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For professional investors in Mexico

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 14, 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% November Delivery, 2.50%, 11/13/25 FNCL 01F0226B6 - - 1,711,613,894 $1,458,948,874 $1,458,948,874 22.31 $1,458,948,874
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/13/25 FNCL 01F0306B9 - - 541,645,354 $480,860,287 $480,860,287 7.36 $480,860,287
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/20/25 G2SF 21H0506B3 - - 411,201,194 $410,206,498 $410,206,498 6.28 $410,206,498
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/20/25 G2SF 21H0226B2 - - 443,715,414 $385,918,375 $385,918,375 5.91 $385,918,375
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/13/25 FNCL 01F0206B0 - - 402,248,255 $328,099,018 $328,099,018 5.02 $328,099,018
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - 265,391,000 $264,607,300 $264,607,300 4.05 $264,607,300
FNMA 30yr Pool#CC1013 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140Y7DT2 - - 215,071,974 $219,548,993 $219,548,993 3.37 $219,088,978
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 197,081,360 $205,410,301 $205,410,301 3.15 $203,390,946
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 188,248,183 $193,594,656 $193,594,656 2.97 $191,739,491
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/20/25 G2SF 21H0526B9 - - 183,586,000 $185,129,958 $185,129,958 2.84 $185,129,958
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/20/25 G2SF 21H0306B5 - - 203,159,962 $183,328,096 $183,328,096 2.81 $183,328,096
Fannie Mae REMIC Trust 2025-12 FC 5.45603% 25-MAR-2055, 5.46%, 03/25/55 FNR 2025-12 3136BVFC7 - - 157,758,318 $158,380,648 $158,380,648 2.43 $157,902,463
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 145,351,107 $147,583,771 $147,583,771 2.27 $145,564,810
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 135,672,019 $144,475,566 $144,475,566 2.22 $140,009,831
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 FNCL 01F0626B2 - - 137,391,000 $142,021,077 $142,021,077 2.18 $142,021,077
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/20/25 G2SF 21H0326B1 - - 147,859,377 $135,614,994 $135,614,994 2.08 $135,614,994
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/20/25 G2SF 21H0426B0 - - 127,692,488 $124,733,470 $124,733,470 1.92 $124,733,470
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,971,129 $120,898,202 $120,898,202 1.85 $118,267,496
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 115,349,151 $112,912,390 $112,912,390 1.73 $111,141,766
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 105,727,919 $109,741,485 $109,741,485 1.68 $107,464,998
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/20/25 G2SF 21H0406B4 - - 114,954,688 $108,923,705 $108,923,705 1.66 $108,923,705
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 108,289,085 $105,784,847 $105,784,847 1.62 $104,339,217
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 101,712,037 $104,293,142 $104,293,142 1.59 $104,075,591
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35603% 25-JUN-2055, 5.36%, 06/25/55 FHR 5544 3137HLNP3 - - 91,174,990 $91,688,013 $91,688,013 1.40 $91,416,715
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 84,995,690 $85,177,459 $85,177,459 1.30 $84,492,999
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - 80,000,000 $80,891,200 $80,891,200 1.24 $80,891,200
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 82,668,452 $80,513,741 $80,513,741 1.23 $79,386,128
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 76,654,284 $79,538,966 $79,538,966 1.22 $78,723,919
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 70,730,371 $75,880,169 $75,880,169 1.16 $72,863,291
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 71,438,973 $74,634,478 $74,634,478 1.14 $73,363,760
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 59,459,763 $61,744,776 $61,744,776 0.94 $60,976,004
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,285,904 $57,761,700 $57,761,700 0.88 $57,312,210
Fannie Mae REMIC Trust 2025-9 FA 5.55603% 25-MAR-2055, 5.56%, 03/25/55 FNR 2025-9 3136BVDC9 - - 51,283,015 $51,556,510 $51,556,510 0.79 $51,398,216
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,172,422 $49,618,724 $49,618,724 0.76 $49,065,842
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 47,904,272 $48,284,154 $48,284,154 0.74 $47,928,654
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,978,932 $47,998,319 $47,998,319 0.73 $47,158,324
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 43,484,588 $45,236,312 $45,236,312 0.69 $44,597,581
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 40,372,386 $43,484,182 $43,484,182 0.66 $41,590,175
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 40,492,659 $42,526,300 $42,526,300 0.65 $41,739,429
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 49,569,642 $42,402,714 $42,402,714 0.65 $41,902,628
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 43,491,222 $42,398,569 $42,398,569 0.65 $41,711,270
OBX 2025-J3 Trust|5.80757|10/25/2055, 5.81%, 10/25/55 OBX 2025-J3 67449KAU7 - - 41,886,000 $42,019,530 $42,019,530 0.64 $41,884,387
PMT Loan Trust 2025-J3|5.6932|11/27/2056, 5.69%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 41,972,000 $41,908,794 $41,908,794 0.64 $41,908,794
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 41,096,059 $41,272,767 $41,272,767 0.63 $40,722,977
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 41,414,902 $41,250,166 $41,250,166 0.63 $40,668,636
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 39,877,446 $40,606,227 $40,606,227 0.62 $40,461,228
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 38,101,379 $40,238,245 $40,238,245 0.61 $39,250,666
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 41,135,319 $39,991,077 $39,991,077 0.61 $39,439,088
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,992,160 $38,710,825 $38,710,825 0.59 $38,203,799
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,548,180 $38,662,048 $38,662,048 0.59 $38,171,141
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 44,358,435 $37,896,061 $37,896,061 0.58 $37,500,876
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 36,146,850 $37,744,765 $37,744,765 0.58 $37,094,646
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 38,169,170 $37,278,860 $37,278,860 0.57 $36,641,897
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 38,248,585 $37,112,508 $37,112,508 0.57 $36,677,293
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 34,001,105 $36,373,226 $36,373,226 0.56 $35,542,847
Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 34,141,479 $35,131,905 $35,131,905 0.54 $35,052,242
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 33,158,788 $34,242,981 $34,242,981 0.52 $34,165,611
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 32,692,822 $33,516,825 $33,516,825 0.51 $32,709,462
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 33,655,142 $33,452,957 $33,452,957 0.51 $33,190,896
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,929,440 $33,137,537 $33,137,537 0.51 $32,704,639
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 32,539,643 $33,038,964 $33,038,964 0.50 $32,820,225
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 34,514,856 $32,521,266 $32,521,266 0.50 $31,608,274
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,802,366 $31,346,409 $31,346,409 0.48 $30,662,691
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 29,311,119 $31,004,249 $31,004,249 0.47 $29,849,390
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,320,809 $30,404,617 $30,404,617 0.46 $29,927,630
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,969,164 $30,231,832 $30,231,832 0.46 $29,764,573
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,855,269 $30,126,247 $30,126,247 0.46 $29,620,649
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,996,922 $29,189,335 $29,189,335 0.45 $28,810,532
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 28,719,435 $28,759,510 $28,759,510 0.44 $28,212,291
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,245,414 $28,390,517 $28,390,517 0.43 $28,052,590
