542 $9,081,542 0.15 $9,062,240
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 8,645,583 $9,004,043 $9,004,043 0.15 $8,851,018
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 9,107,000 $8,984,663 $8,984,663 0.15 $8,928,947
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 8,407,108 $8,421,411 $8,421,411 0.14 $8,397,265
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,070,777 $8,070,777 0.13 $8,014,151
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94029% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - 9,026,357 $7,967,127 $7,967,127 0.13 $7,953,086
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,447,071 $7,928,535 $7,928,535 0.13 $7,624,026
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,793,518 $7,728,207 $7,728,207 0.13 $7,673,448
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,500,698 $7,473,992 $7,473,992 0.12 $7,458,343
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,232,145 $7,436,363 $7,436,363 0.12 $7,193,590
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,367,330 $7,367,330 0.12 $7,325,842
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,313,552 $7,313,552 0.12 $7,296,736
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,323,429 $7,151,219 $7,151,219 0.12 $7,138,403
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,160,609 $7,131,296 $7,131,296 0.12 $7,108,172
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,265,492 $7,102,845 $7,102,845 0.12 $7,065,550
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,100,308 $7,049,562 $7,049,562 0.11 $7,007,531
Fannie Mae REMIC Trust 2022-65 FB 4.68787% 25-SEP-2052, 4.69%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,209,986 $7,029,355 $7,029,355 0.11 $7,016,211
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,644,818 $6,985,493 $6,985,493 0.11 $6,961,284
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.68787% 25-NOV-2041, 11.69%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $6,978,972 $6,978,972 0.11 $6,947,564
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,888,275 $6,888,275 0.11 $6,871,999
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,811,952 $6,811,952 0.11 $6,772,997
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,657,730 $6,528,759 $6,528,759 0.11 $6,493,649
Connecticut Avenue Securities Trust 2023-R03 2B1 10.23787% 25-APR-2043, 10.24%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,525,122 $6,525,122 0.11 $6,501,130
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,398,638 $6,398,638 0.10 $6,358,213
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,367,216 $6,367,216 0.10 $6,330,116
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,401,524 $6,344,272 $6,344,272 0.10 $6,305,256
Connecticut Avenue Securities Trust 2022-R05 2B2 10.88787% 25-APR-2042, 10.89%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,331,289 $6,331,289 0.10 $6,305,232
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,421,971 $6,302,806 $6,302,806 0.10 $6,269,997
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,050,240 $6,110,138 $6,110,138 0.10 $6,017,986
Connecticut Avenue Securities Trust 2023-R04 1B2 12.13787% 25-MAY-2043, 12.14%, 05/25/43 CAS 2023-R04 20754QAJ7 - 5,500,000 $6,058,963 $6,058,963 0.10 $6,033,001
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 5,973,857 $6,012,205 $6,012,205 0.10 $5,987,274
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,067,566 $5,942,644 $5,942,644 0.10 $5,911,082
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 5,850,277 $5,823,925 $5,823,925 0.09 $5,790,097
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 5,890,092 $5,801,502 $5,801,502 0.09 $5,768,892
Connecticut Avenue Securities, Series 2021-R02 2B2 10.08787% 25-NOV-2041, 10.09%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,649,294 $5,649,294 0.09 $5,627,263
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 5,916,694 $5,645,841 $5,645,841 0.09 $5,620,860
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,635,239 $5,635,239 0.09 $5,620,699
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,550,702 $5,634,946 $5,634,946 0.09 $5,620,807
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,724,644 $5,633,557 $5,633,557 0.09 $5,599,095
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,613,954 $5,613,954 0.09 $5,577,147
