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For qualified investors in Chile

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of February 27, 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% March Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - 1,384,437,894 $1,199,407,769 $1,199,407,769 17.63 $1,199,407,769
GNMA II TBA 30yr 2.5% March Delivery, 2.50%, 03/19/26 G2SF 21H022630 - - 727,391,414 $641,926,560 $641,926,560 9.44 $641,926,560
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 502,748,354 $454,778,117 $454,778,117 6.69 $454,778,117
GNMA II TBA 30yr 5% March Delivery, 5.00%, 03/19/26 G2SF 21H050631 - - 377,689,194 $378,969,560 $378,969,560 5.58 $378,969,560
UMBS TBA 30yr 2% March Delivery, 2.00%, 03/12/26 FNCL 01F020638 - - 369,488,255 $306,108,087 $306,108,087 4.51 $306,108,087
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/12/26 FNCL 01F060634 - - 282,272,985 $289,544,337 $289,544,337 4.26 $289,544,337
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 180,319,508 $185,586,084 $185,586,084 2.74 $184,732,071
GNMA II TBA 30yr 3% March Delivery, 3.00%, 03/19/26 G2SF 21H030633 - - 186,578,962 $171,098,319 $171,098,319 2.52 $171,098,319
GNMA II TBA 30yr 5.5% March Delivery, 5.50%, 03/19/26 G2SF 21H052637 - - 168,601,000 $170,735,489 $170,735,489 2.52 $170,735,489
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 162,615,000 $153,285,777 $153,285,777 2.26 $153,285,777
Fannie Mae REMIC Trust 2025-12 FC 4.79728% 25-MAR-2055, 4.77%, 03/25/55 FNR 2025-12 3136BVFC7 - - 147,955,514 $149,128,792 $149,128,792 2.20 $148,991,644
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 130,558,700 $133,255,694 $133,255,694 1.97 $132,693,567
GNMA II TBA 30yr 3.5% March Delivery, 3.50%, 03/19/26 G2SF 21H032639 - - 135,399,377 $127,022,082 $127,022,082 1.88 $127,022,082
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,025,491 $122,020,206 $122,020,206 1.80 $121,415,575
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 115,880,873 $116,887,848 $116,887,848 1.72 $116,438,810
GNMA II TBA 30yr 4.5% March Delivery, 4.50%, 03/19/26 G2SF 21H042638 - - 116,624,488 $115,220,329 $115,220,329 1.69 $115,220,329
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - - 110,795,592 $113,088,118 $113,088,118 1.66 $112,611,082
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 110,969,340 $109,178,508 $109,178,508 1.60 $108,796,280
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 104,789,291 $103,098,193 $103,098,193 1.51 $102,737,252
GNMA II TBA 30yr 4% March Delivery, 4.00%, 03/19/26 G2SF 21H040632 - - 104,502,688 $100,497,518 $100,497,518 1.48 $100,497,518
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/12/26 FNCL 01F062630 - - 92,975,000 $96,548,959 $96,548,959 1.42 $96,548,959
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140W5BX1 - - 88,157,332 $90,188,241 $90,188,241 1.32 $89,808,674
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 85,979,712 $89,553,493 $89,553,493 1.32 $89,109,265
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 84,462,925 $88,049,643 $88,049,643 1.29 $87,649,618
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 81,488,993 $82,197,111 $82,197,111 1.21 $81,881,341
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 79,650,026 $78,384,215 $78,384,215 1.15 $78,109,865
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,185,172 $78,163,265 $78,163,265 1.15 $77,807,180
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 74,633,621 $77,589,867 $77,589,867 1.14 $77,236,394
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 68,355,690 $70,957,673 $70,957,673 1.04 $70,633,933
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 67,366,489 $70,011,909 $70,011,909 1.03 $69,692,854
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 64,119,833 $66,632,312 $66,632,312 0.98 $66,301,026
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 65,500,000 $65,793,440 $65,793,440 0.97 $65,793,440
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 60,997,300 $62,277,766 $62,277,766 0.91 $62,133,745
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 56,777,497 $58,820,022 $58,820,022 0.86 $58,551,117
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - - 55,641,234 $56,809,264 $56,809,264 0.83 $56,677,889
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 53,813,484 $56,530,914 $56,530,914 0.83 $56,229,708
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,057,213 $52,111,918 $52,111,918 0.77 $51,892,089
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 49,930,067 $51,768,243 $51,768,243 0.76 $51,531,768
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 49,927,383 $50,958,749 $50,958,749 0.75 $50,743,784
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,412,189 $50,939,988 $50,939,988 0.75 $50,722,936
Fannie Mae REMIC Trust 2025-9 FA 4.89728% 25-MAR-2055, 4.87%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,404,968 $49,877,215 $49,877,215 0.73 $49,830,458
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 46,871,612 $48,888,060 $48,888,060 0.72 $48,666,071
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - - 46,651,341 $48,412,218 $48,412,218 0.71 $48,191,272
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,574,429 $47,642,688 $47,642,688 0.70 $47,442,159
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - - 46,437,195 $47,506,984 $47,506,984 0.70 $47,307,046
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.41721% 25-FEB-2042, 7.42%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 45,174,272 $46,332,562 $46,332,562 0.68 $46,286,025
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - - 45,279,880 $46,276,044 $46,276,044 0.68 $46,081,089
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,294,932 $45,894,690 $45,894,690 0.67 $45,684,904
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - - 42,661,411 $43,940,040 $43,940,040 0.65 $43,737,991
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - - 42,485,476 $43,332,188 $43,332,188 0.64 $43,290,883
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 41,794,062 $43,177,909 $43,177,909 0.63 $42,979,967
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,070,746 $41,347,261 $41,347,261 0.61 $41,243,775
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 39,954,231 $40,213,710 $40,213,710 0.59 $40,058,887
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 39,741,841 $39,678,028 $39,678,028 0.58 $39,541,140
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,502,164 $38,967,837 $38,967,837 0.57 $38,774,076
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 37,104,294 $37,829,584 $37,829,584 0.56 $37,782,364
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,380,785 $37,812,049 $37,812,049 0.56 $37,679,848
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,405,774 $37,338,130 $37,338,130 0.55 $37,244,687
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,455,728 $37,329,452 $37,329,452 0.55 $37,200,437
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 35,729,253 $37,147,165 $37,147,165 0.55 $36,962,564
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,733,083 $36,143,627 $36,143,627 0.53 $36,017,102
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,609,187 $35,913,357 $35,913,357 0.53 $35,749,444
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - - 34,174,007 $35,519,127 $35,519,127 0.52 $35,357,275
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 32,716,128 $33,994,751 $33,994,751 0.50 $33,825,718
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,167,448 $33,391,913 $33,391,913 0.49 $33,239,565
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 31,806,154 $33,039,217 $33,039,217 0.49 $32,874,885
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,143,393 $32,341,251 $32,341,251 0.48 $32,193,753
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 31,734,023 $31,939,884 $31,939,884 0.47 $31,816,915
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,023,188 $30,996,955 $30,996,955 0.46 $30,897,427
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,792,878 $30,993,449 $30,993,449 0.46 $30,852,346
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,620,807 $30,911,771 $30,911,771 0.45 $30,771,484
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,539,118 $30,691,497 $30,691,497 0.45 $30,538,879
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 29,922,662 $30,540,784 $30,540,784 0.45 $30,411,950
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,041,469 $30,355,994 $30,355,994 0.45 $30,226,648
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - - 29,602,971 $30,229,684 $30,229,684 0.44 $30,102,227
