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For professional investors in Mexico

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of April 30, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% May Delivery, 2.50%, 05/13/26 FNCL 01F022659 - 1,577,739,894 $1,321,122,078 $1,321,122,078 19.97 $1,321,122,078
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/26 G2SF 21H022655 - 710,603,414 $608,438,540 $608,438,540 9.20 $608,438,540
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - 413,948,985 $422,526,008 $422,526,008 6.39 $422,526,008
UMBS TBA 30yr 2% May Delivery, 2.00%, 05/13/26 FNCL 01F020653 - 360,986,255 $288,817,522 $288,817,522 4.37 $288,817,522
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/26 FNCL 01F030652 - 303,281,354 $265,506,145 $265,506,145 4.02 $265,506,145
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - 202,396,901 $203,419,005 $203,419,005 3.08 $203,419,005
GNMA II TBA 30yr 5% May Delivery, 5.00%, 05/20/26 G2SF 21H050656 - 198,508,194 $196,813,530 $196,813,530 2.98 $196,813,530
GNMA II TBA 30yr 5.5% May Delivery, 5.50%, 05/20/26 G2SF 21H052652 - 164,697,000 $165,836,703 $165,836,703 2.52 $165,836,703
GNMA II TBA 30yr 3% May Delivery, 3.00%, 05/20/26 G2SF 21H030658 - 182,289,962 $162,168,978 $162,168,978 2.46 $162,168,978
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/26 FNCL 01F062655 - 137,850,000 $142,984,912 $142,984,912 2.17 $142,984,912
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/26 FNCL 01F032658 - 155,843,000 $141,896,610 $141,896,610 2.15 $141,896,610
Fannie Mae Pool|4.5|08/01/2053, 4.50%, 08/01/53 FN 3140W6AV4 - 143,250,236 $139,342,052 $139,342,052 2.11 $138,804,864
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,734,424 $129,594,445 $129,594,445 1.96 $129,053,885
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 G2SF 21H032654 - 132,283,377 $119,453,874 $119,453,874 1.80 $119,453,874
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 114,446,306 $112,216,930 $112,216,930 1.70 $111,787,757
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 110,329,379 $110,210,087 $110,210,087 1.67 $109,750,382
GNMA II TBA 30yr 4.5% May Delivery, 4.50%, 05/20/26 G2SF 21H042653 - 113,901,488 $109,778,140 $109,778,140 1.66 $109,778,140
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 108,981,455 $103,720,003 $103,720,003 1.57 $103,356,731
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 103,098,688 $98,121,247 $98,121,247 1.48 $97,777,584
GNMA II TBA 30yr 4% May Delivery, 4.00%, 05/20/26 G2SF 21H040657 - 102,070,688 $95,126,717 $95,126,717 1.44 $95,126,717
Fannie Mae Pool|5|03/01/2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,248,775 $93,779,923 $93,779,923 1.42 $93,387,220
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 87,263,716 $87,542,182 $87,542,182 1.32 $87,178,583
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 84,040,163 $86,421,948 $86,421,948 1.31 $86,036,763
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - 78,220,259 $80,872,620 $80,872,620 1.22 $80,481,519
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,703,795 $79,307,299 $79,307,299 1.20 $78,975,199
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 80,313,145 $78,748,672 $78,748,672 1.19 $78,447,497
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 73,501,363 $75,511,831 $75,511,831 1.14 $75,174,949
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 73,481,202 $75,491,118 $75,491,118 1.14 $75,154,329
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 78,705,202 $74,846,970 $74,846,970 1.13 $74,584,619
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 67,151,221 $68,862,602 $68,862,602 1.04 $68,554,825
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 65,681,887 $67,415,831 $67,415,831 1.02 $67,114,789
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 66,563,039 $66,253,746 $66,253,746 1.00 $65,976,400
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 64,916,900 $64,615,255 $64,615,255 0.98 $64,344,768
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 61,715,621 $63,769,126 $63,769,126 0.96 $63,460,548
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 60,013,273 $60,204,352 $60,204,352 0.91 $59,954,297
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,956,479 $58,962,633 $58,962,633 0.89 $58,716,981
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,737,402 $58,820,485 $58,820,485 0.89 $58,575,746
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 57,175,811 $57,256,629 $57,256,629 0.87 $57,018,397
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,471,451 $56,838,386 $56,838,386 0.86 $56,584,141
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,931,183 $55,106,080 $55,106,080 0.83 $54,877,200
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,589,075 $50,534,491 $50,534,491 0.76 $50,323,703
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,961,579 $50,203,544 $50,203,544 0.76 $49,979,137
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 49,021,026 $48,968,134 $48,968,134 0.74 $48,763,880
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,764,244 $48,089,590 $48,089,590 0.73 $47,875,254
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,489,359 $47,674,162 $47,674,162 0.72 $47,461,086
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89516% 25-MAR-2042, 8.90%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 45,421,486 $47,065,317 $47,065,317 0.71 $47,020,424
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,965,504 $46,112,184 $46,112,184 0.70 $45,920,661
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,797,854 $45,943,672 $45,943,672 0.69 $45,752,847
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 44,682,662 $45,562,017 $45,562,017 0.69 $45,562,017
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,591,772 $44,654,803 $44,654,803 0.67 $44,469,004
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,387,236 $44,456,390 $44,456,390 0.67 $44,257,532
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,177,986 $42,328,161 $42,328,161 0.64 $42,152,420
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,923,456 $42,057,237 $42,057,237 0.64 $41,882,556
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 41,091,370 $41,944,873 $41,944,873 0.63 $41,756,537
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 47,268,801 $39,318,880 $39,318,880 0.59 $39,220,404
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - 39,036,622 $38,223,897 $38,223,897 0.58 $38,077,510
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,969,669 $37,885,971 $37,885,971 0.57 $37,756,072
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 35,813,262 $37,001,713 $37,001,713 0.56 $36,822,647
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,049,859 $36,451,603 $36,451,603 0.55 $36,412,279
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,825,890 $36,054,527 $36,054,527 0.54 $35,928,441
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39516% 25-FEB-2042, 7.40%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $36,040,285 $36,040,285 0.54 $36,011,298
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,986,449 $35,760,089 $35,760,089 0.54 $35,670,534
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,851,593 $35,659,733 $35,659,733 0.54 $35,536,895
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,278,856 $35,391,434 $35,391,434 0.53 $35,244,439
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 33,774,281 $34,930,054 $34,930,054 0.53 $34,761,183
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,875,645 $34,802,239 $34,802,239 0.53 $34,646,975
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,797,956 $34,672,954 $34,672,954 0.52 $34,518,046
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 36,174,913 $34,395,980 $34,395,980 0.52 $34,275,397
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 31,802,245 $32,857,592 $32,857,592 0.50 $32,698,581
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,391,371 $32,191,396 $32,191,396 0.49 $32,047,518
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,281,076 $31,369,095 $31,369,095 0.47 $31,238,758
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,553,700 $31,336,684 $31,336,684 0.47 $31,196,646
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 29,781,203 $30,752,398 $30,752,398 0.46 $30,603,491
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - 31,203,201 $30,653,147 $30,653,147 0.46 $30,536,135
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 29,517,065 $30,311,419 $30,311,419 0.46 $30,176,132
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,505,864 $29,474,028 $29,474,028 0.45 $29,351,087
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,371,473 $29,412,990 $29,412,990 0.44 $29,290,609
