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For professional investors in Mexico

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of November 26, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% December Delivery, 2.50%, 12/11/25 FNCL 01F0226C4 - - 1,711,613,894 $1,460,629,679 $1,460,629,679 21.43 $1,460,629,679
UMBS TBA 30yr 3% December Delivery, 3.00%, 12/11/25 FNCL 01F0306C7 - - 735,169,354 $654,355,863 $654,355,863 9.61 $654,355,863
GNMA II TBA 30yr 5% December Delivery, 5.00%, 12/18/25 G2SF 21H0506C1 - - 411,201,194 $410,861,131 $410,861,131 6.04 $410,861,131
GNMA II TBA 30yr 2.5% December Delivery, 2.50%, 12/18/25 G2SF 21H0226C0 - - 443,715,414 $386,041,284 $386,041,284 5.67 $386,041,284
UMBS TBA 30yr 2% December Delivery, 2.00%, 12/11/25 FNCL 01F0206C8 - - 402,248,255 $328,284,053 $328,284,053 4.82 $328,284,053
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 194,971,623 $202,300,423 $202,300,423 2.98 $201,455,546
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 187,240,605 $191,728,729 $191,728,729 2.82 $190,984,968
GNMA II TBA 30yr 5.5% December Delivery, 5.50%, 12/18/25 G2SF 21H0526C7 - - 183,586,000 $185,427,368 $185,427,368 2.73 $185,427,368
GNMA II TBA 30yr 3% December Delivery, 3.00%, 12/18/25 G2SF 21H0306C3 - - 203,159,962 $183,631,617 $183,631,617 2.70 $183,631,617
Fannie Mae REMIC Trust 2025-12 FC 5.28279% 25-MAR-2055, 5.17%, 03/25/55 FNR 2025-12 3136BVFC7 - - 154,785,627 $155,087,417 $155,087,417 2.28 $155,042,944
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - 142,940,620 $142,771,521 $142,771,521 2.10 $142,771,521
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 132,484,893 $137,311,107 $137,311,107 2.02 $136,737,005
GNMA II TBA 30yr 3.5% December Delivery, 3.50%, 12/18/25 G2SF 21H0326C9 - - 147,859,377 $135,857,336 $135,857,336 1.99 $135,857,336
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,537,635 $133,359,448 $133,359,448 1.96 $132,884,451
GNMA II TBA 30yr 4.5% December Delivery, 4.50%, 12/18/25 G2SF 21H0426C8 - - 127,692,488 $125,070,834 $125,070,834 1.83 $125,070,834
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,651,684 $118,421,951 $118,421,951 1.74 $118,036,333
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 114,180,716 $110,691,236 $110,691,236 1.62 $110,361,380
GNMA II TBA 30yr 4% December Delivery, 4.00%, 12/18/25 G2SF 21H0406C2 - - 114,954,688 $109,206,724 $109,206,724 1.60 $109,206,724
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 107,420,753 $104,137,865 $104,137,865 1.53 $103,827,538
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 99,121,266 $102,106,635 $102,106,635 1.50 $101,712,903
UMBS TBA 30yr 6.5% December Delivery, 6.50%, 12/11/25 FNCL 01F0626C0 - - 92,975,000 $96,297,926 $96,297,926 1.41 $96,297,926
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 86,855,387 $89,740,590 $89,740,590 1.32 $89,395,582
Freddie Mac Multiclass Certificates, Series 5544 FC 5.18279% 25-JUN-2055, 5.07%, 06/25/55 FHR 5544 3137HLNP3 - - 88,829,119 $89,183,381 $89,183,381 1.31 $89,158,352
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,189,583 $84,026,576 $84,026,576 1.23 $83,752,960
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 81,624,760 $78,950,856 $78,950,856 1.16 $78,715,051
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 76,254,213 $78,736,659 $78,736,659 1.15 $78,433,760
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,168,020 $78,685,856 $78,685,856 1.15 $78,383,299
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 70,456,547 $72,683,373 $72,683,373 1.07 $72,403,504
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 70,270,254 $72,584,490 $72,584,490 1.06 $72,305,361
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 68,394,250 $70,818,137 $70,818,137 1.04 $70,521,762
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 58,953,901 $60,823,056 $60,823,056 0.89 $60,588,878
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 57,923,268 $60,592,452 $60,592,452 0.89 $60,320,534
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,684,292 $57,036,436 $57,036,436 0.84 $56,815,245
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,859,034 $52,503,582 $52,503,582 0.77 $52,301,559
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,637,026 $52,352,206 $52,352,206 0.77 $52,165,739
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 51,083,864 $51,791,382 $51,791,382 0.76 $51,606,913
Fannie Mae REMIC Trust 2025-9 FA 5.38279% 25-MAR-2055, 5.27%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,441,988 $50,627,237 $50,627,237 0.74 $50,612,464
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 48,504,868 $50,180,321 $50,180,321 0.74 $49,987,649
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,541,384 $48,695,799 $48,695,799 0.71 $48,506,954
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,390,958 $46,836,877 $46,836,877 0.69 $46,656,574
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,262,562 $44,620,306 $44,620,306 0.65 $44,448,457
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.93279% 25-FEB-2042, 7.82%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 43,256,272 $44,583,391 $44,583,391 0.65 $44,564,595
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,134,944 $41,615,117 $41,615,117 0.61 $41,526,401
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,065,943 $41,588,943 $41,588,943 0.61 $41,464,531
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 39,458,749 $40,888,952 $40,888,952 0.60 $40,717,964
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.47%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 40,504,887 $40,801,821 $40,801,821 0.60 $40,589,631
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 39,396,370 $40,790,509 $40,790,509 0.60 $40,619,791
Radian Mortgage Capital Trust 2025-J4 A25 5.73078% 25-MAR-2056, 5.62%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 40,474,114 $40,683,617 $40,683,617 0.60 $40,470,067
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,749,952 $40,681,870 $40,681,870 0.60 $40,549,433
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,963,430 $40,526,362 $40,526,362 0.59 $40,408,023
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.28279% 25-SEP-2041, 6.17%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 40,047,609 $40,263,218 $40,263,218 0.59 $40,249,487
OBX 2025-J3 TRUST FLTG 2055 AF, 5.57%, 10/25/55 OBX 2025-J3 67449KAU7 - - 40,233,045 $40,244,558 $40,244,558 0.59 $40,232,104
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,815,018 $39,402,586 $39,402,586 0.58 $39,284,676
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,739,910 $39,376,306 $39,376,306 0.58 $39,362,220
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,254,122 $38,111,915 $38,111,915 0.56 $37,998,514
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,508,424 $37,961,484 $37,961,484 0.56 $37,850,238
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 36,383,729 $37,671,258 $37,671,258 0.55 $37,513,595
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,060,543 $37,320,739 $37,320,739 0.55 $37,241,185
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 35,840,211 $37,031,251 $37,031,251 0.54 $36,888,885
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,950,312 $36,642,887 $36,642,887 0.54 $36,533,252
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 37,717,711 $36,470,468 $36,470,468 0.53 $36,361,506
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 33,716,348 $34,955,371 $34,955,371 0.51 $34,809,267
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - 33,670,000 $34,476,733 $34,476,733 0.51 $34,476,733
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,703,722 $33,737,345 $33,737,345 0.49 $33,607,438
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,688,160 $32,464,101 $32,464,101 0.48 $32,357,864
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,412,790 $32,402,898 $32,402,898 0.48 $32,297,556
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 30,536,438 $31,658,605 $31,658,605 0.46 $31,526,281
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,704,841 $31,105,646 $31,105,646 0.46 $31,020,448
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,593,412 $31,017,135 $31,017,135 0.45 $30,906,659
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,756,420 $30,936,584 $30,936,584 0.45 $30,818,385