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.91721% 25-MAR-2042, 8.92%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 28,504,473 $29,786,891 $29,786,891 0.44 $29,751,588
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,293,309 $29,655,192 $29,655,192 0.44 $29,541,681
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,049,157 $29,566,957 $29,566,957 0.43 $29,463,455
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 28,964,705 $29,152,602 $29,152,602 0.43 $29,040,363
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 28,971,616 $28,513,438 $28,513,438 0.42 $28,413,647
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,256,882 $28,038,152 $28,038,152 0.41 $27,909,060
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,526,088 $27,704,652 $27,704,652 0.41 $27,597,988
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 25,907,705 $26,075,770 $26,075,770 0.38 $25,975,378
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 25,409,085 $25,639,790 $25,639,790 0.38 $25,603,239
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,221,612 $25,221,612 0.37 $25,177,332
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,584,657 $25,165,655 $25,165,655 0.37 $25,059,804
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 23,980,979 $25,004,943 $25,004,943 0.37 $24,891,366
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.76721% 25-SEP-2041, 5.77%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 23,964,288 $24,143,030 $24,143,030 0.35 $24,123,835
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,670,441 $23,823,993 $23,823,993 0.35 $23,732,270
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 22,930,234 $23,137,155 $23,137,155 0.34 $23,028,555
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.34728% 25-FEB-2045, 5.32%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,111,194 $23,111,194 0.34 $23,094,164
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,363,662 $22,597,802 $22,597,802 0.33 $22,501,514
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,611,681 $22,246,772 $22,246,772 0.33 $22,168,887
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,146,132 $22,147,392 $22,147,392 0.33 $22,068,250
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - 21,561,780 $22,058,506 $22,058,506 0.32 $21,965,670
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 20,726,013 $21,769,399 $21,769,399 0.32 $21,653,390
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,048,351 $21,692,533 $21,692,533 0.32 $21,616,589
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 20,646,664 $21,686,055 $21,686,055 0.32 $21,570,491
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,305,167 $21,685,563 $21,685,563 0.32 $21,665,835
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 21,938,187 $21,613,101 $21,613,101 0.32 $21,537,536
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,537,934 $21,537,934 0.32 $21,101,212
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 20,642,394 $21,490,488 $21,490,488 0.32 $21,392,723
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19728% 25-OCT-2041, 11.17%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $20,961,725 $20,961,725 0.31 $20,734,669
RCKT Mortgage Trust 2026-CES2|5.255|02/01/2056, 5.25%, 02/01/56 RCKT 2026-CES2 74940EAD9 - - 20,600,000 $20,757,478 $20,757,478 0.30 $20,664,260
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.41721% 25-JUN-2042, 10.42%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,321,656 $20,754,081 $20,754,081 0.30 $20,726,126
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,115,405 $20,691,976 $20,691,976 0.30 $20,596,708
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,661,954 $20,671,755 $20,671,755 0.30 $20,606,468
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,001,803 $20,525,415 $20,525,415 0.30 $20,453,075
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 20,779,666 $20,471,748 $20,471,748 0.30 $20,400,173
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,658,372 $20,451,383 $20,451,383 0.30 $20,358,279
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,544,339 $20,225,053 $20,225,053 0.30 $20,160,121
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,538,625 $20,058,407 $20,058,407 0.29 $20,044,429
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 19,819,501 $20,009,391 $20,009,391 0.29 $19,920,012
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,439,822 $19,525,938 $19,525,938 0.29 $19,442,289
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,230,345 $19,306,329 $19,306,329 0.28 $19,240,091
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 19,669,887 $19,296,143 $19,296,143 0.28 $19,282,756
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,609,980 $19,293,513 $19,293,513 0.28 $19,225,968
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,315,807 $18,943,520 $18,943,520 0.28 $18,856,774
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - 18,588,247 $18,708,831 $18,708,831 0.27 $18,636,801
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,865,512 $18,564,238 $18,564,238 0.27 $18,499,256
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $18,513,613 $18,513,613 0.27 $18,286,951
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,640,959 $18,333,254 $18,333,254 0.27 $18,249,704
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 17,995,557 $18,276,698 $18,276,698 0.27 $18,199,217
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,887,125 $18,003,161 $18,003,161 0.26 $17,933,848
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 17,130,065 $17,173,184 $17,173,184 0.25 $17,138,645
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,296,039 $16,933,104 $16,933,104 0.25 $16,848,908
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 16,731,173 $16,901,862 $16,901,862 0.25 $16,837,029
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 16,961,382 $16,677,039 $16,677,039 0.24 $16,618,617
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,511,716 $16,497,056 $16,497,056 0.24 $16,444,278
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - - 16,095,871 $16,294,716 $16,294,716 0.24 $16,232,345
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,873,927 $16,208,658 $16,208,658 0.24 $16,168,026
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - - 16,014,217 $16,169,908 $16,169,908 0.24 $16,099,830
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22373|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 15,910,743 $15,922,288 $15,922,288 0.23 $15,910,744
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,882,058 $15,882,058 0.23 $15,796,174
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.91721% 25-MAY-2042, 8.92%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,814,682 $15,814,682 0.23 $15,796,042
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,673,496 $15,673,496 0.23 $15,653,955
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 15,216,666 $15,444,035 $15,444,035 0.23 $15,346,560
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 14,817,924 $15,397,043 $15,397,043 0.23 $15,320,484
Saluda Grade Alternative Mortgage Trust 2026-RTL7|5.749|03/25/2031, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - - 15,370,000 $15,377,914 $15,377,914 0.23 $15,370,550
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,515,924 $15,069,987 $15,069,987 0.22 $14,994,988
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,461,305 $15,013,283 $15,013,283 0.22 $14,938,566
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,055,008 $14,900,461 $14,900,461 0.22 $14,848,604
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - - 14,236,754 $14,381,996 $14,381,996 0.21 $14,326,828
RCKT Mortgage Trust 2026-CES2|5.055|02/01/2056, 5.05%, 02/01/56 RCKT 2026-CES2 74940EAC1 - - 14,268,000 $14,371,508 $14,371,508 0.21 $14,309,400
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,128,953 $14,362,195 $14,362,195 0.21 $14,298,321
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,750,270 $14,137,785 $14,137,785 0.21 $14,072,662
BMP Commercial Mortgage Trust 2024-MF23 A 5.03159% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,034,866 $14,034,866 0.21 $14,005,515
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,418,220 $13,960,202 $13,960,202 0.21 $13,896,651
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,407,827 $13,938,913 $13,938,913 0.20 $13,875,412
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 13,913,711 $13,812,593 $13,812,593 0.20 $13,763,470
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 13,959,645 $13,745,243 $13,745,243 0.20 $13,735,743
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,097,976 $13,609,876 $13,609,876 0.20 $13,542,203
