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For professional investors in Brazil

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 16, 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% November Delivery, 2.50%, 11/12/26 FNCL 01F0226B6 - 1,393,917,386 $1,099,483,004 $1,099,483,004 17.59 $1,099,483,004
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/19/26 G2SF 21H0226B2 - 710,603,414 $574,933,589 $574,933,589 9.20 $574,933,589
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - 306,184,260 $302,821,438 $302,821,438 4.84 $302,821,438
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 311,715,549 $296,132,853 $296,132,853 4.74 $291,559,330
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 292,559,000 $295,932,205 $295,932,205 4.73 $295,932,205
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/12/26 FNCL 01F0406B8 - 333,425,845 $294,193,960 $294,193,960 4.71 $294,193,960
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/12/26 FNCL 01F0306B9 - 348,803,862 $287,513,791 $287,513,791 4.60 $287,513,791
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/12/26 FNCL 01F0206B0 - 360,986,255 $272,424,775 $272,424,775 4.36 $272,424,775
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - 236,560,000 $228,101,324 $228,101,324 3.65 $228,101,324
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W2ER8 - 196,943,122 $194,804,522 $194,804,522 3.12 $191,883,099
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/19/26 G2SF 21H0506B3 - 198,508,194 $186,106,395 $186,106,395 2.98 $186,106,395
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 162,577,921 $167,011,327 $167,011,327 2.67 $161,723,620
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/19/26 G2SF 21H0526B9 - 164,697,000 $158,934,252 $158,934,252 2.54 $158,934,252
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/12/26 FNCL 01F0326B5 - 178,743,000 $153,177,210 $153,177,210 2.45 $153,177,210
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - 182,289,962 $153,154,375 $153,154,375 2.45 $153,154,375
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 152,679,304 $150,774,517 $150,774,517 2.41 $148,677,168
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 130,602,965 $129,286,411 $129,286,411 2.07 $127,179,510
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 137,706,767 $128,646,895 $128,646,895 2.06 $126,889,265
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 115,312,726 $116,548,591 $116,548,591 1.86 $114,519,326
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/19/26 G2SF 21H0326B1 - 132,283,377 $111,431,284 $111,431,284 1.78 $111,431,284
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/19/26 G2SF 21H0426B0 - 114,736,488 $103,724,539 $103,724,539 1.66 $103,724,539
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 101,489,017 $103,521,766 $103,521,766 1.66 $100,955,721
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 107,899,476 $102,515,212 $102,515,212 1.64 $101,561,478
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 109,042,977 $102,050,063 $102,050,063 1.63 $100,656,163
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/19/26 G2SF 21H0406B4 - 103,195,688 $89,892,525 $89,892,525 1.44 $89,892,525
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 92,091,831 $87,921,790 $87,921,790 1.41 $86,520,092
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 82,105,144 $80,953,736 $80,953,736 1.30 $79,886,437
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 81,596,117 $80,202,849 $80,202,849 1.28 $79,189,443
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 82,252,532 $78,127,016 $78,127,016 1.25 $76,933,901
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 76,165,252 $75,277,442 $75,277,442 1.20 $74,131,401
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,585,072 $74,517,445 $74,517,445 1.19 $73,830,518
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 73,100,373 $73,834,074 $73,834,074 1.18 $72,597,412
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 76,618,276 $71,738,154 $71,738,154 1.15 $70,725,340
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 69,396,688 $69,057,362 $69,057,362 1.10 $67,776,949
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 68,210,692 $67,931,949 $67,931,949 1.09 $66,618,635
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 64,073,139 $63,950,939 $63,950,939 1.02 $62,485,868
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 64,598,073 $61,706,040 $61,706,040 0.99 $60,857,447
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,125,512 $60,421,530 $60,421,530 0.97 $59,470,156
FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,519,296 $60,023,791 $60,023,791 0.96 $59,477,781
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 60,336,976 $59,831,739 $59,831,739 0.96 $58,963,284
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 59,776,766 $59,400,382 $59,400,382 0.95 $58,204,127
FHLMC 30yr Pool#SL6510 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UGU1 - 56,223,276 $56,326,922 $56,326,922 0.90 $56,158,252
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,182,798 $54,924,704 $54,924,704 0.88 $54,154,650
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,356,268 $54,077,159 $54,077,159 0.87 $53,457,447
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,457,874 $53,328,671 $53,328,671 0.85 $52,852,061
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 55,095,406 $53,091,482 $53,091,482 0.85 $52,177,798
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,051,461 $52,576,425 $52,576,425 0.84 $51,765,081
Fannie Mae Pool|6|10/01/2056, 6.00%, 10/01/56 FN 3140W7ZM5 - 48,833,518 $48,829,878 $48,829,878 0.78 $48,748,489
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 47,434,779 $48,567,270 $48,567,270 0.78 $47,203,225
FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 FR 31427T3E4 - 47,845,367 $48,428,480 $48,428,480 0.77 $47,759,077
Freddie Mac Pool|6|09/01/2056, 6.00%, 09/01/56 FR 31427UPL1 - 47,764,759 $47,733,744 $47,733,744 0.76 $47,654,136
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 47,932,697 $45,909,507 $45,909,507 0.73 $45,179,998