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 27,934,712 $28,333,438 $28,333,438 0.43 $28,218,626
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 25,385,896 $26,811,818 $26,811,818 0.41 $26,098,187
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45603% 25-SEP-2041, 6.46%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,754,240 $26,754,240 0.41 $26,659,344
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,164,673 $25,164,673 0.38 $25,072,423
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 25,758,475 $24,960,934 $24,960,934 0.38 $24,604,154
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,501,524 $24,681,980 $24,681,980 0.38 $24,334,258
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,701,518 $24,001,304 $24,001,304 0.37 $23,676,101
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00603% 25-FEB-2045, 6.01%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,185,760 $23,185,760 0.35 $23,108,816
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 23,467,092 $22,932,011 $22,932,011 0.35 $22,611,124
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,741,409 $22,772,843 $22,772,843 0.35 $22,338,722
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,019,708 $22,519,882 $22,519,882 0.34 $22,180,059
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,087,556 $22,517,488 $22,517,488 0.34 $22,400,383
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 21,495,890 $22,474,486 $22,474,486 0.34 $21,890,642
FNMA 30yr Pool#CC0679 4.500% 01-Jul-2055, 4.50%, 07/01/55 FN 3140Y6XH8 - - 22,476,845 $22,464,673 $22,464,673 0.34 $22,080,357
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,661,534 $22,146,824 $22,146,824 0.34 $21,872,476
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,631,261 $21,547,548 $21,547,548 0.33 $20,700,804
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,544,311 $21,316,944 $21,316,944 0.33 $21,163,870
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.85603% 25-OCT-2041, 11.86%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,273,783 $21,273,783 0.33 $20,946,331
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,439,887 $21,242,451 $21,242,451 0.32 $20,998,450
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,355,088 $21,195,661 $21,195,661 0.32 $20,859,304
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,960,000 $21,055,438 $21,055,438 0.32 $20,927,426
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,013,552 $20,983,241 $20,983,241 0.32 $20,854,889
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,430,214 $20,938,144 $20,938,144 0.32 $20,684,029
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,297,518 $20,925,020 $20,925,020 0.32 $20,360,492
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,261,783 $20,657,429 $20,657,429 0.32 $20,616,086
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,487,687 $20,264,548 $20,264,548 0.31 $20,125,904
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,507,800 $20,012,784 $20,012,784 0.31 $19,972,908
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,941,259 $19,956,781 $19,956,781 0.31 $19,610,889
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,188,595 $19,652,447 $19,652,447 0.30 $19,452,212
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,710,979 $19,014,803 $19,014,803 0.29 $18,821,583
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,121,002 $18,860,067 $18,860,067 0.29 $18,358,859
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10603% 25-FEB-2042, 8.11%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,817,856 $18,817,856 0.29 $18,736,336
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,413,007 $18,720,865 $18,720,865 0.29 $18,287,306
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,783,796 $18,408,778 $18,408,778 0.28 $18,254,620
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 17,629,945 $18,206,392 $18,206,392 0.28 $18,165,256
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 16,745,520 $18,204,516 $18,204,516 0.28 $17,250,630
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,876,269 $18,000,816 $18,000,816 0.28 $17,658,245
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 16,718,319 $17,872,522 $17,872,522 0.27 $17,224,583
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,980,692 $17,645,893 $17,645,893 0.27 $17,274,395
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,784,707 $17,511,124 $17,511,124 0.27 $17,369,095
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,381,695 $17,381,695 0.27 $17,313,418
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,766,064 $17,197,840 $17,197,840 0.26 $17,073,451
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,300,410 $17,002,887 $17,002,887 0.26 $16,779,080
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,477,065 $16,707,667 $16,707,667 0.26 $16,435,334
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 15,447,632 $16,367,889 $16,367,889 0.25 $15,913,593
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 16,122,279 $16,364,276 $16,364,276 0.25 $16,260,825
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 15,872,348 $16,094,668 $16,094,668 0.25 $16,034,683
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,054,355 $16,068,558 $16,068,558 0.25 $15,849,268
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,792,999 $15,792,999 0.24 $15,737,169
Saluda Grade Alternative Mortgage Trust 2025-LOC5|5.92649|10/25/2055, 5.93%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,711,084 $15,711,084 0.24 $15,693,000
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 $15,480,522 $15,480,522 0.24 $15,342,170
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,082,930 $15,386,178 $15,386,178 0.24 $14,816,587
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,622,980 $15,361,102 $15,361,102 0.23 $15,284,723
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 15,047,151 $15,292,575 $15,292,575 0.23 $15,193,686
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50603% 25-FEB-2045, 5.51%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 15,194,639 $15,252,890 $15,252,890 0.23 $15,206,411
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,089,075 $15,187,156 $15,187,156 0.23 $15,081,500
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00603% 25-DEC-2041, 6.01%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,966,869 $14,966,869 0.23 $14,917,370
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,787,901 $14,945,324 $14,945,324 0.23 $14,844,091
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15603% 25-NOV-2041, 6.16%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,720,595 $14,720,595 0.22 $14,670,834
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,175,908 $14,489,399 $14,489,399 0.22 $14,251,693
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 13,460,686 $14,329,237 $14,329,237 0.22 $13,866,713
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 13,341,540 $14,214,922 $14,214,922 0.22 $13,743,973
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,500,741 $14,205,848 $14,205,848 0.22 $14,177,652
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,419,750 $14,194,385 $14,194,385 0.22 $14,121,715
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.52239% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,667,047 $14,100,322 $14,100,322 0.22 $14,050,799
BMP Commercial Mortgage Trust 2024-MF23 A 5.5221% 15-JUN-2041, 5.52%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,065,837 $14,065,837 0.21 $14,001,412
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,838,748 $13,975,898 $13,975,898 0.21 $13,744,275
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.56%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,907,983 $13,975,759 $13,975,759 0.21 $13,932,830
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,594,901 $13,572,182 $13,572,182 0.21 $13,471,482
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 12,462,371 $13,403,426 $13,403,426 0.20 $12,838,285
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,270,749 $13,270,749 0.20 $13,217,026
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,674,878 $13,174,537 $13,174,537 0.20 $13,059,909