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 12,996,763 $13,366,250 $13,366,250 0.20 $13,304,696
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03707% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 12,866,419 $13,231,425 $13,231,425 0.19 $13,220,635
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,219,932 $13,219,932 0.19 $13,189,489
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 12,967,882 $13,052,100 $13,052,100 0.19 $13,001,850
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,263,166 $12,742,440 $12,742,440 0.19 $12,679,080
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,565,890 $12,741,494 $12,741,494 0.19 $12,718,699
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,119,326 $12,592,977 $12,592,977 0.18 $12,530,361
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,510,131 $12,591,285 $12,591,285 0.18 $12,542,808
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,655,269 $12,587,549 $12,587,549 0.18 $12,542,324
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,598,651 $12,518,445 $12,518,445 0.18 $12,517,431
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 11,973,895 $12,443,835 $12,443,835 0.18 $12,381,970
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,424,927 $12,224,413 $12,224,413 0.18 $12,181,616
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,658,222 $12,158,873 $12,158,873 0.18 $12,103,659
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,505,815 $11,957,385 $11,957,385 0.18 $11,897,938
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 11,903,761 $11,953,336 $11,953,336 0.18 $11,902,412
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,797,617 $11,921,134 $11,921,134 0.18 $11,870,339
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 11,690,288 $11,843,357 $11,843,357 0.17 $11,786,974
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - - 11,705,927 $11,828,484 $11,828,484 0.17 $11,778,084
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,678,806 $11,801,080 $11,801,080 0.17 $11,750,796
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,467,111 $11,707,551 $11,707,551 0.17 $11,669,977
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,172,022 $11,608,651 $11,608,651 0.17 $11,550,929
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,364,897 $11,529,605 $11,529,605 0.17 $11,473,734
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,377,028 $11,491,607 $11,491,607 0.17 $11,440,183
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,820,303 $11,332,986 $11,332,986 0.17 $11,277,081
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,004,486 $11,316,732 $11,316,732 0.17 $11,264,614
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,793,035 $11,097,500 $11,097,500 0.16 $11,046,383
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,026,924 $11,058,302 $11,058,302 0.16 $11,044,648
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 10,981,918 $11,053,239 $11,053,239 0.16 $11,010,684
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.66721% 25-SEP-2042, 10.67%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $10,980,056 $10,980,056 0.16 $10,965,240
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,388,133 $10,924,641 $10,924,641 0.16 $10,866,496
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,742,572 $10,812,260 $10,812,260 0.16 $10,770,633
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,682,254 $10,751,550 $10,751,550 0.16 $10,710,157
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - - 10,241,089 $10,646,740 $10,646,740 0.16 $10,598,237
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,497,490 $10,497,490 0.15 $10,486,336
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,871,225 $10,191,343 $10,191,343 0.15 $10,144,592
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,337,086 $10,170,265 $10,170,265 0.15 $10,134,660
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34728% 25-JAN-2042, 11.32%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,146,756 $10,146,756 0.15 $10,131,608
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,044,701 $10,141,525 $10,141,525 0.15 $10,118,549
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,716,074 $10,096,790 $10,096,790 0.15 $10,046,590
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,033,641 $10,033,641 0.15 $10,020,278
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140U5ZY5 - - 9,902,885 $10,006,835 $10,006,835 0.15 $9,964,197
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 9,872,124 $9,977,436 $9,977,436 0.15 $9,934,268
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,348,845 $9,831,678 $9,831,678 0.14 $9,779,350
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 9,791,601 $9,827,469 $9,827,469 0.14 $9,803,240
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.41721% 25-SEP-2042, 9.42%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 9,166,000 $9,808,293 $9,808,293 0.14 $9,796,304
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,740,403 $9,786,521 $9,786,521 0.14 $9,748,777
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,372,182 $9,729,911 $9,729,911 0.14 $9,681,488
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,077,240 $9,676,638 $9,676,638 0.14 $9,646,266
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,580,595 $9,580,595 0.14 $9,271,447
Saluda Grade Alternative Mortgage Trust 2026-RTL7|6.748|03/25/2031, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - - 9,418,000 $9,423,453 $9,423,453 0.14 $9,418,157
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,348,472 $9,348,472 0.14 $9,338,045
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,275,844 $9,275,844 0.14 $9,269,074
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,191,949 $9,166,666 $9,166,666 0.13 $9,158,623
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,872,996 $9,125,248 $9,125,248 0.13 $9,083,224
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 8,798,835 $8,950,476 $8,950,476 0.13 $8,907,986
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94728% 25-NOV-2051, 3.92%, 11/25/51 FHR 5164 3137H3PY2 - - 9,594,188 $8,901,853 $8,901,853 0.13 $8,894,545
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,519,479 $8,608,675 $8,608,675 0.13 $8,571,994
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,340,247 $8,481,436 $8,481,436 0.12 $8,464,330
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,149,521 $8,468,941 $8,468,941 0.12 $8,430,344
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69728% 25-DEC-2041, 9.67%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,401,514 $8,401,514 0.12 $8,390,617
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,079,735 $8,396,841 $8,396,841 0.12 $8,355,096
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 8,254,619 $8,340,513 $8,340,513 0.12 $8,285,339
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,207,796 $8,293,729 $8,293,729 0.12 $8,258,390
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,171,634 $8,262,302 $8,262,302 0.12 $8,222,312
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,064,714 $8,165,251 $8,165,251 0.12 $8,127,209
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,342,569 $8,095,319 $8,095,319 0.12 $8,073,768
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,755,151 $8,089,650 $8,089,650 0.12 $8,049,582
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 7,748,988 $8,044,762 $8,044,762 0.12 $8,004,725
Fannie Mae REMIC Trust 2022-65 FB 4.49728% 25-SEP-2052, 4.47%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 7,945,648 $7,949,222 $7,949,222 0.12 $7,942,320
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,591,166 $7,889,781 $7,889,781 0.12 $7,850,560
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56 FR 3142JVPZ5 - - 7,764,697 $7,846,202 $7,846,202 0.12 $7,812,771
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 7,751,589 $7,786,647 $7,786,647 0.11 $7,763,732
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,553,275 $7,597,109 $7,597,109 0.11 $7,565,628
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,532,515 $7,532,515 0.11 $7,527,114
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,431,573 $7,431,573 0.11 $7,397,728
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,363,345 $7,418,703 $7,418,703 0.11 $7,387,025
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,100,157 $7,303,097 $7,303,097 0.11 $7,269,470
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,167,677 $7,207,638 $7,207,638 0.11 $7,175,265
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 6,942,374 $7,197,321 $7,197,321 0.11 $7,188,479
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 $7,073,491 $7,073,491 0.10 $7,041,713