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,077,676 $29,895,092 $29,895,092 0.44 $29,797,339
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,795,791 $29,786,697 $29,786,697 0.44 $29,689,861
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,663,047 $29,649,087 $29,649,087 0.43 $29,560,505
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 28,363,791 $29,046,486 $29,046,486 0.43 $28,933,819
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,833,682 $28,860,990 $28,860,990 0.42 $28,774,803
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,089,146 $28,080,574 $28,080,574 0.41 $27,989,284
FHF Issuer Trust 2025-2|4.839|12/15/2026, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 27,750,000 $27,759,347 $27,759,347 0.41 $27,751,887
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 26,964,359 $27,263,100 $27,263,100 0.40 $27,155,992
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 26,895,733 $27,154,820 $27,154,820 0.40 $27,143,765
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,885,968 $26,119,931 $26,119,931 0.38 $26,026,454
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,163,737 $25,055,356 $25,055,356 0.37 $24,959,373
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,935,259 $24,935,259 0.37 $24,909,429
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,548,322 $24,600,557 $24,600,557 0.36 $24,526,751
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,254,192 $24,246,790 $24,246,790 0.36 $24,167,963
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 22,684,946 $23,731,324 $23,731,324 0.35 $23,624,831
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,510,531 $23,661,690 $23,661,690 0.35 $23,590,882
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 22,198,828 $23,222,783 $23,222,783 0.34 $23,118,572
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.83279% 25-FEB-2045, 5.72%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,084,057 $23,084,057 0.34 $23,076,727
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,190,063 $22,481,351 $22,481,351 0.33 $22,414,357
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,681,999 $22,429,034 $22,429,034 0.33 $22,342,908
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,799,117 $22,428,548 $22,428,548 0.33 $22,360,214
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,745,402 $22,050,279 $22,050,279 0.32 $21,984,570
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,530,776 $21,875,180 $21,875,180 0.32 $21,810,091
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,999,657 $21,505,103 $21,505,103 0.32 $21,421,687
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.68279% 25-OCT-2041, 11.57%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,120,654 $21,120,654 0.31 $20,911,704
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.43279% 25-MAR-2042, 9.32%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,040,090 $21,040,090 0.31 $21,029,723
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,173,462 $20,893,145 $20,893,145 0.31 $20,813,011
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,123,625 $20,795,286 $20,795,286 0.30 $20,739,362
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,611,704 $20,791,897 $20,791,897 0.30 $20,729,463
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,466,760 $20,723,402 $20,723,402 0.30 $20,666,611
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,289,312 $20,669,840 $20,669,840 0.30 $20,608,337
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,497,373 $20,579,966 $20,579,966 0.30 $20,505,993
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,502,330 $20,502,330 0.30 $20,446,238
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,980,515 $20,371,500 $20,371,500 0.30 $20,367,420
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 19,601,664 $19,785,145 $19,785,145 0.29 $19,714,362
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,603,840 $19,603,840 0.29 $19,599,931
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,773,180 $19,581,382 $19,581,382 0.29 $19,524,260
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,921,442 $19,312,623 $19,312,623 0.28 $19,255,072
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,854,133 $19,292,258 $19,292,258 0.28 $19,217,365
RCKT Mortgage Trust 2025-CES11|4.966|11/25/2055, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,656,000 $18,779,804 $18,779,804 0.28 $18,712,894
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,297,613 $18,575,765 $18,575,765 0.27 $18,520,016
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,073,656 $18,445,881 $18,445,881 0.27 $18,390,780
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,731,298 $18,312,821 $18,312,821 0.27 $18,242,388
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,250,528 $18,244,958 $18,244,958 0.27 $18,185,644
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,790,153 $17,790,153 0.26 $17,694,634
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,014,713 $17,639,978 $17,639,978 0.26 $17,566,247
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,579,410 $17,486,265 $17,486,265 0.26 $17,429,132
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,288,389 $17,288,389 0.25 $17,281,561
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,837,064 $17,240,645 $17,240,645 0.25 $17,173,765
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,417,378 $17,106,204 $17,106,204 0.25 $17,035,062
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,131,647 $16,784,307 $16,784,307 0.25 $16,738,474
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,210,576 $16,784,228 $16,784,228 0.25 $16,713,982
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,248,985 $16,688,797 $16,688,797 0.24 $16,638,967
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,441,519 $16,454,792 $16,454,792 0.24 $16,419,689
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 15,318,797 $15,878,892 $15,878,892 0.23 $15,812,511
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,957,905 $15,864,113 $15,864,113 0.23 $15,812,250
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.79%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,823,735 $15,823,735 0.23 $15,745,479
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,727,784 $15,727,784 0.23 $15,722,200
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,266,953 $15,404,759 $15,404,759 0.23 $15,346,872
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 15,216,666 $15,392,778 $15,392,778 0.23 $15,311,025
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 14,709,465 $15,229,996 $15,229,996 0.22 $15,166,255
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,325,748 $14,998,239 $14,998,239 0.22 $14,953,965
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 14,810,923 $14,996,685 $14,996,685 0.22 $14,939,169
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,861,096 $14,903,609 $14,903,609 0.22 $14,842,120
Connecticut Avenue Securities, Series 2021-R03 1M2 5.83279% 25-DEC-2041, 5.72%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,898,094 $14,898,094 0.22 $14,893,378
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 14,523,115 $14,676,912 $14,676,912 0.22 $14,661,544
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.98279% 25-NOV-2041, 5.87%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,639,156 $14,639,156 0.21 $14,634,410
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,390,843 $14,546,187 $14,546,187 0.21 $14,487,974
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,337,654 $14,479,728 $14,479,728 0.21 $14,414,304
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,335,053 $14,034,258 $14,034,258 0.21 $14,031,471
BMP Commercial Mortgage Trust 2024-MF23 A 5.3309% 15-JUN-2041, 5.33%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,012,462 $14,012,462 0.21 $13,987,584
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,249,018 $14,007,726 $14,007,726 0.21 $13,965,534
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.35551% 25-OCT-2057, 6.32%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,359,515 $13,760,040 $13,760,040 0.20 $13,755,350
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,711,799 $13,707,614 $13,707,614 0.20 $13,663,051
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,069,924 $13,532,436 $13,532,436 0.20 $13,475,799
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,964,913 $13,423,709 $13,423,709 0.20 $13,367,527