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,720,890 $5,601,557 $5,601,557 0.09 $5,543,768
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,580,138 $5,580,138 0.09 $5,546,024
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,546,323 $5,457,930 $5,457,930 0.09 $5,447,146
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,443,669 $5,443,669 0.09 $5,431,646
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,339,500 $5,370,347 $5,370,347 0.09 $5,353,007
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,254,963 $5,254,963 0.09 $5,222,684
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,240,614 $5,240,614 0.08 $5,208,409
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,458,784 $5,229,187 $5,229,187 0.08 $5,210,461
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,281,498 $5,141,307 $5,141,307 0.08 $4,985,177
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,191,595 $5,109,892 $5,109,892 0.08 $5,081,703
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,364,271 $5,092,713 $5,092,713 0.08 $5,068,648
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,101,956 $5,091,919 $5,091,919 0.08 $5,073,181
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 5,161,258 $5,060,868 $5,060,868 0.08 $5,032,991
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,044,137 $4,995,881 $4,995,881 0.08 $4,967,936
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 4,941,582 $4,935,466 $4,935,466 0.08 $4,903,360
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,934,471 $4,934,471 0.08 $4,903,829
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,880,154 $4,880,154 0.08 $4,868,579
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,848,641 $4,848,641 0.08 $4,820,500
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 15.00235% 25-OCT-2048, 15.00%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,843,549 $4,843,549 0.08 $4,819,733
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $4,840,539 $4,840,539 0.08 $4,615,821
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,840,183 $4,840,183 0.08 $4,770,858
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,824,509 $4,824,509 0.08 $4,792,250
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,808,888 $4,808,888 0.08 $4,777,917
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,749,327 $4,749,327 0.08 $4,738,475
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 4,860,679 $4,749,101 $4,749,101 0.08 $4,721,220
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,777,098 $4,734,686 $4,734,686 0.08 $4,705,797
Connecticut Avenue Securities Trust 2024-R01 1B1 6.58787% 25-JAN-2044, 6.59%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,708,459 $4,708,459 0.08 $4,696,687
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,685,778 $4,685,778 0.08 $4,676,243
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 4,678,571 $4,681,458 $4,681,458 0.08 $4,671,162
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 4,651,523 $4,628,850 $4,628,850 0.07 $4,613,373
Connecticut Avenue Securities Trust 2023-R05 1B1 8.63787% 25-JUN-2043, 8.64%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,545,808 $4,545,808 0.07 $4,531,324
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,506,307 $4,506,307 0.07 $4,491,517
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.75235% 25-SEP-2048, 11.75%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,460,862 $4,460,862 0.07 $4,442,581
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.25235% 25-JAN-2050, 9.25%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 3,965,595 $4,402,253 $4,402,253 0.07 $4,387,984
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,277,605 $4,277,605 0.07 $4,250,617
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.38787% 25-MAR-2043, 9.19%, 03/25/43 STACR 2023-DNA1 35564KP94 - 4,015,000 $4,237,737 $4,237,737 0.07 $4,223,387
Connecticut Avenue Securities Trust 2023-R08 1B1 7.43787% 25-OCT-2043, 7.44%, 10/25/43 CAS 2023-R08 20755CAF5 - 4,050,000 $4,226,408 $4,226,408 0.07 $4,214,693
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,049,327 $4,182,993 $4,182,993 0.07 $4,151,072
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,166,808 $4,166,808 0.07 $4,139,614
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,155,230 $4,155,230 0.07 $4,130,709