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,833,323 $7,027,584 $7,027,584 0.10 $6,995,221
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 6,980,213 $7,006,340 $7,006,340 0.10 $6,971,634
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,063,818 $6,987,850 $6,987,850 0.10 $6,982,356
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,897,423 $6,897,423 0.10 $6,889,285
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 6,826,844 $6,886,364 $6,886,364 0.10 $6,855,509
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,556,775 $6,810,969 $6,810,969 0.10 $6,777,092
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,591,156 $6,778,537 $6,778,537 0.10 $6,747,320
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,455,703 $6,714,186 $6,714,186 0.10 $6,683,611
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,407,604 $6,658,681 $6,658,681 0.10 $6,625,575
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 6,412,713 $6,650,770 $6,650,770 0.10 $6,442,284
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,525,026 $6,578,952 $6,578,952 0.10 $6,563,574
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,547,158 $6,547,158 0.10 $6,540,547
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,284,484 $6,461,784 $6,461,784 0.09 $6,432,020
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,530,783 $6,430,486 $6,430,486 0.09 $6,407,991
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,409,748 $6,391,149 $6,391,149 0.09 $6,369,071
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,137,273 $6,377,132 $6,377,132 0.09 $6,345,423
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,362,786 $6,362,786 0.09 $6,354,134
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,317,673 $6,356,077 $6,356,077 0.09 $6,328,093
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,265,665 $6,344,280 $6,344,280 0.09 $6,310,154
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,094,524 $6,332,712 $6,332,712 0.09 $6,301,224
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,299,579 $6,328,994 $6,328,994 0.09 $6,322,870
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.17%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,268,241 $6,268,241 0.09 $6,257,646
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,001,914 $6,236,483 $6,236,483 0.09 $6,205,473
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,890,384 $6,144,451 $6,144,451 0.09 $6,114,018
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,826,450 $6,113,960 $6,113,960 0.09 $6,083,857
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,022,797 $6,112,974 $6,112,974 0.09 $6,084,926
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,787,318 $6,014,453 $6,014,453 0.09 $5,984,552
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,106,037 $5,961,928 $5,961,928 0.09 $5,944,840
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 5,692,946 $5,902,323 $5,902,323 0.09 $5,727,831
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,854,622 $5,892,602 $5,892,602 0.09 $5,869,915
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 5,674,984 $5,891,594 $5,891,594 0.09 $5,862,274
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,619,989 $5,840,557 $5,840,557 0.09 $5,811,520
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89728% 25-NOV-2041, 9.87%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,805,295 $5,805,295 0.09 $5,797,598
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,568,420 $5,780,963 $5,780,963 0.08 $5,752,193
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,611,062 $5,777,501 $5,777,501 0.08 $5,750,927
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,823,314 $5,750,511 $5,750,511 0.08 $5,730,453
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.01721% 25-APR-2042, 8.02%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,528,314 $5,730,770 $5,730,770 0.08 $5,724,614
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,711,519 $5,711,519 0.08 $5,705,508
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 5,597,000 $5,706,276 $5,706,276 0.08 $5,699,006
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,702,719 $5,670,174 $5,670,174 0.08 $5,649,304
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,717,005 $5,653,882 $5,653,882 0.08 $5,634,190
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,608,554 $5,613,520 $5,613,520 0.08 $5,608,539
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,496,681 $5,522,706 $5,522,706 0.08 $5,501,407
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,290,072 $5,517,092 $5,517,092 0.08 $5,489,760
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,396,042 $5,445,896 $5,445,896 0.08 $5,436,980
BX Trust 2021-SDMF A 4.363% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,361,794 $5,361,794 0.08 $5,352,057
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,322,124 $5,322,124 0.08 $5,314,787
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,060,417 $5,205,057 $5,205,057 0.08 $5,181,090
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 5,176,969 $5,192,845 $5,192,845 0.08 $5,167,305
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,930,948 $5,145,053 $5,145,053 0.08 $5,121,700
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 4,997,817 $5,139,900 $5,139,900 0.08 $5,116,230
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 4,929,634 $5,117,878 $5,117,878 0.08 $5,092,408
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 4,919,687 $5,111,960 $5,111,960 0.08 $5,086,542
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,166,262 $5,088,640 $5,088,640 0.07 $5,070,845
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,940,009 $5,079,378 $5,079,378 0.07 $5,055,982
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 5,038,000 $5,066,849 $5,066,849 0.07 $5,051,790
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 5,000,000 $5,048,822 $5,048,822 0.07 $5,025,865
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 4,768,178 $5,016,161 $5,016,161 0.07 $4,989,472
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,788,839 $4,985,424 $4,985,424 0.07 $4,962,744
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 4,810,000 $4,890,417 $4,890,417 0.07 $4,866,640
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,871,338 $4,871,338 0.07 $4,864,320
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,575,915 $4,844,287 $4,844,287 0.07 $4,818,675
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,652,525 $4,837,160 $4,837,160 0.07 $4,813,122
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - 4,804,500 $4,832,649 $4,832,649 0.07 $4,801,620
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - 4,779,074 $4,810,111 $4,810,111 0.07 $4,791,592
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,711,277 $4,747,544 $4,747,544 0.07 $4,729,288
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,528,088 $4,707,785 $4,707,785 0.07 $4,684,390
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,702,189 $4,702,189 0.07 $4,697,422
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,579,144 $4,641,535 $4,641,535 0.07 $4,621,819
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,442,445 $4,624,810 $4,624,810 0.07 $4,603,770
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.32%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,397,000 $4,620,237 $4,620,237 0.07 $4,584,572
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,664,909 $4,589,607 $4,589,607 0.07 $4,573,539
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,407,579 $4,575,813 $4,575,813 0.07 $4,553,041
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,529,359 $4,529,359 0.07 $4,518,883
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,258,853 $4,421,411 $4,421,411 0.06 $4,399,407
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,143,652 $4,306,278 $4,306,278 0.06 $4,284,869
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,107,823 $4,287,510 $4,287,510 0.06 $4,268,055
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,285,216 $4,285,216 0.06 $4,265,212
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,172,572 $4,261,535 $4,261,535 0.06 $4,241,019
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,078,915 $4,208,087 $4,208,087 0.06 $4,188,769
SREIT Commercial Mortgage Trust 2021-MFP B 4.8538% 15-NOV-2038, 4.85%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,201,391 $4,201,391 0.06 $4,192,909
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,145,686 $4,200,301 $4,200,301 0.06 $4,181,505
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,014,471 $4,190,701 $4,190,701 0.06 $4,171,688
Vista Point Securitization Trust 2026-CES1|5.376|02/25/2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - - 4,169,000 $4,190,504 $4,190,504 0.06 $4,186,768