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,435,199 $13,412,753 $13,412,753 0.20 $13,369,089
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,372,485 $13,372,485 0.20 $13,278,416
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,084,367 $13,084,367 0.19 $13,062,878
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,037,239 $13,040,497 $13,040,497 0.19 $13,036,679
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,545,577 $12,992,304 $12,992,304 0.19 $12,937,940
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.33279% 25-FEB-2045, 5.22%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 12,956,296 $12,952,409 $12,952,409 0.19 $12,948,651
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,468,173 $12,912,144 $12,912,144 0.19 $12,858,115
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,776,708 $12,772,809 $12,772,809 0.19 $12,731,285
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,950,395 $12,654,212 $12,654,212 0.19 $12,627,218
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,900,664 $12,653,535 $12,653,535 0.19 $12,614,869
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,521,612 $12,576,277 $12,576,277 0.18 $12,531,349
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,138,008 $12,567,542 $12,567,542 0.18 $12,514,944
Towd Point Mortgage Trust 2025-FIX2|5.249|10/25/2065, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 12,320,000 $12,458,971 $12,458,971 0.18 $12,358,377
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 12,249,000 $12,284,058 $12,284,058 0.18 $12,259,097
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,661,356 $12,274,412 $12,274,412 0.18 $12,237,834
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,091,786 $12,230,646 $12,230,646 0.18 $12,180,789
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,727,752 $12,167,917 $12,167,917 0.18 $12,121,332
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 11,789,320 $12,062,955 $12,062,955 0.18 $12,016,125
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,937,495 $11,858,731 $11,858,731 0.17 $11,819,934
Connecticut Avenue Securities Trust 2025-R06 1M1 5.13279% 25-SEP-2045, 5.02%, 09/25/45 CAS 2025-R06 20754YAB7 - - 11,851,374 $11,846,446 $11,846,446 0.17 $11,843,139
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,633,615 $11,657,201 $11,657,201 0.17 $11,625,266
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,931,507 $11,454,206 $11,454,206 0.17 $11,402,888
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,972,828 $11,433,216 $11,433,216 0.17 $11,385,667
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,204,961 $11,387,864 $11,387,864 0.17 $11,342,870
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,327,298 $11,372,642 $11,372,642 0.17 $11,368,635
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 11,259,601 $11,318,285 $11,318,285 0.17 $11,300,105
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,050,667 $11,316,719 $11,316,719 0.17 $11,272,823
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,278,318 $11,259,475 $11,259,475 0.17 $11,222,820
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 11,162,775 $11,229,945 $11,229,945 0.16 $11,188,361
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,065,357 $11,046,870 $11,046,870 0.16 $11,010,908
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,947,778 $10,944,437 $10,944,437 0.16 $10,908,856
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,223,922 $10,586,257 $10,586,257 0.16 $10,541,954
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,475,291 $10,550,545 $10,550,545 0.15 $10,511,356
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,528,368 $10,528,368 0.15 $10,525,182
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,047,026 $10,527,432 $10,527,432 0.15 $10,480,267
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,602,895 $10,278,860 $10,278,860 0.15 $10,248,229
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,944,287 $10,224,302 $10,224,302 0.15 $10,184,801
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,292,507 $10,205,197 $10,205,197 0.15 $10,171,746
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.53279% 25-DEC-2041, 6.42%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,185,408 $10,185,408 0.15 $10,181,808
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,104,641 $10,069,205 $10,069,205 0.15 $10,036,365
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,056,136 $10,056,136 0.15 $10,052,318
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,666,022 $9,810,696 $9,810,696 0.14 $9,799,131
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,408,638 $9,803,397 $9,803,397 0.14 $9,762,626
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,352,726 $9,786,331 $9,786,331 0.14 $9,760,162
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,642,579 $9,772,570 $9,772,570 0.14 $9,732,248
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,526,596 $9,526,596 0.14 $9,411,946
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,361,601 $9,464,478 $9,464,478 0.14 $9,426,561
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,379,573 $9,379,573 0.14 $9,376,593
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.67%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,259,879 $9,259,879 0.14 $9,256,963
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,911,286 $9,237,106 $9,237,106 0.14 $9,198,490
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,345,555 $9,200,782 $9,200,782 0.13 $9,198,446
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,994,380 $9,100,782 $9,100,782 0.13 $9,063,866
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,913,213 $9,087,106 $9,087,106 0.13 $9,051,701
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,984,752 $9,079,808 $9,079,808 0.13 $9,044,261
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,121,546 $9,057,260 $9,057,260 0.13 $9,027,615
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,719,920 $9,051,529 $9,051,529 0.13 $9,049,369
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,909,739 $8,994,673 $8,994,673 0.13 $8,961,548
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,651,707 $8,959,780 $8,959,780 0.13 $8,922,289
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,606,651 $8,889,454 $8,889,454 0.13 $8,855,267
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,853,242 $8,853,242 0.13 $8,834,836
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,340,741 $8,690,694 $8,690,694 0.13 $8,654,551
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.17%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 8,469,601 $8,466,011 $8,466,011 0.12 $8,463,578
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 8,254,619 $8,376,332 $8,376,332 0.12 $8,330,058
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,025,851 $8,320,788 $8,320,788 0.12 $8,286,010
Freddie Mac Pool|5|11/01/2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,241,043 $8,276,506 $8,276,506 0.12 $8,246,747
Fannie Mae REMIC Trust 2022-65 FB 4.98279% 25-SEP-2052, 4.87%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,251,691 $8,184,936 $8,184,936 0.12 $8,182,703
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,600,940 $8,140,524 $8,140,524 0.12 $8,121,889
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,730,605 $7,916,050 $7,916,050 0.12 $7,885,342
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,890,471 $7,905,755 $7,905,755 0.12 $7,878,174
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 7,726,277 $7,862,688 $7,862,688 0.12 $7,849,704
Brex Commercial Charge Card Master Trust Series 2024-1 A1 6.05% 15-JUL-2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - 7,750,000 $7,796,030 $7,796,030 0.11 $7,780,401
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,485,179 $7,724,324 $7,724,324 0.11 $7,721,600
Connecticut Avenue Securities Trust 2025-R01 1M2 5.68279% 25-JAN-2045, 5.57%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,508,961 $7,508,961 0.11 $7,506,631
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,504,428 $7,496,735 $7,496,735 0.11 $7,468,308
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,419,660 $7,419,660 0.11 $7,391,274
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,331,853 $7,379,932 $7,379,932 0.11 $7,352,139
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,314,223 $7,339,471 $7,339,471 0.11 $7,327,302