SWVP Trust 2026-PNCL C 6.02465% 15-OCT-2039, 6.02%, 10/15/39 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,108,129 $4,108,129 0.07 $4,091,017
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,075,197 $4,075,197 0.07 $4,066,258
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.88787% 25-DEC-2041, 10.89%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,053,790 $4,053,790 0.07 $4,036,853
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,911,488 $4,052,141 $4,052,141 0.07 $4,009,935
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,044,239 $4,044,239 0.07 $4,035,523
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,078,830 $3,970,554 $3,970,554 0.06 $3,951,180
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,925,826 $3,925,826 0.06 $3,911,497
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,916,315 $3,916,315 0.06 $3,892,730
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,899,672 $3,899,672 0.06 $3,876,779
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 3,907,355 $3,888,390 $3,888,390 0.06 $3,878,168
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,875,834 $3,875,834 0.06 $3,853,955
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,818,787 $3,826,185 $3,826,185 0.06 $3,796,105
Connecticut Avenue Securities Trust 2023-R01 1B1 8.98787% 25-DEC-2042, 8.99%, 12/25/42 CAS 2023-R01 207932AF1 - 3,630,000 $3,812,487 $3,812,487 0.06 $3,799,799
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,784,408 $3,784,408 0.06 $3,762,631
GS Mortgage Securities MB FLTG 56, 5.74%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,702,531 $3,702,531 0.06 $3,693,601
OBX 2026-HE2 Trust MB FLTG 56, 5.69%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,665,653 $3,665,653 0.06 $3,656,937
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 3,609,054 $3,619,739 $3,619,739 0.06 $3,607,131
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,368,088 $3,616,770 $3,616,770 0.06 $3,552,328
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.63787% 25-FEB-2042, 8.64%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,547,722 $3,547,722 0.06 $3,535,965
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,406,318 $3,369,505 $3,369,505 0.05 $3,350,574
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,380,488 $3,362,272 $3,362,272 0.05 $3,341,897
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,447,042 $3,349,404 $3,349,404 0.05 $3,330,545
GS Mortgage Securities MB FLTG 56, 5.59%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,318,846 $3,318,846 0.05 $3,311,107
Ginnie Mae REMIC Trust 2023-116 LF 4.94783% 20-AUG-2053, 5.17%, 08/20/53 GNR 2023-116 38384EFT7 - 3,257,098 $3,259,598 $3,259,598 0.05 $3,250,703
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.73787% 25-JUN-2043, 7.74%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,255,790 $3,255,790 0.05 $3,246,371
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,134,630 $3,233,471 $3,233,471 0.05 $3,205,517
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,177,659 $3,168,064 $3,168,064 0.05 $3,148,241
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,154,315 $3,140,753 $3,140,753 0.05 $3,136,459
Diamond Infrastructure Funding, Series 2021-1 A_2021_1 1.76% 15-APR-2049, 1.76%, 04/15/49 DNFRA 2021-1A 25265LAA8 - 3,100,000 $3,089,952 $3,089,952 0.05 $3,087,072
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,075,821 $3,075,821 0.05 $3,069,511
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,897,265 $3,002,068 $3,002,068 0.05 $2,978,750
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,818,065 $2,912,017 $2,912,017 0.05 $2,888,874
GWT Commercial Mortgage Trust 2024-WLF2 A 5.61589% 15-MAY-2041, 5.62%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,911,806 $2,911,806 0.05 $2,900,496
OBX 2026 HE1 FLTG 2056 A1B, 5.39%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,875,603 $2,875,798 $2,875,798 0.05 $2,869,342
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,868,825 $2,868,825 0.05 $2,852,769
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,780,352 $2,781,783 $2,781,783 0.05 $2,775,857
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,739,740 $2,739,740 0.04 $2,734,615
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.54%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,712,078 $2,712,078 0.04 $2,705,832
