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For professional investors in Mexico

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of July 25, 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% August Delivery, 2.50%, 08/13/25 FNCL 01F022683 - - 1,691,910,894 $1,386,923,652 $1,386,923,652 23.58 $1,386,923,652
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/25 FNCL 01F030686 - - 892,185,354 $764,006,869 $764,006,869 12.99 $764,006,869
GNMA II TBA 30yr 5% August Delivery, 5.00%, 08/20/25 G2SF 21H050680 - - 364,326,194 $355,241,720 $355,241,720 6.05 $355,241,720
UMBS TBA 30yr 2% August Delivery, 2.00%, 08/13/25 FNCL 01F020687 - - 402,248,255 $314,867,867 $314,867,867 5.36 $314,867,867
GNMA II TBA 30yr 5.5% August Delivery, 5.50%, 08/20/25 G2SF 21H052686 - - 253,922,000 $252,946,940 $252,946,940 4.31 $252,946,940
GNMA II TBA 30yr 4.5% August Delivery, 4.50%, 08/20/25 G2SF 21H042687 - - 259,406,488 $245,887,259 $245,887,259 4.19 $245,887,259
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/25 FNCL 01F060683 - - 213,767,000 $216,539,558 $216,539,558 3.69 $216,539,558
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 190,220,618 $190,726,205 $190,726,205 3.25 $189,941,545
GNMA II TBA 30yr 3% August Delivery, 3.00%, 08/20/25 G2SF 21H030682 - - 187,159,962 $163,747,187 $163,747,187 2.79 $163,747,187
Fannie Mae REMIC Trust 2025-12 FC 5.40517% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 158,841,651 $158,901,328 $158,901,328 2.71 $158,108,109
FNMA 30yr Pool#FS7252 5.000% 01-Nov-2053, 5.00%, 11/01/53 FN 3140XPBW8 - - 149,051,584 $145,889,955 $145,889,955 2.49 $145,331,012
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/25 FNCL 01F062689 - - 132,991,000 $137,020,627 $137,020,627 2.34 $137,020,627
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 136,465,796 $134,407,716 $134,407,716 2.28 $133,895,969
GNMA II TBA 30yr 3.5% August Delivery, 3.50%, 08/20/25 G2SF 21H032688 - - 147,859,377 $132,870,872 $132,870,872 2.26 $132,870,872
Freddie Mac Pool|5.5|08/01/2055, 5.50%, 08/01/55 FR 3142GVBT7 - - 122,882,549 $123,373,387 $123,373,387 2.10 $122,866,497
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 118,808,766 $111,520,394 $111,520,394 1.90 $111,163,968
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 108,898,458 $109,075,009 $109,075,009 1.85 $108,625,803
GNMA II TBA 30yr 4% August Delivery, 4.00%, 08/20/25 G2SF 21H040681 - - 114,954,688 $105,797,168 $105,797,168 1.80 $105,797,168
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 111,111,181 $104,295,020 $104,295,020 1.77 $103,961,687
Freddie Mac Multiclass Certificates, Series 5544 FC 5.30517% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 92,567,385 $92,856,755 $92,856,755 1.58 $92,402,555
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 81,428,797 $81,585,966 $81,585,966 1.39 $81,250,072
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 77,833,379 $79,655,271 $79,655,271 1.35 $79,305,021
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 77,857,218 $78,720,720 $78,720,720 1.34 $78,399,559
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 73,005,572 $73,836,918 $73,836,918 1.25 $73,535,770
Freddie Mac Pool|5|07/01/2055, 5.00%, 07/01/55 FR 31427N5W5 - - 66,820,385 $65,773,040 $65,773,040 1.12 $65,661,673
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 64,241,305 $63,457,266 $63,457,266 1.08 $63,216,361
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 60,190,833 $60,798,195 $60,798,195 1.03 $60,549,908
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,620,839 $56,771,332 $56,771,332 0.96 $56,537,771
FNMA 30yr Pool#FA2187 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2ND9 - - 55,049,390 $55,269,278 $55,269,278 0.94 $55,042,199
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - 54,491,839 $54,153,336 $54,153,336 0.92 $54,153,336
Fannie Mae REMIC Trust 2025-9 FA 5.50517% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,162,908 $52,258,437 $52,258,437 0.89 $51,994,447
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 48,617,282 $48,746,501 $48,746,501 0.83 $48,545,955
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,453,218 $48,383,617 $48,383,617 0.82 $48,198,167
FNMA 30yr Pool#FA1534 4.500% 01-Jan-2054, 4.50%, 01/01/54 FN 3140W1V42 - - 49,759,070 $47,731,670 $47,731,670 0.81 $47,563,733
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 46,971,610 $47,452,613 $47,452,613 0.81 $47,258,855
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 44,757,277 $45,206,631 $45,206,631 0.77 $45,022,007
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 43,276,775 $44,290,022 $44,290,022 0.75 $44,095,277
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 41,732,743 $42,742,856 $42,742,856 0.73 $42,555,058
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 41,058,824 $41,403,617 $41,403,617 0.70 $41,153,998
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 40,353,727 $41,298,536 $41,298,536 0.70 $41,116,944
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 42,727,202 $41,280,740 $41,280,740 0.70 $41,152,559
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 50,623,207 $41,139,773 $41,139,773 0.70 $41,044,854
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,048,266 $40,588,858 $40,588,858 0.69 $40,446,945
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 40,215,408 $38,447,573 $38,447,573 0.65 $38,326,927
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 40,567,771 $38,117,373 $38,117,373 0.65 $37,995,670
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,258,899 $37,646,032 $37,646,032 0.64 $37,492,340
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 35,814,387 $37,100,153 $37,100,153 0.63 $36,938,989
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 45,169,350 $36,707,607 $36,707,607 0.62 $36,622,914
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,131,939 $35,690,964 $35,690,964 0.61 $35,555,469
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,036,966 $35,493,483 $35,493,483 0.60 $35,358,344
FHLMC 30yr Pool#SL0286 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MJ85 - - 35,965,692 $35,389,631 $35,389,631 0.60 $35,254,760
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 34,569,017 $34,666,082 $34,666,082 0.59 $34,523,485
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 34,229,507 $33,811,750 $33,811,750 0.57 $33,683,389
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,460,523 $32,736,821 $32,736,821 0.56 $32,611,344
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 33,738,197 $32,677,733 $32,677,733 0.56 $32,563,867
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,454,582 $32,384,857 $32,384,857 0.55 $32,289,164
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 31,104,961 $31,238,728 $31,238,728 0.53 $31,110,420
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,373,304 $30,800,868 $30,800,868 0.52 $30,675,578
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,484,970 $30,130,204 $30,130,204 0.51 $30,015,885
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 30,905,033 $29,933,622 $29,933,622 0.51 $29,829,317
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 30,984,033 $29,688,395 $29,688,395 0.50 $29,583,824
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 29,015,516 $29,388,467 $29,388,467 0.50 $29,188,271
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 28,976,101 $28,065,320 $28,065,320 0.48 $27,967,526
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,202,828 $27,857,467 $27,857,467 0.47 $27,758,908
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,633,653 $27,216,902 $27,216,902 0.46 $27,113,276
