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For qualified investors in Chile

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of September 18, 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% October Delivery, 2.50%, 10/13/26 FNCL 01F0226A8 - 1,393,917,386 $1,113,285,574 $1,113,285,574 17.06 $1,113,285,574
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/26 G2SF 21H0226A4 - 710,603,414 $582,435,429 $582,435,429 8.93 $582,435,429
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - 377,722,000 $337,628,321 $337,628,321 5.18 $337,628,321
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 314,408,679 $301,347,548 $301,347,548 4.63 $296,345,971
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/13/26 FNCL 01F0306A1 - 348,803,862 $291,350,285 $291,350,285 4.47 $291,350,285
UMBS TBA 30yr 2% October Delivery, 2.00%, 10/13/26 FNCL 01F0206A2 - 360,986,255 $275,450,923 $275,450,923 4.23 $275,450,923
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/13/26 FNCL 01F0606A8 - 232,421,092 $231,476,998 $231,476,998 3.56 $231,476,998
Fannie Mae Pool|5.5|05/01/2055, 5.50%, 05/01/55 FN 3140W2ER8 - 198,413,556 $195,256,865 $195,256,865 3.00 $194,923,420
GNMA II TBA 30yr 5% October Delivery, 5.00%, 10/20/26 G2SF 21H0506A5 - 198,508,194 $188,225,073 $188,225,073 2.89 $188,225,073
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/13/26 FNCL 01F0626A4 - 174,168,000 $177,395,333 $177,395,333 2.73 $177,395,333
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 166,545,168 $172,830,280 $172,830,280 2.66 $166,963,132
GNMA II TBA 30yr 5.5% October Delivery, 5.50%, 10/20/26 G2SF 21H0526A1 - 164,697,000 $160,310,625 $160,310,625 2.47 $160,310,625
GNMA II TBA 30yr 3% October Delivery, 3.00%, 10/20/26 G2SF 21H0306A7 - 182,289,962 $155,351,151 $155,351,151 2.39 $155,351,151
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/13/26 FNCL 01F0326A7 - 178,743,000 $155,341,788 $155,341,788 2.38 $155,341,788
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 153,652,544 $151,331,364 $151,331,364 2.32 $150,861,870
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 131,746,868 $131,420,816 $131,420,816 2.01 $129,354,050
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 138,634,676 $130,712,475 $130,712,475 2.00 $128,932,657
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 126,364,578 $122,332,680 $122,332,680 1.87 $120,318,051
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 116,413,983 $119,042,499 $119,042,499 1.82 $116,645,131
GNMA II TBA 30yr 3.5% October Delivery, 3.50%, 10/20/26 G2SF 21H0326A3 - 132,283,377 $113,188,933 $113,188,933 1.73 $113,188,933
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 103,234,422 $105,821,093 $105,821,093 1.62 $103,493,501
GNMA II TBA 30yr 4.5% October Delivery, 4.50%, 10/20/26 G2SF 21H0426A2 - 114,736,488 $105,089,903 $105,089,903 1.61 $105,089,903
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 109,779,857 $104,555,226 $104,555,226 1.60 $102,334,346
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,132,907 $104,031,297 $104,031,297 1.59 $102,951,549
GNMA II TBA 30yr 4% October Delivery, 4.00%, 10/20/26 G2SF 21H0406A6 - 103,195,688 $91,274,213 $91,274,213 1.40 $91,274,213
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 92,876,315 $89,266,968 $89,266,968 1.37 $88,146,418
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 82,568,216 $81,225,653 $81,225,653 1.24 $80,973,361
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 82,009,257 $81,202,369 $81,202,369 1.24 $80,430,739
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 82,949,518 $79,368,807 $79,368,807 1.22 $78,184,087
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 73,748,989 $75,706,310 $75,706,310 1.16 $73,895,423
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 76,750,067 $75,547,244 $75,547,244 1.16 $75,312,730
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,747,421 $75,405,989 $75,405,989 1.16 $74,737,064
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 75,362,677 $75,375,117 $75,375,117 1.15 $73,947,019
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 77,169,313 $72,942,994 $72,942,994 1.12 $71,935,521
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 70,164,672 $70,250,242 $70,250,242 1.08 $69,090,514
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,473,104 $70,031,515 $70,031,515 1.07 $69,149,295
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 69,020,085 $69,035,990 $69,035,990 1.06 $67,963,450
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 74,431,590 $68,754,872 $68,754,872 1.05 $67,554,109
FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 3142GXET0 - 68,378,088 $65,311,092 $65,311,092 1.00 $64,733,402
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 65,063,799 $65,020,585 $65,020,585 1.00 $63,987,732
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,014,278 $62,353,445 $62,353,445 0.96 $61,801,394
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 60,761,016 $61,258,331 $61,258,331 0.94 $59,870,178
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,653,847 $61,024,270 $61,024,270 0.93 $60,508,194
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 60,531,200 $60,362,574 $60,362,574 0.92 $59,420,574
Fannie Mae Pool|6|04/01/2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,588,804 $60,132,806 $60,132,806 0.92 $60,023,560
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,570,020 $55,771,523 $55,771,523 0.85 $55,004,927
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,599,260 $55,050,279 $55,050,279 0.84 $54,162,315
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,534,774 $53,999,467 $53,999,467 0.83 $53,485,611
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 55,639,520 $53,979,549 $53,979,549 0.83 $53,160,443
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,471,835 $53,524,448 $53,524,448 0.82 $52,619,853
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 48,414,448 $50,453,780 $50,453,780 0.77 $48,551,530
Freddie Mac Pool|6|01/01/2056, 6.00%, 01/01/56 FR 31427T3E4 - 48,130,581 $48,576,609 $48,576,609 0.74 $48,488,370
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,701,644 $47,929,895 $47,929,895 0.73 $47,323,428
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,340,954 $46,480,127 $46,480,127 0.71 $46,027,847
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 46,103,956 $46,197,420 $46,197,420 0.71 $45,369,369
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,432,042 $45,744,446 $45,744,446 0.70 $45,080,611
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,394,381 $45,188,545 $45,188,545 0.69 $44,643,620