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 28,342,772 $29,273,945 $29,273,945 0.44 $29,132,231
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 32,105,512 $29,088,643 $29,088,643 0.44 $28,995,002
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,833,970 $28,397,719 $28,397,719 0.43 $28,289,591
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,643,216 $28,185,485 $28,185,485 0.43 $28,086,674
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - 28,522,678 $28,019,877 $28,019,877 0.42 $27,912,917
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,332,454 $26,945,750 $26,945,750 0.41 $26,851,308
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 26,126,726 $26,556,030 $26,556,030 0.40 $26,436,283
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - 27,011,785 $26,535,618 $26,535,618 0.40 $26,434,324
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,708,083 $25,819,590 $25,819,590 0.39 $25,696,050
JW Commercial Mortgage Trust 2026-MRCO|5.15|06/15/2039, 5.15%, 06/15/39 JW 2026-MRCO 481948AA5 - 25,000,000 $24,947,510 $24,947,510 0.38 $24,947,510
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - 25,390,499 $24,942,912 $24,942,912 0.38 $24,847,698
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,486,030 $24,782,238 $24,782,238 0.37 $24,752,047
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,326,478 $24,418,411 $24,418,411 0.37 $24,317,050
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.74516% 25-SEP-2041, 5.75%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 23,964,288 $24,080,025 $24,080,025 0.36 $24,064,728
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,368,609 $24,007,827 $24,007,827 0.36 $23,900,721
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29516% 25-FEB-2045, 5.30%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,071,400 $23,071,400 0.35 $23,057,832
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - 23,292,550 $22,881,947 $22,881,947 0.35 $22,794,600
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,515,354 $22,115,509 $22,115,509 0.33 $22,016,897
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,480,311 $21,548,856 $21,548,856 0.33 $21,459,355
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,788,075 $21,322,249 $21,322,249 0.32 $21,246,899
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,385,393 $21,304,661 $21,304,661 0.32 $21,230,043
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 20,284,372 $20,841,426 $20,841,426 0.31 $20,748,456
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14516% 25-OCT-2041, 11.15%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,711,569 $20,711,569 0.31 $20,490,747
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,751,578 $20,701,446 $20,701,446 0.31 $20,628,941
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,672,315 $20,657,414 $20,657,414 0.31 $20,585,173
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,707,087 $20,642,628 $20,642,628 0.31 $20,535,881
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39516% 25-JUN-2042, 10.40%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,567,861 $20,567,861 0.31 $20,545,544
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,416,713 $20,416,713 0.31 $20,326,503
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 19,306,269 $20,267,351 $20,267,351 0.31 $20,162,776
Fannie Mae Pool|5.5|04/01/2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,584,565 $19,952,787 $19,952,787 0.30 $19,863,025
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,394,832 $19,910,023 $19,910,023 0.30 $19,821,130
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,403,472 $19,734,571 $19,734,571 0.30 $19,672,144
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,272,345 $19,721,961 $19,721,961 0.30 $19,710,136
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,392,331 $19,710,979 $19,710,979 0.30 $19,622,097
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,443,882 $19,486,508 $19,486,508 0.29 $19,418,361
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 21,187,036 $19,187,737 $19,187,737 0.29 $19,125,941
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 20,076,885 $18,982,132 $18,982,132 0.29 $18,915,209
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,249,306 $18,888,967 $18,888,967 0.29 $18,877,738
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,867,704 $18,328,115 $18,328,115 0.28 $18,265,222
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,211,768 $18,284,254 $18,284,254 0.28 $18,220,215
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 18,080,424 $18,151,480 $18,151,480 0.27 $18,151,480
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,565,249 $18,021,387 $18,021,387 0.27 $17,940,880
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - 18,307,442 $17,984,716 $17,984,716 0.27 $17,916,063
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 17,943,747 $17,849,284 $17,849,284 0.27 $17,774,563
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,896,781 $17,807,850 $17,807,850 0.27 $17,733,280
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,582,520 $17,670,145 $17,670,145 0.27 $17,608,203
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,373,876 $17,373,876 0.26 $17,207,443
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - 17,672,442 $17,360,910 $17,360,910 0.26 $17,294,638
FNMA 30yr Pool#BN3960 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140JLMJ0 - 17,131,655 $16,829,656 $16,829,656 0.25 $16,765,412
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,051,901 $16,580,571 $16,580,571 0.25 $16,500,311
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,473,076 $16,191,408 $16,191,408 0.24 $16,129,634
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,873,312 $15,873,312 0.24 $15,785,013
FNMA 30yr Pool#FS9040 4.500% 01-Feb-2051, 4.50%, 02/01/51 FN 3140XRBJ3 - 16,231,971 $15,859,536 $15,859,536 0.24 $15,833,159
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.89516% 25-MAY-2042, 8.90%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,712,200 $15,712,200 0.24 $15,697,325
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,199,916 $15,628,195 $15,628,195 0.24 $15,578,029
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,613,725 $15,613,725 0.24 $15,596,976
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,748,506 $15,510,235 $15,510,235 0.23 $15,451,178
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 $15,386,301 $15,386,301 0.23 $15,291,970
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,422,905 $15,291,413 $15,291,413 0.23 $15,253,032
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 15,089,712 $15,158,802 $15,158,802 0.23 $15,075,579
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,480,376 $14,948,085 $14,948,085 0.23 $14,875,684
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,422,936 $14,888,791 $14,888,791 0.22 $14,816,676
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,517,037 $14,771,517 $14,771,517 0.22 $14,719,793
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 14,039,889 $14,505,798 $14,505,798 0.22 $14,435,599
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,823,661 $14,372,265 $14,372,265 0.22 $14,322,853
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,129,352 $14,129,352 0.21 $14,069,248
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 14,000,000 $14,058,393 $14,058,393 0.21 $14,045,305
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,904,675 $14,043,971 $14,043,971 0.21 $13,979,010
BMP Commercial Mortgage Trust 2024-MF23 A 5.02665% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,031,508 $14,031,508 0.21 $14,000,231
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,915,196 $13,959,600 $13,959,600 0.21 $13,901,620
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 14,164,410 $13,922,217 $13,922,217 0.21 $13,869,101
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,207,490 $13,575,903 $13,575,903 0.21 $13,515,369
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,575,265 $13,377,771 $13,377,771 0.20 $13,369,852
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,598,445 $13,368,377 $13,368,377 0.20 $13,321,916
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,959,212 $13,313,683 $13,313,683 0.20 $13,254,286
Freddie Mac Pool|5|04/01/2056, 5.00%, 04/01/56 FR 31427SQ68 - 13,295,000 $13,242,382 $13,242,382 0.20 $13,186,986
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 13,063,687 $13,088,722 $13,088,722 0.20 $13,031,569
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,618,674 $13,037,420 $13,037,420 0.20 $12,974,327
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,980,642 $12,920,326 $12,920,326 0.20 $12,866,240