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.40517% 25-SEP-2041, 6.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,861,351 $26,861,351 0.46 $26,705,907
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,331,003 $26,612,289 $26,612,289 0.45 $26,503,674
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 24,930,567 $25,186,127 $25,186,127 0.43 $25,079,792
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 26,528,781 $24,653,295 $24,653,295 0.42 $24,573,709
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,159,330 $24,368,519 $24,368,519 0.41 $24,283,606
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,542,905 $23,222,940 $23,222,940 0.39 $23,134,654
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.95517% 25-FEB-2045, 5.96%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,204,472 $23,204,472 0.39 $23,078,503
FHLMC 30yr Pool#SL0730 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MY47 - - 24,115,084 $23,116,252 $23,116,252 0.39 $23,034,863
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,170,970 $22,688,192 $22,688,192 0.39 $22,615,679
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 23,515,277 $22,680,807 $22,680,807 0.39 $22,607,615
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 22,546,264 $22,643,224 $22,643,224 0.38 $22,550,221
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 23,605,880 $22,180,024 $22,180,024 0.38 $22,109,206
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 23,577,946 $22,131,547 $22,131,547 0.38 $22,060,814
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.80517% 25-OCT-2041, 11.81%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,386,968 $21,386,968 0.36 $21,177,760
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,048,734 $21,343,286 $21,343,286 0.36 $21,280,158
GNMA II TBA 30yr 2.5% August Delivery, 2.50%, 08/20/25 G2SF 21H022689 - - 25,296,414 $21,293,636 $21,293,636 0.36 $21,293,636
FHLMC 30yr Pool#SL1567 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427NW54 - - 21,941,478 $21,050,899 $21,050,899 0.36 $20,976,847
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,750,027 $20,957,102 $20,957,102 0.36 $20,871,508
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 22,775,727 $20,945,707 $20,945,707 0.36 $20,877,380
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 22,961,612 $20,822,130 $20,822,130 0.35 $20,761,856
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,577,712 $20,667,247 $20,667,247 0.35 $20,597,727
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,641,435 $20,644,424 $20,644,424 0.35 $20,571,384
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,961,973 $20,635,413 $20,635,413 0.35 $20,569,527
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,827,499 $20,421,014 $20,421,014 0.35 $20,342,911
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - 20,751,000 $20,176,135 $20,176,135 0.34 $20,176,135
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,759,752 $19,979,102 $19,979,102 0.34 $19,912,353
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 20,685,177 $19,941,281 $19,941,281 0.34 $19,879,225
FHLMC 30yr Pool#SL0913 4.500% 01-May-2054, 4.50%, 05/01/54 FR 31427NAP4 - - 20,768,729 $19,898,879 $19,898,879 0.34 $19,828,785
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 20,571,435 $19,623,719 $19,623,719 0.33 $19,554,290
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 18,976,233 $19,420,527 $19,420,527 0.33 $19,335,134
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 20,548,590 $19,288,028 $19,288,028 0.33 $19,226,383
RCKT Mortgage Trust 2025-CES7|5.377|07/25/2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - 18,857,000 $18,956,336 $18,956,336 0.32 $18,874,657
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.05517% 25-FEB-2042, 8.06%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,937,109 $18,937,109 0.32 $18,803,379
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,195,224 $18,591,877 $18,591,877 0.32 $18,527,093
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 19,919,925 $18,505,508 $18,505,508 0.31 $18,445,748
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 18,061,075 $18,254,646 $18,254,646 0.31 $18,180,144
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.10517% 25-AUG-2044, 6.11%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,156,309 $18,156,309 0.31 $18,055,507
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 17,531,092 $17,939,259 $17,939,259 0.30 $17,860,369
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,553,184 $17,791,678 $17,791,678 0.30 $17,729,061
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 17,458,094 $17,571,601 $17,571,601 0.30 $17,550,488
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,451,808 $17,520,008 $17,520,008 0.30 $17,448,019
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,455,886 $17,455,886 0.30 $17,343,230
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,047,910 $17,447,056 $17,447,056 0.30 $17,370,340
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 17,310,000 $17,379,095 $17,379,095 0.30 $17,235,205
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,921,816 $17,378,264 $17,378,264 0.30 $17,302,116
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,164,101 $16,979,185 $16,979,185 0.29 $16,924,693
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,570,999 $16,522,122 $16,522,122 0.28 $16,473,373
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,965,443 $16,212,610 $16,212,610 0.28 $16,175,174
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 16,653,293 $15,960,127 $15,960,127 0.27 $15,903,922
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 15,769,539 $15,860,142 $15,860,142 0.27 $15,779,340
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,581,372 $15,581,372 0.26 $15,489,252
PRPM 2025-5 LLC|5.929|07/25/2030, 5.93%, 07/25/30 PRPM 2025-5 69392RAA9 - - 15,326,000 $15,462,825 $15,462,825 0.26 $15,322,697
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 $15,456,328 $15,456,328 0.26 $15,371,430
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,785,618 $15,171,365 $15,171,365 0.26 $15,124,009
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 15,813,382 $15,084,867 $15,084,867 0.26 $15,031,497
Vista Point Securitization Trust 2025-CES2|5.601|08/25/2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 15,000,000 $15,067,446 $15,067,446 0.26 $14,999,768
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 14,671,573 $15,015,081 $15,015,081 0.26 $14,949,059
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $15,001,670 $15,001,670 0.25 $14,920,632
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,423,102 $14,760,792 $14,760,792 0.25 $14,695,888
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.10517% 25-NOV-2041, 6.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,744,441 $14,744,441 0.25 $14,662,959
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 14,902,861 $14,720,977 $14,720,977 0.25 $14,665,092
Connecticut Avenue Securities Trust 2025-R05|5.51926|07/25/2045, 5.52%, 07/25/45 CAS 2025-R05 20753CAB6 - - 14,508,136 $14,514,617 $14,514,617 0.25 $14,514,617
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 14,321,023 $14,446,104 $14,446,104 0.25 $14,387,008
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,249,676 $14,414,023 $14,414,023 0.24 $14,325,856
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,912,344 $14,364,930 $14,364,930 0.24 $14,278,713
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,641,257 $14,173,505 $14,173,505 0.24 $14,126,301