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,569,542 $44,167,502 $44,167,502 0.68 $43,711,666
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,070,007 $42,806,170 $42,806,170 0.66 $42,190,768
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,466,977 $42,336,610 $42,336,610 0.65 $41,687,793
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 41,679,059 $41,426,965 $41,426,965 0.63 $40,986,273
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,354,242 $41,177,181 $41,177,181 0.63 $40,467,105
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,678,603 $38,666,723 $38,666,723 0.59 $38,060,071
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,265,984 $36,421,859 $36,421,859 0.56 $35,892,192
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 34,037,047 $34,310,393 $34,310,393 0.53 $34,149,502
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 33,899,300 $33,638,653 $33,638,653 0.52 $33,262,515
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,467,803 $33,169,853 $33,169,853 0.51 $32,839,123
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,108,372 $33,113,532 $33,113,532 0.51 $32,598,730
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,977,733 $33,038,635 $33,038,635 0.51 $32,528,850
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,807,292 $32,818,573 $32,818,573 0.50 $32,305,042
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,710,659 $32,710,659 0.50 $32,680,865
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 34,443,460 $31,941,640 $31,941,640 0.49 $31,255,568
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 30,730,117 $31,864,341 $31,864,341 0.49 $30,817,127
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,507,284 $31,511,226 $31,511,226 0.48 $31,008,925
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,117,331 $30,495,848 $30,495,848 0.47 $29,619,231
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,507,901 $29,475,198 $29,475,198 0.45 $29,206,979
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,117,474 $29,004,567 $29,004,567 0.44 $28,690,573
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,788,093 $28,172,263 $28,172,263 0.43 $27,380,682
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,979,007 $26,923,885 $26,923,885 0.41 $26,640,215
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,623,591 $26,748,308 $26,748,308 0.41 $26,443,727
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,311,263 $26,280,780 $26,280,780 0.40 $25,690,933
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 27,360,486 $26,242,811 $26,242,811 0.40 $25,787,148
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,196,686 $25,064,057 $25,064,057 0.38 $24,685,809
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 23,179,952 $24,465,875 $24,465,875 0.37 $23,365,827
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14319% 25-FEB-2042, 12.14%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,237,062 $24,237,062 0.37 $24,024,433
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 23,965,099 $23,818,975 $23,818,975 0.36 $23,514,924
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 22,775,264 $22,967,524 $22,967,524 0.35 $22,845,836
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,358,104 $22,358,104 0.34 $21,706,446
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,481,525 $22,276,782 $22,276,782 0.34 $22,069,034
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,285,447 $21,090,444 $21,090,444 0.32 $20,887,863
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,866,991 $20,868,679 $20,868,679 0.32 $20,547,536
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14319% 25-OCT-2041, 11.14%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,410,912 $20,410,912 0.31 $20,048,157
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,030,011 $20,339,789 $20,339,789 0.31 $20,218,574
Connecticut Avenue Securities Trust 2023-R06 1B1 7.54319% 25-JUL-2043, 7.54%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,150,695 $20,150,695 0.31 $20,042,324
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,279,294 $20,055,438 $20,055,438 0.31 $19,878,962
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,030,228 $20,030,228 0.31 $19,879,877
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,950,027 $19,950,027 0.31 $19,635,756
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,931,173 $19,718,365 $19,718,365 0.30 $19,537,713
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.50767% 25-FEB-2040, 10.51%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 18,982,000 $19,571,387 $19,571,387 0.30 $19,421,795
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89319% 25-MAR-2042, 8.89%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,329,881 $19,329,881 0.30 $19,204,302
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,045,431 $19,026,788 $19,026,788 0.29 $18,777,962
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,704,632 $18,779,262 $18,779,262 0.29 $18,355,254
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,321,879 $18,777,303 $18,777,303 0.29 $18,728,461
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,833,057 $18,743,785 $18,743,785 0.29 $18,437,366
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,462,042 $18,459,422 $18,459,422 0.28 $18,136,717
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,733,557 $18,443,333 $18,443,333 0.28 $18,395,978
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,406,671 $17,743,272 $17,743,272 0.27 $17,615,131
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,633,757 $17,615,090 $17,615,090 0.27 $17,537,137
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,200,961 $17,200,961 0.26 $16,979,050
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,940,493 $17,177,962 $17,177,962 0.26 $17,053,484
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,736,340 $17,031,919 $17,031,919 0.26 $16,876,320
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,239,697 $16,692,859 $16,692,859 0.26 $16,552,941
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,746,306 $16,622,735 $16,622,735 0.25 $16,469,345
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,867,247 $15,867,247 0.24 $15,802,899
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29319% 25-JAN-2042, 11.29%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,590,091 $15,590,091 0.24 $15,461,734
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,560,973 $15,560,973 0.24 $15,488,394
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 15,653,018 $15,540,540 $15,540,540 0.24 $15,431,904
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,319,277 $14,923,218 $14,923,218 0.23 $14,379,193