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,178,421 $13,088,463 $13,088,463 0.20 $12,822,537
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 13,000,000 $13,084,392 $13,084,392 0.20 $13,005,456
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,488,162 $12,978,306 $12,978,306 0.20 $12,867,521
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,877,313 $12,968,196 $12,968,196 0.20 $12,789,403
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,646,802 $12,781,471 $12,781,471 0.20 $12,693,226
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 12,445,279 $12,626,853 $12,626,853 0.19 $12,512,771
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,601,534 $12,601,534 0.19 $12,563,506
Connecticut Avenue Securities Trust 2025-R06|5.30603|09/25/2045, 5.31%, 09/25/45 CAS 2025-R06 20754YAB7 - - 12,559,000 $12,565,012 $12,565,012 0.19 $12,565,012
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,655,551 $12,562,875 $12,562,875 0.19 $12,432,072
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,729,651 $12,388,719 $12,388,719 0.19 $12,265,335
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,759,760 $12,257,234 $12,257,234 0.19 $12,097,140
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 12,160,750 $12,256,660 $12,256,660 0.19 $12,207,571
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,959,144 $12,231,618 $12,231,618 0.19 $11,798,496
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 12,090,294 $12,190,947 $12,190,947 0.19 $12,114,728
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 11,840,000 $11,984,604 $11,984,604 0.18 $11,902,597
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,820,555 $11,920,421 $11,920,421 0.18 $11,878,605
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15603% 25-AUG-2044, 6.16%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 11,799,604 $11,915,502 $11,915,502 0.18 $11,875,147
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,637,570 $11,860,320 $11,860,320 0.18 $11,781,236
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,760,232 $11,746,879 $11,746,879 0.18 $11,677,711
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,041,221 $11,608,521 $11,608,521 0.18 $11,501,843
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,306,819 $11,505,011 $11,505,011 0.18 $11,204,173
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,989,689 $11,467,395 $11,467,395 0.18 $11,372,314
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 10,583,887 $11,381,813 $11,381,813 0.17 $10,903,051
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,073,713 $11,358,871 $11,358,871 0.17 $11,268,842
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,152,750 $11,264,797 $11,264,797 0.17 $11,051,502
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 10,449,535 $11,224,559 $11,224,559 0.17 $10,885,472
GS Mortgage Backed Securities Trust 2025 CES2|5.18|09/25/2055, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 11,062,000 $11,164,131 $11,164,131 0.17 $11,094,096
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,054,511 $11,129,761 $11,129,761 0.17 $10,979,045
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 10,945,000 $10,992,144 $10,992,144 0.17 $10,928,000
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 10,677,299 $10,875,477 $10,875,477 0.17 $10,829,854
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,148,656 $10,727,297 $10,727,297 0.16 $10,374,473
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,667,065 $10,657,569 $10,657,569 0.16 $10,556,885
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,378,126 $10,517,260 $10,517,260 0.16 $10,219,312
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 10,437,000 $10,492,991 $10,492,991 0.16 $10,446,998
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,695,041 $10,431,829 $10,431,829 0.16 $10,304,937
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 8,531,379 $10,335,628 $10,335,628 0.16 $8,789,726
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70603% 25-DEC-2041, 6.71%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,257,039 $10,257,039 0.16 $10,219,449
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35603% 25-DEC-2041, 10.36%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 9,700,000 $10,167,929 $10,167,929 0.16 $10,112,121
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,107,461 $10,107,461 0.15 $10,069,281
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 9,941,192 $10,094,416 $10,094,416 0.15 $10,028,707
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,753,770 $9,920,691 $9,920,691 0.15 $9,851,666
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,791,301 $9,913,083 $9,913,083 0.15 $9,845,971
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,415,939 $9,902,920 $9,902,920 0.15 $9,767,988
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,419,992 $9,828,391 $9,828,391 0.15 $9,747,966
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,835,893 $9,731,160 $9,731,160 0.15 $9,662,205
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,508,191 $9,665,043 $9,665,043 0.15 $9,599,000
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,196,783 $9,553,304 $9,553,304 0.15 $9,475,279
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 9,389,787 $9,431,894 $9,431,894 0.14 $9,340,083
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,284,564 $9,424,631 $9,424,631 0.14 $9,362,467
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,407,916 $9,407,916 0.14 $9,378,123
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,429,605 $9,371,445 $9,371,445 0.14 $9,297,704
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,486,193 $9,355,947 $9,355,947 0.14 $9,332,231
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 9,242,949 $9,340,315 $9,340,315 0.14 $9,282,161
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,322,912 $9,322,912 0.14 $9,294,249
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.96%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,298,749 $9,298,749 0.14 $9,268,128
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,781,392 $9,144,090 $9,144,090 0.14 $9,017,330
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 8,978,236 $9,136,345 $9,136,345 0.14 $9,076,298
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,676,774 $9,028,114 $9,028,114 0.14 $8,940,353
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,884,581 $8,884,581 0.14 $8,838,568
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,936,812 $8,839,317 $8,839,317 0.14 $8,779,001
Fannie Mae REMIC Trust 2022-65 FB 5.15603% 25-SEP-2052, 5.16%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,561,564 $8,507,899 $8,507,899 0.13 $8,483,375
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 $8,426,122 $8,426,122 0.13 $8,347,811
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,782,256 $8,309,668 $8,309,668 0.13 $8,277,466
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 8,038,482 $8,301,317 $8,301,317 0.13 $8,282,560
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,844,995 $8,050,952 $8,050,952 0.12 $7,988,427
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,961,457 $7,989,467 $7,989,467 0.12 $7,942,370
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,812,593 $7,956,725 $7,956,725 0.12 $7,928,296
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,899,608 $7,947,928 $7,947,928 0.12 $7,915,072
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,743,323 $7,879,746 $7,879,746 0.12 $7,819,886
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 $7,833,452 $7,833,452 0.12 $7,794,379
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,606,052 $7,669,689 $7,669,689 0.12 $7,620,896
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85603% 25-JAN-2045, 5.86%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,553,431 $7,553,431 0.12 $7,528,947
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60603% 25-MAR-2044, 5.61%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 7,501,492 $7,531,028 $7,531,028 0.12 $7,507,665
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,519,340 $7,423,676 $7,423,676 0.11 $7,406,967
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,345,421 $7,400,718 $7,400,718 0.11 $7,348,880