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 45,658,457 $45,333,710 $45,333,710 0.73 $44,551,341
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,117,750 $44,902,717 $44,902,717 0.72 $44,325,415
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,013,488 $44,611,116 $44,611,116 0.71 $43,898,378
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,244,281 $43,590,508 $43,590,508 0.70 $42,939,298
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 43,788,918 $42,143,315 $42,143,315 0.67 $41,569,129
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,310,209 $41,664,851 $41,664,851 0.67 $41,197,090
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 40,967,448 $40,964,876 $40,964,876 0.66 $39,949,575
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,290,947 $40,396,905 $40,396,905 0.65 $40,051,406
FNMA 30yr Pool#FA6796 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7RS1 - 39,558,901 $39,006,587 $39,006,587 0.62 $38,523,236
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,452,413 $38,040,168 $38,040,168 0.61 $37,530,957
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,048,135 $35,659,123 $35,659,123 0.57 $35,290,660
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 33,550,466 $33,770,732 $33,770,732 0.54 $33,624,340
FHLMC 30yr Pool#SL6006 6.000% 01-Jul-2056, 6.00%, 07/01/56 FR 31427TU87 - 33,535,626 $33,597,447 $33,597,447 0.54 $33,496,840
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,680,863 $32,680,863 0.52 $32,661,000
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,784,598 $32,491,127 $32,491,127 0.52 $32,071,957
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 40,856,215 $32,412,242 $32,412,242 0.52 $32,023,372
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,768,745 $32,282,940 $32,282,940 0.52 $32,003,913
FNMA 30yr Pool#FA5891 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W6RM6 - 32,161,352 $32,220,640 $32,220,640 0.52 $32,124,156
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,099,391 $30,986,314 $30,986,314 0.50 $30,348,489
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 29,857,254 $30,827,590 $30,827,590 0.49 $29,711,505
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 29,718,000 $30,144,472 $30,144,472 0.48 $29,056,876
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 29,909,064 $29,596,687 $29,596,687 0.47 $29,168,133
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,311,011 $29,174,240 $29,174,240 0.47 $28,774,456
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,028,020 $28,669,875 $28,669,875 0.46 $28,367,140
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,445,243 $27,366,083 $27,366,083 0.44 $26,820,397
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,885,614 $26,563,873 $26,563,873 0.42 $26,284,187
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,430,721 $26,272,187 $26,272,187 0.42 $25,936,744
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19029% 25-FEB-2042, 12.19%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,144,466 $24,144,466 0.39 $23,954,729
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 23,135,562 $23,286,675 $23,286,675 0.37 $23,056,978
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,444,712 $22,069,672 $22,069,672 0.35 $21,868,096
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,126,251 $20,885,302 $20,885,302 0.33 $20,570,450
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 20,983,171 $20,659,765 $20,659,765 0.33 $20,493,418
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,641,982 $20,537,607 $20,537,607 0.33 $20,160,192
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 - 19,937,000 $20,303,656 $20,303,656 0.32 $19,958,789
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.55477% 25-FEB-2040, 10.55%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 19,687,000 $20,261,623 $20,261,623 0.32 $20,123,095
Connecticut Avenue Securities Trust 2023-R06 1B1 7.59029% 25-JUL-2043, 7.59%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,116,909 $20,116,909 0.32 $20,019,978
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 20,826,316 $20,026,135 $20,026,135 0.32 $19,910,896
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $19,967,456 $19,967,456 0.32 $19,823,119
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,257,683 $19,830,606 $19,830,606 0.32 $19,660,340
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,805,497 $19,805,497 0.32 $19,361,820
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,900,913 $19,490,428 $19,490,428 0.31 $19,314,090
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94029% 25-MAR-2042, 8.94%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,234,148 $19,234,148 0.31 $19,121,931
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 18,911,814 $18,765,305 $18,765,305 0.30 $18,492,389
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,188,922 $18,636,288 $18,636,288 0.30 $18,591,514
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,797,579 $18,431,700 $18,431,700 0.29 $18,258,210
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,514,728 $18,354,182 $18,354,182 0.29 $18,027,633
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,554,407 $18,267,366 $18,267,366 0.29 $18,224,072
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,331,882 $17,833,956 $17,833,956 0.29 $17,608,534
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,380,784 $17,485,998 $17,485,998 0.28 $17,364,926
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,426,824 $17,376,408 $17,376,408 0.28 $17,305,790
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,110,739 $17,110,739 0.27 $16,977,593
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,784,896 $16,985,424 $16,985,424 0.27 $16,729,122
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,705,892 $16,828,803 $16,828,803 0.27 $16,680,189
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,713,177 $16,454,989 $16,454,989 0.26 $16,299,145
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.70%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,837,556 $15,837,556 0.25 $15,777,912
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,538,737 $15,538,737 0.25 $15,471,741