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.08787% 25-FEB-2050, 5.09%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,652,353 $2,608,427 $2,608,427 0.04 $2,603,383
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,520,005 $2,520,005 0.04 $2,514,721
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,442,488 $2,442,488 0.04 $2,428,750
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,437,908 $2,437,908 0.04 $2,423,908
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,358,164 $2,425,132 $2,425,132 0.04 $2,406,480
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,407,364 $2,407,364 0.04 $2,392,008
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,278,303 $2,348,341 $2,348,341 0.04 $2,329,824
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,342,850 $2,342,850 0.04 $2,329,660
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,328,858 $2,328,858 0.04 $2,315,486
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,910,839 $2,172,554 $2,172,554 0.04 $2,172,554
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,164,102 $2,141,060 $2,141,060 0.03 $2,128,670
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,139,992 $2,115,003 $2,115,003 0.03 $2,110,633
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,095,644 $2,103,064 $2,103,064 0.03 $2,095,478
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,117,478 $2,093,253 $2,093,253 0.03 $2,081,818
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,881,260 $1,944,138 $1,944,138 0.03 $1,928,608
GNMA II 30yr Pool#MA7535 3.000% 20-Aug-2051, 3.00%, 08/20/51 G2 36179WLQ9 - 2,204,554 $1,918,950 $1,918,950 0.03 $1,896,710
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 1,959,090 $1,884,773 $1,884,773 0.03 $1,881,916
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 1,986,869 $1,832,909 $1,832,909 0.03 $1,820,685
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.55309% 25-OCT-2057, 6.55%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,709,695 $1,762,668 $1,762,668 0.03 $1,758,311
Connecticut Avenue Securities Trust 2024-R06 1M2 5.48787% 25-SEP-2044, 5.49%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,703,798 $1,708,466 $1,708,466 0.03 $1,704,830
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.43787% 25-FEB-2050, 5.44%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,729,776 $1,689,274 $1,689,274 0.03 $1,685,616
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,664,296 $1,664,296 0.03 $1,654,875
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,653,256 $1,653,256 0.03 $1,643,517
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,573,197 $1,625,115 $1,625,115 0.03 $1,612,726
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,521,955 $1,533,080 $1,533,080 0.02 $1,526,970
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.23787% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,558,257 $1,522,772 $1,522,772 0.02 $1,519,598
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.18787% 25-DEC-2031, 5.19%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,496,826 $1,500,222 $1,500,222 0.02 $1,497,202
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,450,332 $1,483,062 $1,483,062 0.02 $1,476,748
RCKT Mortgage Trust 2025-CES2 A3 5.859% 25-FEB-2055, 5.86%, 02/25/55 RCKT 2025-CES2 74942BAD3 - 1,350,000 $1,345,531 $1,345,531 0.02 $1,337,182
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,284,663 $1,321,134 $1,321,134 0.02 $1,310,984
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,218,531 $1,259,067 $1,259,067 0.02 $1,249,199
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,242,928 $1,252,222 $1,252,222 0.02 $1,247,563
Rithm Capital Corp. 8.0% 15-JUL-2030, 8.00%, 07/15/30 RITM 64828TAC6 - 1,227,000 $1,241,412 $1,241,412 0.02 $1,210,328
Connecticut Avenue Securities Trust 2023-R02 1B2 11.78787% 25-JAN-2043, 11.79%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,182,597 $1,182,597 0.02 $1,177,600
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,129,128 $1,129,128 0.02 $1,122,216
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,083,410 $1,119,957 $1,119,957 0.02 $1,107,911
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,315,568 $1,116,720 $1,116,720 0.02 $1,110,197
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,108,536 $1,095,596 $1,095,596 0.02 $1,089,178