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.04303% 25-OCT-2057, 6.02%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,541,821 $12,916,064 $12,916,064 0.20 $12,907,676
FNMA 30yr Pool#MA3444 4.500% 01-Aug-2048, 4.50%, 08/01/48 FN 31418CZJ6 - 12,954,055 $12,725,699 $12,725,699 0.19 $12,677,121
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 12,522,312 $12,516,901 $12,516,901 0.19 $12,489,408
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - 12,752,202 $12,486,707 $12,486,707 0.19 $12,438,886
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,803,296 $12,194,985 $12,194,985 0.18 $12,135,969
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14516% 25-FEB-2042, 12.15%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,519,000 $12,171,104 $12,171,104 0.18 $12,155,559
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,513,647 $12,113,892 $12,113,892 0.18 $12,070,616
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - 12,291,339 $12,074,666 $12,074,666 0.18 $12,028,573
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,665,571 $12,052,689 $12,052,689 0.18 $11,994,361
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,467,810 $12,026,686 $12,026,686 0.18 $11,996,544
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,619,175 $11,937,003 $11,937,003 0.18 $11,883,748
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,457,836 $11,838,449 $11,838,449 0.18 $11,781,160
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,310,184 $11,715,868 $11,715,868 0.18 $11,674,834
Connecticut Avenue Securities Trust 2023-R06 1B1 7.54516% 25-JUL-2043, 7.55%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,703,771 $11,703,771 0.18 $11,694,406
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 11,365,346 $11,470,688 $11,470,688 0.17 $11,451,789
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,414,892 $11,390,048 $11,390,048 0.17 $11,342,790
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,794,952 $11,153,546 $11,153,546 0.17 $11,099,571
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 11,013,415 $11,095,562 $11,095,562 0.17 $11,044,157
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,845,789 $10,868,715 $10,868,715 0.16 $10,821,274
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.64516% 25-SEP-2042, 10.65%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,867,995 $10,867,995 0.16 $10,856,167
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,988,117 $10,856,867 $10,856,867 0.16 $10,821,902
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,498,785 $10,847,183 $10,847,183 0.16 $10,794,690
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,707,107 $10,771,326 $10,771,326 0.16 $10,720,387
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - 10,925,398 $10,697,936 $10,697,936 0.16 $10,656,966
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,680,715 $10,680,715 0.16 $10,663,225
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,646,126 $10,664,737 $10,664,737 0.16 $10,653,439
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,491,698 $10,491,698 0.16 $10,482,138
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,174,001 $10,452,289 $10,452,289 0.16 $10,405,658
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,915,830 $10,318,728 $10,318,728 0.16 $10,269,149
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - 10,491,739 $10,306,789 $10,306,789 0.16 $10,267,445
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - 10,379,771 $10,196,795 $10,196,795 0.15 $10,157,871
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,142,904 $10,175,198 $10,175,198 0.15 $10,132,936
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,667,881 $10,151,631 $10,151,631 0.15 $10,099,264
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,850,995 $10,121,526 $10,121,526 0.15 $10,076,375
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29516% 25-JAN-2042, 11.30%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,061,404 $10,061,404 0.15 $10,049,309
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,007,661 $10,007,661 0.15 $9,996,207
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,635,021 $9,881,561 $9,881,561 0.15 $9,837,401
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39516% 25-SEP-2042, 9.40%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,753,094 $9,753,094 0.15 $9,743,526
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,181,371 $9,689,830 $9,689,830 0.15 $9,655,892
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,335,221 $9,645,838 $9,645,838 0.15 $9,599,162
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - 9,705,904 $9,498,531 $9,498,531 0.14 $9,462,134
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,530,941 $9,485,809 $9,485,809 0.14 $9,445,477
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 8,901,229 $9,439,185 $9,439,185 0.14 $8,911,315
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,122,195 $9,416,838 $9,416,838 0.14 $9,371,227
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14516% 25-MAR-2042, 13.15%, 03/25/42 CAS 2022-R04 20753YAL6 - 8,793,401 $9,402,890 $9,402,890 0.14 $9,390,047
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,379,865 $9,379,865 0.14 $9,326,904
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,341,368 $9,341,368 0.14 $9,332,430
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,316,800 $9,316,800 0.14 $9,255,380
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.25%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,272,621 $9,272,621 0.14 $9,267,228
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 9,245,446 $9,271,350 $9,271,350 0.14 $9,251,445
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,944,468 $9,211,801 $9,211,801 0.14 $9,182,797
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,455,016 $8,878,078 $8,878,078 0.13 $8,832,280
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,705,017 $8,614,773 $8,614,773 0.13 $8,573,739
Freddie Mac Multiclass Certificates, Series 5164 FA 3.9119% 25-NOV-2051, 3.90%, 11/25/51 FHR 5164 3137H3PY2 - 9,420,551 $8,590,468 $8,590,468 0.13 $8,584,352
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,289,567 $8,365,979 $8,365,979 0.13 $8,327,239
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6619% 25-DEC-2041, 9.65%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,350,740 $8,350,740 0.13 $8,342,042
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 8,044,631 $8,257,002 $8,257,002 0.12 $8,220,131
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,728,486 $7,978,113 $7,978,113 0.12 $7,939,471
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,683,523 $7,938,759 $7,938,759 0.12 $7,900,341
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,161,099 $7,846,764 $7,846,764 0.12 $7,826,361
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,751,589 $7,784,736 $7,784,736 0.12 $7,763,169
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,493,942 $7,769,200 $7,769,200 0.12 $7,731,731
Fannie Mae REMIC Trust 2022-65 FB 4.44516% 25-SEP-2052, 4.45%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,756,130 $7,718,316 $7,718,316 0.12 $7,712,570
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,618,577 $7,671,810 $7,671,810 0.12 $7,635,729
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,478,229 $7,580,424 $7,580,424 0.11 $7,566,364
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,536,416 $7,536,416 0.11 $7,532,114
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,422,549 $7,446,181 $7,446,181 0.11 $7,415,254
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,398,923 $7,398,923 0.11 $7,366,169
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 7,331,000 $7,341,449 $7,341,449 0.11 $7,307,280
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 7,297,303 $7,322,317 $7,322,317 0.11 $7,289,005
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,310,449 $7,281,776 $7,281,776 0.11 $7,252,291
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,230,576 $7,220,979 $7,220,979 0.11 $7,190,875
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 7,099,521 $7,151,443 $7,151,443 0.11 $7,105,521
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,907,660 $7,021,164 $7,021,164 0.11 $6,989,504
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,979,997 $6,979,997 0.11 $6,949,244
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,816,133 $6,956,524 $6,956,524 0.11 $6,925,284
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - 7,000,000 $6,896,757 $6,896,757 0.10 $6,896,757
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,889,868 $6,889,868 0.10 $6,882,893
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,823,418 $6,840,438 $6,840,438 0.10 $6,807,606