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,697,180 $14,132,835 $14,132,835 0.24 $14,087,641
BMP Commercial Mortgage Trust 2024-MF23 A 5.71388% 15-JUN-2041, 5.71%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,043,330 $14,043,330 0.24 $14,014,443
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,280,264 $13,831,405 $13,831,405 0.24 $13,783,209
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,353,209 $13,665,850 $13,665,850 0.23 $13,605,760
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 13,414,944 $13,391,827 $13,391,827 0.23 $13,334,387
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,824,313 $13,344,500 $13,344,500 0.23 $13,297,843
FHLMC 30yr Pool#SL1665 4.500% 01-Jun-2053, 4.50%, 06/01/53 FR 31427NZ77 - - 13,882,725 $13,301,280 $13,301,280 0.23 $13,254,425
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $12,972,470 $12,972,470 0.22 $12,936,655
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 12,958,706 $12,939,534 $12,939,534 0.22 $12,889,403
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - 13,610,000 $12,898,864 $12,898,864 0.22 $12,898,864
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,216,849 $12,801,415 $12,801,415 0.22 $12,756,808
Fannie Mae Pool|6|08/01/2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,542,063 $12,768,957 $12,768,957 0.22 $12,741,783
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 15,650,535 $12,718,662 $12,718,662 0.22 $12,689,317
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 $12,564,088 $12,564,088 0.21 $12,494,083
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,551,148 $12,551,148 0.21 $12,488,402
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,366,088 $12,467,291 $12,467,291 0.21 $12,394,039
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 12,268,815 $12,327,465 $12,327,465 0.21 $12,276,304
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 11,761,948 $12,246,912 $12,246,912 0.21 $12,189,573
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,786,132 $12,197,081 $12,197,081 0.21 $12,153,928
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,924,420 $12,131,566 $12,131,566 0.21 $12,092,793
FNMA 30yr Pool#FA1548 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W1WJ8 - - 12,604,227 $12,093,286 $12,093,286 0.21 $12,050,746
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,902,080 $12,035,693 $12,035,693 0.20 $11,986,596
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 11,777,312 $11,934,587 $11,934,587 0.20 $11,918,483
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 11,576,942 $11,847,931 $11,847,931 0.20 $11,795,834
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,722,115 $11,752,905 $11,752,905 0.20 $11,704,551
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,129,219 $11,588,095 $11,588,095 0.20 $11,533,840
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,943,255 $11,495,189 $11,495,189 0.20 $11,461,213
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,027,988 $11,325,457 $11,325,457 0.19 $11,275,831
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,610,380 $11,207,408 $11,207,408 0.19 $11,168,223
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,545,610 $11,144,886 $11,144,886 0.19 $11,105,920
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,287,121 $10,932,343 $10,932,343 0.19 $10,894,249
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,668,730 $10,749,326 $10,749,326 0.18 $10,705,317
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,161,147 $10,663,924 $10,663,924 0.18 $10,626,255
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 10,545,000 $10,592,638 $10,592,638 0.18 $10,502,344
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,965,655 $10,572,159 $10,572,159 0.18 $10,535,149
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 10,386,005 $10,367,455 $10,367,455 0.18 $10,323,771
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.65517% 25-DEC-2041, 6.66%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,293,359 $10,293,359 0.17 $10,231,767
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,951,346 $10,279,531 $10,279,531 0.17 $10,246,677
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,041,386 $10,275,174 $10,275,174 0.17 $10,229,988
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,134,327 $10,134,327 0.17 $10,078,912
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,115,525 $10,115,525 0.17 $10,052,528
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 9,967,635 $10,064,645 $10,064,645 0.17 $9,973,943
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,924,015 $9,984,460 $9,984,460 0.17 $9,941,365
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,892,446 $9,892,446 0.17 $9,870,275
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,693,228 $9,742,017 $9,742,017 0.17 $9,713,947
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,457,889 $9,713,005 $9,713,005 0.17 $9,670,445
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 9,728,639 $9,712,139 $9,712,139 0.17 $9,661,063
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,617,902 $9,617,902 0.16 $9,378,364
RCKT Mortgage Trust 2025-CES7|5.478|07/25/2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 9,500,000 $9,547,055 $9,547,055 0.16 $9,505,133
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,732,394 $9,505,135 $9,505,135 0.16 $9,464,401
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,230,988 $9,445,909 $9,445,909 0.16 $9,404,369
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 9,372,000 $9,436,535 $9,436,535 0.16 $9,398,072
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,880,664 $9,425,466 $9,425,466 0.16 $9,392,119
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,331,651 $9,331,651 0.16 $9,282,492
Connecticut Avenue Securities Trust 2025-R05|5.91926|07/25/2045, 5.92%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,262,642 $9,262,642 0.16 $9,262,642
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,633,033 $9,218,838 $9,218,838 0.16 $9,186,327
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,945,849 $9,047,051 $9,047,051 0.15 $9,010,149
Fannie Mae REMIC Trust 2022-65 FB 5.10517% 25-SEP-2052, 5.11%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,835,689 $8,677,593 $8,677,593 0.15 $8,635,732
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,971,032 $8,557,741 $8,557,741 0.15 $8,527,464
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 8,391,742 $8,471,748 $8,471,748 0.14 $8,431,939
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.55517% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 8,409,435 $8,470,958 $8,470,958 0.14 $8,426,032
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 $8,415,294 $8,415,294 0.14 $8,367,240
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,358,954 $8,411,104 $8,411,104 0.14 $8,374,900
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,238,358 $8,372,183 $8,372,183 0.14 $8,321,756
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,936,386 $8,342,270 $8,342,270 0.14 $8,322,163
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,303,994 $8,312,901 $8,312,901 0.14 $8,277,040
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,875,607 $7,908,839 $7,908,839 0.13 $7,876,352
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 $7,817,352 $7,817,352 0.13 $7,800,420
PRPM 2025-6 LLC|5.774|08/25/2030, 5.77%, 08/25/30 PRPM 2025-6 69395KAA1 - - 7,712,000 $7,749,096 $7,749,096 0.13 $7,711,988
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,774,305 $7,612,262 $7,612,262 0.13 $7,583,216
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,570,611 $7,570,611 0.13 $7,530,555