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34029% 25-JAN-2042, 11.34%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,510,583 $15,510,583 0.25 $15,396,012
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 14,981,707 $14,764,597 $14,764,597 0.24 $14,664,779
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,254,885 $14,342,553 $14,342,553 0.23 $14,186,390
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,359,005 $14,295,192 $14,295,192 0.23 $13,986,896
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69029% 25-DEC-2041, 9.69%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,077,163 $14,283,586 $14,283,586 0.23 $14,192,644
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,796,236 $14,104,405 $14,104,405 0.23 $13,940,324
BMP Commercial Mortgage Trust 2024-MF23 A 5.1887% 15-JUN-2041, 5.30%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $13,975,412 $13,975,412 0.22 $13,967,173
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,270,097 $13,854,439 $13,854,439 0.22 $13,778,332
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,789,747 $13,790,017 $13,790,017 0.22 $13,790,017
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,742,649 $13,742,649 0.22 $13,646,483
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,656,577 $13,618,937 $13,618,937 0.22 $13,563,931
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.45098% 25-APR-2056, 5.45%, 04/25/56 GRADE 2026-HB1 795939AC1 - 12,963,940 $13,027,260 $13,027,260 0.21 $12,980,150
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 12,982,810 $12,861,150 $12,861,150 0.21 $12,830,857
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,183,628 $12,625,906 $12,625,906 0.20 $12,515,311
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,448,576 $12,623,007 $12,623,007 0.20 $12,506,599
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,688,369 $12,578,792 $12,578,792 0.20 $12,392,218
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,018,274 $12,242,555 $12,242,555 0.20 $12,171,388
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.26546% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,803,752 $12,150,840 $12,150,840 0.19 $12,101,536
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,276,019 $12,115,183 $12,115,183 0.19 $11,989,493
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,670,569 $12,082,690 $12,082,690 0.19 $11,936,865
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,502,589 $11,912,177 $11,912,177 0.19 $11,778,719
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 11,872,327 $11,771,348 $11,771,348 0.19 $11,688,242
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,121,599 $11,695,762 $11,695,762 0.19 $11,628,690
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 11,286,248 $11,360,497 $11,360,497 0.18 $11,304,833
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29029% 25-MAY-2042, 14.29%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,134,000 $11,134,000 0.18 $11,034,573
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 11,009,970 $11,080,686 $11,080,686 0.18 $10,971,482
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,426,709 $11,006,106 $11,006,106 0.18 $10,518,469
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69029% 25-JUN-2042, 15.69%, 06/25/42 CAS 2022-R07 20754MAL1 - 10,092,601 $10,898,726 $10,898,726 0.17 $10,793,155
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19029% 25-MAR-2042, 13.19%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,561,510 $10,561,510 0.17 $10,472,534
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,426,781 $10,426,781 0.17 $10,380,671
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.54029% 25-NOV-2043, 5.54%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 10,295,588 $10,369,223 $10,369,223 0.17 $10,331,196
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,501,765 $10,293,175 $10,293,175 0.16 $10,287,410
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,184,561 $10,008,808 $10,008,808 0.16 $9,941,346
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 9,681,622 $9,715,553 $9,715,553 0.16 $9,680,209
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,175,741 $9,586,930 $9,586,930 0.15 $9,522,004
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,422,871 $9,373,069 $9,373,069 0.15 $9,301,342
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,422,044 $9,368,849 $9,368,849 0.15 $9,298,485
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,360,429 $9,360,429 0.15 $9,324,677
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,421,307 $9,352,835 $9,352,835 0.15 $9,286,898
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 8,738,786 $9,302,457 $9,302,457 0.15 $8,883,779
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.69029% 25-MAR-2042, 14.69%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,286,227 $9,286,227 0.15 $9,199,567
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,278,573 $9,278,573 0.15 $9,207,855
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,256,587 $9,256,587 0.15 $9,171,850
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,229,218 $9,229,218 0.15 $9,152,360
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,134,396 $9,128,107 $9,128,107 0.15 $8,931,814
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,033,422 $9,033,422 0.14 $8,981,833
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 8,838,661 $8,884,666 $8,884,666 0.14 $8,845,918
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69029% 25-OCT-2041, 9.69%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,290,033 $8,290,033 0.13 $8,236,930
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79029% 25-JAN-2042, 10.79%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 8,059,000 $8,239,722 $8,239,722 0.13 $8,181,749
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,114,327 $8,114,327 0.13 $8,042,800
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,699,118 $7,975,606 $7,975,606 0.13 $7,826,862
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94029% 25-NOV-2051, 3.94%, 11/25/51 FHR 5164 3137H3PY2 - 9,093,119 $7,906,115 $7,906,115 0.13 $7,882,229
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,802,989 $7,615,285 $7,615,285 0.12 $7,549,500