Connecticut Avenue Securities Trust 2023-R02 1B1 9.43787% 25-JAN-2043, 9.24%, 01/25/43 CAS 2023-R02 20755AAD4 - 1,023,280 $1,081,613 $1,081,613 0.02 $1,070,319
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,013,496 $1,017,425 $1,017,425 0.02 $1,013,580
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 958,110 $985,268 $985,268 0.02 $977,740
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 960,483 $967,343 $967,343 0.02 $963,732
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 942,760 $955,475 $955,475 0.02 $924,556
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 947,752 $950,939 $950,939 0.02 $948,437
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 950,048 $937,465 $937,465 0.02 $932,456
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 B2 13.63787% 25-APR-2042, 13.64%, 04/25/42 STACR 2022-DNA3 35564KWG0 - 895,000 $932,901 $932,901 0.02 $928,154
FREMF 2019-KF70 Mortgage Trust C 9.86126% 25-SEP-2029, 9.86%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $892,686 $892,686 0.01 $889,028
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 869,689 $876,807 $876,807 0.01 $873,146
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 812,319 $839,224 $839,224 0.01 $832,763
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.80235% 25-FEB-2050, 8.80%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $797,443 $797,443 0.01 $794,948
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $744,858 $744,858 0.01 $740,298
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 758,074 $738,740 $738,740 0.01 $733,106
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.38787% 25-DEC-2031, 5.39%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 728,455 $725,183 $725,183 0.01 $723,657
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 711,168 $637,164 $637,164 0.01 $631,048
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $623,815 $623,815 0.01 $622,127
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 614,995 $616,920 $616,920 0.01 $615,403
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 609,955 $603,374 $603,374 0.01 $589,782
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 537,260 $554,030 $554,030 0.01 $549,542
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 546,472 $524,116 $524,116 0.01 $511,670
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 504,609 $515,577 $515,577 0.01 $514,152
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 744,414 $482,613 $482,613 0.01 $481,521
GNMA II 30yr Pool#MA7590 3.000% 20-Sep-2051, 3.00%, 09/20/51 G2 36179WNF1 - 511,970 $446,651 $446,651 0.01 $440,438
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 418,532 $401,394 $401,394 0.01 $390,582
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 376,941 $378,085 $378,085 0.01 $377,144
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 378,854 $336,741 $336,741 0.01 $334,541
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 364,526 $326,004 $326,004 0.01 $323,410
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 321,232 $323,353 $323,353 0.01 $321,899
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $300,103 $300,103 0.00 $299,683
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 294,942 $262,945 $262,945 0.00 $260,627
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.53787% 25-JAN-2034, 5.54%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 257,718 $258,796 $258,796 0.00 $258,241
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.88787% 25-JUN-2043, 5.89%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 248,029 $248,668 $248,668 0.00 $248,100
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 282,074 $247,534 $247,534 0.00 $245,599
Fannie Mae REMIC Trust 2012-126 SY 0.19523% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $247,342 $247,342 0.00 $247,342
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 240,064 $230,235 $230,235 0.00 $228,440
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 228,455 $204,542 $204,542 0.00 $203,168
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19029% 25-OCT-2041, 11.19%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - $196,133 $196,133 0.00 $0
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 213,383 $194,130 $194,130 0.00 $189,343
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 172,938 $169,928 $169,928 0.00 $164,889