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,590,284 $14,547,943 $14,547,943 0.22 $14,370,082
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 14,991,660 $14,365,965 $14,365,965 0.22 $14,129,579
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,900,778 $14,245,572 $14,245,572 0.22 $14,070,555
BMP Commercial Mortgage Trust 2024-MF23 A 5.01114% 15-JUN-2041, 5.19%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,015,516 $14,015,516 0.21 $14,003,410
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,351,540 $13,866,350 $13,866,350 0.21 $13,786,619
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,802,841 $13,802,841 0.21 $13,702,668
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,798,941 $13,798,771 $13,798,771 0.21 $13,798,771
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.21727% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - 13,531,321 $13,617,241 $13,617,241 0.21 $13,564,293
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,715,660 $13,607,156 $13,607,156 0.21 $13,607,156
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64319% 25-DEC-2041, 9.64%, 12/25/41 CAS 2022-R01 20754LAJ8 - 13,210,585 $13,457,770 $13,457,770 0.21 $13,362,225
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,052,210 $12,926,272 $12,926,272 0.20 $12,893,279
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,484,158 $12,836,489 $12,836,489 0.20 $12,656,688
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,206,238 $12,758,856 $12,758,856 0.20 $12,643,096
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,781,467 $12,710,327 $12,710,327 0.19 $12,585,794
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,089,130 $12,398,313 $12,398,313 0.19 $12,323,778
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03175% 25-OCT-2057, 6.03%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,964,524 $12,365,354 $12,365,354 0.19 $12,311,228
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,311,522 $12,326,382 $12,326,382 0.19 $12,123,044
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,552,489 $12,243,996 $12,243,996 0.19 $11,932,437
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,731,669 $12,207,630 $12,207,630 0.19 $12,102,493
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 12,119,343 $12,203,698 $12,203,698 0.19 $12,078,482
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29319% 25-FEB-2045, 5.29%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 11,998,722 $12,101,777 $12,101,777 0.19 $12,054,143
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,143,231 $12,023,853 $12,023,853 0.18 $11,935,309
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,185,663 $11,737,325 $11,737,325 0.18 $11,667,089
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,868,669 $11,175,476 $11,175,476 0.17 $10,990,273
Connecticut Avenue Securities Trust 2022-R06 1B2 14.24319% 25-MAY-2042, 14.24%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,162,327 $11,162,327 0.17 $11,050,841
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14319% 25-MAR-2042, 13.14%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,612,957 $10,612,957 0.16 $10,513,216
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,811,423 $10,599,528 $10,599,528 0.16 $10,590,626
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,516,457 $10,516,457 0.16 $10,475,029
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,482,509 $10,482,509 0.16 $10,433,219
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,465,468 $10,334,863 $10,334,863 0.16 $10,262,652
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64319% 25-JUN-2042, 15.64%, 06/25/42 CAS 2022-R07 20754MAL1 - 9,364,501 $10,195,270 $10,195,270 0.16 $10,085,402
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,188,477 $10,007,277 $10,007,277 0.15 $9,657,944
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,790,219 $9,742,432 $9,742,432 0.15 $9,640,340
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,727,663 $9,713,329 $9,713,329 0.15 $9,637,656
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,683,126 $9,643,714 $9,643,714 0.15 $9,573,122
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,079,880 $9,623,129 $9,623,129 0.15 $9,300,376
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,591,873 $9,591,873 0.15 $9,243,827
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,598,212 $9,567,698 $9,567,698 0.15 $9,491,593
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.64319% 25-MAR-2042, 14.64%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,375,080 $9,375,080 0.14 $9,277,900
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,363,799 $9,363,799 0.14 $9,325,067
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 9,286,009 $9,333,421 $9,333,421 0.14 $9,289,906
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,312,485 $9,312,485 0.14 $9,238,821
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,263,114 $9,299,129 $9,299,129 0.14 $9,133,025
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,273,850 $9,273,850 0.14 $9,185,583
RCKT Mortgage Trust 2026-CES9|6.229|09/25/2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,266,696 $9,266,696 0.14 $9,234,672
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $8,943,403 $8,943,403 0.14 $8,889,664
Connecticut Avenue Securities, Series 2021-R01 1B2 9.64319% 25-OCT-2041, 9.64%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,317,878 $8,317,878 0.13 $8,258,428
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.74319% 25-JAN-2042, 10.74%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 8,059,000 $8,307,113 $8,307,113 0.13 $8,242,179
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89319% 25-SEP-2041, 9.89%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 8,130,878 $8,195,337 $8,195,337 0.13 $8,135,007
Freddie Mac Multiclass Certificates, Series 5164 FA 3.89319% 25-NOV-2051, 3.89%, 11/25/51 FHR 5164 3137H3PY2 - 9,162,103 $8,155,739 $8,155,739 0.12 $8,129,978
RCKT Mortgage Trust 2026-CES9|6.627|09/25/2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,114,849 $8,114,849 0.12 $8,085,046
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,780,695 $8,060,079 $8,060,079 0.12 $7,969,642
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - 8,066,965 $7,925,488 $7,925,488 0.12 $7,871,092
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,826,665 $7,801,895 $7,801,895 0.12 $7,769,237
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,811,512 $7,689,933 $7,689,933 0.12 $7,621,744
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,448,888 $7,532,226 $7,532,226 0.12 $7,339,677
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,713,550 $7,525,377 $7,525,377 0.12 $7,500,308