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,853,199 $6,798,780 $6,798,780 0.10 $6,768,826
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,596,311 $6,745,467 $6,745,467 0.10 $6,738,266
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,842,799 $6,743,199 $6,743,199 0.10 $6,738,637
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,385,391 $6,557,233 $6,557,233 0.10 $6,527,966
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,500,000 $6,521,172 $6,521,172 0.10 $6,497,300
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,517,306 $6,517,306 0.10 $6,488,017
FIGRE Trust 2026-HE4|5.703|05/25/2056, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,500,000 $6,490,329 $6,490,329 0.10 $6,490,329
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,228,165 $6,434,803 $6,434,803 0.10 $6,403,663
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,404,319 $6,404,319 0.10 $6,396,544
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,305,082 $6,301,218 $6,301,218 0.10 $6,273,641
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,087,248 $6,289,793 $6,289,793 0.10 $6,259,357
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,327,127 $6,244,455 $6,244,455 0.09 $6,223,365
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 6,173,934 $6,189,371 $6,189,371 0.09 $6,183,548
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,157,451 $6,187,820 $6,187,820 0.09 $6,134,638
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,427,300 $6,117,000 $6,117,000 0.09 $6,095,576
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,875,819 $6,091,642 $6,091,642 0.09 $6,062,263
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,878,738 $6,070,449 $6,070,449 0.09 $6,041,055
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,853,413 $6,047,656 $6,047,656 0.09 $6,018,389
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 6,182,603 $6,033,463 $6,033,463 0.09 $6,010,278
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 6,005,831 $6,014,001 $6,014,001 0.09 $6,000,678
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,040,489 $5,993,914 $5,993,914 0.09 $5,968,020
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,799,717 $5,992,179 $5,992,179 0.09 $5,963,180
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,991,291 $5,965,407 $5,965,407 0.09 $5,960,414
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,751,145 $5,941,995 $5,941,995 0.09 $5,913,239
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,647,997 $5,884,860 $5,884,860 0.09 $5,856,620
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,660,099 $5,842,917 $5,842,917 0.09 $5,814,617
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84516% 25-NOV-2041, 9.85%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,762,968 $5,762,968 0.09 $5,756,825
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,702,563 $5,755,720 $5,755,720 0.09 $5,725,663
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,553,930 $5,733,320 $5,733,320 0.09 $5,705,550
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,674,203 $5,705,462 $5,705,462 0.09 $5,679,891
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,879,329 $5,698,834 $5,698,834 0.09 $5,682,911
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,682,700 $5,682,700 0.09 $5,676,468
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,477,428 $5,659,381 $5,659,381 0.09 $5,631,994
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - 5,743,632 $5,642,383 $5,642,383 0.09 $5,620,844
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,558,088 $5,558,088 0.08 $5,552,935
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,607,493 $5,484,555 $5,484,555 0.08 $5,464,696
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,465,235 $5,477,039 $5,477,039 0.08 $5,452,291
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,708,450 $5,452,380 $5,452,380 0.08 $5,433,352
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,272,443 $5,447,587 $5,447,587 0.08 $5,421,224
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,322,921 $5,438,853 $5,438,853 0.08 $5,414,456
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,631,182 $5,384,985 $5,384,985 0.08 $5,366,215
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,179,814 $5,369,177 $5,369,177 0.08 $5,343,278
BX Trust 2021-SDMF A 4.358% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - 5,355,350 $5,364,085 $5,364,085 0.08 $5,353,711
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - 5,453,994 $5,337,466 $5,337,466 0.08 $5,317,013
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,306,384 $5,306,384 0.08 $5,300,095
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,114,857 $5,125,129 $5,125,129 0.08 $5,100,710
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,917,984 $5,076,649 $5,076,649 0.08 $5,052,059
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.39516% 25-FEB-2042, 8.40%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 4,921,687 $5,069,870 $5,069,870 0.08 $5,065,279
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 $5,061,742 $5,061,742 0.08 $5,047,568
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,915,652 $5,050,114 $5,050,114 0.08 $5,027,584
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,988,816 $5,008,314 $5,008,314 0.08 $5,000,758
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,748,049 $4,978,168 $4,978,168 0.08 $4,952,449
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,966,897 $4,966,897 0.08 $4,944,680
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,806,904 $4,966,419 $4,966,419 0.08 $4,942,385
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,885,410 $4,965,685 $4,965,685 0.08 $4,943,293
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,956,154 $4,956,154 0.07 $4,925,569
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,915,362 $4,919,075 $4,919,075 0.07 $4,915,351
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,776,220 $4,903,092 $4,903,092 0.07 $4,881,201
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,096,640 $4,865,102 $4,865,102 0.07 $4,848,113
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,862,165 $4,862,165 0.07 $4,856,150
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - 4,804,500 $4,823,487 $4,823,487 0.07 $4,793,459
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,567,166 $4,816,676 $4,816,676 0.07 $4,791,937
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,694,067 $4,694,067 0.07 $4,689,980
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - 4,739,965 $4,641,281 $4,641,281 0.07 $4,623,506
Connecticut Avenue Securities Trust 2022-R07 1M2 8.29516% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,578,134 $4,578,134 0.07 $4,574,081
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,431,575 $4,549,292 $4,549,292 0.07 $4,528,981
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,567,402 $4,537,571 $4,537,571 0.07 $4,518,540
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,509,727 $4,509,727 0.07 $4,499,867
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,359,819 $4,509,014 $4,509,014 0.07 $4,487,215
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,535,116 $4,507,120 $4,507,120 0.07 $4,490,113
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,354,435 $4,495,081 $4,495,081 0.07 $4,473,309
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,325,523 $4,473,544 $4,473,544 0.07 $4,451,917
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,645,483 $4,422,178 $4,422,178 0.07 $4,406,693
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,208,175 $4,344,097 $4,344,097 0.07 $4,323,056
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,246,189 $4,246,189 0.06 $4,226,830
RAM 2026-1 LLC|5.463|06/15/2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,210,000 $4,210,000 0.06 $4,210,000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64516% 25-DEC-2041, 10.65%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,134,199 $4,134,199 0.06 $4,129,467
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,127,815 $4,127,815 0.06 $4,124,079
Connecticut Avenue Securities Trust 2024-R01 1B1 6.34516% 25-JAN-2044, 6.35%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,000,000 $4,106,419 $4,106,419 0.06 $4,103,599
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,994,219 $4,105,635 $4,105,635 0.06 $4,087,328
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,096,454 $4,096,454 0.06 $4,092,623
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,950,507 $4,065,827 $4,065,827 0.06 $4,047,720
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,950,187 $4,065,498 $4,065,498 0.06 $4,047,393
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,025,904 $4,025,904 0.06 $4,007,284