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 134,160 $163,228 $163,228 0.00 $133,498
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 171,080 $155,813 $155,813 0.00 $149,157
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 166,289 $149,177 $149,177 0.00 $147,555
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 131,990 $119,083 $119,083 0.00 $117,829
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 117,158 $109,353 $109,353 0.00 $107,723
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 102,079 $94,046 $94,046 0.00 $92,658
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 94,314 $87,140 $87,140 0.00 $85,610
Fannie Mae REMIC Trust 2013-130 FN 4.35235% 25-OCT-2042, 4.35%, 10/25/42 FNR 2013-130 3136AHG53 - 75,276 $74,717 $74,717 0.00 $74,589
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,399 $74,514 $74,514 0.00 $73,943
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 68,215 $61,093 $61,093 0.00 $60,278
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 68,984 $60,172 $60,172 0.00 $59,741
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 51,292 $46,431 $46,431 0.00 $46,214
Fannie Mae REMIC Trust 2006-20 GF 4.15477% 25-APR-2036, 4.35%, 04/25/36 FNR 2006-20 31395BU43 - 45,900 $45,446 $45,446 0.00 $45,369
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - $42,478 $42,478 0.00 $0
Fannie Mae REMIC Trust 2010-109 BS 12.61073% 25-OCT-2040, 12.61%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $42,367 $42,367 0.00 $41,817
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 42,889 $42,039 $42,039 0.00 $41,109
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - $41,402 $41,402 0.00 $0
Freddie Mac Multiclass Certificates, Series 3380 FM 4.55289% 15-OCT-2037, 4.55%, 10/15/37 FHR 3380 31397KTJ0 - 37,634 $37,488 $37,488 0.00 $37,374
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 38,419 $36,869 $36,869 0.00 $36,272
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 34,796 $34,963 $34,963 0.00 $33,774
Freddie Mac Multiclass Certificates, Series 3721 FB 4.46289% 15-SEP-2040, 4.46%, 09/15/40 FHR 3721 3137GAD20 - 34,966 $34,877 $34,877 0.00 $34,773
Ginnie Mae REMIC Trust 2008-013 FB 4.50525% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - 34,649 $34,327 $34,327 0.00 $34,245
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 33,202 $30,711 $30,711 0.00 $29,994
Ginnie Mae REMIC Trust 2007-040 FG 4.32525% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - 26,366 $26,007 $26,007 0.00 $25,947
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 24,998 $24,830 $24,830 0.00 $23,933
Ginnie Mae REMIC Trust 2004-069 CF 4.40525% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - 21,441 $21,371 $21,371 0.00 $21,321
Fannie Mae REMIC Trust 2013-2 QF 4.30477% 25-FEB-2043, 4.50%, 02/25/43 FNR 2013-2 3136AB4P5 - 20,833 $20,666 $20,666 0.00 $20,630
Ginnie Mae REMIC Trust 2007-059 FA 4.50525% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - 20,747 $20,576 $20,576 0.00 $20,526
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,119 $20,418 $20,418 0.00 $20,053
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 20,600 $20,157 $20,157 0.00 $19,566
Ginnie Mae REMIC Trust 2008-016 FC 4.50525% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - 16,749 $16,601 $16,601 0.00 $16,560
Ginnie Mae REMIC Trust 2007-037 FW 4.31525% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - 16,202 $15,951 $15,951 0.00 $15,914
Ginnie Mae REMIC Trust 2010-133 FD 4.47708% 16-OCT-2040, 4.48%, 10/16/40 GNR 2010-133 38377MHV1 - 15,919 $15,939 $15,939 0.00 $15,894
Ginnie Mae REMIC Trust 2005-065 FA 4.15525% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - 16,004 $15,747 $15,747 0.00 $15,711
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 15,147 $15,221 $15,221 0.00 $15,147
Ginnie Mae REMIC Trust 2004-059 FP 4.34708% 16-AUG-2034, 4.35%, 08/16/34 GNR 2004-59 38374HYS3 - 14,922 $14,846 $14,846 0.00 $14,804
Freddie Mac Multiclass Certificates, Series 2426 FL 4.61289% 15-MAR-2032, 4.61%, 03/15/32 FHR 2426 31339W7G5 - 13,043 $13,096 $13,096 0.00 $13,056
Ginnie Mae REMIC Trust 2005-048 AF 4.20525% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - 13,130 $12,994 $12,994 0.00 $12,964
Fannie Mae REMIC Trust 2002-53 FK 4.20477% 25-APR-2032, 4.40%, 04/25/32 FNR 2002-53 31392EHN3 - 12,612 $12,596 $12,596 0.00 $12,575
