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For qualified investors in Chile

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 29, 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 $1,113,250,726 $1,113,250,726 17.48 $1,113,250,726
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/19/26 G2SF 21H0226B2 - 710,603,414 $581,054,016 $581,054,016 9.13 $581,054,016
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 322,559,000 $327,387,708 $327,387,708 5.15 $327,387,708
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/12/26 FNCL 01F0306B9 - 385,203,710 $321,509,891 $321,509,891 5.06 $321,509,891
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - 306,184,260 $305,116,289 $305,116,289 4.79 $305,116,289
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/12/26 FNCL 01F0406B8 - 333,425,845 $297,827,635 $297,827,635 4.67 $297,827,635
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 311,715,549 $295,383,113 $295,383,113 4.64 $294,253,145
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/12/26 FNCL 01F0206B0 - 360,986,255 $275,828,514 $275,828,514 4.33 $275,828,514
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - 236,560,000 $230,228,708 $230,228,708 3.61 $230,228,708
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W2ER8 - 196,943,122 $194,832,841 $194,832,841 3.06 $193,960,273
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/12/26 FNCL 01F0506B7 - 200,997,945 $190,434,096 $190,434,096 2.99 $190,434,096
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/19/26 G2SF 21H0506B3 - 198,508,194 $188,454,548 $188,454,548 2.96 $188,454,548
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 162,577,921 $163,755,630 $163,755,630 2.57 $162,969,837
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/19/26 G2SF 21H0526B9 - 164,697,000 $160,651,218 $160,651,218 2.52 $160,651,218
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/12/26 FNCL 01F0326B5 - 178,743,000 $155,199,151 $155,199,151 2.44 $155,199,151
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 152,679,304 $150,955,146 $150,955,146 2.37 $150,278,691
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 130,602,965 $129,128,108 $129,128,108 2.03 $128,549,464
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 137,706,767 $128,809,673 $128,809,673 2.02 $128,310,486
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - 146,586,060 $124,667,633 $124,667,633 1.96 $124,667,633
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 115,312,726 $115,933,152 $115,933,152 1.82 $115,375,807
GNMA II 30yr Pool#MA7988 3.000% 20-Apr-2052, 3.00%, 04/20/52 G2 36179W2V9 - 134,177,598 $114,795,448 $114,795,448 1.80 $114,471,186
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/19/26 G2SF 21H0326B1 - 132,283,377 $112,733,349 $112,733,349 1.77 $112,733,349
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/19/26 G2SF 21H0426B0 - 114,736,488 $104,932,255 $104,932,255 1.65 $104,932,255
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 107,899,476 $103,161,777 $103,161,777 1.62 $102,727,182
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 109,042,977 $102,255,859 $102,255,859 1.60 $101,860,578
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 101,489,017 $102,224,200 $102,224,200 1.60 $101,733,670
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/19/26 G2SF 21H0406B4 - 103,195,688 $90,822,112 $90,822,112 1.43 $90,822,112
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 82,105,144 $81,003,849 $81,003,849 1.27 $80,640,077
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 81,596,117 $80,370,812 $80,370,812 1.26 $80,009,296
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 82,252,532 $77,942,884 $77,942,884 1.22 $77,644,719
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 76,165,252 $75,258,034 $75,258,034 1.18 $74,920,580
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 73,100,373 $73,493,680 $73,493,680 1.15 $73,140,362
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 76,618,276 $71,849,356 $71,849,356 1.13 $71,571,614
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 69,396,688 $68,791,020 $68,791,020 1.08 $68,483,554
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 68,210,692 $67,615,375 $67,615,375 1.06 $67,313,163
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 64,073,139 $63,403,373 $63,403,373 0.99 $63,119,493
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 64,598,073 $61,773,234 $61,773,234 0.97 $61,513,047
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,125,512 $60,365,067 $60,365,067 0.95 $60,110,812
FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,519,296 $60,271,668 $60,271,668 0.95 $59,983,992
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 60,336,976 $59,849,938 $59,849,938 0.94 $59,582,611
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 59,776,766 $58,961,503 $58,961,503 0.93 $58,696,659
FHLMC 30yr Pool#SL6510 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UGU1 - 56,223,276 $56,883,931 $56,883,931 0.89 $56,612,186
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,182,798 $55,028,828 $55,028,828 0.86 $54,798,508
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,356,268 $54,325,685 $54,325,685 0.85 $54,098,695
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,457,874 $53,640,354 $53,640,354 0.84 $53,399,075
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 55,095,406 $53,020,064 $53,020,064 0.83 $52,798,152
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,051,461 $52,527,835 $52,527,835 0.82 $52,292,788
FNMA 30yr Pool#FA7047 6.000% 01-Oct-2056, 6.00%, 10/01/56 FN 3140W7ZM5 - 48,833,518 $49,419,503 $49,419,503 0.78 $49,183,475
FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 FR 31427T3E4 - 47,845,367 $48,390,765 $48,390,765 0.76 $48,159,512
FHLMC 30yr Pool#SL6726 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UPL1 - 47,764,759 $48,302,734 $48,302,734 0.76 $48,071,871
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 47,434,779 $47,791,167 $47,791,167 0.75 $47,561,899