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,994,688 $3,994,688 0.06 $3,976,614
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,956,890 $3,992,158 $3,992,158 0.06 $3,973,330
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,270,874 $3,966,254 $3,966,254 0.06 $3,953,798
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,965,143 $3,965,143 0.06 $3,947,870
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,945,053 $3,955,786 $3,955,786 0.06 $3,938,477
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,825,603 $3,923,493 $3,923,493 0.06 $3,905,959
Ginnie Mae REMIC Trust 2023-116 LF 4.97294% 20-AUG-2053, 4.94%, 08/20/53 GNR 2023-116 38384EFT7 - 3,883,022 $3,922,857 $3,922,857 0.06 $3,916,996
Connecticut Avenue Securities Trust 2023-R08 1B1 7.19516% 25-OCT-2043, 7.20%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,914,748 $3,914,748 0.06 $3,911,750
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,694,116 $3,895,930 $3,895,930 0.06 $3,875,920
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,758,657 $3,883,514 $3,883,514 0.06 $3,864,721
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,747,918 $3,872,419 $3,872,419 0.06 $3,853,680
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,871,866 $3,871,866 0.06 $3,854,673
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,265,759 $3,843,619 $3,843,619 0.06 $3,790,344
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,674,162 $3,799,893 $3,799,893 0.06 $3,781,523
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,719,476 $3,758,491 $3,758,491 0.06 $3,740,173
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,678,892 $3,727,564 $3,727,564 0.06 $3,724,847
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,872,843 $3,691,480 $3,691,480 0.06 $3,678,570
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,669,715 $3,670,176 $3,670,176 0.06 $3,654,326
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64516% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,583,232 $3,583,232 0.05 $3,577,659
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,395,637 $3,561,775 $3,561,775 0.05 $3,543,382
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,463,817 $3,558,566 $3,558,566 0.05 $3,542,690
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - 3,576,768 $3,513,716 $3,513,716 0.05 $3,500,303
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - 3,501,859 $3,509,697 $3,509,697 0.05 $3,502,166
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,383,611 $3,495,599 $3,495,599 0.05 $3,478,681
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,368,708 $3,460,854 $3,460,854 0.05 $3,445,415
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,257,026 $3,458,537 $3,458,537 0.05 $3,440,895
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,338,362 $3,435,813 $3,435,813 0.05 $3,420,512
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,320,671 $3,430,866 $3,430,866 0.05 $3,414,263
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - 3,449,941 $3,389,125 $3,389,125 0.05 $3,376,187
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,253,595 $3,364,935 $3,364,935 0.05 $3,348,667
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,216,144 $3,310,051 $3,310,051 0.05 $3,293,970
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,474,670 $3,306,918 $3,306,918 0.05 $3,295,336
OBX 2026 HE1 FLTG 2056 A1B, 5.15%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,300,204 $3,302,798 $3,302,798 0.05 $3,299,967
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,332,663 $3,293,168 $3,293,168 0.05 $3,291,224
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,148,019 $3,249,699 $3,249,699 0.05 $3,233,959
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,099,659 $3,202,520 $3,202,520 0.05 $3,187,022
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,204,003 $3,194,650 $3,194,650 0.05 $3,181,492
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,111,660 $3,175,750 $3,175,750 0.05 $3,161,488
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,153,521 $3,170,102 $3,170,102 0.05 $3,155,378
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,109,608 $3,109,608 0.05 $3,106,904
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,238,847 $3,083,236 $3,083,236 0.05 $3,072,440
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,023,934 $3,034,671 $3,034,671 0.05 $3,018,254
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,183,412 $3,030,388 $3,030,388 0.05 $3,019,776
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,903,032 $3,002,375 $3,002,375 0.05 $2,987,860
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,120,372 $2,984,930 $2,984,930 0.05 $2,974,528
BX Trust 2021-BXMF C 4.96027% 15-OCT-2038, 4.96%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,963,624 $2,963,624 0.04 $2,957,103
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,938,366 $2,938,366 0.04 $2,925,690
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,919,840 $2,925,428 $2,925,428 0.04 $2,923,727
GWT Commercial Mortgage Trust 2024-WLF2 A 5.34595% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,911,167 $2,911,167 0.04 $2,904,277
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 3,006,868 $2,862,403 $2,862,403 0.04 $2,852,380
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00964% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,844,824 $2,844,824 0.04 $2,842,260
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,737,503 $2,810,220 $2,810,220 0.04 $2,797,673
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,716,319 $2,806,551 $2,806,551 0.04 $2,792,970
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,672,056 $2,786,904 $2,786,904 0.04 $2,772,430
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 $2,777,911 $2,777,911 0.04 $2,774,656
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8619% 25-FEB-2050, 4.85%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,812,956 $2,766,944 $2,766,944 0.04 $2,765,424
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,760,205 $2,760,205 0.04 $2,746,015
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,878,158 $2,743,376 $2,743,376 0.04 $2,733,782
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - 2,784,897 $2,735,805 $2,735,805 0.04 $2,725,361
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.30%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,720,060 $2,720,060 0.04 $2,705,286
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,616,056 $2,682,996 $2,682,996 0.04 $2,671,006
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,575,092 $2,658,170 $2,658,170 0.04 $2,645,295
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,555,463 $2,625,364 $2,625,364 0.04 $2,613,652
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,549,080 $2,614,306 $2,614,306 0.04 $2,602,623
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,823,415 $2,614,025 $2,614,025 0.04 $2,605,790
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,609,624 $2,609,624 0.04 $2,607,378
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,579,797 $2,579,797 0.04 $2,577,533
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,685,089 $2,562,449 $2,562,449 0.04 $2,553,499
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 - 2,535,018 $2,555,824 $2,555,824 0.04 $2,552,956
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89516% 25-SEP-2041, 9.90%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,551,571 $2,551,571 0.04 $2,548,817
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,464,258 $2,517,929 $2,517,929 0.04 $2,506,635
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,500,000 $2,512,060 $2,512,060 0.04 $2,500,760
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,512,773 $2,511,768 $2,511,768 0.04 $2,501,055
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,503,136 $2,503,136 0.04 $2,492,084
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,502,997 $2,502,997 0.04 $2,492,151
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,491,455 $2,491,455 0.04 $2,483,580
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,490,869 $2,490,258 $2,490,258 0.04 $2,488,078
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,334,282 $2,414,163 $2,414,163 0.04 $2,402,491
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,297,938 $2,410,369 $2,410,369 0.04 $2,397,922
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,708,696 $2,402,736 $2,402,736 0.04 $2,395,964
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,411,049 $2,394,286 $2,394,286 0.04 $2,384,240
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,389,441 $2,389,441 0.04 $2,379,028
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,108,477 $2,371,647 $2,371,647 0.04 $2,371,647