Fannie Mae REMIC Trust 2005-83 KT 4.10477% 25-OCT-2035, 4.30%, 10/25/35 FNR 2005-83 31394FUL7 - 11,269 $11,172 $11,172 0.00 $11,153
Fannie Mae REMIC Trust 2007-89 GF 4.32477% 25-SEP-2037, 4.52%, 09/25/37 FNR 2007-89 31396XPM0 - 10,130 $10,122 $10,122 0.00 $10,105
Freddie Mac Multiclass Certificates, Series 2551 FD 4.36289% 15-JAN-2033, 4.36%, 01/15/33 FHR 2551 31393JAZ1 - 9,434 $9,419 $9,419 0.00 $9,391
Ginnie Mae REMIC Trust 2012-075 FP 4.30525% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - 8,839 $8,875 $8,875 0.00 $8,855
Ginnie Mae REMIC Trust 2007-061 FA 4.50525% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - 8,391 $8,322 $8,322 0.00 $8,302
Fannie Mae REMIC Trust 2010-123 FL 4.23477% 25-NOV-2040, 4.43%, 11/25/40 FNR 2010-123 31398N2W3 - 7,199 $7,182 $7,182 0.00 $7,170
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.31289% 15-FEB-2032, 4.31%, 02/15/32 FHR 2410 31339NJN7 - 7,043 $7,051 $7,051 0.00 $7,031
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 6,764 $6,679 $6,679 0.00 $6,459
Fannie Mae REMIC Trust 2012-100 FG 4.20477% 25-SEP-2042, 4.40%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,662 $6,608 $6,608 0.00 $6,597
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,205 $6,078 $6,078 0.00 $5,931
Freddie Mac Multiclass Certificates, Series 3028 FM 4.21289% 15-SEP-2035, 4.21%, 09/15/35 FHR 3028 31396AFB5 - 6,052 $6,043 $6,043 0.00 $6,026
Fannie Mae REMIC Trust 2003-87 FG 4.30477% 25-SEP-2033, 4.50%, 09/25/33 FNR 2003-87 31393E4W6 - 6,004 $6,007 $6,007 0.00 $5,997
Ginnie Mae REMIC Trust 2007-018 FD 4.30525% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - 6,100 $6,002 $6,002 0.00 $5,988
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,048 $5,942 $5,942 0.00 $5,773
Ginnie Mae REMIC Trust 2010-006 FG 4.64708% 16-JAN-2040, 4.65%, 01/16/40 GNR 2010-6 38376TSC7 - 5,717 $5,686 $5,686 0.00 $5,669
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,323 $5,223 $5,223 0.00 $5,075
Fannie Mae REMIC Trust 2002-16 VF 4.35477% 25-APR-2032, 4.55%, 04/25/32 FNR 2002-16 31392CWW0 - 5,020 $5,038 $5,038 0.00 $5,029
Fannie Mae REMIC Trust 2010-95 FB 4.20477% 25-SEP-2040, 4.40%, 09/25/40 FNR 2010-95 31398NEX8 - 4,436 $4,431 $4,431 0.00 $4,423
Freddie Mac Multiclass Certificates, Series 3738 FD 4.26289% 15-AUG-2040, 4.26%, 08/15/40 FHR 3738 3137GAYQ4 - 1,013 $1,016 $1,016 0.00 $1,013
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,005 $895 $895 0.00 $888
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - $548 $548 0.00 $0
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - $462 $462 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.46289% 15-JUL-2032, 4.46%, 07/15/32 FHR 2469 31392RC58 - 430.00 $432 $432 0.00 $430
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - $409 $409 0.00 $0
Ginnie Mae REMIC Trust 2010-125 VF 4.35525% 20-JUN-2040, 4.42%, 06/20/40 GNR 2010-125 38377JYJ6 - 266.00 $266 $266 0.00 $266
Ginnie Mae REMIC Trust 1999-27 FE 4.44708% 16-AUG-2029, 4.45%, 08/16/29 GNR 1999-27 3837H2WA3 - 71.00 $72 $72 0.00 $71
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 881.00 $180,419,164 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -3,813 $-408,408,047 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - 1,292 $140,484,812 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -669.00 $-73,610,906 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 124.00 $13,045,188 $0 0.00 $0
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - -136,927,338 $-117,573,480 $-117,573,480 -1.90 $-117,573,480
UMBS TBA 30yr 4.5% December Delivery, 4.50%, 12/10/26 FNCL 01F0426C2 - -532,090,096 $-493,365,111 $-493,365,111 -7.99 $-493,365,111
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/10/26 FNCL 01F0506C5 - -588,211,864 $-561,807,622 $-561,807,622 -9.10 $-561,807,622
UMBS TBA 30yr 5.5% December Delivery, 5.50%, 12/10/26 FNCL 01F0526C1 - -1,564,793,596 $-1,533,239,533 $-1,533,239,533 -24.83 $-1,533,239,533
SEGREGATED CASH SEGCASH $0.00 37,088,785 $37,088,785 $37,088,785 0.60 $37,088,785
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -1,538,519,762 $-1,538,519,762 $-1,538,519,762 -24.91 $-1,538,519,762
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $326,730,088 $0 0.00 $0

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