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,134,175 $7,225,506 $7,225,506 0.11 $7,192,917
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,309,604 $7,207,478 $7,207,478 0.11 $7,205,854
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,171,516 $7,197,926 $7,197,926 0.11 $7,168,020
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,858,546 $7,064,165 $7,064,165 0.10 $7,036,921
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,898,457 $6,898,457 0.10 $6,896,132
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,600,728 $6,834,311 $6,834,311 0.10 $6,805,708
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,538,784 $6,770,175 $6,770,175 0.10 $6,741,841
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,513,525 $6,744,364 $6,744,364 0.10 $6,716,139
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,468,188 $6,704,682 $6,704,682 0.10 $6,676,654
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,696,037 $6,677,978 $6,677,978 0.10 $6,676,118
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,411,382 $6,639,681 $6,639,681 0.10 $6,611,898
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,614,489 $6,621,123 $6,621,123 0.10 $6,596,549
EFMT 2025-RTL1|5.221|11/25/2040, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,534,865 $6,534,865 0.10 $6,526,365
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,708,879 $6,503,849 $6,503,849 0.10 $6,484,468
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,408,010 $6,487,432 $6,487,432 0.10 $6,462,404
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,552,228 $6,466,926 $6,466,926 0.09 $6,447,997
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,314,396 $6,465,393 $6,465,393 0.09 $6,440,310
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,226,758 $6,447,107 $6,447,107 0.09 $6,420,124
Connecticut Avenue Securities Trust 2022-R01 1B2 10.18279% 25-DEC-2041, 10.07%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,410,484 $6,410,484 0.09 $6,407,041
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,369,029 $6,384,312 $6,384,312 0.09 $6,362,255
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,365,147 $6,365,147 0.09 $6,362,675
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.43279% 25-MAR-2044, 5.32%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,222,027 $6,224,006 $6,224,006 0.09 $6,222,166
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,916,825 $6,165,078 $6,165,078 0.09 $6,139,439
Oceanview Mortgage Trust 2025-INV4|4.99888|12/25/2055, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 6,131,000 $6,129,313 $6,129,313 0.09 $6,127,611
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,940,731 $6,083,240 $6,083,240 0.09 $6,059,642
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,296,826 $6,073,474 $6,073,474 0.09 $6,058,694
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,065,763 $6,063,912 $6,063,912 0.09 $6,044,198
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,006,265 $6,040,378 $6,040,378 0.09 $6,034,589
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,873,776 $6,020,220 $6,020,220 0.09 $5,996,888
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,652,947 $5,854,239 $5,854,239 0.09 $5,829,743
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,009,438 $5,850,608 $5,850,608 0.09 $5,833,247
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,590,364 $5,824,920 $5,824,920 0.09 $5,800,695
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.27%, 05/25/45 CAS 2025-R04 20755TAB7 - - 5,790,876 $5,793,969 $5,793,969 0.08 $5,792,273
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,535,942 $5,749,673 $5,749,673 0.08 $5,725,684
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,804,875 $5,740,371 $5,740,371 0.08 $5,722,553
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,479,423 $5,737,933 $5,737,933 0.08 $5,712,211
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,844,157 $5,704,526 $5,704,526 0.08 $5,687,643
SF Abs Issuer LLC|5.377|11/25/2055, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,663,208 $5,663,208 0.08 $5,663,208
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,634,445 $5,614,686 $5,614,686 0.08 $5,596,374
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,393,283 $5,413,576 $5,413,576 0.08 $5,394,513
Connecticut Avenue Securities Trust 2025-R01 1M1 5.28279% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,390,663 $5,391,074 $5,391,074 0.08 $5,389,526
BX Trust 2021-SDMF A 4.662% 15-SEP-2034, 4.66%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,340,088 $5,340,088 0.08 $5,331,765
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,329,593 $5,329,593 0.08 $5,327,497
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,103,938 $5,318,084 $5,318,084 0.08 $5,295,967
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,132,504 $5,314,131 $5,314,131 0.08 $5,291,890
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,361,784 $5,216,563 $5,216,563 0.08 $5,201,074
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,205,344 $5,169,645 $5,169,645 0.08 $5,152,727
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,953,234 $5,141,551 $5,141,551 0.08 $5,121,876
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,014,866 $5,112,704 $5,112,704 0.07 $5,092,784
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,974,418 $5,093,372 $5,093,372 0.07 $5,073,612
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 5,038,000 $5,081,655 $5,081,655 0.07 $5,071,025
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 5,034,856 $5,037,583 $5,037,583 0.07 $5,008,492
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,810,381 $4,975,717 $4,975,717 0.07 $4,956,609
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,845,664 $4,845,664 0.07 $4,843,659
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,589,891 $4,841,049 $4,841,049 0.07 $4,819,502
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,688,119 $4,838,275 $4,838,275 0.07 $4,817,960
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,636,347 $4,784,844 $4,784,844 0.07 $4,764,754
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,722,303 $4,722,303 0.07 $4,700,507
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,458,573 $4,611,817 $4,611,817 0.07 $4,594,106
Ginnie Mae REMIC Trust 2023-116 LF 5.48379% 20-AUG-2053, 5.40%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,562,950 $4,587,479 $4,587,479 0.07 $4,582,689
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,693,810 $4,550,320 $4,550,320 0.07 $4,536,760
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,368,617 $4,542,942 $4,542,942 0.07 $4,525,589
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,446,413 $4,540,444 $4,540,444 0.07 $4,522,108
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,363,938 $4,519,331 $4,519,331 0.07 $4,500,420
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,359,840 $4,515,087 $4,515,087 0.07 $4,496,194
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,507,711 $4,507,711 0.07 $4,502,165
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,435,981 $4,465,694 $4,465,694 0.07 $4,448,826
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,305,330 $4,462,744 $4,462,744 0.07 $4,444,088
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,393,906 $4,427,081 $4,427,081 0.06 $4,409,482
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,201,314 $4,357,633 $4,357,633 0.06 $4,340,944
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,230,609 $4,348,705 $4,348,705 0.06 $4,331,901
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 - - 4,296,169 $4,341,589 $4,341,589 0.06 $4,339,969
Connecticut Avenue Securities Trust 2022-R07 1M2 8.83279% 25-JUN-2042, 8.72%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,303,022 $4,303,022 0.06 $4,301,042
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,492,241 $4,248,383 $4,248,383 0.06 $4,237,028
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,070,019 $4,233,732 $4,233,732 0.06 $4,217,565
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,179,628 $4,229,020 $4,229,020 0.06 $4,211,180
SREIT Commercial Mortgage Trust 2021-MFP B 5.1528% 15-NOV-2038, 5.15%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,192,461 $4,192,461 0.06 $4,185,257
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,953,714 $4,180,933 $4,180,933 0.06 $4,162,373
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,950,092 $4,166,240 $4,166,240 0.06 $4,147,696