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,904,952 $7,349,150 $7,349,150 0.11 $7,113,175
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,897,237 $7,319,776 $7,319,776 0.11 $7,105,284
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,623,146 $7,197,251 $7,197,251 0.11 $6,822,926
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,667,600 $7,143,266 $7,143,266 0.11 $6,868,721
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,866,868 $7,075,689 $7,075,689 0.11 $7,021,284
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,625,630 $6,991,495 $6,991,495 0.11 $6,826,900
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,930,426 $6,926,893 $6,926,893 0.11 $6,907,642
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,920,939 $6,920,939 0.11 $6,897,688
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,474,987 $6,727,741 $6,727,741 0.10 $6,671,062
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,755,007 $6,587,830 $6,587,830 0.10 $6,508,617
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,671,170 $6,562,266 $6,562,266 0.10 $6,529,651
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,466,803 $6,525,875 $6,525,875 0.10 $6,503,614
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,325,853 $6,489,277 $6,489,277 0.10 $6,436,805
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,396,528 $6,396,528 0.10 $6,371,809
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.56%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,318,904 $6,349,271 $6,349,271 0.10 $6,329,766
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,081,260 $6,258,899 $6,258,899 0.10 $6,192,444
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,399,912 $6,234,596 $6,234,596 0.10 $6,209,175
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,924,027 $6,182,419 $6,182,419 0.09 $6,130,282
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,865,381 $6,173,434 $6,173,434 0.09 $6,108,800
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,116,002 $6,158,098 $6,158,098 0.09 $6,074,250
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,980,653 $6,146,913 $6,146,913 0.09 $6,092,466
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,651,933 $5,984,981 $5,984,981 0.09 $5,839,076
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45603% 25-JAN-2045, 5.46%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,960,934 $5,984,072 $5,984,072 0.09 $5,966,004
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,062,020 $5,957,511 $5,957,511 0.09 $5,857,514
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,659,620 $5,880,189 $5,880,189 0.09 $5,831,545
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,596,469 $5,838,410 $5,838,410 0.09 $5,791,320
Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1|4.25|02/25/2065, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,882,000 $5,835,900 $5,835,900 0.09 $5,805,346
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,886,053 $5,795,155 $5,795,155 0.09 $5,701,933
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,715,391 $5,722,219 $5,722,219 0.09 $5,656,356
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,245,334 $5,650,508 $5,650,508 0.09 $5,403,554
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,318,035 $5,457,241 $5,457,241 0.08 $5,411,310
TOWD POINT MORTGAGE TRUST 2 5.75% 65, 5.40%, 08/25/65 TPMT 2025-CES3 891949BV0 - - 5,356,050 $5,400,388 $5,400,388 0.08 $5,365,038
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,398,180 $5,389,242 $5,389,242 0.08 $5,359,552
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,409,605 $5,359,246 $5,359,246 0.08 $5,229,631
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,357,364 $5,357,364 0.08 $5,336,401
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,126,254 $5,354,840 $5,354,840 0.08 $5,304,733
BX Trust 2021-SDMF A 4.854% 15-SEP-2034, 4.85%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,349,265 $5,349,265 0.08 $5,327,604
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 - - 5,131,238 $5,203,826 $5,203,826 0.08 $5,184,473
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,962,067 $5,146,027 $5,146,027 0.08 $5,105,636
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 $5,105,127 $5,105,127 0.08 $5,078,551
Ginnie Mae REMIC Trust 2023-116 LF 5.64503% 20-AUG-2053, 5.69%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,971,756 $5,005,617 $5,005,617 0.08 $4,985,976
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,817,129 $4,981,043 $4,981,043 0.08 $4,943,096
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,458,513 $4,950,690 $4,950,690 0.08 $4,593,951
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,695,864 $4,888,343 $4,888,343 0.07 $4,821,903
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,702,843 $4,882,975 $4,882,975 0.07 $4,829,069
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,862,909 $4,862,909 0.07 $4,842,858
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,594,120 $4,859,255 $4,859,255 0.07 $4,818,532
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,475,569 $4,763,184 $4,763,184 0.07 $4,611,526
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,708,278 $4,762,352 $4,762,352 0.07 $4,732,054
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,799,628 $4,729,270 $4,729,270 0.07 $4,624,329
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,666,735 $4,722,362 $4,722,362 0.07 $4,690,729
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,717,030 $4,717,030 0.07 $4,703,408
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,618,083 $4,684,450 $4,684,450 0.07 $4,652,221
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,464,130 $4,616,428 $4,616,428 0.07 $4,580,866
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,411,484 $4,575,320 $4,575,320 0.07 $4,537,362
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,438,172 $4,498,169 $4,498,169 0.07 $4,462,828
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,312,432 $4,484,756 $4,484,756 0.07 $4,443,021
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,340,998 $4,404,053 $4,404,053 0.07 $4,372,696
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,934,383 $4,390,614 $4,390,614 0.07 $4,053,059
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,206,605 $4,360,171 $4,360,171 0.07 $4,326,606
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,236,880 $4,356,002 $4,356,002 0.07 $4,321,151
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,569,446 $4,350,534 $4,350,534 0.07 $4,286,822
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,103,593 $4,268,700 $4,268,700 0.07 $4,222,714
SREIT Commercial Mortgage Trust 2021-MFP B 5.3448% 15-NOV-2038, 5.34%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,203,382 $4,203,382 0.06 $4,184,702
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,957,876 $4,195,694 $4,195,694 0.06 $4,160,092
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,892,656 $4,186,664 $4,186,664 0.06 $4,105,518
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,954,243 $4,184,311 $4,184,311 0.06 $4,147,398
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,998,130 $4,158,168 $4,158,168 0.06 $4,121,232
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,943,913 $4,151,900 $4,151,900 0.06 $4,111,516
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95603% 25-SEP-2044, 5.96%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,145,690 $4,145,690 0.06 $4,132,038
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,970,288 $4,095,827 $4,095,827 0.06 $4,060,171
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,010,980 $4,074,687 $4,074,687 0.06 $4,047,220
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45603% 25-FEB-2044, 5.46%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,057,917 $4,070,795 $4,070,795 0.06 $4,058,495
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,239,151 $4,068,565 $4,068,565 0.06 $3,397,376
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,353,907 $4,065,800 $4,065,800 0.06 $3,413,279
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,034,687 $4,034,687 0.06 $4,023,045