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,580,078 $7,548,931 $7,548,931 0.12 $7,519,937
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,646,323 $7,444,352 $7,444,352 0.12 $7,421,413
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,739,597 $7,374,376 $7,374,376 0.12 $7,343,418
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,366,623 $7,366,623 0.12 $7,314,218
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,432,016 $7,334,262 $7,334,262 0.12 $7,262,811
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,306,983 $7,306,983 0.12 $7,278,155
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,446,380 $7,255,431 $7,255,431 0.12 $7,207,148
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,295,296 $7,244,066 $7,244,066 0.12 $7,189,517
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,238,409 $7,238,409 0.12 $7,181,562
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 $7,118,590 $7,118,590 0.11 $7,114,736
Fannie Mae REMIC Trust 2022-65 FB 4.49029% 25-SEP-2052, 4.49%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,310,723 $7,092,655 $7,092,655 0.11 $7,070,770
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49029% 25-NOV-2041, 11.49%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,005,976 $7,005,976 0.11 $6,953,044
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,899,247 $6,899,247 0.11 $6,871,346
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 $6,794,824 $6,794,824 0.11 $6,745,619
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,738,510 $6,595,968 $6,595,968 0.11 $6,551,080
Connecticut Avenue Securities Trust 2023-R03 2B1 10.04029% 25-APR-2043, 10.04%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,535,398 $6,535,398 0.10 $6,495,063
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,554,115 $6,447,811 $6,447,811 0.10 $6,405,515
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,428,864 $6,428,864 0.10 $6,377,800
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,445,706 $6,376,929 $6,376,929 0.10 $6,327,306
Connecticut Avenue Securities Trust 2022-R05 2B2 10.69029% 25-APR-2042, 10.69%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,366,197 $6,366,197 0.10 $6,322,340
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,341,540 $6,341,540 0.10 $6,294,677
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,254,034 $6,105,402 $6,105,402 0.10 $6,064,309
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,107,007 $6,022,921 $6,022,921 0.10 $5,967,969
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,045,550 $6,011,028 $6,011,028 0.10 $5,966,871
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 5,973,857 $5,990,991 $5,990,991 0.10 $5,986,836
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,051,909 $5,967,106 $5,967,106 0.10 $5,924,783
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 5,994,440 $5,856,140 $5,856,140 0.09 $5,824,170
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,741,405 $5,810,793 $5,810,793 0.09 $5,785,722
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,826,572 $5,762,292 $5,762,292 0.09 $5,717,987
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,649,621 $5,699,298 $5,699,298 0.09 $5,671,295
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89029% 25-NOV-2041, 9.89%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,678,475 $5,678,475 0.09 $5,641,445
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,776,596 $5,671,637 $5,671,637 0.09 $5,605,402
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,644,561 $5,644,561 0.09 $5,619,636
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,605,646 $5,605,646 0.09 $5,559,153
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,563,152 $5,563,152 0.09 $5,520,060
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 $5,442,090 $5,442,090 0.09 $5,423,603
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,421,337 $5,421,337 0.09 $5,400,726
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,269,516 $5,269,516 0.08 $5,228,742
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,334,223 $5,250,000 $5,250,000 0.08 $5,213,414
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,234,490 $5,234,490 0.08 $5,193,810
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,519,369 $5,189,980 $5,189,980 0.08 $5,166,063
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,210,268 $5,159,672 $5,159,672 0.08 $5,123,210
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,392,203 $5,085,365 $5,085,365 0.08 $5,054,809
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,412,051 $5,070,764 $5,070,764 0.08 $5,010,772
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,101,956 $5,062,413 $5,062,413 0.08 $5,059,290
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,034,327 $5,002,508 $5,002,508 0.08 $4,961,193
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $4,926,888 $4,926,888 0.08 $4,734,045
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,921,742 $4,921,742 0.08 $4,883,035
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.80477% 25-OCT-2048, 14.80%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,891,253 $4,891,253 0.08 $4,850,965
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,867,740 $4,867,740 0.08 $4,847,897
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 - 4,851,963 $4,864,245 $4,864,245 0.08 $4,845,940
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,864,001 $4,864,001 0.08 $4,839,940
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,850,422 $4,850,422 0.08 $4,809,674
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 4,951,185 $4,837,739 $4,837,739 0.08 $4,801,866
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,833,918 $4,833,918 0.08 $4,798,371
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,830,281 $4,830,281 0.08 $4,791,159
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,819,779 $4,819,779 0.08 $4,740,260
OBX 2026-HE2 Trust MB FLTG 56, 5.29%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,763,943 $4,763,943 0.08 $4,747,204
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,800,186 $4,750,028 $4,750,028 0.08 $4,713,361