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,305,215 $2,368,272 $2,368,272 0.04 $2,357,706
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,292,153 $2,350,804 $2,350,804 0.04 $2,340,298
Connecticut Avenue Securities Trust 2022-R08 1M2 7.24516% 25-JUL-2042, 7.25%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,346,799 $2,346,799 0.04 $2,344,963
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,205,650 $2,326,147 $2,326,147 0.04 $2,314,200
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.94516% 25-DEC-2031, 4.95%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,306,744 $2,324,249 $2,324,249 0.04 $2,311,739
FIGRE Trust 2026-HE4|6.23|05/25/2056, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,299,965 $2,299,965 0.03 $2,299,965
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,285,052 $2,273,706 $2,273,706 0.03 $2,264,124
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,197,656 $2,272,861 $2,272,861 0.03 $2,261,872
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,150,535 $2,224,128 $2,224,128 0.03 $2,213,375
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,172,830 $2,135,743 $2,135,743 0.03 $2,134,385
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,067,450 $2,097,531 $2,097,531 0.03 $2,091,998
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,051,836 $2,094,098 $2,094,098 0.03 $2,084,694
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,899,189 $1,993,732 $1,993,732 0.03 $1,983,445
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,080,129 $1,979,563 $1,979,563 0.03 $1,972,629
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,060,798 $1,961,306 $1,961,306 0.03 $1,954,437
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,845,089 $1,935,364 $1,935,364 0.03 $1,925,370
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - 1,964,309 $1,923,413 $1,923,413 0.03 $1,916,047
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,862,283 $1,911,751 $1,911,751 0.03 $1,903,216
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.29303% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,839,628 $1,899,825 $1,899,825 0.03 $1,898,544
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,765,045 $1,825,446 $1,825,446 0.03 $1,816,620
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,908,239 $1,818,822 $1,818,822 0.03 $1,812,461
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,760,245 $1,818,718 $1,818,718 0.03 $1,809,916
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.2119% 25-FEB-2050, 5.20%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,834,516 $1,790,913 $1,790,913 0.03 $1,789,854
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,739,015 $1,759,441 $1,759,441 0.03 $1,755,096
FNMA 30yr Pool#FA4472 4.500% 01-Feb-2051, 4.50%, 02/01/51 FN 3140W46J1 - 1,781,413 $1,744,324 $1,744,324 0.03 $1,737,644
Connecticut Avenue Securities Trust 2022-R06 1B2 14.24516% 25-MAY-2042, 14.25%, 05/25/42 CAS 2022-R06 20754NAR6 - 1,596,475 $1,743,304 $1,743,304 0.03 $1,740,777
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,686,749 $1,742,723 $1,742,723 0.03 $1,734,289
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,682,226 $1,736,561 $1,736,561 0.03 $1,728,150
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,653,604 $1,704,415 $1,704,415 0.03 $1,699,616
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,698,528 $1,698,528 0.03 $1,691,091
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,781,394 $1,697,972 $1,697,972 0.03 $1,692,034
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 1,665,633 $1,671,330 $1,671,330 0.03 $1,666,393
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,738,028 $1,654,386 $1,654,386 0.02 $1,648,592
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,731,955 $1,650,849 $1,650,849 0.02 $1,645,076
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.0119% 25-FEB-2050, 5.00%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,652,611 $1,614,564 $1,614,564 0.02 $1,613,646
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,548,025 $1,599,395 $1,599,395 0.02 $1,591,655
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,719,282 $1,596,654 $1,596,654 0.02 $1,591,640
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - 1,602,477 $1,595,336 $1,595,336 0.02 $1,594,507
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,512,883 $1,583,750 $1,583,750 0.02 $1,575,555
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,566,496 $1,577,402 $1,577,402 0.02 $1,573,441
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,604,995 $1,527,509 $1,527,509 0.02 $1,522,159
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,629,503 $1,513,405 $1,513,405 0.02 $1,508,652
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,421,784 $1,470,438 $1,470,438 0.02 $1,463,329
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,411,191 $1,459,483 $1,459,483 0.02 $1,452,427
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,393,411 $1,438,366 $1,438,366 0.02 $1,431,399
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,489,871 $1,421,684 $1,421,684 0.02 $1,416,718
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,375,296 $1,415,443 $1,415,443 0.02 $1,409,140
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,391,202 $1,406,294 $1,406,294 0.02 $1,402,807
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,458,788 $1,390,474 $1,390,474 0.02 $1,385,611
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,351,340 $1,379,174 $1,379,174 0.02 $1,372,980
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - 1,379,324 $1,355,009 $1,355,009 0.02 $1,349,837
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,293,797 $1,349,406 $1,349,406 0.02 $1,342,398
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,385,749 $1,319,060 $1,319,060 0.02 $1,314,441
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,228,835 $1,281,377 $1,281,377 0.02 $1,274,720
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,249,754 $1,279,220 $1,279,220 0.02 $1,273,492
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,268,790 $1,273,275 $1,273,275 0.02 $1,267,475
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - 1,234,196 $1,207,827 $1,207,827 0.02 $1,203,199
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,171,226 $1,204,904 $1,204,904 0.02 $1,199,536
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,181,400 $1,199,153 $1,199,153 0.02 $1,195,837
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,172,351 $1,197,791 $1,197,791 0.02 $1,192,418
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 1,131,196 $1,180,007 $1,180,007 0.02 $1,173,880
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,351,898 $1,170,808 $1,170,808 0.02 $1,167,428
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,160,276 $1,160,276 0.02 $1,154,820
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,214,660 $1,159,535 $1,159,535 0.02 $1,155,486
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,117,050 $1,145,484 $1,145,484 0.02 $1,140,364
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,132,121 $1,141,699 $1,141,699 0.02 $1,136,982
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,131,214 $1,139,937 $1,139,937 0.02 $1,138,741
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,191,371 $1,133,854 $1,133,854 0.02 $1,129,882
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.14516% 25-DEC-2031, 5.15%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,122,615 $1,132,248 $1,132,248 0.02 $1,125,915
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,182,589 $1,127,209 $1,127,209 0.02 $1,123,267
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 1,094,313 $1,124,246 $1,124,246 0.02 $1,119,231
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,203,092 $1,091,560 $1,091,560 0.02 $1,088,552
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,127,414 $1,072,984 $1,072,984 0.02 $1,069,226
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,080,872 $1,032,446 $1,032,446 0.02 $1,028,844
Connecticut Avenue Securities Trust 2022-R04 1M2 6.74516% 25-MAR-2042, 6.75%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,017,511 $1,017,511 0.02 $1,016,761
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 964,631 $1,006,092 $1,006,092 0.02 $1,000,867
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - 1,018,773 $999,399 $999,399 0.02 $995,579
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - 1,015,565 $996,252 $996,252 0.02 $992,444
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 968,373 $983,268 $983,268 0.01 $978,830
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 998,117 $924,095 $924,095 0.01 $921,184