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,086,160 $3,995,151 $3,995,151 0.06 $3,943,883
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,664,251 $3,895,872 $3,895,872 0.06 $3,774,779
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,676,974 $3,805,235 $3,805,235 0.06 $3,772,747
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,765,339 $3,802,599 $3,802,599 0.06 $3,739,634
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,509,884 $3,646,390 $3,646,390 0.06 $3,616,170
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,509,993 $3,639,004 $3,639,004 0.06 $3,609,836
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,676,681 $3,587,092 $3,587,092 0.05 $3,542,573
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,426,855 $3,523,678 $3,523,678 0.05 $3,495,466
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,498,483 $3,522,455 $3,522,455 0.05 $3,474,599
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 3,500,000 $3,513,700 $3,513,700 0.05 $3,498,971
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65603% 25-DEC-2031, 5.66%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,476,039 $3,496,499 $3,496,499 0.05 $3,485,577
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,375,019 $3,496,452 $3,496,452 0.05 $3,465,606
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,369,629 $3,494,418 $3,494,418 0.05 $3,466,902
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,553,479 $3,489,315 $3,489,315 0.05 $3,482,405
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,296,724 $3,398,938 $3,398,938 0.05 $3,371,359
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,229,692 $3,396,858 $3,396,858 0.05 $3,366,943
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,459,043 $3,387,078 $3,387,078 0.05 $3,332,707
BX Trust 2021-BXMF C 5.45627% 15-OCT-2038, 5.46%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,345,215 $3,345,215 0.05 $3,330,043
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,414,702 $3,307,391 $3,307,391 0.05 $3,281,579
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,469,731 $3,178,775 $3,178,775 0.05 $3,130,609
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,237,188 $3,173,576 $3,173,576 0.05 $3,139,847
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 3,019,356 $3,125,241 $3,125,241 0.05 $3,100,396
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,179,762 $3,117,994 $3,117,994 0.05 $3,055,798
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,921,248 $3,105,486 $3,105,486 0.05 $2,987,760
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 $3,034,567 $3,034,567 0.05 $3,011,381
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,892,784 $3,022,278 $3,022,278 0.05 $2,996,471
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,995,515 $3,019,549 $3,019,549 0.05 $3,002,901
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,904,174 $2,999,038 $2,999,038 0.05 $2,992,262
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,025,632 $2,979,175 $2,979,175 0.05 $2,920,282
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,920,569 $2,952,001 $2,952,001 0.05 $2,900,631
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,843,485 $2,943,762 $2,943,762 0.04 $2,919,311
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,923,902 $2,940,073 $2,940,073 0.04 $2,931,542
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55603% 25-FEB-2050, 5.56%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,968,698 $2,933,554 $2,933,554 0.04 $2,924,404
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,059,526 $2,900,750 $2,900,750 0.04 $2,867,557
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,842,434 $2,896,347 $2,896,347 0.04 $2,882,083
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,781,711 $2,867,558 $2,867,558 0.04 $2,845,046
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,757,081 $2,850,410 $2,850,410 0.04 $2,808,686
BX Trust 2021-BXMF G 7.614513% 15-OCT-2038, 7.61%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,812,980 $2,812,980 0.04 $2,795,164
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,783,422 $2,783,422 0.04 $2,775,539
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 $2,782,094 $2,782,094 0.04 $2,771,245
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,659,557 $2,765,477 $2,765,477 0.04 $2,741,445
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,638,215 $2,707,419 $2,707,419 0.04 $2,684,417
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,751,288 $2,678,410 $2,678,410 0.04 $2,658,606
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,575,403 $2,670,882 $2,670,882 0.04 $2,650,128
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,556,895 $2,660,550 $2,660,550 0.04 $2,634,323
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90603% 25-OCT-2041, 5.91%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,572,685 $2,587,450 $2,587,450 0.04 $2,579,009
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,351,352 $2,579,541 $2,579,541 0.04 $2,579,541
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,811,841 $2,538,697 $2,538,697 0.04 $2,522,626
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,485,773 $2,534,885 $2,534,885 0.04 $2,514,824
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,443,434 $2,531,292 $2,531,292 0.04 $2,498,751
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,392,724 $2,491,311 $2,491,311 0.04 $2,466,396
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,442,703 $2,473,158 $2,473,158 0.04 $2,461,576
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,415,006 $2,457,107 $2,457,107 0.04 $2,445,792
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,313,885 $2,433,273 $2,433,273 0.04 $2,412,217
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,459,476 $2,419,935 $2,419,935 0.04 $2,414,811
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,331,300 $2,416,411 $2,416,411 0.04 $2,395,990
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,393,404 $2,393,404 0.04 $2,378,131
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,300,088 $2,390,072 $2,390,072 0.04 $2,369,959
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,304,788 $2,386,610 $2,386,610 0.04 $2,366,650
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,215,613 $2,301,614 $2,301,614 0.04 $2,282,445
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,166,493 $2,190,213 $2,190,213 0.03 $2,179,597
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,986,218 $2,185,050 $2,185,050 0.03 $2,046,554
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,075,263 $2,136,338 $2,136,338 0.03 $2,117,395
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,175,834 $2,125,400 $2,125,400 0.03 $2,096,470
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,064,506 $2,125,383 $2,125,383 0.03 $2,117,921
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,123,857 $2,115,626 $2,115,626 0.03 $2,044,058
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,300,695 $2,107,383 $2,107,383 0.03 $2,093,225
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.77239% 25-OCT-2057, 6.77%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,004,676 $2,068,079 $2,068,079 0.03 $2,060,536
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,036,015 $2,033,329 $2,033,329 0.03 $2,017,532
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,994,041 $2,025,657 $2,025,657 0.03 $2,016,285
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,913,480 $2,009,401 $2,009,401 0.03 $1,991,772
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,911,085 $2,000,892 $2,000,892 0.03 $1,990,493
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,834,493 $1,983,226 $1,983,226 0.03 $1,912,453
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,974,620 $1,962,820 $1,962,820 0.03 $1,948,790
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,016,459 $1,961,085 $1,961,085 0.03 $1,946,202
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,875,220 $1,938,988 $1,938,988 0.03 $1,924,257
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,855,093 $1,920,627 $1,920,627 0.03 $1,904,885
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,827,458 $1,911,177 $1,911,177 0.03 $1,894,723