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,985,860 $4,130,329 $4,130,329 0.06 $4,113,057
Connecticut Avenue Securities Trust 2024-R06 1M2 5.78279% 25-SEP-2044, 5.67%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,128,543 $4,128,543 0.06 $4,127,243
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,937,489 $4,127,228 $4,127,228 0.06 $4,108,744
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,113,277 $4,113,277 0.06 $4,112,000
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,752,052 $4,101,115 $4,101,115 0.06 $4,053,714
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,961,660 $4,074,752 $4,074,752 0.06 $4,059,015
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,021,459 $4,021,459 0.06 $4,020,295
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,958,233 $3,990,531 $3,990,531 0.06 $3,971,906
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,043,696 $3,926,033 $3,926,033 0.06 $3,914,351
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,767,193 $3,809,587 $3,809,587 0.06 $3,794,343
Connecticut Avenue Securities Trust 2024-R02 1M1 5.28279% 25-FEB-2044, 5.17%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,798,833 $3,798,832 $3,798,832 0.06 $3,797,741
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,668,418 $3,778,416 $3,778,416 0.06 $3,762,520
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,640,089 $3,768,902 $3,768,902 0.06 $3,753,129
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,674,357 $3,759,265 $3,759,265 0.06 $3,744,670
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,707,205 $3,706,074 $3,706,074 0.05 $3,694,025
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,547,865 $3,673,415 $3,673,415 0.05 $3,658,041
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,504,214 $3,634,028 $3,634,028 0.05 $3,620,108
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,504,817 $3,632,962 $3,632,962 0.05 $3,617,775
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,642,073 $3,530,767 $3,530,767 0.05 $3,520,246
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,422,278 $3,514,012 $3,514,012 0.05 $3,500,418
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,364,787 $3,498,237 $3,498,237 0.05 $3,484,872
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,490,084 $3,489,019 $3,489,019 0.05 $3,477,676
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,367,446 $3,475,301 $3,475,301 0.05 $3,460,709
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,510,122 $3,444,596 $3,444,596 0.05 $3,443,914
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,233,732 $3,410,680 $3,410,680 0.05 $3,395,500
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,290,977 $3,390,635 $3,390,635 0.05 $3,377,563
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,288,873 $3,368,589 $3,368,589 0.05 $3,355,525
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,441,916 $3,336,696 $3,336,696 0.05 $3,326,753
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,392,272 $3,282,103 $3,282,103 0.05 $3,272,303
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,219,393 $3,146,412 $3,146,412 0.05 $3,137,111
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.48279% 25-DEC-2031, 5.37%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,105,164 $3,128,479 $3,128,479 0.05 $3,113,022
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,435,043 $3,114,432 $3,114,432 0.05 $3,106,990
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,004,290 $3,100,514 $3,100,514 0.05 $3,087,495
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,056,494 $3,056,494 0.04 $3,010,122
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,150,762 $3,048,436 $3,048,436 0.04 $3,039,334
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,889,955 $3,008,650 $3,008,650 0.04 $2,995,083
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,915,653 $2,999,262 $2,999,262 0.04 $2,987,681
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,868,447 $2,968,831 $2,968,831 0.04 $2,956,401
BX Trust 2021-BXMF C 5.26427% 15-OCT-2038, 5.26%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,955,485 $2,955,485 0.04 $2,950,294
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,839,878 $2,930,095 $2,930,095 0.04 $2,917,789
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 2,914,492 $2,916,689 $2,916,689 0.04 $2,911,783
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,997,621 $2,910,397 $2,910,397 0.04 $2,901,737
GWT Commercial Mortgage Trust 2024-WLF2 A 5.6502% 15-MAY-2041, 5.65%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,903,597 $2,903,597 0.04 $2,898,135
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,896,413 $2,895,529 $2,895,529 0.04 $2,886,116
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.38279% 25-FEB-2050, 5.27%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,913,583 $2,876,946 $2,876,946 0.04 $2,876,075
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,781,472 $2,871,643 $2,871,643 0.04 $2,787,698
Connecticut Avenue Securities Trust 2022-R02 2M2 7.18279% 25-JAN-2042, 7.07%, 01/25/42 CAS 2022-R02 20754BAB7 - - 2,806,000 $2,860,724 $2,860,724 0.04 $2,859,070
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,970,528 $2,806,380 $2,806,380 0.04 $2,798,872
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,722,972 $2,791,007 $2,791,007 0.04 $2,780,191
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,704,851 $2,782,415 $2,782,415 0.04 $2,771,671
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 $2,767,917 $2,767,917 0.04 $2,766,832
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,762,429 $2,762,429 0.04 $2,761,641
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,656,508 $2,752,795 $2,752,795 0.04 $2,741,283
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,633,765 $2,696,604 $2,696,604 0.04 $2,686,142
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,571,959 $2,670,160 $2,670,160 0.04 $2,659,943
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,744,762 $2,667,951 $2,667,951 0.04 $2,660,022
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,598,001 $2,636,450 $2,636,450 0.04 $2,631,235
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,612,802 $2,619,501 $2,619,501 0.04 $2,613,692
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,429,889 $2,546,980 $2,546,980 0.04 $2,535,573
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,805,820 $2,534,439 $2,534,439 0.04 $2,528,360
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,253,569 $2,511,263 $2,511,263 0.04 $2,511,263
BX Trust 2021-BXMF G 7.422513% 15-OCT-2038, 7.42%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,501,120 $2,501,120 0.04 $2,478,895
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,426,491 $2,495,759 $2,495,759 0.04 $2,486,121
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,443,144 $2,485,927 $2,485,927 0.04 $2,474,276
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,389,173 $2,475,770 $2,475,770 0.04 $2,465,417
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,311,201 $2,422,573 $2,422,573 0.04 $2,411,723
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,326,748 $2,411,162 $2,411,162 0.04 $2,401,920
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,392,984 $2,392,984 0.04 $2,383,959
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,300,611 $2,374,297 $2,374,297 0.03 $2,364,328
Connecticut Avenue Securities, Series 2021-R01 1M2 5.73279% 25-OCT-2041, 5.62%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,348,432 $2,353,422 $2,353,422 0.03 $2,352,689
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,385,901 $2,352,505 $2,352,505 0.03 $2,352,008
Connecticut Avenue Securities Trust 2022-R08 1M2 7.78279% 25-JUL-2042, 7.67%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,306,564 $2,306,564 0.03 $2,305,618
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,202,888 $2,281,329 $2,281,329 0.03 $2,271,783
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,208,881 $2,243,114 $2,243,114 0.03 $2,238,974
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,128,171 $2,205,982 $2,205,982 0.03 $2,196,760
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,167,974 $2,181,187 $2,181,187 0.03 $2,177,076
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,126,051 $2,175,513 $2,175,513 0.03 $2,167,068
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,071,117 $2,127,792 $2,127,792 0.03 $2,119,565