Connecticut Avenue Securities Trust 2024-R01 1B1 6.39029% 25-JAN-2044, 6.39%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,737,623 $4,737,623 0.08 $4,718,047
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,724,542 $4,724,542 0.08 $4,689,781
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,689,319 $4,689,319 0.08 $4,672,973
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 $4,613,956 $4,613,956 0.07 $4,611,376
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44029% 25-JUN-2043, 8.44%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,580,557 $4,580,557 0.07 $4,556,294
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,492,800 $4,492,800 0.07 $4,490,335
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.55477% 25-SEP-2048, 11.55%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,478,654 $4,478,654 0.07 $4,447,841
Connecticut Avenue Securities Trust 2023-R04 1B2 11.94029% 25-MAY-2043, 11.94%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,468,962 $4,468,962 0.07 $4,437,121
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.05477% 25-JAN-2050, 9.05%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 3,965,595 $4,414,645 $4,414,645 0.07 $4,390,707
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,523,320 $4,292,048 $4,292,048 0.07 $4,255,703
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,275,532 $4,275,532 0.07 $4,241,442
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,160,943 $4,160,943 0.07 $4,126,591
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,053,442 $4,159,466 $4,159,466 0.07 $4,120,224
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,152,955 $4,152,955 0.07 $4,121,981
SWVP Trust 2026-PNCL C 5.98572% 15-OCT-2039, 6.02%, 10/15/43 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,103,490 $4,103,490 0.07 $4,090,209
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,072,100 $4,072,100 0.07 $4,056,777
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69029% 25-DEC-2041, 10.69%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,068,076 $4,068,076 0.07 $4,039,569
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,067,456 $4,056,181 $4,056,181 0.06 $4,039,939
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,041,558 $4,041,558 0.06 $4,026,616
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,926,775 $4,036,057 $4,036,057 0.06 $3,993,111
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,143,378 $4,030,268 $4,030,268 0.06 $4,005,408
Connecticut Avenue Securities Trust 2023-R08 1B1 7.24029% 25-OCT-2043, 7.24%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,927,656 $3,927,656 0.06 $3,909,555
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 $3,920,292 $3,920,292 0.06 $3,891,374
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,897,966 $3,897,966 0.06 $3,895,577
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,894,172 $3,894,172 0.06 $3,864,380
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,856,358 $3,856,358 0.06 $3,828,721
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,826,661 $3,810,385 $3,810,385 0.06 $3,737,346
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,775,008 $3,775,008 0.06 $3,747,499
GS Mortgage Securities MB FLTG 56, 5.54%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,748,680 $3,748,680 0.06 $3,734,884
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,694,599 $3,694,599 0.06 $3,681,137
Connecticut Avenue Securities Trust 2023-R01 1B1 8.79029% 25-DEC-2042, 8.79%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,685,465 $3,685,465 0.06 $3,664,955
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,463,033 $3,616,402 $3,616,402 0.06 $3,534,453
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 3,609,054 $3,607,565 $3,607,565 0.06 $3,605,464
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.44029% 25-FEB-2042, 8.44%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,550,319 $3,550,319 0.06 $3,530,625
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,467,947 $3,450,300 $3,450,300 0.06 $3,423,897
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,470,063 $3,447,378 $3,447,378 0.06 $3,423,018
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,511,226 $3,405,775 $3,405,775 0.05 $3,381,510
GS Mortgage Securities MB FLTG 56, 5.39%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,336,008 $3,336,008 0.05 $3,324,063
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.54029% 25-JUN-2043, 7.54%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,257,240 $3,257,240 0.05 $3,241,506
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,259,870 $3,254,467 $3,254,467 0.05 $3,228,779
Ginnie Mae REMIC Trust 2023-116 LF 4.93884% 20-AUG-2053, 4.95%, 08/20/53 GNR 2023-116 38384EFT7 - 3,257,098 $3,252,061 $3,252,061 0.05 $3,238,778
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,141,042 $3,221,797 $3,221,797 0.05 $3,187,743
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,219,422 $3,203,501 $3,203,501 0.05 $3,195,989
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.19029% 25-MAR-2043, 9.20%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,191,467 $3,191,467 0.05 $3,173,071
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,081,231 $3,081,231 0.05 $3,070,413
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,900,686 $2,982,888 $2,982,888 0.05 $2,954,330
OBX 2026 HE1 FLTG 2056 A1B, 5.19%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,909,789 $2,916,613 $2,916,613 0.05 $2,906,544
GWT Commercial Mortgage Trust 2024-WLF2 A 5.508% 15-MAY-2041, 5.62%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,902,469 $2,902,469 0.05 $2,900,660
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,821,853 $2,896,584 $2,896,584 0.05 $2,868,344
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,851,870 $2,852,702 $2,852,702 0.05 $2,842,283
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,841,875 $2,841,875 0.05 $2,821,594
New Residential Mortgage Loan Trust 2024-RTL1 A2 8.101% 25-MAR-2039, 8.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,750,000 $2,765,793 $2,765,793 0.04 $2,750,941
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,740,810 $2,740,810 0.04 $2,731,350