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,388,064 $7,561,042 $7,561,042 0.13 $7,527,796
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,349,437 $7,521,510 $7,521,510 0.13 $7,488,438
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,348,888 $7,520,949 $7,520,949 0.13 $7,487,879
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 7,093,953 $7,140,341 $7,140,341 0.12 $7,109,653
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,950,362 $7,114,096 $7,114,096 0.12 $7,082,820
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,937,924 $6,940,718 $6,940,718 0.12 $6,933,075
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,891,337 $6,937,090 $6,937,090 0.12 $6,908,663
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,901,288 $6,901,288 0.12 $6,862,924
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 6,851,092 $6,894,687 $6,894,687 0.12 $6,860,088
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,942,617 $6,855,694 $6,855,694 0.12 $6,823,428
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,562,414 $6,821,466 $6,821,466 0.12 $6,789,474
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,499,432 $6,650,754 $6,650,754 0.11 $6,621,507
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 - - 6,532,020 $6,637,818 $6,637,818 0.11 $6,597,168
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,846,478 $6,601,529 $6,601,529 0.11 $6,580,990
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,553,772 $6,570,452 $6,570,452 0.11 $6,543,418
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,316,628 $6,487,013 $6,487,013 0.11 $6,458,588
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,902,149 $6,478,733 $6,478,733 0.11 $6,458,027
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,415,138 $6,415,138 0.11 $6,374,351
Connecticut Avenue Securities Trust 2025-R01 1M1 5.40517% 25-JAN-2045, 5.41%, 01/25/45 CAS 2025-R01 20755JAB9 - - 6,368,342 $6,401,073 $6,401,073 0.11 $6,368,336
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,525,404 $6,319,759 $6,319,759 0.11 $6,303,854
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,231,992 $6,258,288 $6,258,288 0.11 $6,232,581
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,158,718 $6,186,310 $6,186,310 0.11 $6,160,905
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,263,424 $6,066,551 $6,066,551 0.10 $6,045,412
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,882,239 $6,034,680 $6,034,680 0.10 $6,008,210
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,858,802 $5,873,714 $5,873,714 0.10 $5,849,546
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,200,361 $5,831,062 $5,831,062 0.10 $5,812,461
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,616,749 $5,768,254 $5,768,254 0.10 $5,742,979
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,084,023 $5,731,866 $5,731,866 0.10 $5,713,614
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,872,485 $5,661,754 $5,661,754 0.10 $5,641,935
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,490,612 $5,638,715 $5,638,715 0.10 $5,614,007
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,475,570 $5,603,771 $5,603,771 0.10 $5,579,131
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,454,189 $5,496,807 $5,496,807 0.09 $5,473,682
BX Trust 2021-SDMF A 5.045% 15-SEP-2034, 5.05%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,433,228 $5,433,228 0.09 $5,423,324
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,370,688 $5,370,688 0.09 $5,336,099
Ginnie Mae REMIC Trust 2023-116 LF 5.60185% 20-AUG-2053, 5.65%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,289,923 $5,321,178 $5,321,178 0.09 $5,314,539
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,593,012 $5,264,801 $5,264,801 0.09 $5,248,022
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.30517% 25-MAR-2044, 6.31%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 5,088,000 $5,174,004 $5,174,004 0.09 $5,144,578
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 $5,066,198 $5,066,198 0.09 $5,054,682
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,852,597 $5,054,184 $5,054,184 0.09 $5,030,528
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,982,770 $5,039,932 $5,039,932 0.09 $5,019,378
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,814,467 $5,014,470 $5,014,470 0.09 $4,990,999
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,986,992 $4,998,537 $4,998,537 0.08 $4,977,794
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 4,887,509 $4,925,070 $4,925,070 0.08 $4,901,189
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,792,511 $4,905,411 $4,905,411 0.08 $4,883,845
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,835,166 $4,878,638 $4,878,638 0.08 $4,858,693
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,868,578 $4,878,444 $4,878,444 0.08 $4,857,594
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,851,097 $4,851,097 0.08 $4,818,013
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,710,430 $4,821,397 $4,821,397 0.08 $4,800,200
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,638,799 $4,746,802 $4,746,802 0.08 $4,725,927
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,626,049 $4,691,416 $4,691,416 0.08 $4,672,334
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 4,570,304 $4,677,309 $4,677,309 0.08 $4,656,743
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,972,147 $4,666,693 $4,666,693 0.08 $4,651,776
Connecticut Avenue Securities Trust 2024-R02 1M1 5.40517% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 4,593,446 $4,618,019 $4,618,019 0.08 $4,593,981
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,576,463 $4,586,079 $4,586,079 0.08 $4,565,794
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,374,709 $4,578,274 $4,578,274 0.08 $4,556,947
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,480,147 $4,520,427 $4,520,427 0.08 $4,501,947
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,310,528 $4,335,361 $4,335,361 0.07 $4,317,580
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,222,918 $4,269,631 $4,269,631 0.07 $4,252,212
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,678,563 $4,264,167 $4,264,167 0.07 $4,251,886
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,213,225 $4,256,433 $4,256,433 0.07 $4,218,647
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,172,837 $4,233,200 $4,233,200 0.07 $4,215,987
SREIT Commercial Mortgage Trust 2021-MFP B 5.5358% 15-NOV-2038, 5.54%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,202,591 $4,202,591 0.07 $4,194,206
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,187,627 $4,198,968 $4,198,968 0.07 $4,181,694
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,110,148 $4,194,156 $4,194,156 0.07 $4,143,992
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,166,077 $4,166,077 0.07 $4,143,729
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,970,209 $4,159,207 $4,159,207 0.07 $4,139,853
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,989,630 $4,083,040 $4,083,040 0.07 $4,065,087
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 3,889,322 $4,070,301 $4,070,301 0.07 $4,051,340
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,999,385 $4,031,152 $4,031,152 0.07 $4,014,655
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 3,908,147 $3,947,240 $3,947,240 0.07 $3,930,014
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,187,788 $3,934,835 $3,934,835 0.07 $3,922,272
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.60517% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,859,019 $3,891,623 $3,891,623 0.07 $3,870,866