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90603% 25-FEB-2050, 5.91%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,936,086 $1,896,645 $1,896,645 0.03 $1,890,293
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,887,950 $1,861,555 $1,861,555 0.03 $1,822,213
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,829,451 $1,855,513 $1,855,513 0.03 $1,849,069
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,752,803 $1,828,580 $1,828,580 0.03 $1,806,772
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,725,094 $1,809,948 $1,809,948 0.03 $1,793,822
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,759,876 $1,804,866 $1,804,866 0.03 $1,790,744
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,814,288 $1,775,125 $1,775,125 0.03 $1,751,115
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,780,553 $1,747,970 $1,747,970 0.03 $1,744,900
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,814,843 $1,721,290 $1,721,290 0.03 $1,702,593
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70603% 25-FEB-2050, 5.71%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,744,110 $1,705,445 $1,705,445 0.03 $1,699,917
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85603% 25-DEC-2031, 5.86%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,691,673 $1,703,363 $1,703,363 0.03 $1,697,859
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,757,757 $1,701,333 $1,701,333 0.03 $1,689,512
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,701,060 $1,701,060 0.03 $1,690,152
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,826,395 $1,680,419 $1,680,419 0.03 $1,661,437
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,687,953 $1,655,663 $1,655,663 0.03 $1,626,384
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,624,248 $1,655,467 $1,655,467 0.03 $1,646,920
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,718,090 $1,645,031 $1,645,031 0.03 $1,611,957
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,547,612 $1,616,836 $1,616,836 0.02 $1,603,083
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,517,652 $1,584,938 $1,584,938 0.02 $1,571,109
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,539,752 $1,556,032 $1,556,032 0.02 $1,547,743
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,856,668 $1,547,820 $1,547,820 0.02 $1,544,416
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,495,093 $1,547,560 $1,547,560 0.02 $1,535,222
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,578,606 $1,536,988 $1,536,988 0.02 $1,525,498
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,513,162 $1,534,193 $1,534,193 0.02 $1,524,900
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,540,160 $1,507,089 $1,507,089 0.02 $1,486,533
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,459,318 $1,474,000 $1,474,000 0.02 $1,464,217
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,389,783 $1,441,757 $1,441,757 0.02 $1,430,015
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,487,446 $1,440,001 $1,440,001 0.02 $1,429,695
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,434,744 $1,436,206 $1,436,206 0.02 $1,424,950
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,363,926 $1,405,958 $1,405,958 0.02 $1,394,596
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 969,999 $1,366,718 $1,366,718 0.02 $1,004,767
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,301,814 $1,347,161 $1,347,161 0.02 $1,335,944
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,269,823 $1,307,603 $1,307,603 0.02 $1,297,155
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,264,065 $1,260,569 $1,260,569 0.02 $1,251,009
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,267,452 $1,243,951 $1,243,951 0.02 $1,225,335
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,390,765 $1,230,930 $1,230,930 0.02 $1,219,878
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,180,277 $1,221,288 $1,221,288 0.02 $1,211,865
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,188,809 $1,205,937 $1,205,937 0.02 $1,197,148
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,235,175 $1,204,643 $1,204,643 0.02 $1,190,122
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,233,947 $1,203,839 $1,203,839 0.02 $1,190,981
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,168,762 $1,196,635 $1,196,635 0.02 $1,187,105
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,293,469 $1,190,199 $1,190,199 0.02 $1,167,195
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65603% 25-NOV-2041, 7.66%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,178,594 $1,178,594 0.02 $1,173,703
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,136,341 $1,173,559 $1,173,559 0.02 $1,163,524
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,263,349 $1,169,139 $1,169,139 0.02 $1,158,966
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,187,207 $1,159,308 $1,159,308 0.02 $1,143,903
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,101,561 $1,141,760 $1,141,760 0.02 $1,133,165
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,046,676 $1,085,933 $1,085,933 0.02 $1,076,619
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,062,508 $1,085,648 $1,085,648 0.02 $1,050,213
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,099,881 $1,072,443 $1,072,443 0.02 $1,063,919
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,072,239 $1,067,887 $1,067,887 0.02 $1,059,832
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,032,787 $1,064,278 $1,064,278 0.02 $1,051,825
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,001,029 $1,019,503 $1,019,503 0.02 $1,013,588
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,060,039 $1,008,092 $1,008,092 0.02 $993,605
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,015,336 $987,633 $987,633 0.02 $979,983
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,029,601 $971,476 $971,476 0.01 $964,999
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 924,394 $948,021 $948,021 0.01 $940,582
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 926,972 $946,723 $946,723 0.01 $922,501
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 838,395 $932,354 $932,354 0.01 $863,678
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 926,440 $923,753 $923,753 0.01 $916,917
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 939,234 $913,346 $913,346 0.01 $906,509
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00603% 25-JAN-2034, 6.01%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 902,585 $908,729 $908,729 0.01 $905,717
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - - $891,548 $891,548 0.01 $0
BX Commercial Mortgage Trust 2021-21M A 4.995% 15-OCT-2036, 4.99%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,279 $864,279 0.01 $860,688
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 901,410 $853,730 $853,730 0.01 $837,182
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 825,582 $831,531 $831,531 0.01 $796,836
Gracie Point International Funding, Series 2023-2 A 6.60559% 01-MAR-2027, 6.61%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $816,444 $816,444 0.01 $810,067
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 792,780 $802,921 $802,921 0.01 $800,094
FREMF 2019-KF70 Mortgage Trust C 10.46922% 25-SEP-2029, 10.47%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $783,539 $783,539 0.01 $778,944
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - - $774,186 $774,186 0.01 $0
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 828,465 $770,848 $770,848 0.01 $763,939
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 743,357 $769,717 $769,717 0.01 $763,895
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 750,732 $748,369 $748,369 0.01 $742,045
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 710,236 $739,238 $739,238 0.01 $736,374
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 702,253 $724,311 $724,311 0.01 $718,045
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 728,169 $713,281 $713,281 0.01 $702,829
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35603% 25-DEC-2041, 5.36%, 12/25/41 CAS 2022-R01 20754LAA7 - - 686,172 $688,131 $688,131 0.01 $686,090
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 687,631 $686,541 $686,541 0.01 $685,072