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 991,969 $918,402 $918,402 0.01 $915,509
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 961,287 $916,270 $916,270 0.01 $913,066
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 885,766 $909,995 $909,995 0.01 $905,935
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - 1,167,857 $906,060 $906,060 0.01 $904,918
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 886,025 $904,274 $904,274 0.01 $900,213
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - 915,870 $896,267 $896,267 0.01 $892,832
FREMF 2019-KF70 Mortgage Trust C 9.76669% 25-SEP-2029, 9.77%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $893,233 $893,233 0.01 $884,282
BX Commercial Mortgage Trust 2021-21M A 4.499% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $864,549 $864,549 0.01 $862,824
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 868,130 $855,902 $855,902 0.01 $852,647
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 845,085 $854,109 $854,109 0.01 $851,559
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 886,439 $844,902 $844,902 0.01 $841,947
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55964% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $799,630 $799,630 0.01 $798,937
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 767,346 $792,879 $792,879 0.01 $789,042
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 788,055 $789,168 $789,168 0.01 $785,885
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 813,531 $775,433 $775,433 0.01 $772,722
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 847,592 $775,215 $775,215 0.01 $773,096
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 738,333 $758,297 $758,297 0.01 $754,913
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 693,072 $708,553 $708,553 0.01 $705,376
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - 718,749 $705,081 $705,081 0.01 $702,386
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 743,853 $681,508 $681,508 0.01 $679,648
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 665,516 $670,777 $670,777 0.01 $668,597
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 693,176 $662,097 $662,097 0.01 $659,786
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 652,532 $653,608 $653,608 0.01 $650,889
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 $629,860 $629,860 0.01 $629,137
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 599,665 $613,931 $613,931 0.01 $613,206
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29516% 25-JAN-2034, 5.30%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 610,034 $612,578 $612,578 0.01 $612,219
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 642,357 $594,719 $594,719 0.01 $592,845
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,838 $566,409 $566,409 0.01 $564,223
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 587,556 $561,867 $561,867 0.01 $559,909
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - 571,891 $559,984 $559,984 0.01 $557,840
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 577,982 $555,138 $555,138 0.01 $553,211
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 545,373 $548,161 $548,161 0.01 $546,736
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 597,805 $532,209 $532,209 0.01 $530,963
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 528,423 $531,729 $531,729 0.01 $531,163
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 522,604 $525,479 $525,479 0.01 $523,979
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 481,183 $462,148 $462,148 0.01 $460,544
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 494,194 $457,544 $457,544 0.01 $456,102
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 469,544 $446,138 $446,138 0.01 $445,160
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - 440,722 $441,786 $441,786 0.01 $440,797
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 430,555 $409,768 $409,768 0.01 $408,333
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 403,031 $391,708 $391,708 0.01 $390,196
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 421,236 $390,201 $390,201 0.01 $388,973
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 407,087 $369,257 $369,257 0.01 $368,239
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,993 $360,606 $360,606 0.01 $358,861
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 384,383 $353,621 $353,621 0.01 $352,500
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 348,870 $333,220 $333,220 0.01 $332,057
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39516% 25-JUN-2043, 8.40%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $331,638 $331,638 0.01 $331,347
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 319,993 $303,124 $303,124 0.00 $302,057
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,654 $300,954 $300,954 0.00 $299,793
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $296,113 $296,113 0.00 $295,869
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 313,112 $285,452 $285,452 0.00 $284,669
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 298,487 $284,429 $284,429 0.00 $283,434
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 289,098 $275,140 $275,140 0.00 $274,177
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 285,869 $274,483 $274,483 0.00 $273,530
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 300,189 $270,537 $270,537 0.00 $269,787
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 281,035 $267,875 $267,875 0.00 $266,938
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - 263,850 $258,317 $258,317 0.00 $257,328
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 261,792 $249,532 $249,532 0.00 $248,660
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 267,030 $246,661 $246,661 0.00 $245,882
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 245,521 $241,811 $241,811 0.00 $240,890
Fannie Mae REMIC Trust 2012-126 SY 0.22362% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $240,790 $240,790 0.00 $240,771
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,961 $221,535 $221,535 0.00 $220,680
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 215,282 $214,057 $214,057 0.00 $213,519
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 224,644 $213,799 $213,799 0.00 $213,050
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - 217,790 $213,256 $213,256 0.00 $212,439
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 215,262 $206,891 $206,891 0.00 $206,173
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 225,371 $206,482 $206,482 0.00 $205,919
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - 207,254 $202,908 $202,908 0.00 $202,131
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 206,757 $199,564 $199,564 0.00 $199,133
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 207,876 $198,555 $198,555 0.00 $197,862
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - 201,645 $197,429 $197,429 0.00 $196,673
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 162,326 $172,634 $172,634 0.00 $171,754
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 187,472 $171,759 $171,759 0.00 $171,290
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,758 $168,893 $168,893 0.00 $168,424
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - 170,684 $167,130 $167,130 0.00 $166,490
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - 168,442 $164,920 $164,920 0.00 $164,288
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,446 $155,923 $155,923 0.00 $155,322
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - 155,252 $152,006 $152,006 0.00 $151,424
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - 154,649 $151,708 $151,708 0.00 $151,128
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 155,080 $147,818 $147,818 0.00 $147,301
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 156,591 $143,841 $143,841 0.00 $143,450
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 150,180 $143,147 $143,147 0.00 $142,647
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 135,307 $131,493 $131,493 0.00 $130,985
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 140,018 $128,634 $128,634 0.00 $128,284
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,701 $125,863 $125,863 0.00 $125,411
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 128,084 $124,474 $124,474 0.00 $123,994
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 125,099 $122,321 $122,321 0.00 $121,852
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 130,700 $121,659 $121,659 0.00 $121,223
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 125,868 $115,106 $115,106 0.00 $114,792
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,338 $108,299 $108,299 0.00 $107,886