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,294,944 $2,098,207 $2,098,207 0.03 $2,093,235
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,156,623 $2,090,715 $2,090,715 0.03 $2,084,485
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,018,229 $2,089,649 $2,089,649 0.03 $2,080,903
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,120,115 $2,055,045 $2,055,045 0.03 $2,048,920
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,978,928 $2,049,394 $2,049,394 0.03 $2,040,819
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,031,440 $2,028,046 $2,028,046 0.03 $2,021,444
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,976,005 $2,018,633 $2,018,633 0.03 $2,017,919
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.60551% 25-OCT-2057, 6.57%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,959,567 $2,017,907 $2,017,907 0.03 $2,017,192
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,911,051 $1,999,202 $1,999,202 0.03 $1,990,230
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,971,173 $1,958,862 $1,958,862 0.03 $1,952,455
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,011,158 $1,952,648 $1,952,648 0.03 $1,946,838
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,670,358 $1,943,123 $1,943,123 0.03 $1,678,844
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,873,093 $1,937,472 $1,937,472 0.03 $1,930,032
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,852,569 $1,911,905 $1,911,905 0.03 $1,903,877
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,836,685 $1,910,437 $1,910,437 0.03 $1,906,439
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,825,521 $1,902,181 $1,902,181 0.03 $1,893,612
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.73279% 25-FEB-2050, 5.62%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,900,142 $1,859,575 $1,859,575 0.03 $1,858,981
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,767,878 $1,853,068 $1,853,068 0.03 $1,844,769
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,801,939 $1,826,982 $1,826,982 0.03 $1,823,594
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,876,143 $1,821,551 $1,821,551 0.03 $1,816,131
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,742,576 $1,805,736 $1,805,736 0.03 $1,798,185
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,722,509 $1,800,549 $1,800,549 0.03 $1,792,463
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,757,582 $1,799,612 $1,799,612 0.03 $1,792,630
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,798,976 $1,746,629 $1,746,629 0.03 $1,741,432
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,753,609 $1,723,983 $1,723,983 0.03 $1,723,681
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,703,750 $1,703,750 0.02 $1,697,304
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,754,527 $1,697,736 $1,697,736 0.02 $1,692,668
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,791,452 $1,694,205 $1,694,205 0.02 $1,689,676
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.53279% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,711,730 $1,672,302 $1,672,302 0.02 $1,671,786
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,677,586 $1,626,317 $1,626,317 0.02 $1,621,471
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,711,957 $1,619,157 $1,619,157 0.02 $1,614,830
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,546,153 $1,609,655 $1,609,655 0.02 $1,602,397
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,595,373 $1,607,686 $1,607,686 0.02 $1,607,124
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,729,176 $1,582,664 $1,582,664 0.02 $1,578,917
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,493,542 $1,541,379 $1,541,379 0.02 $1,534,907
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,574,643 $1,530,669 $1,530,669 0.02 $1,526,120
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.68279% 25-DEC-2031, 5.57%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,511,180 $1,524,074 $1,524,074 0.02 $1,516,277
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,484,572 $1,507,173 $1,507,173 0.02 $1,504,048
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,527,746 $1,483,292 $1,483,292 0.02 $1,478,879
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,387,321 $1,442,734 $1,442,734 0.02 $1,437,224
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,484,394 $1,436,347 $1,436,347 0.02 $1,432,059
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,430,564 $1,430,128 $1,430,128 0.02 $1,425,478
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,403,049 $1,411,898 $1,411,898 0.02 $1,406,340
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,361,731 $1,402,556 $1,402,556 0.02 $1,397,147
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,634,251 $1,380,040 $1,380,040 0.02 $1,378,842
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,363,054 $1,376,425 $1,376,425 0.02 $1,373,340
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,299,688 $1,344,533 $1,344,533 0.02 $1,339,370
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,267,244 $1,302,007 $1,302,007 0.02 $1,296,973
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,235,931 $1,284,484 $1,284,484 0.02 $1,278,682
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,250,787 $1,262,394 $1,262,394 0.02 $1,259,321
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,261,465 $1,257,041 $1,257,041 0.02 $1,252,941
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,230,949 $1,239,807 $1,239,807 0.02 $1,237,156
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,258,149 $1,224,088 $1,224,088 0.02 $1,220,453
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,178,787 $1,222,361 $1,222,361 0.02 $1,217,679
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,385,985 $1,218,446 $1,218,446 0.02 $1,215,443
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,165,999 $1,190,773 $1,190,773 0.02 $1,186,563
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,190,546 $1,190,546 0.02 $1,187,890
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,224,637 $1,189,003 $1,189,003 0.02 $1,185,465
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,225,735 $1,188,275 $1,188,275 0.02 $1,184,734
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,132,640 $1,170,492 $1,170,492 0.02 $1,165,992
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,274,562 $1,155,744 $1,155,744 0.02 $1,152,982
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,182,199 $1,146,069 $1,146,069 0.02 $1,142,654
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,100,370 $1,141,669 $1,141,669 0.02 $1,137,298
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,232,805 $1,135,095 $1,135,095 0.02 $1,132,424
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,044,397 $1,083,425 $1,083,425 0.02 $1,079,277
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,096,748 $1,069,733 $1,069,733 0.02 $1,066,564
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,070,092 $1,064,850 $1,064,850 0.02 $1,061,372
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,057,724 $1,052,542 $1,052,542 0.02 $1,049,104
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,023,354 $1,048,246 $1,048,246 0.02 $1,044,181
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,119 $1,008,922 $1,008,922 0.01 $1,004,372
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 996,465 $967,470 $967,470 0.01 $964,592
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,021,779 $965,392 $965,392 0.01 $962,810
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,010,323 $954,494 $954,494 0.01 $951,940
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 923,158 $945,184 $945,184 0.01 $941,517
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 924,698 $921,482 $921,482 0.01 $918,477
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 910,809 $911,836 $911,836 0.01 $908,876
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 936,876 $909,619 $909,619 0.01 $906,913
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 837,159 $866,828 $866,828 0.01 $863,200
BX Commercial Mortgage Trust 2021-21M A 4.803% 15-OCT-2036, 4.80%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $862,575 $862,575 0.01 $861,194
Connecticut Avenue Securities, Series 2021-R02 2B1 7.48279% 25-NOV-2041, 7.37%, 11/25/41 CAS 2021-R02 20754KAF8 - - 838,000 $855,222 $855,222 0.01 $854,879