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,652,437 $7,485,886 $7,485,886 0.11 $7,434,200
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,472,452 $7,436,486 $7,436,486 0.11 $7,430,453
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,815,200 $7,416,481 $7,416,481 0.11 $7,383,917
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,431,047 $7,399,002 $7,399,002 0.11 $7,341,122
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,371,561 $7,371,561 0.11 $7,316,972
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,311,698 $7,311,698 0.11 $7,280,469
Fannie Mae REMIC Trust 2022-65 FB 4.44319% 25-SEP-2052, 4.44%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,413,240 $7,284,927 $7,284,927 0.11 $7,261,138
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,279,955 $7,279,955 0.11 $7,220,740
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.44319% 25-NOV-2041, 11.44%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,050,773 $7,050,773 0.11 $6,991,469
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,904,018 $6,904,018 0.11 $6,873,792
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 $6,824,075 $6,824,075 0.10 $6,772,819
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,839,834 $6,720,529 $6,720,529 0.10 $6,673,068
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,701,548 $6,575,623 $6,575,623 0.10 $6,530,573
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,538,089 $6,564,604 $6,564,604 0.10 $6,512,172
Connecticut Avenue Securities Trust 2023-R03 2B1 9.99319% 25-APR-2043, 9.99%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,557,288 $6,557,288 0.10 $6,512,124
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,476,283 $6,476,283 0.10 $6,423,091
Connecticut Avenue Securities Trust 2022-R05 2B2 10.64319% 25-APR-2042, 10.64%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,393,798 $6,393,798 0.10 $6,344,676
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,366,104 $6,366,104 0.10 $6,317,289
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,454,011 $6,325,350 $6,325,350 0.10 $6,281,175
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,287,062 $6,286,855 $6,286,855 0.10 $6,239,021
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,264,661 $6,286,587 $6,286,587 0.10 $6,280,051
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,117,128 $6,209,889 $6,209,889 0.10 $6,027,443
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,288,802 $6,180,043 $6,180,043 0.09 $6,161,875
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/13/26 FNCL 01F0426A6 - 6,717,237 $6,172,617 $6,172,617 0.09 $6,172,617
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,189,674 $6,115,677 $6,115,677 0.09 $6,070,587
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,979,096 $6,041,850 $6,041,850 0.09 $6,010,171
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,910,711 $6,006,703 $6,006,703 0.09 $5,978,742
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,964,471 $5,904,857 $5,904,857 0.09 $5,857,613
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49319% 25-NOV-2043, 5.49%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,850,947 $5,896,562 $5,896,562 0.09 $5,872,457
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,036,223 $5,875,367 $5,875,367 0.09 $5,841,833
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,845,598 $5,765,815 $5,765,815 0.09 $5,697,465
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84319% 25-NOV-2041, 9.84%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,702,101 $5,702,101 0.09 $5,660,641
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,654,338 $5,654,338 0.09 $5,627,336
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,616,530 $5,616,530 0.09 $5,571,643
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 5,606,334 $5,604,208 $5,604,208 0.09 $5,599,312
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,597,215 $5,597,215 0.09 $5,548,785
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,634,917 $5,542,542 $5,542,542 0.08 $5,522,194
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,440,910 $5,440,910 0.08 $5,418,581
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,622,457 $5,436,328 $5,436,328 0.08 $5,410,949
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,424,347 $5,407,099 $5,407,099 0.08 $5,367,557
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,455,650 $5,384,081 $5,384,081 0.08 $5,345,103
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,439,468 $5,362,970 $5,362,970 0.08 $5,074,599
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,336,695 $5,336,695 0.08 $5,294,222
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,319,636 $5,319,636 0.08 $5,171,418
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,295,400 $5,295,400 0.08 $5,253,025
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,335,027 $5,294,778 $5,294,778 0.08 $5,289,879
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,209,134 $5,167,293 $5,167,293 0.08 $5,122,762
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,432,412 $5,156,070 $5,156,070 0.08 $5,124,004
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 - 5,063,233 $5,082,274 $5,082,274 0.08 $5,061,580
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,972,874 $4,972,874 0.08 $4,891,316
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,056,772 $4,957,231 $4,957,231 0.08 $4,919,066
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,950,020 $4,950,020 0.08 $4,909,700
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.75767% 25-OCT-2048, 14.76%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,928,406 $4,928,406 0.08 $4,883,225
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,879,307 $4,879,307 0.07 $4,842,279
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,871,546 $4,871,546 0.07 $4,850,049
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,867,081 $4,867,081 0.07 $4,841,015
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,862,847 $4,862,847 0.07 $4,822,095
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,858,643 $4,858,643 0.07 $4,816,197
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 4,854,096 $4,832,880 $4,832,880 0.07 $4,828,842
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,809,193 $4,828,380 $4,828,380 0.07 $4,790,113
OBX 2026-HE2 Trust MB FLTG 56, 5.24%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,772,520 $4,772,520 0.07 $4,753,857
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,747,209 $4,747,209 0.07 $4,711,000
Connecticut Avenue Securities Trust 2024-R01 1B1 6.34319% 25-JAN-2044, 6.34%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,742,000 $4,742,000 0.07 $4,720,140