FNMA 30yr Pool#FA6425 6.000% 01-Jul-2056, 6.00%, 07/01/56 FN 3140W7D72 - 46,734,371 $47,283,526 $47,283,526 0.74 $47,057,644
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 47,932,697 $45,857,010 $45,857,010 0.72 $45,663,948
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 45,658,457 $45,207,801 $45,207,801 0.71 $45,005,509
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,117,750 $44,990,039 $44,990,039 0.71 $44,831,771
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,013,488 $44,542,955 $44,542,955 0.70 $44,343,520
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,244,281 $43,579,878 $43,579,878 0.68 $43,383,852
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 43,788,918 $42,217,724 $42,217,724 0.66 $42,041,352
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,310,209 $41,733,163 $41,733,163 0.65 $41,545,705
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,290,947 $40,697,926 $40,697,926 0.64 $40,527,587
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 40,967,448 $40,534,566 $40,534,566 0.64 $40,353,057
FNMA 30yr Pool#FA6796 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7RS1 - 39,558,901 $39,112,870 $39,112,870 0.61 $38,937,602
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,452,413 $38,088,166 $38,088,166 0.60 $37,917,800
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,048,135 $35,836,723 $35,836,723 0.56 $35,746,001
FHLMC 30yr Pool#SL6006 6.000% 01-Jul-2056, 6.00%, 07/01/56 FR 31427TU87 - 33,535,626 $33,929,688 $33,929,688 0.53 $33,767,599
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 33,071,053 $33,184,081 $33,184,081 0.52 $33,154,018
GNMA II 30yr Pool#MA7706 3.000% 20-Nov-2051, 3.00%, 11/20/51 G2 36179WR34 - 38,438,658 $32,881,464 $32,881,464 0.52 $32,788,570
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,764,375 $32,764,375 0.51 $32,689,889
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,784,598 $32,572,370 $32,572,370 0.51 $32,436,294
FNMA 30yr Pool#FA5891 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W6RM6 - 32,161,352 $32,539,266 $32,539,266 0.51 $32,383,819
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 40,856,215 $32,528,362 $32,528,362 0.51 $32,446,082
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,768,745 $32,482,751 $32,482,751 0.51 $32,337,568
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,099,391 $30,796,173 $30,796,173 0.48 $30,658,386
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 29,718,000 $30,511,425 $30,511,425 0.48 $29,346,644
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 29,857,254 $30,081,578 $30,081,578 0.47 $29,937,268
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 29,909,064 $29,596,420 $29,596,420 0.46 $29,463,907
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,311,011 $29,223,419 $29,223,419 0.46 $29,101,333
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,028,020 $28,793,707 $28,793,707 0.45 $28,665,097
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,445,243 $27,223,706 $27,223,706 0.43 $27,102,108
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,885,614 $26,678,049 $26,678,049 0.42 $26,565,732
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,430,721 $26,363,489 $26,363,489 0.41 $26,277,691
Freddie Mac Pool|6.5|11/01/2056, 6.50%, 11/01/56 FR 3142GYXP5 - 24,953,842 $25,788,150 $25,788,150 0.40 $25,657,489
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19029% 25-FEB-2042, 12.39%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $23,980,153 $23,980,153 0.38 $23,948,018
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 23,135,562 $23,363,425 $23,363,425 0.37 $23,251,603
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,444,712 $22,152,492 $22,152,492 0.35 $22,053,050
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,126,251 $20,838,121 $20,838,121 0.33 $20,744,520
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 20,983,171 $20,800,038 $20,800,038 0.33 $20,707,070
Connecticut Avenue Securities Trust 2023-R06 1B1 7.59029% 25-JUL-2043, 7.79%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,705,535 $20,467,643 $20,467,643 0.32 $20,450,591
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,641,982 $20,461,826 $20,461,826 0.32 $20,370,371
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.55477% 25-FEB-2040, 10.75%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 19,687,000 $20,135,405 $20,135,405 0.32 $20,111,884
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 - - $20,133,133 $20,133,133 0.32 $0
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,257,683 $19,945,499 $19,945,499 0.31 $19,855,746
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $19,944,402 $19,944,402 0.31 $19,857,198
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 20,671,743 $19,815,216 $19,815,216 0.31 $19,746,110
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,900,913 $19,594,227 $19,594,227 0.31 $19,506,055
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,518,691 $19,518,691 0.31 $19,024,176
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94029% 25-MAR-2042, 9.14%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,131,684 $19,131,684 0.30 $19,112,568
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 18,911,814 $18,771,678 $18,771,678 0.29 $18,687,889
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,797,579 $18,516,019 $18,516,019 0.29 $18,432,735
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 18,915,274 $18,362,519 $18,362,519 0.29 $18,353,324
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,514,728 $18,262,216 $18,262,216 0.29 $18,180,185
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,351,725 $18,200,430 $18,200,430 0.29 $18,191,509
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,331,882 $17,759,835 $17,759,835 0.28 $17,702,510
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,380,784 $17,652,532 $17,652,532 0.28 $17,595,070
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,222,413 $17,334,124 $17,334,124 0.27 $17,120,197