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 892,381 $829,467 $829,467 0.01 $827,533
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $822,689 $822,689 0.01 $809,935
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 823,665 $799,699 $799,699 0.01 $797,319
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.83279% 25-JAN-2034, 5.72%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 795,297 $797,978 $797,978 0.01 $797,725
FREMF 2019-KF70 Mortgage Trust C 10.42205% 25-SEP-2029, 10.32%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $788,541 $788,541 0.01 $781,456
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 742,530 $769,465 $769,465 0.01 $766,516
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 824,804 $768,104 $768,104 0.01 $766,317
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 748,878 $745,209 $745,209 0.01 $742,775
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 699,850 $720,831 $720,831 0.01 $718,051
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 704,156 $708,972 $708,972 0.01 $708,721
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 680,471 $705,643 $705,643 0.01 $705,368
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 722,954 $702,416 $702,416 0.01 $700,328
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 671,134 $672,463 $672,463 0.01 $670,170
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 735,403 $666,929 $666,929 0.01 $665,336
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - - 620,000 $632,998 $632,998 0.01 $632,757
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 633,317 $626,347 $626,347 0.01 $624,289
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 648,837 $612,983 $612,983 0.01 $611,343
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 596,640 $595,643 $595,643 0.01 $593,704
MHC Commercial Mortgage Trust 2021-MHC A 4.874442% 15-APR-2038, 4.87%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $586,898 $586,898 0.01 $585,946
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 596,196 $583,834 $583,834 0.01 $582,111
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 647,454 $583,109 $583,109 0.01 $581,940
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 595,120 $580,901 $580,901 0.01 $579,182
Connecticut Avenue Securities Trust 2022-R01 1M1 5.18279% 25-DEC-2041, 5.07%, 12/25/41 CAS 2022-R01 20754LAA7 - - 540,184 $540,534 $540,534 0.01 $540,381
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 519,564 $508,651 $508,651 0.01 $507,150
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 518,095 $496,452 $496,452 0.01 $495,517
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.48279% 25-FEB-2042, 5.37%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 483,697 $484,006 $484,006 0.01 $483,861
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 500,276 $472,668 $472,668 0.01 $471,404
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 437,781 $424,402 $424,402 0.01 $423,137
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 442,838 $418,577 $418,577 0.01 $417,457
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,053 $401,647 $401,647 0.01 $400,328
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 434,002 $401,383 $401,383 0.01 $400,443
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 365,620 $378,577 $378,577 0.01 $376,993
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 388,246 $362,854 $362,854 0.01 $361,873
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,000 $349,511 $349,511 0.01 $348,474
Connecticut Avenue Securities Trust 2023-R05 1B1 8.93279% 25-JUN-2043, 8.82%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $334,279 $334,279 0.00 $334,126
Connecticut Avenue Securities, Series 2021-R03 1M1 5.03279% 25-DEC-2041, 4.92%, 12/25/41 CAS 2021-R03 20754AAA1 - - 323,507 $323,618 $323,618 0.00 $323,530
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 330,944 $318,718 $318,718 0.00 $317,762
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 323,651 $314,063 $314,063 0.00 $313,128
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 312,027 $308,642 $308,642 0.00 $307,628
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 329,240 $304,845 $304,845 0.00 $304,131
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 300,199 $294,310 $294,310 0.00 $293,443
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 293,812 $293,323 $293,323 0.00 $292,368
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 299,902 $290,736 $290,736 0.00 $289,870
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 293,060 $284,532 $284,532 0.00 $283,686
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 305,370 $279,167 $279,167 0.00 $278,505
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 268,416 $260,606 $260,606 0.00 $259,831
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 270,623 $254,360 $254,360 0.00 $253,676
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 255,820 $253,918 $253,918 0.00 $253,363
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 249,342 $249,630 $249,630 0.00 $248,820
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - - $245,822 $245,822 0.00 $0
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $240,946 $240,946 0.00 $240,946
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 231,735 $231,348 $231,348 0.00 $230,595
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 234,135 $227,473 $227,473 0.00 $227,051
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 234,274 $227,114 $227,114 0.00 $226,438
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,586 $227,059 $227,059 0.00 $226,313
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 227,239 $223,058 $223,058 0.00 $222,401
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 239,174 $222,733 $222,733 0.00 $222,214
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 216,262 $210,118 $210,118 0.00 $209,493
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 209,707 $209,357 $209,357 0.00 $208,676
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 203,615 $203,274 $203,274 0.00 $202,612
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 193,909 $180,579 $180,579 0.00 $180,159
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,263 $178,964 $178,964 0.00 $178,381
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 194,152 $177,994 $177,994 0.00 $177,574
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 174,945 $174,652 $174,652 0.00 $174,084
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 166,874 $166,595 $166,595 0.00 $166,053
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,622 $159,843 $159,843 0.00 $159,318
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,258 $156,488 $156,488 0.00 $155,976
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 160,942 $156,259 $156,259 0.00 $155,794
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 166,801 $155,767 $155,767 0.00 $155,405
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 153,723 $149,250 $149,250 0.00 $148,806
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,309 $134,809 $134,809 0.00 $134,366
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 143,628 $134,138 $134,138 0.00 $133,827
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 137,220 $129,489 $129,489 0.00 $129,093
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,030 $127,611 $127,611 0.00 $127,192
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,705 $125,891 $125,891 0.00 $125,479
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,346 $125,467 $125,467 0.00 $125,085
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 131,568 $122,216 $122,216 0.00 $121,931
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,416 $110,899 $110,899 0.00 $110,537
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 108,777 $108,595 $108,595 0.00 $108,241
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 113,359 $108,091 $108,091 0.00 $107,805
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,215 $107,041 $107,041 0.00 $106,690
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 108,551 $106,271 $106,271 0.00 $105,958
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,260 $101,322 $101,322 0.00 $101,054
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 99,901 $99,870 $99,870 0.00 $99,546
Fannie Mae REMIC Trust 2013-130 FN 4.64727% 25-OCT-2042, 4.54%, 10/25/42 FNR 2013-130 3136AHG53 - - 90,334 $89,333 $89,333 0.00 $89,310