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,691,889 $4,691,889 0.07 $4,674,180
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39319% 25-JUN-2043, 8.39%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,586,383 $4,586,383 0.07 $4,559,240
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.50767% 25-SEP-2048, 11.51%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,538,487 $4,538,487 0.07 $4,503,964
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,499,579 $4,499,579 0.07 $4,495,881
Connecticut Avenue Securities Trust 2023-R04 1B2 11.89319% 25-MAY-2043, 11.89%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,478,385 $4,478,385 0.07 $4,442,705
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,529,483 $4,340,438 $4,340,438 0.07 $4,302,744
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,293,263 $4,293,263 0.07 $4,257,753
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,233,396 $4,225,493 $4,225,493 0.06 $4,207,423
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,057,532 $4,207,428 $4,207,428 0.06 $4,166,710
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,199,703 $4,199,703 0.06 $4,167,438
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,155,665 $4,155,665 0.06 $4,119,883
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,207,960 $4,113,229 $4,113,229 0.06 $4,086,930
SWVP Trust 2026-PNCL C 5.8% 15-OCT-2043, 5.80%, 10/15/43 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,090,000 $4,090,000 0.06 $4,090,000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64319% 25-DEC-2041, 10.64%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,087,868 $4,087,868 0.06 $4,055,939
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,935,641 $4,079,177 $4,079,177 0.06 $4,025,303
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,075,019 $4,075,019 0.06 $4,058,419
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,054,634 $4,054,634 0.06 $4,038,448
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,933,213 $3,933,213 0.06 $3,902,180
Connecticut Avenue Securities Trust 2023-R08 1B1 7.19319% 25-OCT-2043, 7.19%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,931,369 $3,931,369 0.06 $3,911,138
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 $3,929,534 $3,929,534 0.06 $3,899,412
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,898,922 $3,898,922 0.06 $3,870,133
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,881,383 $3,881,383 0.06 $3,877,800
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,871,433 $3,854,462 $3,854,462 0.06 $3,812,165
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,825,461 $3,825,461 0.06 $3,796,807
GS Mortgage Securities MB FLTG 56, 5.49%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,752,001 $3,752,001 0.06 $3,736,613
OBX 2026-HE2 Trust MB FLTG 56, 5.44%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,703,338 $3,703,338 0.06 $3,688,323
Connecticut Avenue Securities Trust 2023-R01 1B1 8.74319% 25-DEC-2042, 8.74%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,694,651 $3,694,651 0.06 $3,671,700
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,618,949 $3,653,605 $3,653,605 0.06 $3,567,765
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.39319% 25-FEB-2042, 8.39%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,587,243 $3,587,243 0.05 $3,565,211
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,567,456 $3,558,438 $3,558,438 0.05 $3,530,146
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,539,012 $3,527,007 $3,527,007 0.05 $3,501,128
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,586,105 $3,493,715 $3,493,715 0.05 $3,467,900
Ginnie Mae REMIC Trust 2023-116 LF 4.93884% 20-AUG-2053, 4.94%, 08/20/53 GNR 2023-116 38384EFT7 - 3,421,640 $3,442,931 $3,442,931 0.05 $3,428,379
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,147,838 $3,377,138 $3,377,138 0.05 $3,222,487
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,353,409 $3,354,521 $3,354,521 0.05 $3,326,995
GS Mortgage Securities MB FLTG 56, 5.34%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,337,991 $3,337,991 0.05 $3,324,670
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.49319% 25-JUN-2043, 7.49%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,282,986 $3,282,986 0.05 $3,265,395
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,184,260 $3,223,980 $3,223,980 0.05 $3,191,354
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.14319% 25-MAR-2043, 9.14%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,215,579 $3,215,579 0.05 $3,195,003
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,219,422 $3,200,993 $3,200,993 0.05 $3,192,855
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,093,254 $3,093,254 0.05 $3,081,535
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,904,087 $3,023,274 $3,023,274 0.05 $2,993,659
OBX 2026 HE1 FLTG 2056 A1B, 5.14%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,961,071 $2,980,292 $2,980,292 0.05 $2,968,870
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,825,617 $2,931,996 $2,931,996 0.04 $2,901,647
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,921,384 $2,920,770 $2,920,770 0.04 $2,909,208
GWT Commercial Mortgage Trust 2024-WLF2 A 5.33044% 15-MAY-2041, 5.51%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,905,228 $2,905,228 0.04 $2,902,566
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,855,009 $2,855,009 0.04 $2,833,883
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00767% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,846,379 $2,846,379 0.04 $2,829,080
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 $2,769,688 $2,769,688 0.04 $2,755,584
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,740,698 $2,740,698 0.04 $2,730,450
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.29%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,724,380 $2,724,380 0.04 $2,713,633
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.84319% 25-FEB-2050, 4.84%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,704,541 $2,675,985 $2,675,985 0.04 $2,666,216
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,556,126 $2,557,734 $2,557,734 0.04 $2,555,421
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,507,311 $2,507,311 0.04 $2,497,497
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,363,067 $2,434,733 $2,434,733 0.04 $2,410,958
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,433,707 $2,433,707 0.04 $2,413,501
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,431,159 $2,431,159 0.04 $2,413,083
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,427,988 $2,427,988 0.04 $2,409,568