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,092,852 $17,092,852 0.27 $17,012,409
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,784,896 $17,000,701 $17,000,701 0.27 $16,940,172
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,713,177 $16,538,472 $16,538,472 0.26 $16,464,423
Saluda Grade Alternative Mortgage Trust 2026-LOC7|5.52987|07/25/2066, 5.53%, 07/25/66 GRADE 2026-LOC7 79582XAA5 - 15,900,000 $15,909,769 $15,909,769 0.25 $15,900,000
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.74%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,856,661 $15,856,661 0.25 $15,769,599
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,490,015 $15,490,015 0.24 $15,476,057
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34029% 25-JAN-2042, 11.54%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,414,482 $15,414,482 0.24 $15,395,054
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,254,885 $14,388,708 $14,388,708 0.23 $14,333,409
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 14,481,292 $14,251,433 $14,251,433 0.22 $14,193,140
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,359,005 $14,217,819 $14,217,819 0.22 $14,171,695
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69029% 25-DEC-2041, 9.89%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,077,163 $14,199,082 $14,199,082 0.22 $14,183,617
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,796,236 $14,153,804 $14,153,804 0.22 $14,117,965
BMP Commercial Mortgage Trust 2024-MF23 A 5.29659% 15-JUN-2041, 5.30%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $13,991,148 $13,991,148 0.22 $13,960,251
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,785,623 $13,785,268 $13,785,268 0.22 $13,785,268
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,739,497 $13,739,497 0.22 $13,681,397
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,587,819 $13,596,635 $13,596,635 0.21 $13,511,418
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,029,015 $12,984,943 $12,984,943 0.20 $12,939,739
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 12,889,777 $12,762,551 $12,762,551 0.20 $12,756,285
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.48861% 25-APR-2056, 5.49%, 04/25/56 GRADE 2026-HB1 795939AC1 - 12,701,307 $12,722,018 $12,722,018 0.20 $12,712,336
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,183,628 $12,710,585 $12,710,585 0.20 $12,657,484
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,448,576 $12,684,961 $12,684,961 0.20 $12,636,210
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,688,369 $12,577,629 $12,577,629 0.20 $12,521,413
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.98787% 25-JAN-2042, 10.99%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 12,356,000 $12,529,392 $12,529,392 0.20 $12,514,307
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,276,019 $12,177,988 $12,177,988 0.19 $12,123,598
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 12,926,395 $12,168,926 $12,168,926 0.19 $12,126,233
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,670,569 $12,097,559 $12,097,559 0.19 $12,046,524
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.26546% 25-OCT-2057, 6.30%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,655,994 $11,969,029 $11,969,029 0.19 $11,960,866
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,502,589 $11,955,944 $11,955,944 0.19 $11,905,587
Connecticut Avenue Securities Trust 2022-R06 1B2 14.48787% 25-MAY-2042, 14.49%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,936,475 $11,498,706 $11,498,706 0.18 $11,481,101
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 11,495,681 $11,344,533 $11,344,533 0.18 $11,295,916
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,043,746 $11,236,841 $11,236,841 0.18 $11,196,578
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 11,088,805 $11,113,538 $11,113,538 0.17 $11,102,145
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69029% 25-JUN-2042, 15.89%, 06/25/42 CAS 2022-R07 20754MAL1 - 10,092,601 $10,806,420 $10,806,420 0.17 $10,788,603
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,426,709 $10,681,225 $10,681,225 0.17 $10,654,185
Connecticut Avenue Securities Trust 2022-R04 1B2 13.38787% 25-MAR-2042, 13.39%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,483,348 $10,483,348 0.16 $10,468,296
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,410,141 $10,410,141 0.16 $10,394,241
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.73787% 25-NOV-2043, 5.74%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 10,295,588 $10,343,768 $10,343,768 0.16 $10,337,205
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,501,765 $10,309,525 $10,309,525 0.16 $10,287,909
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,000,520 $9,795,803 $9,795,803 0.15 $9,755,780
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 9,762,920 $9,791,893 $9,791,893 0.15 $9,733,389
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 9,681,622 $9,686,720 $9,686,720 0.15 $9,679,357
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,175,741 $9,679,712 $9,679,712 0.15 $9,648,203
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,331,477 $9,331,477 0.15 $9,324,028
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,266,241 $9,266,241 0.15 $9,223,516
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,243,836 $9,243,836 0.15 $9,192,640
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.69029% 25-MAR-2042, 14.89%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,192,519 $9,192,519 0.14 $9,177,881
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,191,681 $9,191,681 0.14 $9,145,246
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,171,017 $9,102,747 $9,102,747 0.14 $9,060,570
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,190,980 $9,091,923 $9,091,923 0.14 $9,053,061
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,134,396 $9,066,711 $9,066,711 0.14 $9,026,240
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,058,898 $9,058,898 0.14 $9,027,729