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,366 $104,350 $104,350 0.00 $103,947
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 108,914 $101,567 $101,567 0.00 $101,250
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,461 $100,426 $100,426 0.00 $100,078
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - 102,249 $100,111 $100,111 0.00 $99,728
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 101,326 $94,491 $94,491 0.00 $94,196
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - 88,972 $87,403 $87,403 0.00 $87,070
Fannie Mae REMIC Trust 2013-130 FN 4.10964% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 84,222 $83,501 $83,501 0.00 $83,444
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,591 $77,236 $77,236 0.00 $76,917
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 76,547 $76,873 $76,873 0.00 $76,394
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,629 $68,036 $68,036 0.00 $67,850
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,798 $65,794 $65,794 0.00 $65,607
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 68,892 $64,143 $64,143 0.00 $63,913
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,468 $63,350 $63,350 0.00 $63,173
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,607 $58,463 $58,463 0.00 $58,302
Fannie Mae REMIC Trust 2010-109 BS 13.54815% 25-OCT-2040, 13.55%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $52,472 $52,472 0.00 $52,012
Fannie Mae REMIC Trust 2006-20 GF 4.12638% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 50,387 $50,155 $50,155 0.00 $50,121
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 49,186 $47,865 $47,865 0.00 $47,742
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 43,163 $42,307 $42,307 0.00 $42,199
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - 42,450 $41,567 $41,567 0.00 $41,408
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,729 $40,173 $40,173 0.00 $40,069
Freddie Mac Multiclass Certificates, Series 3380 FM 4.37671% 15-OCT-2037, 4.34%, 10/15/37 FHR 3380 31397KTJ0 - 39,645 $39,705 $39,705 0.00 $39,629
Freddie Mac Multiclass Certificates, Series 3721 FB 4.28671% 15-SEP-2040, 4.25%, 09/15/40 FHR 3721 3137GAD20 - 39,015 $39,099 $39,099 0.00 $39,025
Ginnie Mae REMIC Trust 2008-013 FB 4.28952% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - 37,274 $37,170 $37,170 0.00 $37,121
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,434 $33,007 $33,007 0.00 $32,903
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,413 $30,307 $30,307 0.00 $30,228
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 29,165 $28,352 $28,352 0.00 $28,279
Ginnie Mae REMIC Trust 2007-040 FG 4.10952% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - 28,445 $28,221 $28,221 0.00 $28,185
Ginnie Mae REMIC Trust 2004-069 CF 4.18952% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - 23,894 $23,900 $23,900 0.00 $23,869
Fannie Mae REMIC Trust 2013-2 QF 4.27638% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,526 $22,488 $22,488 0.00 $22,472
Ginnie Mae REMIC Trust 2007-059 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - 22,435 $22,381 $22,381 0.00 $22,352
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,405 $22,179 $22,179 0.00 $22,095
Ginnie Mae REMIC Trust 2010-133 FD 4.20888% 16-OCT-2040, 4.21%, 10/16/40 GNR 2010-133 38377MHV1 - 19,216 $19,244 $19,244 0.00 $19,210
Ginnie Mae REMIC Trust 2008-016 FC 4.28952% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - 18,122 $18,077 $18,077 0.00 $18,053
Ginnie Mae REMIC Trust 2007-037 FW 4.09952% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - 17,871 $17,706 $17,706 0.00 $17,684
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 17,179 $17,002 $17,002 0.00 $16,982
Ginnie Mae REMIC Trust 2004-059 FP 4.07888% 16-AUG-2034, 4.08%, 08/16/34 GNR 2004-59 38374HYS3 - 16,810 $16,796 $16,796 0.00 $16,767
Freddie Mac Multiclass Certificates, Series 2426 FL 4.43671% 15-MAR-2032, 4.40%, 03/15/32 FHR 2426 31339W7G5 - 14,926 $15,006 $15,006 0.00 $14,976
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,343 $14,788 $14,788 0.00 $14,748
Fannie Mae REMIC Trust 2002-53 FK 4.17638% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 14,644 $14,631 $14,631 0.00 $14,621
Ginnie Mae REMIC Trust 2005-048 AF 3.98952% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - 14,474 $14,380 $14,380 0.00 $14,363
Fannie Mae REMIC Trust 2005-83 KT 4.07638% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 12,776 $12,692 $12,692 0.00 $12,684
Fannie Mae REMIC Trust 2007-89 GF 4.29638% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 12,175 $12,208 $12,208 0.00 $12,199
Freddie Mac Multiclass Certificates, Series 2551 FD 4.18671% 15-JAN-2033, 4.15%, 01/15/33 FHR 2551 31393JAZ1 - 10,773 $10,776 $10,776 0.00 $10,756
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,674 $10,556 $10,556 0.00 $10,526
Ginnie Mae REMIC Trust 2012-075 FP 4.08952% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - 10,111 $10,128 $10,128 0.00 $10,116
Ginnie Mae REMIC Trust 2007-061 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - 9,100 $9,079 $9,079 0.00 $9,067
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - 8,879 $8,972 $8,972 0.00 $8,935
Fannie Mae REMIC Trust 2010-123 FL 4.20638% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 8,346 $8,328 $8,328 0.00 $8,322
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.13671% 15-FEB-2032, 4.10%, 02/15/32 FHR 2410 31339NJN7 - 8,238 $8,241 $8,241 0.00 $8,226
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,227 $7,950 $7,950 0.00 $7,933
Freddie Mac Multiclass Certificates, Series 3028 FM 4.03671% 15-SEP-2035, 4.00%, 09/15/35 FHR 3028 31396AFB5 - 7,217 $7,212 $7,212 0.00 $7,199
Fannie Mae REMIC Trust 2012-100 FG 4.17638% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,217 $7,189 $7,189 0.00 $7,184
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,300 $7,056 $7,056 0.00 $7,041
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,264 $7,016 $7,016 0.00 $7,001
Fannie Mae REMIC Trust 2003-87 FG 4.27638% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,999 $7,013 $7,013 0.00 $7,008
Ginnie Mae REMIC Trust 2007-018 FD 4.08952% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - 6,680 $6,614 $6,614 0.00 $6,605
Ginnie Mae REMIC Trust 2010-006 FG 4.37888% 16-JAN-2040, 4.38%, 01/16/40 GNR 2010-6 38376TSC7 - 6,359 $6,366 $6,366 0.00 $6,355
Fannie Mae REMIC Trust 2002-16 VF 4.32638% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 6,105 $6,122 $6,122 0.00 $6,118
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,285 $6,063 $6,063 0.00 $6,050
Fannie Mae REMIC Trust 2010-95 FB 4.17638% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 5,229 $5,222 $5,222 0.00 $5,218
Freddie Mac Multiclass Certificates, Series 3738 FD 4.08671% 15-AUG-2040, 4.05%, 08/15/40 FHR 3738 3137GAYQ4 - 4,409 $4,417 $4,417 0.00 $4,409
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - 4,293 $4,203 $4,203 0.00 $4,187
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,601 $1,459 $1,459 0.00 $1,455
Freddie Mac Multiclass Certificates, Series 2469 FE 4.28671% 15-JUL-2032, 4.25%, 07/15/32 FHR 2469 31392RC58 - 951.00 $952 $952 0.00 $950
Ginnie Mae REMIC Trust 1999-27 FE 4.17888% 16-AUG-2029, 4.18%, 08/16/29 GNR 1999-27 3837H2WA3 - 737.00 $738 $738 0.00 $736
Ginnie Mae REMIC Trust 2010-125 VF 4.13952% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - 316.00 $315 $315 0.00 $315
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,888 $-213,078,500 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -306.00 $-35,199,562 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 62.00 $6,685,828 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-286,769,594 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 3,274 $678,127,250 $0 0.00 $0
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - -69,035,795 $-70,466,217 $-70,466,217 -1.06 $-70,466,217
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - -203,902,428 $-204,932,135 $-204,932,135 -3.10 $-204,932,135
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/26 FNCL 01F040651 - -549,133,893 $-515,054,644 $-515,054,644 -7.78 $-515,054,644
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/26 FNCL 01F042657 - -556,339,333 $-535,183,417 $-535,183,417 -8.09 $-535,183,417
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - -632,421,561 $-623,093,975 $-623,093,975 -9.41 $-623,093,975
SEGREGATED CASH SEGCASH $0.00 31,947,000 $31,947,000 $31,947,000 0.48 $31,947,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,376,058,073 $-2,376,058,073 $-2,376,058,073 -35.90 $-2,376,058,073

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