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,284,025 $2,361,764 $2,361,764 0.04 $2,338,189
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,357,338 $2,357,338 0.04 $2,339,743
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,334,526 $2,334,526 0.04 $2,317,171
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,393,991 $2,292,075 $2,292,075 0.04 $2,272,243
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,637,234 $2,267,729 $2,267,729 0.03 $2,227,223
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,260,250 $2,238,540 $2,238,540 0.03 $2,221,513
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,253,132 $2,238,478 $2,238,478 0.03 $2,222,469
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,253,707 $2,233,272 $2,233,272 0.03 $2,224,723
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,942,880 $2,177,129 $2,177,129 0.03 $2,177,129
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24319% 25-SEP-2044, 5.24%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,041,090 $2,051,602 $2,051,602 0.03 $2,043,576
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,038,793 $1,979,569 $1,979,569 0.03 $1,974,047
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,886,460 $1,951,529 $1,951,529 0.03 $1,931,907
FNMA 30yr Pool#FA6741 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140W7P38 - - $1,925,392 $1,925,392 0.03 $0
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,807,978 $1,875,471 $1,875,471 0.03 $1,856,626
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,015,529 $1,845,956 $1,845,956 0.03 $1,830,900
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28175% 25-OCT-2057, 6.28%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,754,950 $1,818,805 $1,818,805 0.03 $1,810,537
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.94319% 25-DEC-2031, 4.94%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,738,075 $1,747,220 $1,747,220 0.03 $1,740,776
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19319% 25-FEB-2050, 5.19%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,763,812 $1,733,108 $1,733,108 0.03 $1,726,238
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,667,285 $1,667,285 0.03 $1,654,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,658,387 $1,658,387 0.03 $1,645,992
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,602,343 $1,612,924 $1,612,924 0.02 $1,611,316
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.99319% 25-FEB-2050, 4.99%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,588,918 $1,562,216 $1,562,216 0.02 $1,556,266
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,478,367 $1,504,556 $1,504,556 0.02 $1,502,947
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 1,399,403 $1,408,481 $1,408,481 0.02 $1,401,619
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,397,563 $1,404,358 $1,404,358 0.02 $1,403,049
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,332,609 $1,378,851 $1,378,851 0.02 $1,364,211
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,287,312 $1,326,343 $1,326,343 0.02 $1,313,401
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,221,520 $1,261,844 $1,261,844 0.02 $1,249,328
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - $1,205,096 $1,205,096 0.02 $0
Connecticut Avenue Securities Trust 2023-R02 1B2 11.54319% 25-JAN-2043, 11.54%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,195,239 $1,195,239 0.02 $1,185,802
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - $1,188,426 $1,188,426 0.02 $0
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,163,996 $1,157,770 $1,157,770 0.02 $1,147,356
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,159,620 $1,151,084 $1,151,084 0.02 $1,142,250
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,141,432 $1,141,432 0.02 $1,132,337
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,325,549 $1,108,402 $1,108,402 0.02 $1,099,263
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,098,567 $1,101,293 $1,101,293 0.02 $1,100,252
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,177,297 $1,032,119 $1,032,119 0.02 $1,022,150
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,023,143 $1,028,057 $1,028,057 0.02 $1,027,095
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,019,004 $1,011,205 $1,011,205 0.02 $1,004,136
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,026,316 $1,001,322 $1,001,322 0.02 $991,803
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 960,002 $989,067 $989,067 0.02 $979,458
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,023,987 $989,027 $989,027 0.02 $939,870
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 915,624 $922,831 $922,831 0.01 $921,867
FREMF 2019-KF70 Mortgage Trust C 9.73423% 25-SEP-2029, 9.73%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $892,186 $892,186 0.01 $885,685
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 847,245 $852,319 $852,319 0.01 $848,440
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.14319% 25-DEC-2031, 5.14%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 845,863 $850,747 $850,747 0.01 $847,484
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 814,077 $840,828 $840,828 0.01 $832,603
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - - $825,105 $825,105 0.01 $0
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55767% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $810,106 $810,106 0.01 $805,429
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $749,452 $749,452 0.01 $743,452
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 761,074 $743,985 $743,985 0.01 $727,163
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 797,883 $724,270 $724,270 0.01 $703,882
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 718,847 $639,193 $639,193 0.01 $632,384
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 $621,617 $621,617 0.01 $618,483
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 622,048 $601,298 $601,298 0.01 $594,109
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 538,850 $556,471 $556,471 0.01 $550,865
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 537,337 $551,161 $551,161 0.01 $548,343
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 796,939 $528,703 $528,703 0.01 $528,411
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 561,346 $524,158 $524,158 0.01 $518,981
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 587,723 $510,587 $510,587 0.01 $508,547
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 460,719 $429,385 $429,385 0.01 $425,198
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 420,910 $423,389 $423,389 0.01 $421,437