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,100,860 $9,018,789 $9,018,789 0.14 $8,977,726
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 9,107,000 $8,956,373 $8,956,373 0.14 $8,913,852
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 8,738,786 $8,953,102 $8,953,102 0.14 $8,907,345
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 8,407,108 $8,404,632 $8,404,632 0.13 $8,391,923
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,012,681 $8,012,681 0.13 $7,969,467
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94029% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - 9,026,357 $7,958,431 $7,958,431 0.12 $7,953,417
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,699,118 $7,887,938 $7,887,938 0.12 $7,847,624
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,802,989 $7,654,438 $7,654,438 0.12 $7,619,866
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,500,698 $7,532,072 $7,532,072 0.12 $7,448,781
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,432,016 $7,372,025 $7,372,025 0.12 $7,339,097
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,350,686 $7,350,686 0.12 $7,319,024
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,293,151 $7,293,151 0.11 $7,287,146
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,644,818 $7,289,928 $7,289,928 0.11 $7,271,453
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,323,429 $7,122,397 $7,122,397 0.11 $7,117,819
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 $7,114,898 $7,114,898 0.11 $7,100,445
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,265,492 $7,073,150 $7,073,150 0.11 $7,044,689
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,100,308 $7,038,656 $7,038,656 0.11 $7,006,580
Fannie Mae REMIC Trust 2022-65 FB 4.68787% 25-SEP-2052, 4.69%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,209,986 $6,996,129 $6,996,129 0.11 $6,991,435
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.68787% 25-NOV-2041, 11.69%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $6,956,554 $6,956,554 0.11 $6,947,580
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,877,914 $6,877,914 0.11 $6,872,101
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 $6,791,788 $6,791,788 0.11 $6,762,060
Connecticut Avenue Securities Trust 2023-R03 2B1 10.23787% 25-APR-2043, 10.24%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,505,106 $6,505,106 0.10 $6,498,251
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,657,730 $6,501,160 $6,501,160 0.10 $6,474,365
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,400,419 $6,400,419 0.10 $6,369,568
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,343,177 $6,343,177 0.10 $6,314,864
Connecticut Avenue Securities Trust 2022-R05 2B2 10.88787% 25-APR-2042, 10.89%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,332,250 $6,332,250 0.10 $6,324,805
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,401,524 $6,325,430 $6,325,430 0.10 $6,295,655
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,421,971 $6,261,010 $6,261,010 0.10 $6,235,971
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,107,007 $6,057,711 $6,057,711 0.10 $6,030,654
Connecticut Avenue Securities Trust 2023-R04 1B2 11.94029% 25-MAY-2043, 12.14%, 05/25/43 CAS 2023-R04 20754QAJ7 - 5,500,000 $6,043,564 $6,043,564 0.09 $6,036,146
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 5,973,857 $6,003,053 $6,003,053 0.09 $5,987,472
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,067,566 $5,917,923 $5,917,923 0.09 $5,893,836
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 5,850,277 $5,805,815 $5,805,815 0.09 $5,779,998
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 5,890,092 $5,797,426 $5,797,426 0.09 $5,772,540
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 5,916,694 $5,708,501 $5,708,501 0.09 $5,689,436
Connecticut Avenue Securities, Series 2021-R02 2B2 10.08787% 25-NOV-2041, 10.09%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,647,073 $5,647,073 0.09 $5,640,778
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,724,644 $5,636,991 $5,636,991 0.09 $5,610,692
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,625,842 $5,625,842 0.09 $5,620,649
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,550,702 $5,605,416 $5,605,416 0.09 $5,600,366
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,720,890 $5,574,662 $5,574,662 0.09 $5,524,134
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,565,402 $5,565,402 0.09 $5,537,313
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,555,679 $5,555,679 0.09 $5,529,644
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 $5,434,221 $5,434,221 0.09 $5,430,370
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,403,107 $5,403,107 0.08 $5,398,813
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,339,500 $5,366,390 $5,366,390 0.08 $5,357,264
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,250,875 $5,250,875 0.08 $5,226,241
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,458,784 $5,215,085 $5,215,085 0.08 $5,200,794
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,210,962 $5,210,962 0.08 $5,186,385
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,145,194 $5,145,194 0.08 $4,934,820
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,191,595 $5,103,318 $5,103,318 0.08 $5,081,805
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,412,051 $5,087,879 $5,087,879 0.08 $5,068,261
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,101,956 $5,077,012 $5,077,012 0.08 $5,065,301
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,364,271 $5,019,730 $5,019,730 0.08 $5,001,365
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,044,137 $4,982,533 $4,982,533 0.08 $4,961,206
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,918,935 $4,918,935 0.08 $4,895,550
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 4,941,582 $4,909,838 $4,909,838 0.08 $4,885,337
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - $4,871,079 $4,871,079 0.08 $0