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - - 4,016,525 $4,180,777 $4,180,777 0.06 $4,161,754
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.66721% 25-DEC-2041, 10.67%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,000,000 $4,180,724 $4,180,724 0.06 $4,174,798
Ginnie Mae REMIC Trust 2023-116 LF 5.003% 20-AUG-2053, 4.96%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,129,032 $4,173,749 $4,173,749 0.06 $4,166,920
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,936,469 $4,167,339 $4,167,339 0.06 $4,145,306
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,336,563 $4,165,756 $4,165,756 0.06 $4,152,686
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,121,264 $4,121,264 0.06 $4,116,795
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,941,401 $4,109,409 $4,109,409 0.06 $4,090,742
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 3,940,676 $4,095,335 $4,095,335 0.06 $4,074,975
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 $4,043,910 $4,043,910 0.06 $4,025,234
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 4,000,000 $4,041,128 $4,041,128 0.06 $4,023,279
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,036,122 $4,036,122 0.06 $4,032,047
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 3,922,218 $3,993,138 $3,993,138 0.06 $3,973,178
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 3,822,616 $3,976,736 $3,976,736 0.06 $3,846,943
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,843,371 $3,969,502 $3,969,502 0.06 $3,951,299
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,801,121 $3,951,968 $3,951,968 0.06 $3,932,329
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,793,787 $3,942,715 $3,942,715 0.06 $3,923,114
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,423,322 $3,933,969 $3,933,969 0.06 $3,878,443
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,910,956 $3,910,956 0.06 $3,893,190
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,944,158 $3,885,712 $3,885,712 0.06 $3,872,127
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,671,412 $3,861,533 $3,861,533 0.06 $3,840,983
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,648,216 $3,769,127 $3,769,127 0.06 $3,750,278
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,661,946 $3,766,052 $3,766,052 0.06 $3,748,709
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 3,665,867 $3,674,270 $3,674,270 0.05 $3,671,588
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,522,514 $3,660,182 $3,660,182 0.05 $3,641,982
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,627,311 $3,650,842 $3,650,842 0.05 $3,636,786
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,487,302 $3,635,399 $3,635,399 0.05 $3,618,883
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,348,323 $3,494,253 $3,494,253 0.05 $3,478,395
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,466,752 $3,489,241 $3,489,241 0.05 $3,475,807
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,264,251 $3,482,041 $3,482,041 0.05 $3,463,771
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,538,116 $3,481,017 $3,481,017 0.05 $3,468,831
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,338,708 $3,471,204 $3,471,204 0.05 $3,453,954
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,320,198 $3,449,959 $3,449,959 0.05 $3,432,804
OBX 2026-HE1 Trust|5.15786|02/25/2056, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - - 3,428,000 $3,430,956 $3,430,956 0.05 $3,428,992
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,378,883 $3,424,668 $3,424,668 0.05 $3,408,366
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,287,312 $3,412,787 $3,412,787 0.05 $3,395,802
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,272,556 $3,386,820 $3,386,820 0.05 $3,371,321
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,361,464 $3,384,294 $3,384,294 0.05 $3,365,436
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,424,725 $3,379,833 $3,379,833 0.05 $3,377,502
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,309,904 $3,330,862 $3,330,862 0.05 $3,316,816
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,311,976 $3,258,513 $3,258,513 0.05 $3,247,105
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 - - 3,216,543 $3,248,202 $3,248,202 0.05 $3,243,956
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,286,998 $3,239,851 $3,239,851 0.05 $3,228,529
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,230,175 $3,235,472 $3,235,472 0.05 $3,213,220
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,121,439 $3,208,995 $3,208,995 0.05 $3,194,212
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,075,588 $3,163,355 $3,163,355 0.05 $3,148,788
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,176,040 $3,143,436 $3,143,436 0.05 $3,132,496
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,988,706 $3,107,312 $3,107,312 0.05 $3,091,870
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,074,979 $3,074,979 0.05 $3,027,166
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,050,371 $2,999,234 $2,999,234 0.04 $2,988,727
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,981,132 $2,981,132 0.04 $2,968,033
BX Trust 2021-BXMF C 4.96527% 15-OCT-2038, 4.97%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,963,226 $2,963,226 0.04 $2,957,106
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,768,014 $2,938,477 $2,938,477 0.04 $2,922,984
GWT Commercial Mortgage Trust 2024-WLF2 A 5.35089% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,908,907 $2,908,907 0.04 $2,902,441
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,930,536 $2,887,110 $2,887,110 0.04 $2,877,016
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,785,688 $2,877,469 $2,877,469 0.04 $2,864,276
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,821,592 $2,839,895 $2,839,895 0.04 $2,828,962
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,723,808 $2,830,710 $2,830,710 0.04 $2,816,637
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,680,137 $2,800,103 $2,800,103 0.04 $2,785,102
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89728% 25-FEB-2050, 4.87%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,849,996 $2,794,125 $2,794,125 0.04 $2,792,186
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,788,455 $2,788,455 0.04 $2,773,871
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,692,999 $2,781,726 $2,781,726 0.04 $2,768,972
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 $2,760,517 $2,760,517 0.04 $2,756,720
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,871,150 $2,755,579 $2,755,579 0.04 $2,746,926
OBX 2026-HE1 Trust|5.30786|02/25/2056, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - - 2,707,000 $2,709,947 $2,709,947 0.04 $2,708,351
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,600,262 $2,699,556 $2,699,556 0.04 $2,686,121
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,561,515 $2,673,145 $2,673,145 0.04 $2,661,014
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,599,408 $2,672,603 $2,672,603 0.04 $2,660,292
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,570,212 $2,672,211 $2,672,211 0.04 $2,658,932
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,587,268 $2,664,153 $2,664,153 0.04 $2,651,900
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,697,849 $2,660,835 $2,660,835 0.04 $2,651,542
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99728% 25-DEC-2031, 4.97%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,623,509 $2,643,090 $2,643,090 0.04 $2,629,710
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,615,634 $2,629,672 $2,629,672 0.04 $2,618,149
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,604,442 $2,621,333 $2,621,333 0.04 $2,618,673
Vista Point Securitization Trust 2026-CES1|5.226|02/25/2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - - 2,600,000 $2,613,709 $2,613,709 0.04 $2,611,445
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.91721% 25-SEP-2041, 9.92%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,569,481 $2,569,481 0.04 $2,566,031
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,775,057 $2,543,138 $2,543,138 0.04 $2,535,969
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,538,646 $2,538,646 0.04 $2,527,226
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,538,576 $2,538,576 0.04 $2,527,369
BX Trust 2021-BXMF G 7.123513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,489,128 $2,489,128 0.04 $2,481,741
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,172,161 $2,472,086 $2,472,086 0.04 $2,472,086
Fannie Mae Pool|5|03/01/2056, 5.00%, 03/01/56 FN 3140U7EF5 - - 2,434,096 $2,459,646 $2,459,646 0.04 $2,449,166