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,696,382 $3,770,578 $3,770,578 0.06 $3,753,945
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,861,831 $3,740,445 $3,740,445 0.06 $3,727,412
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,523,222 $3,605,251 $3,605,251 0.06 $3,589,397
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,526,063 $3,564,778 $3,564,778 0.06 $3,550,233
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,779,688 $3,547,822 $3,547,822 0.06 $3,536,483
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,609,562 $3,503,343 $3,503,343 0.06 $3,491,761
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,441,034 $3,456,227 $3,456,227 0.06 $3,442,033
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,385,769 $3,433,430 $3,433,430 0.06 $3,419,464
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,543,437 $3,432,059 $3,432,059 0.06 $3,420,100
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,628,425 $3,405,520 $3,405,520 0.06 $3,394,634
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,240,946 $3,375,581 $3,375,581 0.06 $3,359,781
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,311,675 $3,346,215 $3,346,215 0.06 $3,332,554
BX Trust 2021-BXMF C 5.64727% 15-OCT-2038, 5.65%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,338,764 $3,338,764 0.06 $3,331,958
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,480,011 $3,256,034 $3,256,034 0.06 $3,245,594
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,210,445 $3,210,445 0.05 $3,192,699
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,190,918 $3,190,918 0.05 $3,173,334
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,155,550 $3,168,475 $3,168,475 0.05 $3,160,876
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,101,066 $3,143,327 $3,143,327 0.05 $3,136,584
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,114,582 $3,140,127 $3,140,127 0.05 $3,127,279
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,351,780 $3,133,130 $3,133,130 0.05 $3,123,075
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,319,497 $3,131,356 $3,131,356 0.05 $3,121,397
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,562,938 $3,108,498 $3,108,498 0.05 $3,100,481
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,064,351 $3,057,870 $3,057,870 0.05 $3,042,789
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,033,727 $3,033,727 0.05 $3,003,220
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,901,165 $3,005,970 $3,005,970 0.05 $2,991,827
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,052,238 $2,956,300 $2,956,300 0.05 $2,945,998
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.50517% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,016,958 $2,955,368 $2,955,368 0.05 $2,940,009
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,124,137 $2,935,431 $2,935,431 0.05 $2,926,059
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,858,394 $2,871,262 $2,871,262 0.05 $2,859,471
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,816,029 $2,840,092 $2,840,092 0.05 $2,824,375
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,094,369 $2,817,479 $2,817,479 0.05 $2,809,356
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,793,116 $2,815,663 $2,815,663 0.05 $2,804,141
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 $2,788,617 $2,788,617 0.05 $2,770,717
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,742,874 $2,779,955 $2,779,955 0.05 $2,763,929
RCKT Trust 2025-PL1|5.16|07/25/2034, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,749,937 $2,749,937 0.05 $2,749,937
BX Trust 2021-BXMF G 7.805513% 15-OCT-2038, 7.81%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,733,678 $2,733,678 0.05 $2,725,763
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,707,203 $2,730,505 $2,730,505 0.05 $2,724,943
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 2,698,480 $2,730,451 $2,730,451 0.05 $2,710,481
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.25517% 25-FEB-2044, 6.26%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,667,783 $2,667,783 0.05 $2,652,766
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,641,444 $2,660,546 $2,660,546 0.05 $2,632,931
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,653,805 $2,660,488 $2,660,488 0.05 $2,649,541
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,825,332 $2,658,030 $2,658,030 0.05 $2,649,554
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,639,057 $2,656,003 $2,656,003 0.05 $2,650,646
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,576,098 $2,636,076 $2,636,076 0.04 $2,624,484
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,585,627 $2,615,501 $2,615,501 0.04 $2,604,836
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,411,225 $2,573,411 $2,573,411 0.04 $2,573,411
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,487,121 $2,506,876 $2,506,876 0.04 $2,496,617
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,430,965 $2,487,881 $2,487,881 0.04 $2,476,942
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,409,364 $2,466,123 $2,466,123 0.04 $2,455,281
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,522,959 $2,461,502 $2,461,502 0.04 $2,452,735
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,829,633 $2,452,029 $2,452,029 0.04 $2,445,663
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,321,664 $2,418,111 $2,418,111 0.04 $2,406,793
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,341,910 $2,366,202 $2,366,202 0.04 $2,356,541
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,342,447 $2,342,447 0.04 $2,322,662
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,204,451 $2,229,269 $2,229,269 0.04 $2,214,291
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,154,611 $2,204,792 $2,204,792 0.04 $2,191,655
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,127,423 $2,177,540 $2,177,540 0.04 $2,167,967
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,116,684 $2,147,089 $2,147,089 0.04 $2,134,020
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.97%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,040,656 $2,104,648 $2,104,648 0.04 $2,091,529
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,086,457 $2,096,255 $2,096,255 0.04 $2,087,648
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,232,494 $2,095,541 $2,095,541 0.04 $2,088,843
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,222,634 $2,078,804 $2,078,804 0.04 $2,072,136
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,990,468 $2,063,382 $2,063,382 0.04 $2,058,688
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,317,543 $2,038,163 $2,038,163 0.03 $2,032,948
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,920,679 $1,997,451 $1,997,451 0.03 $1,988,088
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,049,691 $1,978,551 $1,978,551 0.03 $1,971,633
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,959,173 $1,977,288 $1,977,288 0.03 $1,972,074
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,896,131 $1,974,900 $1,974,900 0.03 $1,965,656
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,081,201 $1,955,402 $1,955,402 0.03 $1,949,159
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,919,869 $1,935,319 $1,935,319 0.03 $1,930,841
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,967,559 $1,914,320 $1,914,320 0.03 $1,903,659
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,833,952 $1,901,846 $1,901,846 0.03 $1,892,906
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,984,188 $1,899,250 $1,899,250 0.03 $1,892,553
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,881,535 $1,898,451 $1,898,451 0.03 $1,890,690