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,861,915 $4,861,915 0.08 $4,857,781
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 15.00235% 25-OCT-2048, 15.00%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,835,533 $4,835,533 0.08 $4,828,729
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,829,904 $4,829,904 0.08 $4,808,428
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,812,587 $4,812,587 0.08 $4,752,438
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,809,749 $4,809,749 0.08 $4,786,113
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,794,743 $4,794,743 0.08 $4,770,124
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,770,601 $4,770,601 0.07 $4,746,087
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 4,860,679 $4,742,646 $4,742,646 0.07 $4,721,369
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,722,615 $4,722,615 0.07 $4,701,614
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,777,098 $4,721,001 $4,721,001 0.07 $4,698,955
Connecticut Avenue Securities Trust 2024-R01 1B1 6.58787% 25-JAN-2044, 6.59%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,711,091 $4,711,091 0.07 $4,707,727
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,678,864 $4,678,864 0.07 $4,675,458
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 4,678,571 $4,672,803 $4,672,803 0.07 $4,669,126
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 $4,618,051 $4,618,051 0.07 $4,608,378
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44029% 25-JUN-2043, 8.64%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,535,788 $4,535,788 0.07 $4,531,649
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,500,548 $4,500,548 0.07 $4,491,304
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.75235% 25-SEP-2048, 11.75%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,449,437 $4,449,437 0.07 $4,444,214
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.25235% 25-JAN-2050, 9.25%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 3,965,595 $4,391,364 $4,391,364 0.07 $4,387,288
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,269,214 $4,269,214 0.07 $4,248,618
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.38787% 25-MAR-2043, 9.19%, 03/25/43 STACR 2023-DNA1 35564KP94 - 4,015,000 $4,256,776 $4,256,776 0.07 $4,228,916
Connecticut Avenue Securities Trust 2023-R08 1B1 7.43787% 25-OCT-2043, 7.44%, 10/25/43 CAS 2023-R08 20755CAF5 - 4,050,000 $4,217,273 $4,217,273 0.07 $4,213,926
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,053,442 $4,155,944 $4,155,944 0.07 $4,134,720
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,147,381 $4,147,381 0.07 $4,128,667
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,132,716 $4,132,716 0.06 $4,111,962
SWVP Trust 2026-PNCL C 6.02465% 15-OCT-2039, 6.02%, 10/15/39 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,100,038 $4,100,038 0.06 $4,089,771
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,064,180 $4,064,180 0.06 $4,060,988
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.88787% 25-DEC-2041, 10.89%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,041,705 $4,041,705 0.06 $4,036,866
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,036,512 $4,036,512 0.06 $4,033,400
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,926,775 $4,028,786 $4,028,786 0.06 $4,008,225
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,078,830 $3,958,453 $3,958,453 0.06 $3,943,668
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,912,912 $3,912,912 0.06 $3,903,956
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 $3,902,875 $3,902,875 0.06 $3,885,404
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,889,362 $3,889,362 0.06 $3,871,362
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 3,907,355 $3,879,276 $3,879,276 0.06 $3,873,896
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,858,460 $3,858,460 0.06 $3,841,763
Connecticut Avenue Securities Trust 2023-R01 1B1 8.79029% 25-DEC-2042, 8.99%, 12/25/42 CAS 2023-R01 207932AF1 - 3,630,000 $3,803,912 $3,803,912 0.06 $3,800,287
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,826,661 $3,793,263 $3,793,263 0.06 $3,776,309
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,773,209 $3,773,209 0.06 $3,756,589
GS Mortgage Securities MB FLTG 56, 5.74%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,715,815 $3,715,815 0.06 $3,712,839
OBX 2026-HE2 Trust MB FLTG 56, 5.69%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,689,057 $3,689,057 0.06 $3,669,344
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 3,609,054 $3,614,568 $3,614,568 0.06 $3,606,689
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,463,033 $3,582,079 $3,582,079 0.06 $3,532,843
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.44029% 25-FEB-2042, 8.64%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,539,090 $3,539,090 0.06 $3,535,731
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,380,488 $3,357,308 $3,357,308 0.05 $3,341,759
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,406,318 $3,355,489 $3,355,489 0.05 $3,341,042
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,447,042 $3,341,819 $3,341,819 0.05 $3,327,427
GS Mortgage Securities MB FLTG 56, 5.59%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,327,676 $3,327,676 0.05 $3,325,096
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.73787% 25-JUN-2043, 7.74%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,248,047 $3,248,047 0.05 $3,245,356
Ginnie Mae REMIC Trust 2023-116 LF 4.94783% 20-AUG-2053, 5.17%, 08/20/53 GNR 2023-116 38384EFT7 - 3,257,098 $3,244,672 $3,244,672 0.05 $3,239,990
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,141,042 $3,213,845 $3,213,845 0.05 $3,197,398
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,177,659 $3,164,949 $3,164,949 0.05 $3,149,821
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,154,315 $3,136,219 $3,136,219 0.05 $3,134,686
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,076,378 $3,076,378 0.05 $3,074,124