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,417,617 $2,449,243 $2,449,243 0.04 $2,438,834
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,303,381 $2,422,660 $2,422,660 0.04 $2,409,768
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,343,306 $2,420,208 $2,420,208 0.04 $2,409,110
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,312,763 $2,410,082 $2,410,082 0.04 $2,399,129
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,397,240 $2,397,240 0.04 $2,386,480
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,377,465 $2,391,822 $2,391,822 0.04 $2,381,520
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,285,964 $2,336,160 $2,336,160 0.03 $2,323,162
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,230,412 $2,318,926 $2,318,926 0.03 $2,307,402
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,274,406 $2,316,376 $2,316,376 0.03 $2,309,909
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,205,338 $2,292,857 $2,292,857 0.03 $2,281,463
Connecticut Avenue Securities Trust 2022-R08 1M2 7.29728% 25-JUL-2042, 7.27%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,291,821 $2,291,821 0.03 $2,289,580
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,273,231 $2,265,909 $2,265,909 0.03 $2,264,252
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,107,568 $2,188,012 $2,188,012 0.03 $2,177,123
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,057,518 $2,116,010 $2,116,010 0.03 $2,106,265
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,098,069 $2,064,210 $2,064,210 0.03 $2,056,984
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,087,999 $2,056,591 $2,056,591 0.03 $2,049,399
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,963,142 $2,040,189 $2,040,189 0.03 $2,030,046
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 1,963,992 $2,019,554 $2,019,554 0.03 $2,010,252
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,903,677 $1,999,511 $1,999,511 0.03 $1,988,856
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,973,488 $1,986,304 $1,986,304 0.03 $1,978,657
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 1,926,904 $1,957,975 $1,957,975 0.03 $1,952,860
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,945,305 $1,952,356 $1,952,356 0.03 $1,946,230
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 1,851,212 $1,947,076 $1,947,076 0.03 $1,936,714
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,866,642 $1,943,268 $1,943,268 0.03 $1,934,428
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28707% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,887,240 $1,938,989 $1,938,989 0.03 $1,937,340
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,843,775 $1,916,945 $1,916,945 0.03 $1,907,419
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,940,930 $1,912,161 $1,912,161 0.03 $1,905,476
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,834,442 $1,906,439 $1,906,439 0.03 $1,896,961
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,846,289 $1,896,064 $1,896,064 0.03 $1,893,728
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,795,416 $1,865,585 $1,865,585 0.03 $1,856,309
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,807,109 $1,823,520 $1,823,520 0.03 $1,818,664
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24728% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,858,672 $1,808,323 $1,808,323 0.03 $1,806,977
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,730,120 $1,807,123 $1,807,123 0.03 $1,801,788
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,714,759 $1,800,277 $1,800,277 0.03 $1,790,679
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,815,686 $1,788,781 $1,788,781 0.03 $1,782,527
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29728% 25-MAY-2042, 14.27%, 05/25/42 CAS 2022-R06 20754NAR6 - - 1,596,475 $1,780,889 $1,780,889 0.03 $1,777,725
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,763,258 $1,737,130 $1,737,130 0.03 $1,731,057
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,719,350 $1,719,350 0.03 $1,711,665
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,744,761 $1,715,618 $1,715,618 0.03 $1,709,608
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,750,642 $1,681,688 $1,681,688 0.02 $1,676,412
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,588,172 $1,658,736 $1,658,736 0.02 $1,649,847
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,650,989 $1,635,211 $1,635,211 0.02 $1,634,215
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04728% 25-FEB-2050, 5.02%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,674,373 $1,630,230 $1,630,230 0.02 $1,629,063
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,565,540 $1,625,322 $1,625,322 0.02 $1,617,233
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,541,722 $1,610,732 $1,610,732 0.02 $1,602,102
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,631,576 $1,605,246 $1,605,246 0.02 $1,599,626
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,653,770 $1,588,760 $1,588,760 0.02 $1,583,776
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,554,128 $1,577,051 $1,577,051 0.02 $1,572,911
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,509,723 $1,569,636 $1,569,636 0.02 $1,561,836
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,488,187 $1,547,245 $1,547,245 0.02 $1,539,556
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,537,817 $1,516,720 $1,516,720 0.02 $1,511,423
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,459,845 $1,501,031 $1,501,031 0.02 $1,494,117
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,494,234 $1,498,616 $1,498,616 0.02 $1,495,053
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,483,615 $1,461,631 $1,461,631 0.02 $1,456,520
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,475,352 $1,450,709 $1,450,709 0.02 $1,445,627
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,380,132 $1,440,500 $1,440,500 0.02 $1,433,964
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,386,283 $1,395,276 $1,395,276 0.02 $1,389,904
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,355,379 $1,393,910 $1,393,910 0.02 $1,387,491
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,327,178 $1,344,544 $1,344,544 0.02 $1,338,276
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,292,599 $1,337,732 $1,337,732 0.02 $1,331,610
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,299,660 $1,324,941 $1,324,941 0.02 $1,321,065
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,309,321 $1,320,533 $1,320,533 0.02 $1,318,919
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19728% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,276,774 $1,287,642 $1,287,642 0.02 $1,280,869
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,231,699 $1,285,282 $1,285,282 0.02 $1,278,388
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,253,409 $1,259,344 $1,259,344 0.02 $1,254,487
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,174,273 $1,223,536 $1,223,536 0.02 $1,217,974
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,175,673 $1,217,134 $1,217,134 0.02 $1,211,565
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,359,152 $1,214,528 $1,214,528 0.02 $1,211,017
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,230,911 $1,212,449 $1,212,449 0.02 $1,208,209
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,205,116 $1,185,667 $1,185,667 0.02 $1,181,516
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,196,057 $1,178,333 $1,178,333 0.02 $1,174,214
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,174,675 $1,174,675 0.02 $1,169,036
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,362,789 $1,168,055 $1,168,055 0.02 $1,166,639
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,137,050 $1,167,753 $1,167,753 0.02 $1,162,857
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,123,295 $1,158,950 $1,158,950 0.02 $1,153,630
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,096,755 $1,143,854 $1,143,854 0.02 $1,138,660
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,216,522 $1,134,199 $1,134,199 0.02 $1,131,056
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,152,380 $1,133,782 $1,133,782 0.02 $1,129,813
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,087,248 $1,074,282 $1,074,282 0.02 $1,070,537
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,050,168 $1,063,855 $1,063,855 0.02 $1,060,487
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,050,999 $1,058,453 $1,058,453 0.02 $1,054,380
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,023,258 $1,030,514 $1,030,514 0.02 $1,026,549