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 737,085 $680,417 $680,417 0.01 $665,210
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 634,196 $657,825 $657,825 0.01 $623,209
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 650,323 $613,566 $613,566 0.01 $609,519
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 604,857 $604,319 $604,319 0.01 $599,366
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 605,579 $601,831 $601,831 0.01 $589,772
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 596,745 $596,191 $596,191 0.01 $578,079
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 661,700 $594,967 $594,967 0.01 $592,945
MHC Commercial Mortgage Trust 2021-MHC A 5.066442% 15-APR-2038, 5.07%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $587,967 $587,967 0.01 $585,493
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65603% 25-FEB-2042, 5.66%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 579,005 $581,698 $581,698 0.01 $579,878
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20603% 25-DEC-2041, 5.21%, 12/25/41 CAS 2021-R03 20754AAA1 - - 546,017 $547,259 $547,259 0.01 $545,679
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 524,367 $516,758 $516,758 0.01 $499,872
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 521,481 $513,680 $513,680 0.01 $507,961
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - - $513,393 $513,393 0.01 $0
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 524,513 $510,530 $510,530 0.01 $510,530
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 502,461 $506,151 $506,151 0.01 $503,513
FHLMC 30yr Pool#SL1760 5.000% 01-Jul-2055, 5.00%, 07/01/55 FR 31427N5W5 - - - $476,378 $476,378 0.01 $0
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 501,655 $473,530 $473,530 0.01 $470,216
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 461,561 $469,718 $469,718 0.01 $466,135
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 438,774 $426,706 $426,706 0.01 $422,770
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 443,826 $419,083 $419,083 0.01 $416,183
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 470,334 $413,640 $413,640 0.01 $411,915
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 436,060 $402,890 $402,890 0.01 $399,814
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 406,658 $402,515 $402,515 0.01 $399,675
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 375,757 $390,411 $390,411 0.01 $387,088
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 367,470 $363,731 $363,731 0.01 $361,161
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 389,009 $363,228 $363,228 0.01 $360,802
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 359,916 $355,078 $355,078 0.01 $347,774
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 332,691 $322,422 $322,422 0.00 $317,833
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 325,599 $322,175 $322,175 0.00 $314,020
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - - $315,768 $315,768 0.00 $0
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 330,688 $314,707 $314,707 0.00 $305,340
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 301,133 $295,319 $295,319 0.00 $292,957
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 302,753 $294,849 $294,849 0.00 $291,710
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 294,396 $293,922 $293,922 0.00 $291,719
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 295,202 $289,016 $289,016 0.00 $284,924
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 306,455 $284,207 $284,207 0.00 $279,502
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 263,867 $270,285 $270,285 0.00 $261,271
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 270,800 $263,381 $263,381 0.00 $261,371
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 271,649 $255,505 $255,505 0.00 $253,620
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 250,075 $251,230 $251,230 0.00 $249,133
FNMA 30yr Pool#CB9966 5.000% 01-Feb-2055, 5.00%, 02/01/55 FN 3140QWCC4 - - - $250,626 $250,626 0.00 $0
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - - $245,818 $245,818 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 $239,284 $239,284 0.00 $239,284
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 237,105 $238,664 $238,664 0.00 $234,952
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 239,330 $237,516 $237,516 0.00 $231,580
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 235,116 $229,469 $229,469 0.00 $226,540
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,906 $227,508 $227,508 0.00 $225,923
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 228,429 $226,259 $226,259 0.00 $222,490
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 240,351 $223,669 $223,669 0.00 $221,631
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 218,173 $214,554 $214,554 0.00 $210,990
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 210,191 $209,919 $209,919 0.00 $208,279
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 204,004 $203,656 $203,656 0.00 $202,146
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 179,630 $183,562 $183,562 0.00 $177,999
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 194,980 $181,542 $181,542 0.00 $179,794
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - - $180,792 $180,792 0.00 $0
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 194,780 $178,847 $178,847 0.00 $177,474
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 176,574 $176,321 $176,321 0.00 $174,966
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 171,826 $171,529 $171,529 0.00 $170,261
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 163,846 $165,143 $165,143 0.00 $164,256
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,854 $160,172 $160,172 0.00 $159,050
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 162,690 $159,414 $159,414 0.00 $157,026
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 157,752 $157,236 $157,236 0.00 $155,927
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 167,651 $156,823 $156,823 0.00 $155,365
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 154,406 $150,429 $150,429 0.00 $149,030
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 145,834 $137,935 $137,935 0.00 $136,928
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 145,860 $136,272 $136,272 0.00 $135,042
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,507 $135,090 $135,090 0.00 $134,142
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,268 $127,926 $127,926 0.00 $127,028
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,023 $126,418 $126,418 0.00 $125,402
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 132,719 $125,994 $125,994 0.00 $125,033
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 132,770 $124,818 $124,818 0.00 $123,151
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - - $116,996 $116,996 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 114,888 $111,145 $111,145 0.00 $108,873
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,629 $109,587 $109,587 0.00 $108,760
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 109,005 $108,840 $108,840 0.00 $108,012
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 110,356 $108,510 $108,510 0.00 $107,486
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,383 $107,286 $107,286 0.00 $106,522
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 106,867 $102,407 $102,407 0.00 $101,272
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,110 $100,188 $100,188 0.00 $99,426
Fannie Mae REMIC Trust 2013-130 FN 4.82051% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 93,602 $92,794 $92,794 0.00 $92,543
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 99,941 $89,808 $89,808 0.00 $88,896
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 85,217 $85,369 $85,369 0.00 $85,217
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 90,994 $81,533 $81,533 0.00 $80,938
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,858 $79,388 $79,388 0.00 $78,750
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 83,822 $78,769 $78,769 0.00 $78,359