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,900,686 $2,981,707 $2,981,707 0.05 $2,966,518
OBX 2026 HE1 FLTG 2056 A1B, 5.39%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,909,789 $2,918,785 $2,918,785 0.05 $2,904,038
GWT Commercial Mortgage Trust 2024-WLF2 A 5.61589% 15-MAY-2041, 5.62%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,906,804 $2,906,804 0.05 $2,900,018
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,821,853 $2,893,211 $2,893,211 0.05 $2,878,435
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,855,470 $2,855,470 0.04 $2,843,217
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 $2,776,476 $2,776,476 0.04 $2,754,817
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,780,352 $2,773,747 $2,773,747 0.04 $2,771,631
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,746,964 $2,746,964 0.04 $2,733,168
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.54%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,722,940 $2,722,940 0.04 $2,708,826
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89029% 25-FEB-2050, 5.09%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,652,353 $2,606,106 $2,606,106 0.04 $2,604,665
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,510,097 $2,510,097 0.04 $2,508,210
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,430,890 $2,430,890 0.04 $2,420,406
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,426,249 $2,426,249 0.04 $2,415,566
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,360,623 $2,411,354 $2,411,354 0.04 $2,398,994
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,405,090 $2,405,090 0.04 $2,393,371
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,281,173 $2,334,045 $2,334,045 0.04 $2,322,101
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,333,711 $2,333,711 0.04 $2,323,645
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,329,445 $2,329,445 0.04 $2,319,240
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,910,839 $2,163,445 $2,163,445 0.03 $2,163,445
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,164,102 $2,131,473 $2,131,473 0.03 $2,122,018
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,139,992 $2,110,923 $2,110,923 0.03 $2,109,362
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,095,644 $2,101,054 $2,101,054 0.03 $2,096,312
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,117,478 $2,086,682 $2,086,682 0.03 $2,077,955
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,883,868 $1,932,466 $1,932,466 0.03 $1,922,602
GNMA II 30yr Pool#MA7535 3.000% 20-Aug-2051, 3.00%, 08/20/51 G2 36179WLQ9 - 2,219,775 $1,899,370 $1,899,370 0.03 $1,894,006
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 1,959,090 $1,879,096 $1,879,096 0.03 $1,878,075
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 1,990,691 $1,815,726 $1,815,726 0.03 $1,809,312
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.51546% 25-OCT-2057, 6.55%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,709,695 $1,760,299 $1,760,299 0.03 $1,759,054
Connecticut Avenue Securities Trust 2024-R06 1M2 5.48787% 25-SEP-2044, 5.49%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,703,798 $1,705,888 $1,705,888 0.03 $1,704,849
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24029% 25-FEB-2050, 5.44%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,729,776 $1,687,485 $1,687,485 0.03 $1,686,440
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,657,413 $1,657,413 0.03 $1,650,223
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,646,700 $1,646,700 0.03 $1,639,268
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,574,783 $1,614,606 $1,614,606 0.03 $1,606,360
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 $1,530,363 $1,530,363 0.02 $1,526,544
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04029% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,558,257 $1,521,253 $1,521,253 0.02 $1,520,346
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99029% 25-DEC-2031, 5.19%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,496,826 $1,505,037 $1,505,037 0.02 $1,497,226
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,450,332 $1,477,383 $1,477,383 0.02 $1,473,437
RCKT Mortgage Trust 2025-CES2 A3 5.859% 25-FEB-2055, 5.86%, 02/25/55 RCKT 2025-CES2 74942BAD3 - 1,350,000 $1,345,722 $1,345,722 0.02 $1,339,350
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,285,991 $1,313,628 $1,313,628 0.02 $1,306,895
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,220,030 $1,251,623 $1,251,623 0.02 $1,245,235
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 $1,249,788 $1,249,788 0.02 $1,246,876
Rithm Capital Corp. 8.0% 15-JUL-2030, 8.00%, 07/15/30 RITM 64828TAC6 - 1,227,000 $1,236,270 $1,236,270 0.02 $1,207,640
Connecticut Avenue Securities Trust 2023-R02 1B2 11.59029% 25-JAN-2043, 11.59%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,191,122 $1,191,122 0.02 $1,178,840
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,121,833 $1,121,833 0.02 $1,116,558
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,087,999 $1,113,216 $1,113,216 0.02 $1,107,519
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,317,919 $1,100,039 $1,100,039 0.02 $1,096,854
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,108,536 $1,095,759 $1,095,759 0.02 $1,090,861
Connecticut Avenue Securities Trust 2023-R02 1B1 9.24029% 25-JAN-2043, 9.24%, 01/25/43 CAS 2023-R02 20755AAD4 - 1,023,280 $1,080,865 $1,080,865 0.02 $1,072,198
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,013,496 $1,017,223 $1,017,223 0.02 $1,014,820
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 959,059 $979,670 $979,670 0.02 $974,648
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 $965,610 $965,610 0.02 $963,352
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 947,752 $949,777 $949,777 0.01 $948,884
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 968,595 $945,216 $945,216 0.01 $941,314
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 B2 13.63787% 25-APR-2042, 13.64%, 04/25/42 STACR 2022-DNA3 35564KWG0 - 895,000 $936,159 $936,159 0.01 $934,803