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 433,730 $410,202 $410,202 0.01 $403,223
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 396,798 $399,004 $399,004 0.01 $398,555
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29319% 25-JAN-2034, 5.29%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 368,728 $371,117 $371,117 0.01 $369,653
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 380,448 $336,000 $336,000 0.01 $333,356
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 375,105 $329,177 $329,177 0.01 $326,186
Connecticut Avenue Securities Trust 2022-R01 1B1 6.79319% 25-DEC-2041, 6.79%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $313,569 $313,569 0.00 $311,989
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $299,328 $299,328 0.00 $298,641
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 299,842 $270,395 $270,395 0.00 $261,906
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.64319% 25-JUN-2043, 5.64%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 248,029 $249,916 $249,916 0.00 $248,866
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 285,939 $249,322 $249,322 0.00 $247,109
Fannie Mae REMIC Trust 2012-126 SY 0.24233% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $245,115 $245,115 0.00 $245,032
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - - $241,623 $241,623 0.00 $0
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 241,334 $229,372 $229,372 0.00 $227,224
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 229,511 $204,007 $204,007 0.00 $202,370
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 218,639 $195,277 $195,277 0.00 $192,340
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 174,235 $182,245 $182,245 0.00 $173,248
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 182,468 $178,914 $178,914 0.00 $173,667
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 184,519 $160,398 $160,398 0.00 $158,962
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 168,427 $150,013 $150,013 0.00 $148,168
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 152,256 $136,335 $136,335 0.00 $134,741
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - $124,810 $124,810 0.00 $0
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 133,598 $119,530 $119,530 0.00 $118,237
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,458 $117,310 $117,310 0.00 $116,206
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 119,665 $111,272 $111,272 0.00 $109,524
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 104,648 $111,114 $111,114 0.00 $106,745
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 104,884 $105,138 $105,138 0.00 $105,009
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,236 $103,003 $103,003 0.00 $102,097
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 104,198 $94,169 $94,169 0.00 $92,898
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 96,374 $87,033 $87,033 0.00 $85,923
Fannie Mae REMIC Trust 2013-130 FN 4.10767% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 77,868 $77,386 $77,386 0.00 $77,155
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - $77,289 $77,289 0.00 $0
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,744 $73,892 $73,892 0.00 $73,194
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,668 $62,276 $62,276 0.00 $61,760
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 69,379 $61,594 $61,594 0.00 $60,601
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,407 $60,171 $60,171 0.00 $59,671
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - $58,038 $58,038 0.00 $0
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - $56,118 $56,118 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 62,176 $54,485 $54,485 0.00 $53,752
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 57,687 $52,107 $52,107 0.00 $51,786
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - $50,963 $50,963 0.00 $0
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - $50,674 $50,674 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.10767% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 47,120 $46,973 $46,973 0.00 $46,833
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 44,524 $43,515 $43,515 0.00 $42,450
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - $40,966 $40,966 0.00 $0
Fannie Mae REMIC Trust 2010-109 BS 13.63989% 25-OCT-2040, 13.64%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $39,151 $39,151 0.00 $38,354
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - $38,695 $38,695 0.00 $0
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34098% 15-OCT-2037, 4.35%, 10/15/37 FHR 3380 31397KTJ0 - 37,934 $37,891 $37,891 0.00 $37,863
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 39,367 $37,547 $37,547 0.00 $36,916
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 37,103 $37,261 $37,261 0.00 $35,980
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25098% 15-SEP-2040, 4.26%, 09/15/40 FHR 3721 3137GAD20 - 35,996 $35,861 $35,861 0.00 $35,835
Ginnie Mae REMIC Trust 2008-013 FB 4.26693% 20-FEB-2038, 4.27%, 02/20/38 GNR 2008-13 38375PNL1 - 35,542 $35,584 $35,584 0.00 $35,453
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,214 $30,897 $30,897 0.00 $30,612
Ginnie Mae REMIC Trust 2007-040 FG 4.08693% 20-JUL-2037, 4.09%, 07/20/37 GNR 2007-40 38375KZS4 - 26,970 $26,770 $26,770 0.00 $26,675
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 26,211 $25,472 $25,472 0.00 $24,958
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - $22,584 $22,584 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.16693% 20-JUL-2034, 4.17%, 07/20/34 GNR 2004-69 38374JAT3 - 22,268 $22,243 $22,243 0.00 $22,163
Fannie Mae REMIC Trust 2013-2 QF 4.25767% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,387 $21,352 $21,352 0.00 $21,286
Ginnie Mae REMIC Trust 2007-059 FA 4.26693% 20-OCT-2037, 4.27%, 10/20/37 GNR 2007-59 38375LPU8 - 21,287 $21,246 $21,246 0.00 $21,168
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 21,145 $21,097 $21,097 0.00 $19,933
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,712 $20,876 $20,876 0.00 $20,489
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - $18,618 $18,618 0.00 $0
Ginnie Mae REMIC Trust 2008-016 FC 4.26693% 20-FEB-2038, 4.27%, 02/20/38 GNR 2008-16 383742FU2 - 17,149 $17,171 $17,171 0.00 $17,108
Ginnie Mae REMIC Trust 2007-037 FW 4.07693% 20-JUN-2037, 4.08%, 06/20/37 GNR 2007-37 38375KNR9 - 16,754 $16,659 $16,659 0.00 $16,600
Ginnie Mae REMIC Trust 2010-133 FD 4.18368% 16-OCT-2040, 4.41%, 10/16/40 GNR 2010-133 38377MHV1 - 16,479 $16,467 $16,467 0.00 $16,457
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - $16,306 $16,306 0.00 $0