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.80517% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,878,056 $1,896,200 $1,896,200 0.03 $1,885,738
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,115,781 $1,848,064 $1,848,064 0.03 $1,846,383
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,943,989 $1,826,567 $1,826,567 0.03 $1,820,735
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,732,373 $1,799,039 $1,799,039 0.03 $1,790,593
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,772,037 $1,796,239 $1,796,239 0.03 $1,792,198
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,835,800 $1,788,680 $1,788,680 0.03 $1,783,383
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,766,687 $1,771,183 $1,771,183 0.03 $1,763,895
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,868,850 $1,755,967 $1,755,967 0.03 $1,750,360
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.65517% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,772,463 $1,721,094 $1,721,094 0.03 $1,711,819
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,867,898 $1,702,452 $1,702,452 0.03 $1,697,548
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,769,534 $1,654,610 $1,654,610 0.03 $1,649,302
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,875,937 $1,650,658 $1,650,658 0.03 $1,646,438
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,644,781 $1,644,781 0.03 $1,630,650
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,736,761 $1,630,218 $1,630,218 0.03 $1,625,008
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,778,920 $1,621,493 $1,621,493 0.03 $1,616,823
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,551,936 $1,608,000 $1,608,000 0.03 $1,600,434
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,522,905 $1,578,310 $1,578,310 0.03 $1,570,885
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,674,421 $1,575,410 $1,575,410 0.03 $1,570,386
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,583,800 $1,488,134 $1,488,134 0.03 $1,483,383
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,554,553 $1,453,591 $1,453,591 0.02 $1,448,927
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,479,849 $1,433,334 $1,433,334 0.02 $1,428,339
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,396,728 $1,416,662 $1,416,662 0.02 $1,410,900
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,370,112 $1,380,030 $1,380,030 0.02 $1,374,378
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,370,589 $1,379,688 $1,379,688 0.02 $1,374,034
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,324,729 $1,372,585 $1,372,585 0.02 $1,366,127
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 1,334,646 $1,340,381 $1,340,381 0.02 $1,337,316
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,308,762 $1,320,616 $1,320,616 0.02 $1,315,218
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,277,526 $1,286,139 $1,286,139 0.02 $1,280,343
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,273,443 $1,227,746 $1,227,746 0.02 $1,223,449
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,302,685 $1,226,341 $1,226,341 0.02 $1,222,433
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,413,810 $1,203,215 $1,203,215 0.02 $1,200,034
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,184,701 $1,198,919 $1,198,919 0.02 $1,194,032
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,265,016 $1,187,413 $1,187,413 0.02 $1,183,618
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,185,329 $1,185,329 0.02 $1,177,307
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,255,811 $1,179,957 $1,179,957 0.02 $1,176,190
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,175,875 $1,170,810 $1,170,810 0.02 $1,166,400
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,307,588 $1,166,532 $1,166,532 0.02 $1,163,590
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,331,929 $1,162,196 $1,162,196 0.02 $1,159,199
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,143,843 $1,155,175 $1,155,175 0.02 $1,150,457
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,135,770 $1,154,350 $1,154,350 0.02 $1,151,442
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,224,707 $1,149,577 $1,149,577 0.02 $1,145,903
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,105,099 $1,117,505 $1,117,505 0.02 $1,112,946
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,091,911 $1,097,130 $1,097,130 0.02 $1,094,646
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,125,184 $1,082,827 $1,082,827 0.02 $1,079,029
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,118,524 $1,076,418 $1,076,418 0.02 $1,072,643
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,056,442 $1,068,215 $1,068,215 0.02 $1,063,857
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,044,754 $1,048,463 $1,048,463 0.02 $1,044,153
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,109,233 $1,048,380 $1,048,380 0.02 $1,045,052
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,019,462 $1,029,444 $1,029,444 0.02 $1,023,574
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,075,128 $979,003 $979,003 0.02 $976,181
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,040,926 $978,051 $978,051 0.02 $974,929
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,035,482 $942,825 $942,825 0.02 $940,106
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 996,241 $936,023 $936,023 0.02 $933,035
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 957,879 $930,758 $930,758 0.02 $927,525
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 928,031 $930,368 $930,368 0.02 $926,540
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 901,528 $914,921 $914,921 0.02 $909,321
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 931,632 $898,419 $898,419 0.02 $895,275
BX Commercial Mortgage Trust 2021-21M A 5.186% 15-OCT-2036, 5.19%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $864,177 $864,177 0.01 $862,561
Connecticut Avenue Securities Trust 2022-R01 1M1 5.30517% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 847,194 $851,543 $851,543 0.01 $847,072
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 943,097 $849,958 $849,958 0.01 $847,836
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 879,144 $826,042 $826,042 0.01 $823,404
Gracie Point International Funding, Series 2023-2 A 6.59828% 01-MAR-2027, 6.60%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 808,251 $818,870 $818,870 0.01 $810,574
Connecticut Avenue Securities, Series 2021-R03 1M1 5.15517% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 796,574 $800,217 $800,217 0.01 $795,933
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 748,942 $774,556 $774,556 0.01 $769,474
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 839,552 $758,055 $758,055 0.01 $756,166
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 745,808 $753,475 $753,475 0.01 $750,399
FREMF 2019-KF70 Mortgage Trust C 10.42603% 25-SEP-2029, 10.43%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $733,247 $733,247 0.01 $725,696
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 756,426 $727,951 $727,951 0.01 $725,398
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 722,088 $718,321 $718,321 0.01 $715,719
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 706,992 $711,686 $711,686 0.01 $708,770
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 748,724 $703,908 $703,908 0.01 $701,661
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.60517% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 684,896 $689,743 $689,743 0.01 $685,975
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 753,015 $657,139 $657,139 0.01 $655,445