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 950,048 $934,628 $934,628 0.01 $930,805
FREMF 2019-KF70 Mortgage Trust C 9.86126% 25-SEP-2029, 9.86%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $898,148 $898,148 0.01 $889,687
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 $875,254 $875,254 0.01 $872,966
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 813,200 $834,326 $834,326 0.01 $830,068
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.80235% 25-FEB-2050, 8.80%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $795,409 $795,409 0.01 $794,696
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $743,090 $743,090 0.01 $739,610
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 759,700 $731,083 $731,083 0.01 $728,023
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19029% 25-DEC-2031, 5.39%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 728,455 $727,361 $727,361 0.01 $723,408
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 715,023 $632,185 $632,185 0.01 $630,457
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 $620,622 $620,622 0.01 $620,019
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 614,995 $616,273 $616,273 0.01 $615,731
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 620,285 $596,830 $596,830 0.01 $594,331
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 538,058 $550,756 $550,756 0.01 $547,939
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 556,578 $518,788 $518,788 0.01 $516,995
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 504,609 $514,766 $514,766 0.01 $514,257
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 744,414 $480,764 $480,764 0.01 $480,082
GNMA II 30yr Pool#MA7590 3.000% 20-Sep-2051, 3.00%, 09/20/51 G2 36179WNF1 - 516,549 $441,950 $441,950 0.01 $440,702
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 428,219 $398,461 $398,461 0.01 $397,598
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 376,941 $377,567 $377,567 0.01 $377,231
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 379,653 $333,601 $333,601 0.01 $332,530
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 321,232 $323,071 $323,071 0.01 $322,162
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 365,962 $322,833 $322,833 0.01 $321,949
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $299,664 $299,664 0.00 $299,442
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 296,323 $262,196 $262,196 0.00 $261,480
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.53787% 25-JAN-2034, 5.54%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 257,718 $258,493 $258,493 0.00 $258,334
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.88787% 25-JUN-2043, 5.89%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 248,029 $248,268 $248,268 0.00 $248,106
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 283,114 $245,432 $245,432 0.00 $244,748
Fannie Mae REMIC Trust 2012-126 SY 0.19523% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $238,888 $238,888 0.00 $238,888
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 240,717 $228,196 $228,196 0.00 $227,323
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 228,984 $202,638 $202,638 0.00 $201,992
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 217,484 $192,287 $192,287 0.00 $191,762
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 177,510 $169,104 $169,104 0.00 $168,746
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 163,393 $162,952 $162,952 0.00 $162,557
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 177,178 $153,623 $153,623 0.00 $153,195
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 167,381 $147,990 $147,990 0.00 $147,585
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 132,824 $118,142 $118,142 0.00 $117,821
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,126 $115,744 $115,744 0.00 $115,298
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 118,414 $108,782 $108,782 0.00 $108,496
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 101,221 $103,321 $103,321 0.00 $102,791
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,013 $102,633 $102,633 0.00 $102,237
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 103,087 $93,434 $93,434 0.00 $93,144
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 95,493 $86,551 $86,551 0.00 $86,282
Fannie Mae REMIC Trust 2013-130 FN 4.35235% 25-OCT-2042, 4.35%, 10/25/42 FNR 2013-130 3136AHG53 - 75,276 $74,630 $74,630 0.00 $74,585
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,572 $73,734 $73,734 0.00 $73,430
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 68,812 $60,887 $60,887 0.00 $60,721
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,196 $59,663 $59,663 0.00 $59,496
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 51,292 $46,121 $46,121 0.00 $45,956
Fannie Mae REMIC Trust 2006-20 GF 4.15477% 25-APR-2036, 4.35%, 04/25/36 FNR 2006-20 31395BU43 - 45,900 $45,389 $45,389 0.00 $45,361
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 43,682 $41,791 $41,791 0.00 $41,686
Fannie Mae REMIC Trust 2010-109 BS 12.61073% 25-OCT-2040, 12.61%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $40,517 $40,517 0.00 $40,064
Freddie Mac Multiclass Certificates, Series 3380 FM 4.55289% 15-OCT-2037, 4.55%, 10/15/37 FHR 3380 31397KTJ0 - 37,634 $37,435 $37,435 0.00 $37,364
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 38,894 $36,620 $36,620 0.00 $36,526
Freddie Mac Multiclass Certificates, Series 3721 FB 4.46289% 15-SEP-2040, 4.46%, 09/15/40 FHR 3721 3137GAD20 - 34,966 $34,825 $34,825 0.00 $34,760
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 35,872 $34,794 $34,794 0.00 $34,708
Ginnie Mae REMIC Trust 2008-013 FB 4.50525% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - 34,649 $34,287 $34,287 0.00 $34,243
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 33,794 $30,442 $30,442 0.00 $30,347
Ginnie Mae REMIC Trust 2007-040 FG 4.32525% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - 26,366 $25,977 $25,977 0.00 $25,945