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 3.92%, 08/20/35 GNR 2005-65 38374LL25 - 16,407 $16,255 $16,255 0.00 $16,200
Ginnie Mae REMIC Trust 2004-059 FP 4.05368% 16-AUG-2034, 4.28%, 08/16/34 GNR 2004-59 38374HYS3 - 15,200 $15,152 $15,152 0.00 $15,143
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,560 $13,605 $13,605 0.00 $13,452
Ginnie Mae REMIC Trust 2005-048 AF 3.96693% 20-JUN-2035, 3.97%, 06/20/35 GNR 2005-48 38374LHM6 - 13,504 $13,394 $13,394 0.00 $13,348
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40098% 15-MAR-2032, 4.41%, 03/15/32 FHR 2426 31339W7G5 - 13,299 $13,360 $13,360 0.00 $13,350
Fannie Mae REMIC Trust 2002-53 FK 4.15767% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 13,207 $13,208 $13,208 0.00 $13,169
Fannie Mae REMIC Trust 2005-83 KT 4.05767% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 11,660 $11,615 $11,615 0.00 $11,581
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - $11,095 $11,095 0.00 $0
Fannie Mae REMIC Trust 2007-89 GF 4.27767% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 10,766 $10,786 $10,786 0.00 $10,753
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15098% 15-JAN-2033, 4.16%, 01/15/33 FHR 2551 31393JAZ1 - 9,636 $9,631 $9,631 0.00 $9,625
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - $9,597 $9,597 0.00 $0
Ginnie Mae REMIC Trust 2012-075 FP 4.06693% 20-JUL-2041, 4.07%, 07/20/41 GNR 2012-75 38378EZ55 - 9,309 $9,359 $9,359 0.00 $9,327
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 10,595 $9,273 $9,273 0.00 $9,159
Ginnie Mae REMIC Trust 2007-061 FA 4.26693% 20-OCT-2037, 4.27%, 10/20/37 GNR 2007-61 38375LLN8 - 8,612 $8,596 $8,596 0.00 $8,564
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - $8,008 $8,008 0.00 $0
Fannie Mae REMIC Trust 2010-123 FL 4.18767% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 7,545 $7,544 $7,544 0.00 $7,521
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.11298% 15-FEB-2032, 4.11%, 02/15/32 FHR 2410 31339NJN7 - 7,239 $7,230 $7,230 0.00 $7,225
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,195 $7,054 $7,054 0.00 $6,858
Fannie Mae REMIC Trust 2012-100 FG 4.15767% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,821 $6,774 $6,774 0.00 $6,754
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - $6,433 $6,433 0.00 $0
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,505 $6,358 $6,358 0.00 $6,205
Fannie Mae REMIC Trust 2003-87 FG 4.25767% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,313 $6,326 $6,326 0.00 $6,307
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,373 $6,278 $6,278 0.00 $6,072
Ginnie Mae REMIC Trust 2007-018 FD 4.06693% 20-APR-2037, 4.07%, 04/20/37 GNR 2007-18 38375JC86 - 6,289 $6,248 $6,248 0.00 $6,226
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00098% 15-SEP-2035, 4.01%, 09/15/35 FHR 3028 31396AFB5 - 6,236 $6,220 $6,220 0.00 $6,216
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - $6,106 $6,106 0.00 $0
Ginnie Mae REMIC Trust 2010-006 FG 4.35368% 16-JAN-2040, 4.58%, 01/16/40 GNR 2010-6 38376TSC7 - 5,803 $5,814 $5,814 0.00 $5,810
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,580 $5,439 $5,439 0.00 $5,308
Fannie Mae REMIC Trust 2002-16 VF 4.30767% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 5,384 $5,410 $5,410 0.00 $5,393
Fannie Mae REMIC Trust 2010-95 FB 4.15767% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 4,687 $4,690 $4,690 0.00 $4,676
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - $3,959 $3,959 0.00 $0
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - $3,318 $3,318 0.00 $0
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - $3,027 $3,027 0.00 $0
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - $2,245 $2,245 0.00 $0
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - $2,125 $2,125 0.00 $0
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - $2,040 $2,040 0.00 $0
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - $1,623 $1,623 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05098% 15-AUG-2040, 4.06%, 08/15/40 FHR 3738 3137GAYQ4 - 1,407 $1,408 $1,408 0.00 $1,407
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - $1,279 $1,279 0.00 $0
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - $1,186 $1,186 0.00 $0
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,013 $892 $892 0.00 $884
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - $841 $841 0.00 $0
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - $840 $840 0.00 $0
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - $737 $737 0.00 $0
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - $575 $575 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25098% 15-JUL-2032, 4.26%, 07/15/32 FHR 2469 31392RC58 - 489.00 $489 $489 0.00 $489
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - $464 $464 0.00 $0
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - $392 $392 0.00 $0
Ginnie Mae REMIC Trust 2010-125 VF 4.11693% 20-JUN-2040, 4.12%, 06/20/40 GNR 2010-125 38377JYJ6 - 283.00 $284 $284 0.00 $283
Ginnie Mae REMIC Trust 1999-27 FE 4.15368% 16-AUG-2029, 4.38%, 08/16/29 GNR 1999-27 3837H2WA3 - 104.00 $104 $104 0.00 $104
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -306.00 $-33,267,938 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 2,561 $521,823,757 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -2,080 $-216,693,751 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -2,997 $-322,037,016 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -2,561 $-271,025,828 $0 0.00 $0
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/13/26 FNCL 01F0426A6 - -6,717,237 $-6,172,617 $-6,172,617 -0.09 $-6,172,617
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/13/26 FNCL 01F0606A8 - -10,500,000 $-10,457,349 $-10,457,349 -0.16 $-10,457,349
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - -203,407,155 $-181,816,299 $-181,816,299 -2.78 $-181,816,299
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/13/26 FNCL 01F0506A9 - -300,679,227 $-284,133,150 $-284,133,150 -4.35 $-284,133,150
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/12/26 FNCL 01F0426B4 - -574,435,096 $-527,362,438 $-527,362,438 -8.08 $-527,362,438
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/13/26 FNCL 01F0526A5 - -861,077,896 $-836,151,413 $-836,151,413 -12.81 $-836,151,413
SEGREGATED CASH SEGCASH $0.00 57,570,821 $57,570,821 $57,570,821 0.88 $57,570,821
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,135,230,974 $-2,135,230,974 $-2,135,230,974 -32.71 $-2,135,230,974
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $325,551,050 $0 0.00 $0

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