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 667,035 $637,831 $637,831 0.01 $635,580
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 689,592 $605,501 $605,501 0.01 $604,208
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 624,290 $602,622 $602,622 0.01 $600,515
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 631,330 $601,297 $601,297 0.01 $599,403
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 654,243 $595,700 $595,700 0.01 $593,982
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 627,380 $591,065 $591,065 0.01 $589,183
MHC Commercial Mortgage Trust 2021-MHC A 5.257442% 15-APR-2038, 5.26%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $586,874 $586,874 0.01 $585,761
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 561,757 $529,883 $529,883 0.01 $528,830
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 528,418 $501,877 $501,877 0.01 $500,292
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 494,074 $498,850 $498,850 0.01 $496,497
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 535,936 $488,019 $488,019 0.01 $486,612
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 459,179 $461,349 $461,349 0.01 $460,253
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 441,147 $421,901 $421,901 0.01 $420,412
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 443,129 $415,945 $415,945 0.01 $414,615
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 485,541 $410,038 $410,038 0.01 $408,945
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 447,083 $407,279 $407,279 0.01 $406,105
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 440,820 $391,688 $391,688 0.01 $390,696
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 408,429 $390,610 $390,610 0.01 $389,232
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 391,277 $352,496 $352,496 0.01 $351,469
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 367,817 $345,910 $345,910 0.01 $344,806
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 344,327 $320,037 $320,037 0.01 $319,004
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 333,947 $313,280 $313,280 0.01 $312,278
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 344,248 $309,005 $309,005 0.01 $308,230
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 293,932 $294,923 $294,923 0.01 $294,273
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 309,080 $292,425 $292,425 0.00 $291,498
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 310,840 $291,771 $291,771 0.00 $290,839
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 296,262 $285,951 $285,951 0.00 $284,951
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 302,909 $284,612 $284,612 0.00 $283,704
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 287,888 $283,369 $283,369 0.00 $282,722
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 317,526 $280,492 $280,492 0.00 $279,777
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 279,180 $269,464 $269,464 0.00 $268,522
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 265,662 $267,044 $267,044 0.00 $266,421
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 276,140 $259,461 $259,461 0.00 $258,632
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 273,676 $248,333 $248,333 0.00 $247,614
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 255,576 $245,742 $245,742 0.00 $245,263
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 252,048 $244,819 $244,819 0.00 $243,969
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 245,436 $236,917 $236,917 0.00 $236,089
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $229,988 $229,988 0.00 $229,988
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 250,649 $226,318 $226,318 0.00 $225,754
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 240,094 $225,365 $225,365 0.00 $224,645
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 235,611 $223,169 $223,169 0.00 $222,462
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 230,859 $220,752 $220,752 0.00 $219,973
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 224,343 $210,915 $210,915 0.00 $210,242
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,159 $198,009 $198,009 0.00 $197,316
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 190,938 $184,311 $184,311 0.00 $183,667
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 201,235 $181,701 $181,701 0.00 $181,248
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,030 $178,842 $178,842 0.00 $178,211
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 177,222 $176,781 $176,781 0.00 $176,665
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 196,785 $173,440 $173,440 0.00 $172,997
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 179,275 $173,027 $173,027 0.00 $172,422
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 178,866 $172,632 $172,632 0.00 $172,028
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 167,559 $157,438 $157,438 0.00 $156,936
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 173,303 $156,994 $156,994 0.00 $156,604
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 159,184 $153,192 $153,192 0.00 $152,655
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 157,031 $147,546 $147,546 0.00 $147,075
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 146,709 $134,085 $134,085 0.00 $133,645
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 147,989 $133,877 $133,877 0.00 $133,544
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 137,098 $131,095 $131,095 0.00 $130,632
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 129,823 $124,140 $124,140 0.00 $123,701
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 127,967 $123,331 $123,331 0.00 $122,899
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 133,714 $122,726 $122,726 0.00 $122,325
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 136,001 $122,341 $122,341 0.00 $122,035
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 120,098 $110,596 $110,596 0.00 $110,281
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,137 $108,229 $108,229 0.00 $107,850
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 112,262 $106,648 $106,648 0.00 $106,269
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 111,609 $105,985 $105,985 0.00 $105,650
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,882 $104,132 $104,132 0.00 $103,765
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 109,819 $101,131 $101,131 0.00 $100,843
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 100,733 $97,566 $97,566 0.00 $97,226
Fannie Mae REMIC Trust 2013-130 FN 4.76965% 25-OCT-2042, 4.81%, 10/25/42 FNR 2013-130 3136AHG53 - - 96,495 $95,588 $95,588 0.00 $95,160
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 101,202 $87,090 $87,090 0.00 $86,862
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 91,999 $79,170 $79,170 0.00 $78,963
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,341 $77,640 $77,640 0.00 $77,346
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,182 $76,667 $76,667 0.00 $76,415
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 80,202 $71,991 $71,991 0.00 $71,810
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 83,522 $71,875 $71,875 0.00 $71,687
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,338 $63,722 $63,722 0.00 $63,559
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 70,269 $62,306 $62,306 0.00 $62,148
Fannie Mae REMIC Trust 2006-20 GF 4.76965% 25-APR-2036, 4.81%, 04/25/36 FNR 2006-20 31395BU43 - - 57,680 $57,337 $57,337 0.00 $57,082