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.34%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,719,908 $2,719,908 0.04 $2,710,271
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89029% 25-FEB-2050, 4.89%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,683,875 $2,642,176 $2,642,176 0.04 $2,633,510
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,509,588 $2,509,588 0.04 $2,500,529
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,428,262 $2,428,262 0.04 $2,410,908
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,423,753 $2,423,753 0.04 $2,406,070
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,360,623 $2,415,565 $2,415,565 0.04 $2,392,649
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,413,498 $2,413,498 0.04 $2,394,101
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,338,640 $2,338,640 0.04 $2,321,749
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,281,173 $2,337,727 $2,337,727 0.04 $2,315,089
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,333,324 $2,333,324 0.04 $2,316,663
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,390,332 $2,267,024 $2,267,024 0.04 $2,247,414
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,608,718 $2,213,544 $2,213,544 0.04 $2,174,523
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,196,567 $2,166,206 $2,166,206 0.03 $2,150,320
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,188,494 $2,163,626 $2,163,626 0.03 $2,155,963
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,190,409 $2,161,609 $2,161,609 0.03 $2,146,668
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,910,839 $2,147,374 $2,147,374 0.03 $2,147,374
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,095,644 $2,097,940 $2,097,940 0.03 $2,096,676
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,883,868 $1,934,354 $1,934,354 0.03 $1,915,421
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,000,162 $1,928,544 $1,928,544 0.03 $1,923,543
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,861,403 $1,868,273 $1,868,273 0.03 $1,861,709
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,574,783 $1,848,834 $1,848,834 0.03 $1,600,728
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 1,990,691 $1,823,044 $1,823,044 0.03 $1,787,506
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.51546% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,731,369 $1,787,232 $1,787,232 0.03 $1,779,712
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24029% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,750,334 $1,711,357 $1,711,357 0.03 $1,705,242
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,661,516 $1,661,516 0.03 $1,649,214
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,656,758 $1,656,758 0.03 $1,644,858
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99029% 25-DEC-2031, 4.99%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,616,811 $1,624,530 $1,624,530 0.03 $1,619,151
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04029% 25-FEB-2050, 5.04%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,576,777 $1,542,574 $1,542,574 0.02 $1,537,276
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 $1,529,267 $1,529,267 0.02 $1,528,248
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,450,332 $1,473,177 $1,473,177 0.02 $1,472,125
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,087,999 $1,359,540 $1,359,540 0.02 $1,104,175
RCKT Mortgage Trust 2025-CES2 A3 5.859% 25-FEB-2055, 5.86%, 02/25/55 RCKT 2025-CES2 74942BAD3 - 1,350,000 $1,344,529 $1,344,529 0.02 $1,340,574
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,285,991 $1,315,911 $1,315,911 0.02 $1,303,438
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,220,030 $1,252,632 $1,252,632 0.02 $1,240,560
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 $1,246,149 $1,246,149 0.02 $1,245,373
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - - $1,229,866 $1,229,866 0.02 $0
Rithm Capital Corp. 8.0% 15-JUL-2030, 8.00%, 07/15/30 RITM 64828TAC6 - 1,227,000 $1,218,333 $1,218,333 0.02 $1,192,703
Connecticut Avenue Securities Trust 2023-R02 1B2 11.59029% 25-JAN-2043, 11.59%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,190,436 $1,190,436 0.02 $1,182,013
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 - 1,170,383 $1,177,523 $1,177,523 0.02 $1,172,226
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,127,584 $1,127,584 0.02 $1,118,853
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,130,907 $1,119,488 $1,119,488 0.02 $1,111,217
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,317,919 $1,094,177 $1,094,177 0.02 $1,081,257
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 $1,015,498 $1,015,498 0.02 $1,014,857
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 968,595 $995,990 $995,990 0.02 $931,571
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 959,059 $981,331 $981,331 0.02 $972,070
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 980,341 $965,752 $965,752 0.02 $959,223
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 $962,929 $962,929 0.02 $962,327
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 B2 13.44029% 25-APR-2042, 13.44%, 04/25/42 STACR 2022-DNA3 35564KWG0 - 895,000 $943,224 $943,224 0.02 $935,205
FREMF 2019-KF70 Mortgage Trust C 9.75966% 25-SEP-2029, 9.76%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $893,626 $893,626 0.01 $887,832
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 $874,269 $874,269 0.01 $873,659
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 813,200 $834,867 $834,867 0.01 $826,938
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.60477% 25-FEB-2050, 8.60%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $800,224 $800,224 0.01 $796,044
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 789,030 $793,360 $793,360 0.01 $790,025
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19029% 25-DEC-2031, 5.19%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 786,848 $790,975 $790,975 0.01 $788,252
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $749,068 $749,068 0.01 $743,308
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 759,700 $725,914 $725,914 0.01 $719,469