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 25,814 $24,665 $24,665 0.00 $24,603
Ginnie Mae REMIC Trust 2004-069 CF 4.40525% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - 21,441 $21,347 $21,347 0.00 $21,320
Fannie Mae REMIC Trust 2013-2 QF 4.30477% 25-FEB-2043, 4.50%, 02/25/43 FNR 2013-2 3136AB4P5 - 20,833 $20,628 $20,628 0.00 $20,615
Ginnie Mae REMIC Trust 2007-059 FA 4.50525% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - 20,747 $20,548 $20,548 0.00 $20,522
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,416 $20,294 $20,294 0.00 $20,242
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 21,091 $19,985 $19,985 0.00 $19,909
Ginnie Mae REMIC Trust 2008-016 FC 4.50525% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - 16,749 $16,581 $16,581 0.00 $16,560
Ginnie Mae REMIC Trust 2007-037 FW 4.31525% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - 16,202 $15,932 $15,932 0.00 $15,912
Ginnie Mae REMIC Trust 2010-133 FD 4.47708% 16-OCT-2040, 4.48%, 10/16/40 GNR 2010-133 38377MHV1 - 15,919 $15,918 $15,918 0.00 $15,890
Ginnie Mae REMIC Trust 2005-065 FA 4.15525% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - 16,004 $15,727 $15,727 0.00 $15,708
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 15,147 $15,206 $15,206 0.00 $15,160
Ginnie Mae REMIC Trust 2004-059 FP 4.34708% 16-AUG-2034, 4.35%, 08/16/34 GNR 2004-59 38374HYS3 - 14,922 $14,830 $14,830 0.00 $14,804
Freddie Mac Multiclass Certificates, Series 2426 FL 4.61289% 15-MAR-2032, 4.61%, 03/15/32 FHR 2426 31339W7G5 - 13,043 $13,082 $13,082 0.00 $13,057
Ginnie Mae REMIC Trust 2005-048 AF 4.20525% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - 13,130 $12,979 $12,979 0.00 $12,963
Fannie Mae REMIC Trust 2002-53 FK 4.20477% 25-APR-2032, 4.40%, 04/25/32 FNR 2002-53 31392EHN3 - 12,612 $12,585 $12,585 0.00 $12,577
Fannie Mae REMIC Trust 2005-83 KT 4.10477% 25-OCT-2035, 4.30%, 10/25/35 FNR 2005-83 31394FUL7 - 11,269 $11,158 $11,158 0.00 $11,151
Fannie Mae REMIC Trust 2007-89 GF 4.32477% 25-SEP-2037, 4.52%, 09/25/37 FNR 2007-89 31396XPM0 - 10,130 $10,111 $10,111 0.00 $10,105
Freddie Mac Multiclass Certificates, Series 2551 FD 4.36289% 15-JAN-2033, 4.36%, 01/15/33 FHR 2551 31393JAZ1 - 9,434 $9,409 $9,409 0.00 $9,392
Ginnie Mae REMIC Trust 2012-075 FP 4.30525% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - 8,839 $8,866 $8,866 0.00 $8,855
Ginnie Mae REMIC Trust 2007-061 FA 4.50525% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - 8,391 $8,312 $8,312 0.00 $8,301
Fannie Mae REMIC Trust 2010-123 FL 4.23477% 25-NOV-2040, 4.43%, 11/25/40 FNR 2010-123 31398N2W3 - 7,199 $7,172 $7,172 0.00 $7,168
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.31289% 15-FEB-2032, 4.31%, 02/15/32 FHR 2410 31339NJN7 - 7,043 $7,044 $7,044 0.00 $7,031
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 6,965 $6,646 $6,646 0.00 $6,632
Fannie Mae REMIC Trust 2012-100 FG 4.20477% 25-SEP-2042, 4.40%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,662 $6,580 $6,580 0.00 $6,576
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,336 $6,051 $6,051 0.00 $6,038
Freddie Mac Multiclass Certificates, Series 3028 FM 4.21289% 15-SEP-2035, 4.21%, 09/15/35 FHR 3028 31396AFB5 - 6,052 $6,036 $6,036 0.00 $6,025
Fannie Mae REMIC Trust 2003-87 FG 4.30477% 25-SEP-2033, 4.50%, 09/25/33 FNR 2003-87 31393E4W6 - 6,004 $6,001 $6,001 0.00 $5,997
Ginnie Mae REMIC Trust 2007-018 FD 4.30525% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - 6,100 $5,994 $5,994 0.00 $5,986
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,201 $5,913 $5,913 0.00 $5,901
Ginnie Mae REMIC Trust 2010-006 FG 4.64708% 16-JAN-2040, 4.65%, 01/16/40 GNR 2010-6 38376TSC7 - 5,717 $5,679 $5,679 0.00 $5,669
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,457 $5,197 $5,197 0.00 $5,186
Fannie Mae REMIC Trust 2002-16 VF 4.35477% 25-APR-2032, 4.55%, 04/25/32 FNR 2002-16 31392CWW0 - 5,020 $5,032 $5,032 0.00 $5,029
Fannie Mae REMIC Trust 2010-95 FB 4.20477% 25-SEP-2040, 4.40%, 09/25/40 FNR 2010-95 31398NEX8 - 4,436 $4,426 $4,426 0.00 $4,423
Freddie Mac Multiclass Certificates, Series 3738 FD 4.26289% 15-AUG-2040, 4.26%, 08/15/40 FHR 3738 3137GAYQ4 - 1,013 $1,015 $1,015 0.00 $1,013
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,009 $893 $893 0.00 $890
Freddie Mac Multiclass Certificates, Series 2469 FE 4.46289% 15-JUL-2032, 4.46%, 07/15/32 FHR 2469 31392RC58 - 430.00 $431 $431 0.00 $430
Ginnie Mae REMIC Trust 2010-125 VF 4.35525% 20-JUN-2040, 4.42%, 06/20/40 GNR 2010-125 38377JYJ6 - 266.00 $266 $266 0.00 $266
Ginnie Mae REMIC Trust 1999-27 FE 4.44708% 16-AUG-2029, 4.45%, 08/16/29 GNR 1999-27 3837H2WA3 - 71.00 $72 $72 0.00 $71
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -3,813 $-404,892,938 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -669.00 $-72,795,562 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 124.00 $12,963,812 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -1,891 $-203,489,328 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 881.00 $179,971,781 $0 0.00 $0
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - -136,927,338 $-116,453,141 $-116,453,141 -1.83 $-116,453,141
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/12/26 FNCL 01F0506B7 - -291,843,275 $-276,504,868 $-276,504,868 -4.34 $-276,504,868
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - -321,464,779 $-320,343,510 $-320,343,510 -5.03 $-320,343,510
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/12/26 FNCL 01F0426B4 - -532,090,096 $-489,558,006 $-489,558,006 -7.68 $-489,558,006
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - -1,156,991,596 $-1,126,025,873 $-1,126,025,873 -17.67 $-1,126,025,873
SEGREGATED CASH SEGCASH $0.00 30,335,287 $30,335,287 $30,335,287 0.48 $30,335,287
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -1,857,768,812 $-1,857,768,812 $-1,857,768,812 -29.15 $-1,857,768,812
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $326,097,850 $0 0.00 $0

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