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,889 $74,260 $74,260 0.00 $73,728
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 77,582 $72,450 $72,450 0.00 $71,636
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,727 $65,604 $65,604 0.00 $65,136
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 63,830 $64,155 $64,155 0.00 $63,830
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 68,644 $63,873 $63,873 0.00 $62,929
Fannie Mae REMIC Trust 2010-109 BS 6.28056% 25-OCT-2040, 6.28%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $61,256 $61,256 0.00 $60,962
Fannie Mae REMIC Trust 2006-20 GF 4.82051% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 55,844 $55,557 $55,557 0.00 $55,408
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 54,127 $54,721 $54,721 0.00 $52,793
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 50,422 $50,981 $50,981 0.00 $49,481
Freddie Mac Multiclass Certificates, Series 3380 FM 5.07656% 15-OCT-2037, 5.08%, 10/15/37 FHR 3380 31397KTJ0 - - 44,912 $45,055 $45,055 0.00 $44,865
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 44,457 $43,667 $43,667 0.00 $43,088
Freddie Mac Multiclass Certificates, Series 3721 FB 4.98656% 15-SEP-2040, 4.99%, 09/15/40 FHR 3721 3137GAD20 - - 43,368 $43,477 $43,477 0.00 $43,297
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,947 $42,882 $42,882 0.00 $42,557
Ginnie Mae REMIC Trust 2008-013 FB 4.9549% 20-FEB-2038, 4.75%, 02/20/38 GNR 2008-13 38375PNL1 - - 40,237 $40,296 $40,296 0.00 $40,158
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 33,555 $37,104 $37,104 0.00 $32,591
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,850 $36,005 $36,005 0.00 $35,707
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 32,123 $31,903 $31,903 0.00 $31,316
Ginnie Mae REMIC Trust 2007-040 FG 4.7749% 20-JUL-2037, 4.57%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,918 $30,733 $30,733 0.00 $30,631
Ginnie Mae REMIC Trust 2004-069 CF 4.8549% 20-JUL-2034, 4.65%, 07/20/34 GNR 2004-69 38374JAT3 - - 26,822 $26,853 $26,853 0.00 $26,766
Fannie Mae REMIC Trust 2013-2 QF 4.97051% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 24,521 $24,543 $24,543 0.00 $24,475
Ginnie Mae REMIC Trust 2007-059 FA 4.9549% 20-OCT-2037, 4.75%, 10/20/37 GNR 2007-59 38375LPU8 - - 24,533 $24,535 $24,535 0.00 $24,454
Ginnie Mae REMIC Trust 2010-133 FD 4.69141% 16-OCT-2040, 4.69%, 10/16/40 GNR 2010-133 38377MHV1 - - 23,979 $24,050 $24,050 0.00 $23,960
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,477 $23,674 $23,674 0.00 $23,479
Ginnie Mae REMIC Trust 2008-016 FC 4.9549% 20-FEB-2038, 4.75%, 02/20/38 GNR 2008-16 383742FU2 - - 19,701 $19,729 $19,729 0.00 $19,664
Ginnie Mae REMIC Trust 2007-037 FW 4.7649% 20-JUN-2037, 4.56%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,647 $19,533 $19,533 0.00 $19,471
Ginnie Mae REMIC Trust 2004-059 FP 4.56141% 16-AUG-2034, 4.56%, 08/16/34 GNR 2004-59 38374HYS3 - - 19,408 $19,404 $19,404 0.00 $19,333
Ginnie Mae REMIC Trust 2005-065 FA 4.6049% 20-AUG-2035, 4.40%, 08/20/35 GNR 2005-65 38374LL25 - - 18,939 $18,750 $18,750 0.00 $18,692
Freddie Mac Multiclass Certificates, Series 2426 FL 5.13656% 15-MAR-2032, 5.14%, 03/15/32 FHR 2426 31339W7G5 - - 17,292 $17,426 $17,426 0.00 $17,352
Fannie Mae REMIC Trust 2002-53 FK 4.87051% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 17,127 $17,114 $17,114 0.00 $17,068
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,325 $16,051 $16,051 0.00 $15,883
Ginnie Mae REMIC Trust 2005-048 AF 4.6549% 20-JUN-2035, 4.45%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,130 $16,029 $16,029 0.00 $15,979
Fannie Mae REMIC Trust 2005-83 KT 4.77051% 25-OCT-2035, 4.77%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,920 $14,853 $14,853 0.00 $14,813
Fannie Mae REMIC Trust 2007-89 GF 4.99051% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,088 $14,133 $14,133 0.00 $14,094
Freddie Mac Multiclass Certificates, Series 2551 FD 4.88656% 15-JAN-2033, 4.89%, 01/15/33 FHR 2551 31393JAZ1 - - 12,595 $12,621 $12,621 0.00 $12,570
Ginnie Mae REMIC Trust 2012-075 FP 4.7549% 20-JUL-2041, 4.55%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,006 $12,003 $12,003 0.00 $11,966
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,613 $11,651 $11,651 0.00 $11,556
Ginnie Mae REMIC Trust 2007-061 FA 4.9549% 20-OCT-2037, 4.75%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,205 $10,206 $10,206 0.00 $10,172
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.83656% 15-FEB-2032, 4.84%, 02/15/32 FHR 2410 31339NJN7 - - 9,977 $9,977 $9,977 0.00 $9,937
Fannie Mae REMIC Trust 2010-123 FL 4.90051% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,599 $9,581 $9,581 0.00 $9,555
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,598 $9,578 $9,578 0.00 $9,293
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,055 $9,249 $9,249 0.00 $9,155
Fannie Mae REMIC Trust 2003-87 FG 4.97051% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 8,772 $8,788 $8,788 0.00 $8,763
Freddie Mac Multiclass Certificates, Series 3028 FM 4.73656% 15-SEP-2035, 4.74%, 09/15/35 FHR 3028 31396AFB5 - - 8,766 $8,756 $8,756 0.00 $8,721
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,383 $8,336 $8,336 0.00 $8,115
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,286 $8,247 $8,247 0.00 $8,025
Freddie Mac Multiclass Certificates, Series 3738 FD 4.78656% 15-AUG-2040, 4.79%, 08/15/40 FHR 3738 3137GAYQ4 - - 7,984 $8,010 $8,010 0.00 $7,978
Fannie Mae REMIC Trust 2012-100 FG 4.87051% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,671 $7,609 $7,609 0.00 $7,589
Fannie Mae REMIC Trust 2002-16 VF 5.02051% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,480 $7,503 $7,503 0.00 $7,482
Ginnie Mae REMIC Trust 2007-018 FD 4.7549% 20-APR-2037, 4.55%, 04/20/37 GNR 2007-18 38375JC86 - - 7,086 $7,039 $7,039 0.00 $7,017
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,092 $7,027 $7,027 0.00 $6,859
Ginnie Mae REMIC Trust 2010-006 FG 4.86141% 16-JAN-2040, 4.86%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,919 $6,960 $6,960 0.00 $6,933
Fannie Mae REMIC Trust 2010-95 FB 4.87051% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,323 $6,317 $6,317 0.00 $6,300
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - - $6,070 $6,070 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,507 $4,518 $4,518 0.00 $4,466
Ginnie Mae REMIC Trust 1999-27 FE 4.66141% 16-AUG-2029, 4.66%, 08/16/29 GNR 1999-27 3837H2WA3 - - 2,669 $2,679 $2,679 0.00 $2,666
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,200 $2,047 $2,047 0.00 $2,031
Freddie Mac Multiclass Certificates, Series 2469 FE 4.98656% 15-JUL-2032, 4.99%, 07/15/32 FHR 2469 31392RC58 - - 1,869 $1,875 $1,875 0.00 $1,867
Ginnie Mae REMIC Trust 2010-125 VF 4.8049% 20-JUN-2040, 4.60%, 06/20/40 GNR 2010-125 38377JYJ6 - - 373.00 $372 $372 0.00 $371
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -309.00 $-37,794,562 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -1,271 $-147,674,312 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -230.00 $-26,083,438 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 3,000 $329,250,000 $0 0.00 $0
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/13/25 FNCL 01F0326B5 - - -95,653,000 $-88,218,275 $-88,218,275 -1.35 $-88,218,275
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - -384,035,400 $-388,313,554 $-388,313,554 -5.93 $-388,313,554
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - -472,801,826 $-471,405,642 $-471,405,642 -7.20 $-471,405,642
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 FNCL 01F0426B4 - - -508,608,342 $-496,973,926 $-496,973,926 -7.60 $-496,973,926
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/13/25 FNCL 01F0606B6 - - -490,162,167 $-501,239,832 $-501,239,832 -7.66 $-501,239,832
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/13/25 FNCL 01F0406B8 - - -741,596,155 $-704,889,370 $-704,889,370 -10.77 $-704,889,370
SEGREGATED CASH SEGCASH - $0.00 6,054,682 $6,054,682 $6,054,682 0.09 $6,054,682
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,624,072,594 $-1,624,072,594 $-1,624,072,594 -24.82 $-1,624,072,594

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