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - $719,464 $719,464 0.01 $0
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - $713,416 $713,416 0.01 $0
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - - $681,643 $681,643 0.01 $0
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 715,023 $633,067 $633,067 0.01 $626,373
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 $620,222 $620,222 0.01 $617,328
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 620,285 $593,515 $593,515 0.01 $587,609
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 538,058 $551,654 $551,654 0.01 $546,194
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 521,946 $534,008 $534,008 0.01 $531,482
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 556,578 $521,058 $521,058 0.01 $513,305
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 585,193 $505,213 $505,213 0.01 $503,262
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 744,414 $478,515 $478,515 0.01 $478,333
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - - $466,799 $466,799 0.01 $0
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 428,219 $403,714 $403,714 0.01 $396,765
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 398,870 $400,997 $400,997 0.01 $399,290
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 379,653 $330,809 $330,809 0.01 $328,240
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 365,962 $328,453 $328,453 0.01 $317,823
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 $322,554 $322,554 0.01 $322,312
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34029% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 310,226 $312,095 $312,095 0.00 $310,990
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $299,963 $299,963 0.00 $299,321
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - - $282,103 $282,103 0.00 $0
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 296,323 $263,140 $263,140 0.00 $258,427
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69029% 25-JUN-2043, 5.69%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 248,029 $249,047 $249,047 0.00 $248,106
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 283,114 $246,176 $246,176 0.00 $242,212
Fannie Mae REMIC Trust 2012-126 SY 0.19523% 25-NOV-2042, 0.20%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $238,213 $238,213 0.00 $238,151
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 240,717 $226,923 $226,923 0.00 $224,860
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 228,984 $201,324 $201,324 0.00 $199,727
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 217,484 $192,547 $192,547 0.00 $190,520
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - - $175,884 $175,884 0.00 $0
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 177,510 $174,102 $174,102 0.00 $168,542
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 163,393 $174,080 $174,080 0.00 $162,558
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 177,178 $159,325 $159,325 0.00 $151,256
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 167,381 $148,347 $148,347 0.00 $146,629
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 151,378 $134,888 $134,888 0.00 $133,402
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 132,824 $118,369 $118,369 0.00 $117,061
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,126 $115,776 $115,776 0.00 $114,704
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 118,414 $109,836 $109,836 0.00 $108,108
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 101,221 $106,863 $106,863 0.00 $102,541
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,013 $102,106 $102,106 0.00 $101,228
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 103,087 $93,029 $93,029 0.00 $91,434
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 95,493 $86,028 $86,028 0.00 $84,698
Fannie Mae REMIC Trust 2013-130 FN 4.15477% 25-OCT-2042, 4.15%, 10/25/42 FNR 2013-130 3136AHG53 - 77,136 $76,651 $76,651 0.00 $76,437
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,572 $73,341 $73,341 0.00 $72,664
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,461 $61,284 $61,284 0.00 $60,782
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 68,812 $60,856 $60,856 0.00 $60,012
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,196 $59,365 $59,365 0.00 $58,876
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 53,279 $47,900 $47,900 0.00 $47,616
Fannie Mae REMIC Trust 2006-20 GF 4.15477% 25-APR-2036, 4.15%, 04/25/36 FNR 2006-20 31395BU43 - 46,397 $45,982 $45,982 0.00 $45,853
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 43,682 $42,588 $42,588 0.00 $41,569
Fannie Mae REMIC Trust 2010-109 BS 12.61073% 25-OCT-2040, 12.61%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $39,958 $39,958 0.00 $39,208
Freddie Mac Multiclass Certificates, Series 3380 FM 4.35298% 15-OCT-2037, 4.55%, 10/15/37 FHR 3380 31397KTJ0 - 37,634 $37,380 $37,380 0.00 $37,361
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 38,894 $37,039 $37,039 0.00 $36,409
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 35,872 $36,109 $36,109 0.00 $34,731
Ginnie Mae REMIC Trust 2008-013 FB 4.26693% 20-FEB-2038, 4.51%, 02/20/38 GNR 2008-13 38375PNL1 - 35,093 $34,800 $34,800 0.00 $34,679
Freddie Mac Multiclass Certificates, Series 3721 FB 4.26298% 15-SEP-2040, 4.46%, 09/15/40 FHR 3721 3137GAD20 - 34,966 $34,769 $34,769 0.00 $34,752
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - - $32,432 $32,432 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 33,794 $30,595 $30,595 0.00 $30,016
Ginnie Mae REMIC Trust 2007-040 FG 4.08693% 20-JUL-2037, 4.33%, 07/20/37 GNR 2007-40 38375KZS4 - 26,694 $26,352 $26,352 0.00 $26,264
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 25,814 $25,034 $25,034 0.00 $24,532
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - $22,720 $22,720 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.16693% 20-JUL-2034, 4.41%, 07/20/34 GNR 2004-69 38374JAT3 - 21,813 $21,766 $21,766 0.00 $21,689
Fannie Mae REMIC Trust 2013-2 QF 4.30477% 25-FEB-2043, 4.30%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,109 $20,944 $20,944 0.00 $20,884