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 999,333 $1,027,392 $1,027,392 0.02 $1,022,659
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,004,999 $1,011,928 $1,011,928 0.01 $1,009,137
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 966,443 $1,009,702 $1,009,702 0.01 $1,004,293
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,014,280 $973,528 $973,528 0.01 $970,471
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,002,328 $961,982 $961,982 0.01 $958,961
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 966,492 $952,170 $952,170 0.01 $948,841
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 917,895 $943,741 $943,741 0.01 $939,394
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 890,109 $928,193 $928,193 0.01 $923,977
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 919,425 $923,799 $923,799 0.01 $920,237
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 914,965 $901,403 $901,403 0.01 $898,252
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 890,166 $898,679 $898,679 0.01 $895,230
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 889,578 $898,144 $898,144 0.01 $895,048
FREMF 2019-KF70 Mortgage Trust C 9.90107% 25-SEP-2029, 9.79%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 890,414 $884,026 $884,026 0.01 $882,815
BX Commercial Mortgage Trust 2021-21M A 4.504% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,156 $864,156 0.01 $862,537
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 795,239 $836,419 $836,419 0.01 $831,968
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 802,037 $833,465 $833,465 0.01 $829,321
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 867,361 $816,812 $816,812 0.01 $814,572
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 817,442 $806,482 $806,482 0.01 $803,667
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 794,608 $800,455 $800,455 0.01 $798,031
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,026 $770,977 $770,977 0.01 $767,472
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 783,344 $737,533 $737,533 0.01 $735,509
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 722,467 $727,591 $727,591 0.01 $724,791
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 722,020 $727,124 $727,124 0.01 $722,461
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 695,334 $717,629 $717,629 0.01 $714,336
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.31721% 25-JAN-2034, 5.32%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 710,505 $713,962 $713,962 0.01 $713,437
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 704,631 $692,782 $692,782 0.01 $690,355
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 631,125 $657,899 $657,899 0.01 $657,008
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 $632,858 $632,858 0.01 $632,015
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 630,643 $629,233 $629,233 0.01 $626,789
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 644,873 $618,916 $618,916 0.01 $616,972
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.67%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $606,934 $606,934 0.01 $605,767
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 595,855 $601,063 $601,063 0.01 $600,319
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 586,663 $590,473 $590,473 0.01 $588,199
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 590,511 $583,991 $583,991 0.01 $581,957
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 582,900 $578,626 $578,626 0.01 $576,618
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 616,701 $562,532 $562,532 0.01 $561,204
Compass Datacenters Issuer II, Series 2025-1 A2_2501 5.463% 25-MAY-2050, 5.46%, 05/25/50 CMPDC 2025-1A 20469CAB1 - - 500,000 $509,385 $509,385 0.01 $508,853
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 513,601 $508,135 $508,135 0.01 $506,366
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 498,016 $480,077 $480,077 0.01 $479,005
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 496,555 $476,604 $476,604 0.01 $475,108
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 433,319 $426,326 $426,326 0.01 $424,834
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $426,072 $426,072 0.01 $419,251
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 423,414 $406,549 $406,549 0.01 $405,273
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,252 $403,385 $403,385 0.01 $401,819
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 417,196 $391,059 $391,059 0.01 $389,982
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 356,768 $370,747 $370,747 0.01 $368,904
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 385,938 $367,176 $367,176 0.01 $366,013
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 351,982 $347,582 $347,582 0.01 $346,369
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.42%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $335,899 $335,899 0.00 $335,535
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 325,132 $318,538 $318,538 0.00 $317,418
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 310,608 $309,943 $309,943 0.00 $308,739
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 301,479 $297,062 $297,062 0.00 $296,023
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 315,927 $296,241 $296,241 0.00 $295,425
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 297,356 $295,008 $295,008 0.00 $293,984
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 294,468 $289,716 $289,716 0.00 $288,701
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 285,811 $281,576 $281,576 0.00 $280,591
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 302,201 $280,691 $280,691 0.00 $279,910
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 264,936 $266,658 $266,658 0.00 $265,631
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 265,157 $261,228 $261,228 0.00 $260,315
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 268,567 $255,988 $255,988 0.00 $255,179
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,277 $250,341 $250,341 0.00 $249,383
Fannie Mae REMIC Trust 2012-126 SY 0.18824% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $244,699 $244,699 0.00 $244,679
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 231,558 $230,370 $230,370 0.00 $229,772
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,615 $228,104 $228,104 0.00 $227,218
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 225,542 $227,006 $227,006 0.00 $226,132
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 228,447 $224,761 $224,761 0.00 $223,974
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 233,735 $220,066 $220,066 0.00 $219,462
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 220,089 $218,526 $218,526 0.00 $217,768
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 216,365 $211,012 $211,012 0.00 $210,546
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,242 $209,595 $209,595 0.00 $208,788
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 211,039 $207,490 $207,490 0.00 $206,763
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,438 $203,751 $203,751 0.00 $202,966
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 189,672 $178,580 $178,580 0.00 $178,090
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,060 $175,737 $175,737 0.00 $175,248
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,414 $172,527 $172,527 0.00 $171,863
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,003 $171,820 $171,820 0.00 $171,158
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,411 $163,464 $163,464 0.00 $162,835
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 160,920 $160,560 $160,560 0.00 $159,936
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 155,731 $156,836 $156,836 0.00 $156,232
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 157,322 $154,990 $154,990 0.00 $154,448
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 161,454 $152,338 $152,338 0.00 $151,921
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 151,666 $149,419 $149,419 0.00 $148,896
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,710 $135,407 $135,407 0.00 $134,881
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 141,443 $133,466 $133,466 0.00 $133,101
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,287 $130,347 $130,347 0.00 $129,877
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,465 $128,178 $128,178 0.00 $127,681
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,336 $125,960 $125,960 0.00 $125,508
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 125,745 $125,876 $125,876 0.00 $125,389
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 128,319 $120,626 $120,626 0.00 $120,294