Fannie Mae REMIC Trust 2010-109 BS 6.2876% 25-OCT-2040, 6.29%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $56,720 $56,720 0.00 $56,525
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 58,259 $56,446 $56,446 0.00 $56,314
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 54,603 $53,330 $53,330 0.00 $53,207
Freddie Mac Multiclass Certificates, Series 3380 FM 5.00833% 15-OCT-2037, 5.04%, 10/15/37 FHR 3380 31397KTJ0 - - 45,531 $45,466 $45,466 0.00 $45,383
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 44,500 $44,647 $44,647 0.00 $44,534
Freddie Mac Multiclass Certificates, Series 3721 FB 4.91833% 15-SEP-2040, 4.95%, 09/15/40 FHR 3721 3137GAD20 - - 44,697 $44,517 $44,517 0.00 $44,437
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 45,684 $43,778 $43,778 0.00 $43,675
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,189 $41,690 $41,690 0.00 $41,544
Ginnie Mae REMIC Trust 2008-013 FB 4.93206% 20-FEB-2038, 4.97%, 02/20/38 GNR 2008-13 38375PNL1 - - 41,193 $41,057 $41,057 0.00 $41,012
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 38,720 $37,196 $37,196 0.00 $37,109
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,257 $35,217 $35,217 0.00 $35,117
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 34,150 $33,059 $33,059 0.00 $32,982
Ginnie Mae REMIC Trust 2007-040 FG 4.75206% 20-JUL-2037, 4.79%, 07/20/37 GNR 2007-40 38375KZS4 - - 31,533 $31,225 $31,225 0.00 $31,192
Ginnie Mae REMIC Trust 2004-069 CF 4.83206% 20-JUL-2034, 4.87%, 07/20/34 GNR 2004-69 38374JAT3 - - 27,722 $27,650 $27,650 0.00 $27,620
Ginnie Mae REMIC Trust 2010-133 FD 4.88449% 16-OCT-2040, 4.88%, 10/16/40 GNR 2010-133 38377MHV1 - - 25,769 $25,744 $25,744 0.00 $25,702
Fannie Mae REMIC Trust 2013-2 QF 4.91965% 25-FEB-2043, 4.96%, 02/25/43 FNR 2013-2 3136AB4P5 - - 25,156 $25,161 $25,161 0.00 $25,046
Ginnie Mae REMIC Trust 2007-059 FA 4.93206% 20-OCT-2037, 4.97%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,138 $25,053 $25,053 0.00 $25,026
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,667 $22,938 $22,938 0.00 $22,858
Ginnie Mae REMIC Trust 2007-037 FW 4.74206% 20-JUN-2037, 4.78%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,352 $20,141 $20,141 0.00 $20,119
Ginnie Mae REMIC Trust 2008-016 FC 4.93206% 20-FEB-2038, 4.97%, 02/20/38 GNR 2008-16 383742FU2 - - 20,140 $20,077 $20,077 0.00 $20,055
Ginnie Mae REMIC Trust 2004-059 FP 4.75449% 16-AUG-2034, 4.75%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,098 $20,042 $20,042 0.00 $20,010
Ginnie Mae REMIC Trust 2005-065 FA 4.58206% 20-AUG-2035, 4.62%, 08/20/35 GNR 2005-65 38374LL25 - - 19,800 $19,516 $19,516 0.00 $19,495
Fannie Mae REMIC Trust 2002-53 FK 4.81965% 25-APR-2032, 4.86%, 04/25/32 FNR 2002-53 31392EHN3 - - 18,085 $18,098 $18,098 0.00 $18,017
Freddie Mac Multiclass Certificates, Series 2426 FL 5.06833% 15-MAR-2032, 5.10%, 03/15/32 FHR 2426 31339W7G5 - - 17,995 $18,096 $18,096 0.00 $18,063
Ginnie Mae REMIC Trust 2005-048 AF 4.63206% 20-JUN-2035, 4.67%, 06/20/35 GNR 2005-48 38374LHM6 - - 16,720 $16,515 $16,515 0.00 $16,497
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,615 $15,619 $15,619 0.00 $15,579
Fannie Mae REMIC Trust 2005-83 KT 4.71965% 25-OCT-2035, 4.76%, 10/25/35 FNR 2005-83 31394FUL7 - - 15,476 $15,397 $15,397 0.00 $15,329
Fannie Mae REMIC Trust 2007-89 GF 4.93965% 25-SEP-2037, 4.98%, 09/25/37 FNR 2007-89 31396XPM0 - - 14,512 $14,564 $14,564 0.00 $14,498
Freddie Mac Multiclass Certificates, Series 2551 FD 4.81833% 15-JAN-2033, 4.85%, 01/15/33 FHR 2551 31393JAZ1 - - 13,183 $13,179 $13,179 0.00 $13,156
Ginnie Mae REMIC Trust 2012-075 FP 4.73206% 20-JUL-2041, 4.77%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,569 $12,515 $12,515 0.00 $12,502
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,922 $11,451 $11,451 0.00 $11,422
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.8041% 15-FEB-2032, 4.80%, 02/15/32 FHR 2410 31339NJN7 - - 10,481 $10,443 $10,443 0.00 $10,425
Ginnie Mae REMIC Trust 2007-061 FA 4.93206% 20-OCT-2037, 4.97%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,466 $10,431 $10,431 0.00 $10,419
Fannie Mae REMIC Trust 2010-123 FL 4.84965% 25-NOV-2040, 4.89%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,975 $9,956 $9,956 0.00 $9,911
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,274 $9,884 $9,884 0.00 $9,865
Fannie Mae REMIC Trust 2003-87 FG 4.91965% 25-SEP-2033, 4.96%, 09/25/33 FNR 2003-87 31393E4W6 - - 9,237 $9,256 $9,256 0.00 $9,212
Freddie Mac Multiclass Certificates, Series 3028 FM 4.66833% 15-SEP-2035, 4.70%, 09/15/35 FHR 3028 31396AFB5 - - 9,250 $9,209 $9,209 0.00 $9,193
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,168 $9,093 $9,093 0.00 $9,058
Freddie Mac Multiclass Certificates, Series 3738 FD 4.71833% 15-AUG-2040, 4.75%, 08/15/40 FHR 3738 3137GAYQ4 - - 8,845 $8,853 $8,853 0.00 $8,837
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 8,946 $8,606 $8,606 0.00 $8,589
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 8,817 $8,483 $8,483 0.00 $8,467
Fannie Mae REMIC Trust 2002-16 VF 4.96965% 25-APR-2032, 5.01%, 04/25/32 FNR 2002-16 31392CWW0 - - 7,900 $7,937 $7,937 0.00 $7,900
Fannie Mae REMIC Trust 2012-100 FG 4.81965% 25-SEP-2042, 4.86%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,989 $7,911 $7,911 0.00 $7,875
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,596 $7,298 $7,298 0.00 $7,284
Ginnie Mae REMIC Trust 2007-018 FD 4.73206% 20-APR-2037, 4.77%, 04/20/37 GNR 2007-18 38375JC86 - - 7,347 $7,264 $7,264 0.00 $7,256
Ginnie Mae REMIC Trust 2010-006 FG 5.05449% 16-JAN-2040, 5.05%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,143 $7,150 $7,150 0.00 $7,138
Fannie Mae REMIC Trust 2010-95 FB 4.81965% 25-SEP-2040, 4.86%, 09/25/40 FNR 2010-95 31398NEX8 - - 6,674 $6,668 $6,668 0.00 $6,637
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,636 $4,475 $4,475 0.00 $4,460
Ginnie Mae REMIC Trust 1999-27 FE 4.85449% 16-AUG-2029, 4.85%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,314 $3,317 $3,317 0.00 $3,311
Freddie Mac Multiclass Certificates, Series 2469 FE 4.91833% 15-JUL-2032, 4.95%, 07/15/32 FHR 2469 31392RC58 - - 2,243 $2,245 $2,245 0.00 $2,241
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,254 $2,023 $2,023 0.00 $2,018
Ginnie Mae REMIC Trust 2010-125 VF 4.78206% 20-JUN-2040, 4.82%, 06/20/40 GNR 2010-125 38377JYJ6 - - 390.00 $388 $388 0.00 $388
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 3,170 $343,127,736 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -645.00 $-75,061,875 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -586.00 $-66,135,594 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -236.00 $-26,192,312 $0 0.00 $0
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/25 FNCL 01F032682 - - -95,653,000 $-85,435,251 $-85,435,251 -1.45 $-85,435,251
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/25 FNCL 01F060683 - - -286,005,000 $-289,714,485 $-289,714,485 -4.92 $-289,714,485
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - -474,423,000 $-461,280,060 $-461,280,060 -7.84 $-461,280,060
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/25 FNCL 01F040685 - - -575,916,155 $-530,999,878 $-530,999,878 -9.02 $-530,999,878
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - -590,728,638 $-559,862,476 $-559,862,476 -9.52 $-559,862,476
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - -755,024,239 $-750,334,028 $-750,334,028 -12.75 $-750,334,028
SEGREGATED CASH SEGCASH - $0.00 7,720,764 $7,720,764 $7,720,764 0.13 $7,720,764
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,380,686,060 $-1,380,686,060 $-1,380,686,060 -23.47 $-1,380,686,060

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