Ginnie Mae REMIC Trust 2007-059 FA 4.26693% 20-OCT-2037, 4.51%, 10/20/37 GNR 2007-59 38375LPU8 - 20,998 $20,844 $20,844 0.00 $20,768
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,416 $20,565 $20,565 0.00 $20,183
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 21,091 $19,907 $19,907 0.00 $19,726
Ginnie Mae REMIC Trust 2008-016 FC 4.26693% 20-FEB-2038, 4.51%, 02/20/38 GNR 2008-16 383742FU2 - 16,928 $16,797 $16,797 0.00 $16,735
Ginnie Mae REMIC Trust 2010-133 FD 4.40599% 16-OCT-2040, 4.48%, 10/16/40 GNR 2010-133 38377MHV1 - 15,919 $16,517 $16,517 0.00 $15,890
Ginnie Mae REMIC Trust 2007-037 FW 4.07693% 20-JUN-2037, 4.32%, 06/20/37 GNR 2007-37 38375KNR9 - 16,469 $16,230 $16,230 0.00 $16,173
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 4.16%, 08/20/35 GNR 2005-65 38374LL25 - 16,261 $16,010 $16,010 0.00 $15,955
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 15,147 $15,178 $15,178 0.00 $15,166
Ginnie Mae REMIC Trust 2004-059 FP 4.27599% 16-AUG-2034, 4.35%, 08/16/34 GNR 2004-59 38374HYS3 - 14,922 $15,140 $15,140 0.00 $14,802
Ginnie Mae REMIC Trust 2005-048 AF 3.96693% 20-JUN-2035, 4.21%, 06/20/35 GNR 2005-48 38374LHM6 - 13,325 $13,199 $13,199 0.00 $13,154
Freddie Mac Multiclass Certificates, Series 2426 FL 4.41298% 15-MAR-2032, 4.61%, 03/15/32 FHR 2426 31339W7G5 - 13,043 $13,065 $13,065 0.00 $13,059
Fannie Mae REMIC Trust 2002-53 FK 4.20477% 25-APR-2032, 4.20%, 04/25/32 FNR 2002-53 31392EHN3 - 12,854 $12,857 $12,857 0.00 $12,821
Fannie Mae REMIC Trust 2005-83 KT 4.10477% 25-OCT-2035, 4.10%, 10/25/35 FNR 2005-83 31394FUL7 - 11,478 $11,390 $11,390 0.00 $11,359
Fannie Mae REMIC Trust 2007-89 GF 4.32477% 25-SEP-2037, 4.32%, 09/25/37 FNR 2007-89 31396XPM0 - 10,462 $10,466 $10,466 0.00 $10,437
Freddie Mac Multiclass Certificates, Series 2551 FD 4.16298% 15-JAN-2033, 4.36%, 01/15/33 FHR 2551 31393JAZ1 - 9,434 $9,397 $9,397 0.00 $9,393
Ginnie Mae REMIC Trust 2012-075 FP 4.06693% 20-JUL-2041, 4.31%, 07/20/41 GNR 2012-75 38378EZ55 - 9,178 $9,230 $9,230 0.00 $9,198
Ginnie Mae REMIC Trust 2007-061 FA 4.26693% 20-OCT-2037, 4.51%, 10/20/37 GNR 2007-61 38375LLN8 - 8,522 $8,460 $8,460 0.00 $8,429
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - $7,861 $7,861 0.00 $0
Fannie Mae REMIC Trust 2010-123 FL 4.23477% 25-NOV-2040, 4.23%, 11/25/40 FNR 2010-123 31398N2W3 - 7,342 $7,330 $7,330 0.00 $7,310
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.11298% 15-FEB-2032, 4.31%, 02/15/32 FHR 2410 31339NJN7 - 7,043 $7,035 $7,035 0.00 $7,032
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - $6,907 $6,907 0.00 $0
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - $6,887 $6,887 0.00 $0
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 6,965 $6,877 $6,877 0.00 $6,624
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - $6,641 $6,641 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.20477% 25-SEP-2042, 4.20%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,703 $6,628 $6,628 0.00 $6,609
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,336 $6,221 $6,221 0.00 $6,030
Fannie Mae REMIC Trust 2003-87 FG 4.30477% 25-SEP-2033, 4.30%, 09/25/33 FNR 2003-87 31393E4W6 - 6,159 $6,171 $6,171 0.00 $6,153
Ginnie Mae REMIC Trust 2007-018 FD 4.06693% 20-APR-2037, 4.31%, 04/20/37 GNR 2007-18 38375JC86 - 6,195 $6,099 $6,099 0.00 $6,077
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,201 $6,088 $6,088 0.00 $5,894
Freddie Mac Multiclass Certificates, Series 3028 FM 4.01298% 15-SEP-2035, 4.21%, 09/15/35 FHR 3028 31396AFB5 - 6,052 $6,027 $6,027 0.00 $6,024
Ginnie Mae REMIC Trust 2010-006 FG 4.57599% 16-JAN-2040, 4.65%, 01/16/40 GNR 2010-6 38376TSC7 - 5,717 $5,779 $5,779 0.00 $5,668
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,457 $5,321 $5,321 0.00 $5,180
Fannie Mae REMIC Trust 2002-16 VF 4.35477% 25-APR-2032, 4.35%, 04/25/32 FNR 2002-16 31392CWW0 - 5,202 $5,227 $5,227 0.00 $5,212
Fannie Mae REMIC Trust 2010-95 FB 4.20477% 25-SEP-2040, 4.20%, 09/25/40 FNR 2010-95 31398NEX8 - 4,560 $4,559 $4,559 0.00 $4,547
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - $3,177 $3,177 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.06298% 15-AUG-2040, 4.26%, 08/15/40 FHR 3738 3137GAYQ4 - 1,013 $1,014 $1,014 0.00 $1,013
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,009 $888 $888 0.00 $880
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - $862 $862 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.26298% 15-JUL-2032, 4.46%, 07/15/32 FHR 2469 31392RC58 - 430.00 $430 $430 0.00 $430
Ginnie Mae REMIC Trust 2010-125 VF 4.11693% 20-JUN-2040, 4.36%, 06/20/40 GNR 2010-125 38377JYJ6 - 275.00 $276 $276 0.00 $275
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - $239 $239 0.00 $0
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - $118 $118 0.00 $0
Ginnie Mae REMIC Trust 1999-27 FE 4.37599% 16-AUG-2029, 4.45%, 08/16/29 GNR 1999-27 3837H2WA3 - 71.00 $104 $104 0.00 $71
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 881.00 $179,668,938 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -669.00 $-71,603,906 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -1,891 $-201,746,062 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -3,813 $-402,092,766 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 124.00 $12,907,625 $0 0.00 $0
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - -231,753,290 $-229,207,944 $-229,207,944 -3.67 $-229,207,944
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/12/26 FNCL 01F0506B7 - -291,843,275 $-273,356,755 $-273,356,755 -4.37 $-273,356,755
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/12/26 FNCL 01F0426B4 - -532,090,096 $-483,675,218 $-483,675,218 -7.74 $-483,675,218
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - -1,156,991,596 $-1,115,621,048 $-1,115,621,048 -17.85 $-1,115,621,048
SEGREGATED CASH SEGCASH $0.00 21,938,842 $21,938,842 $21,938,842 0.35 $21,938,842
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -1,899,940,205 $-1,899,940,205 $-1,899,940,205 -30.39 $-1,899,940,205
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $325,773,188 $0 0.00 $0

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