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,696 $79,012 $79,012 0.00 $78,732
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,619 $73,904 $73,904 0.00 $73,725
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,018 $71,311 $71,311 0.00 $71,144
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 75,098 $70,636 $70,636 0.00 $70,419
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 66,801 $67,039 $67,039 0.00 $66,895
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,520 $65,218 $65,218 0.00 $65,063
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 67,639 $62,409 $62,409 0.00 $62,262
Fannie Mae REMIC Trust 2010-109 BS 7.44678% 25-OCT-2040, 7.45%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $61,201 $61,201 0.00 $61,014
Fannie Mae REMIC Trust 2006-20 GF 4.64727% 25-APR-2036, 4.54%, 04/25/36 FNR 2006-20 31395BU43 - - 54,414 $53,973 $53,973 0.00 $53,959
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 53,392 $52,263 $52,263 0.00 $52,147
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 49,263 $48,492 $48,492 0.00 $48,385
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,062 $42,863 $42,863 0.00 $42,767
Freddie Mac Multiclass Certificates, Series 3380 FM 4.93815% 15-OCT-2037, 4.85%, 10/15/37 FHR 3380 31397KTJ0 - - 42,821 $42,838 $42,838 0.00 $42,769
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,860 $42,788 $42,788 0.00 $42,649
Freddie Mac Multiclass Certificates, Series 3721 FB 4.84815% 15-SEP-2040, 4.76%, 09/15/40 FHR 3721 3137GAD20 - - 42,232 $42,129 $42,129 0.00 $42,062
Ginnie Mae REMIC Trust 2008-013 FB 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,466 $39,399 $39,399 0.00 $39,364
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,313 $35,376 $35,376 0.00 $35,281
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,205 $32,365 $32,365 0.00 $32,293
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 31,701 $31,017 $31,017 0.00 $30,949
Ginnie Mae REMIC Trust 2007-040 FG 4.46552% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,047 $29,793 $29,793 0.00 $29,767
Ginnie Mae REMIC Trust 2004-069 CF 4.54552% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,950 $25,903 $25,903 0.00 $25,880
Fannie Mae REMIC Trust 2013-2 QF 4.79727% 25-FEB-2043, 4.69%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,948 $23,900 $23,900 0.00 $23,893
Ginnie Mae REMIC Trust 2007-059 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,844 $23,782 $23,782 0.00 $23,761
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,979 $23,066 $23,066 0.00 $22,992
Ginnie Mae REMIC Trust 2010-133 FD 4.50344% 16-OCT-2040, 4.50%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,759 $21,773 $21,773 0.00 $21,743
Ginnie Mae REMIC Trust 2008-016 FC 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - - 19,220 $19,188 $19,188 0.00 $19,171
Ginnie Mae REMIC Trust 2007-037 FW 4.45552% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,167 $18,999 $18,999 0.00 $18,982
Ginnie Mae REMIC Trust 2004-059 FP 4.37344% 16-AUG-2034, 4.37%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,389 $18,363 $18,363 0.00 $18,338
Ginnie Mae REMIC Trust 2005-065 FA 4.29552% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - - 18,524 $18,289 $18,289 0.00 $18,274
Freddie Mac Multiclass Certificates, Series 2426 FL 4.99815% 15-MAR-2032, 4.91%, 03/15/32 FHR 2426 31339W7G5 - - 16,675 $16,745 $16,745 0.00 $16,718
Fannie Mae REMIC Trust 2002-53 FK 4.69727% 25-APR-2032, 4.59%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,442 $16,384 $16,384 0.00 $16,379
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,164 $15,837 $15,837 0.00 $15,800
Ginnie Mae REMIC Trust 2005-048 AF 4.34552% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,643 $15,469 $15,469 0.00 $15,456
Fannie Mae REMIC Trust 2005-83 KT 4.59727% 25-OCT-2035, 4.49%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,194 $14,074 $14,074 0.00 $14,071
Fannie Mae REMIC Trust 2007-89 GF 4.81727% 25-SEP-2037, 4.71%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,266 $13,268 $13,268 0.00 $13,264
Freddie Mac Multiclass Certificates, Series 2551 FD 4.74815% 15-JAN-2033, 4.66%, 01/15/33 FHR 2551 31393JAZ1 - - 12,049 $12,035 $12,035 0.00 $12,016
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,393 $11,426 $11,426 0.00 $11,399
Ginnie Mae REMIC Trust 2012-075 FP 4.44552% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,207 $11,202 $11,202 0.00 $11,193
Ginnie Mae REMIC Trust 2007-061 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,954 $9,928 $9,928 0.00 $9,920
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.6065% 15-FEB-2032, 4.61%, 02/15/32 FHR 2410 31339NJN7 - - 9,459 $9,437 $9,437 0.00 $9,422
Fannie Mae REMIC Trust 2010-123 FL 4.72727% 25-NOV-2040, 4.62%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,257 $9,226 $9,226 0.00 $9,223
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,017 $9,162 $9,162 0.00 $9,129
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,313 $9,054 $9,054 0.00 $9,037
Freddie Mac Multiclass Certificates, Series 3028 FM 4.59815% 15-SEP-2035, 4.51%, 09/15/35 FHR 3028 31396AFB5 - - 8,301 $8,275 $8,275 0.00 $8,263
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,203 $7,973 $7,973 0.00 $7,958
Fannie Mae REMIC Trust 2003-87 FG 4.79727% 25-SEP-2033, 4.69%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,876 $7,879 $7,879 0.00 $7,877
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,100 $7,873 $7,873 0.00 $7,859
Fannie Mae REMIC Trust 2012-100 FG 4.69727% 25-SEP-2042, 4.59%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,583 $7,504 $7,504 0.00 $7,502
Fannie Mae REMIC Trust 2002-16 VF 4.84727% 25-APR-2032, 4.74%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,992 $6,995 $6,995 0.00 $6,993
Ginnie Mae REMIC Trust 2007-018 FD 4.44552% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - - 6,954 $6,888 $6,888 0.00 $6,882
Ginnie Mae REMIC Trust 2010-006 FG 4.67344% 16-JAN-2040, 4.67%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,756 $6,775 $6,775 0.00 $6,765
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,972 $6,771 $6,771 0.00 $6,758
Freddie Mac Multiclass Certificates, Series 3738 FD 4.64815% 15-AUG-2040, 4.56%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,698 $6,705 $6,705 0.00 $6,694
Fannie Mae REMIC Trust 2010-95 FB 4.69727% 25-SEP-2040, 4.59%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,990 $5,974 $5,974 0.00 $5,972
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,481 $4,473 $4,473 0.00 $4,459
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,162 $2,001 $2,001 0.00 $1,997
Ginnie Mae REMIC Trust 1999-27 FE 4.47344% 16-AUG-2029, 4.47%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,953 $1,955 $1,955 0.00 $1,952
Freddie Mac Multiclass Certificates, Series 2469 FE 4.84815% 15-JUL-2032, 4.76%, 07/15/32 FHR 2469 31392RC58 - - 1,595 $1,596 $1,596 0.00 $1,594
Ginnie Mae REMIC Trust 2010-125 VF 4.49552% 20-JUN-2040, 4.42%, 06/20/40 GNR 2010-125 38377JYJ6 - - 355.00 $354 $354 0.00 $353
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -3,078 $-358,346,531 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-37,908,000 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $312,506,720 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -163.00 $-18,513,234 $0 0.00 $0
UMBS TBA 30yr 3.5% December Delivery, 3.50%, 12/11/25 FNCL 01F0326C3 - - -95,653,000 $-88,629,678 $-88,629,678 -1.30 $-88,629,678
UMBS TBA 30yr 5.5% December Delivery, 5.50%, 12/11/25 FNCL 01F0526C1 - - -325,416,400 $-329,598,001 $-329,598,001 -4.83 $-329,598,001
UMBS TBA 30yr 4.5% December Delivery, 4.50%, 12/11/25 FNCL 01F0426C2 - - -354,908,342 $-347,845,666 $-347,845,666 -5.10 $-347,845,666
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - -352,354,620 $-351,937,784 $-351,937,784 -5.16 $-351,937,784
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - -490,162,167 $-501,906,453 $-501,906,453 -7.36 $-501,906,453
UMBS TBA 30yr 4% December Delivery, 4.00%, 12/11/25 FNCL 01F0406C6 - - -721,596,155 $-688,496,539 $-688,496,539 -10.10 $-688,496,539
SEGREGATED CASH SEGCASH - $0.00 8,770,000 $8,770,000 $8,770,000 0.13 $8,770,000
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,849,349,860 $-1,849,349,860 $-1,849,349,860 -27.12 $-1,849,349,860

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