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,772 $111,286 $111,286 0.00 $110,857
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 111,201 $107,571 $107,571 0.00 $107,235
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,708 $107,477 $107,477 0.00 $107,060
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,508 $106,192 $106,192 0.00 $105,783
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,218 $104,265 $104,265 0.00 $103,903
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 103,161 $99,793 $99,793 0.00 $99,482
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,358 $89,938 $89,938 0.00 $89,592
Fannie Mae REMIC Trust 2013-130 FN 4.16176% 25-OCT-2042, 4.13%, 10/25/42 FNR 2013-130 3136AHG53 - - 85,546 $85,132 $85,132 0.00 $85,063
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,204 $79,010 $79,010 0.00 $78,677
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 81,925 $74,449 $74,449 0.00 $74,237
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 75,799 $71,076 $71,076 0.00 $70,880
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 70,893 $65,712 $65,712 0.00 $65,529
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 69,228 $65,360 $65,360 0.00 $65,122
Fannie Mae REMIC Trust 2010-109 BS 13.24697% 25-OCT-2040, 13.25%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $61,550 $61,550 0.00 $61,081
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,276 $61,049 $61,049 0.00 $60,880
Fannie Mae REMIC Trust 2006-20 GF 4.16176% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - - 52,007 $51,839 $51,839 0.00 $51,797
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 50,756 $49,876 $49,876 0.00 $49,745
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 45,583 $45,059 $45,059 0.00 $44,941
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,622 $42,899 $42,899 0.00 $42,734
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 42,668 $41,643 $41,643 0.00 $41,533
Freddie Mac Multiclass Certificates, Series 3380 FM 4.41183% 15-OCT-2037, 4.36%, 10/15/37 FHR 3380 31397KTJ0 - - 40,332 $40,519 $40,519 0.00 $40,436
Freddie Mac Multiclass Certificates, Series 3721 FB 4.32183% 15-SEP-2040, 4.27%, 09/15/40 FHR 3721 3137GAD20 - - 40,071 $40,150 $40,150 0.00 $40,069
Brex Commercial Charge Card Master Trust Series 2024-1 A1 6.05% 15-JUL-2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - - $39,073 $39,073 0.00 $0
Ginnie Mae REMIC Trust 2008-013 FB 4.28984% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,146 $38,226 $38,226 0.00 $38,171
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,295 $34,886 $34,886 0.00 $34,777
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,135 $31,425 $31,425 0.00 $31,342
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 29,988 $29,450 $29,450 0.00 $29,373
Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,080 $28,959 $28,959 0.00 $28,919
Ginnie Mae REMIC Trust 2004-069 CF 4.18984% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - - 24,692 $24,680 $24,680 0.00 $24,646
Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,142 $23,186 $23,186 0.00 $23,153
Fannie Mae REMIC Trust 2013-2 QF 4.31176% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,101 $23,111 $23,111 0.00 $23,092
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,517 $22,914 $22,914 0.00 $22,827
Ginnie Mae REMIC Trust 2010-133 FD 4.20413% 16-OCT-2040, 4.20%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,351 $20,395 $20,395 0.00 $20,357
Ginnie Mae REMIC Trust 2008-016 FC 4.28984% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - - 18,502 $18,541 $18,541 0.00 $18,515
Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,372 $18,287 $18,287 0.00 $18,262
Ginnie Mae REMIC Trust 2004-059 FP 4.07413% 16-AUG-2034, 4.07%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,407 $17,399 $17,399 0.00 $17,368
Ginnie Mae REMIC Trust 2005-065 FA 3.93984% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - - 17,507 $17,355 $17,355 0.00 $17,332
Freddie Mac Multiclass Certificates, Series 2426 FL 4.47183% 15-MAR-2032, 4.42%, 03/15/32 FHR 2426 31339W7G5 - - 15,730 $15,816 $15,816 0.00 $15,783
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,530 $15,460 $15,460 0.00 $15,417
Fannie Mae REMIC Trust 2002-53 FK 4.21176% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - - 15,431 $15,420 $15,420 0.00 $15,407
Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - - 14,871 $14,768 $14,768 0.00 $14,748
Connecticut Avenue Securities, Series 2021-R03 1M1 4.54728% 25-DEC-2041, 4.52%, 12/25/41 CAS 2021-R03 20754AAA1 - - 13,600 $13,611 $13,611 0.00 $13,603
Fannie Mae REMIC Trust 2005-83 KT 4.11176% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,248 $13,191 $13,191 0.00 $13,180
Fannie Mae REMIC Trust 2007-89 GF 4.33176% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - - 12,602 $12,633 $12,633 0.00 $12,622
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,259 $11,457 $11,457 0.00 $11,426
Freddie Mac Multiclass Certificates, Series 2551 FD 4.22183% 15-JAN-2033, 4.17%, 01/15/33 FHR 2551 31393JAZ1 - - 11,249 $11,254 $11,254 0.00 $11,232
Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,561 $10,600 $10,600 0.00 $10,586
Ginnie Mae REMIC Trust 2007-061 FA 4.28984% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,399 $9,417 $9,417 0.00 $9,404
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,929 $9,122 $9,122 0.00 $9,084
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.17183% 15-FEB-2032, 4.12%, 02/15/32 FHR 2410 31339NJN7 - - 8,717 $8,714 $8,714 0.00 $8,697
Fannie Mae REMIC Trust 2010-123 FL 4.24176% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - - 8,652 $8,654 $8,654 0.00 $8,647
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,619 $8,411 $8,411 0.00 $8,393
Freddie Mac Multiclass Certificates, Series 3028 FM 4.07183% 15-SEP-2035, 4.02%, 09/15/35 FHR 3028 31396AFB5 - - 7,638 $7,635 $7,635 0.00 $7,621
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,636 $7,451 $7,451 0.00 $7,434
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,632 $7,449 $7,449 0.00 $7,432
Fannie Mae REMIC Trust 2003-87 FG 4.31176% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,358 $7,375 $7,375 0.00 $7,369
Fannie Mae REMIC Trust 2012-100 FG 4.21176% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,369 $7,351 $7,351 0.00 $7,345
Ginnie Mae REMIC Trust 2007-018 FD 4.08984% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - - 6,794 $6,758 $6,758 0.00 $6,748
Ginnie Mae REMIC Trust 2010-006 FG 4.37413% 16-JAN-2040, 4.37%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,523 $6,564 $6,564 0.00 $6,551
Fannie Mae REMIC Trust 2002-16 VF 4.36176% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,459 $6,476 $6,476 0.00 $6,470
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,546 $6,380 $6,380 0.00 $6,366
Fannie Mae REMIC Trust 2010-95 FB 4.21176% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,522 $5,523 $5,523 0.00 $5,518
Freddie Mac Multiclass Certificates, Series 3738 FD 4.12183% 15-AUG-2040, 4.07%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,294 $5,303 $5,303 0.00 $5,292
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,349 $4,378 $4,378 0.00 $4,361
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,621 $1,520 $1,520 0.00 $1,516
Ginnie Mae REMIC Trust 1999-27 FE 4.17413% 16-AUG-2029, 4.17%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,212 $1,215 $1,215 0.00 $1,212
Freddie Mac Multiclass Certificates, Series 2469 FE 4.32183% 15-JUL-2032, 4.27%, 07/15/32 FHR 2469 31392RC58 - - 1,201 $1,203 $1,203 0.00 $1,200
Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - - 331.00 $331 $331 0.00 $330
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 2,035 $224,136,172 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-81,224,625 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -929.00 $-108,446,234 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -1,578 $-179,596,125 $0 0.00 $0
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - -354,858,314 $-350,899,515 $-350,899,515 -5.15 $-350,899,515
UMBS TBA 30yr 5.5% March Delivery, 5.50%, 03/12/26 FNCL 01F052631 - - -447,981,479 $-455,122,304 $-455,122,304 -6.69 $-455,122,304
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - -543,048,893 $-527,924,981 $-527,924,981 -7.75 $-527,924,981
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - -683,307,400 $-686,368,617 $-686,368,617 -10.08 $-686,368,617
SEGREGATED CASH SEGCASH - $0.00 9,657,336 $9,657,336 $9,657,336 0.14 $9,657,336
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,306,352,616 $-2,306,352,616 $-2,306,352,616 -33.88 $-2,306,352,616

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