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For professional investors in Mexico

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of January 8, 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% February Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - 1,484,544,894 $1,254,257,836 $1,254,257,836 17.84 $1,254,257,836
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - 721,596,155 $683,648,856 $683,648,856 9.73 $683,648,856
UMBS TBA 30yr 3% February Delivery, 3.00%, 02/12/26 FNCL 01F030629 - - 744,569,354 $657,022,145 $657,022,145 9.34 $657,022,145
GNMA II TBA 30yr 2.5% January Delivery, 2.50%, 01/22/26 G2SF 21H022614 - - 740,243,414 $638,787,132 $638,787,132 9.08 $638,787,132
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - 693,895,081 $586,334,404 $586,334,404 8.33 $586,334,404
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - 456,492,167 $468,580,080 $468,580,080 6.66 $468,580,080
GNMA II TBA 30yr 5% January Delivery, 5.00%, 01/22/26 G2SF 21H050615 - - 411,201,194 $410,198,274 $410,198,274 5.83 $410,198,274
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - 389,438,442 $394,906,158 $394,906,158 5.61 $394,906,158
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - 354,908,342 $346,042,377 $346,042,377 4.92 $346,042,377
UMBS TBA 30yr 2% February Delivery, 2.00%, 02/12/26 FNCL 01F020620 - - 402,248,255 $324,874,596 $324,874,596 4.62 $324,874,596
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - 324,098,894 $323,173,916 $323,173,916 4.59 $323,173,916
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - 363,677,795 $321,042,392 $321,042,392 4.56 $321,042,392
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 182,782,552 $190,192,178 $190,192,178 2.70 $186,663,903
GNMA II TBA 30yr 5.5% January Delivery, 5.50%, 01/22/26 G2SF 21H052611 - - 183,586,000 $185,526,504 $185,526,504 2.64 $185,526,504
GNMA II TBA 30yr 3% January Delivery, 3.00%, 01/22/26 G2SF 21H030617 - - 203,159,962 $182,777,126 $182,777,126 2.60 $182,777,126
Fannie Mae REMIC Trust 2025-12 FC 5.1718% 25-MAR-2055, 4.97%, 03/25/55 FNR 2025-12 3136BVFC7 - - 151,650,274 $152,495,154 $152,495,154 2.17 $152,201,801
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 125,804,161 $135,416,062 $135,416,062 1.92 $130,225,602
GNMA II TBA 30yr 3.5% January Delivery, 3.50%, 01/22/26 G2SF 21H032613 - - 147,859,377 $134,651,542 $134,651,542 1.91 $134,651,542
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,045,094 $133,071,978 $133,071,978 1.89 $132,155,317
GNMA II TBA 30yr 4.5% January Delivery, 4.50%, 01/22/26 G2SF 21H042612 - - 127,692,488 $124,357,799 $124,357,799 1.77 $124,357,799
Freddie Mac Pool|6|11/01/2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,847,444 $122,260,770 $122,260,770 1.74 $122,005,434
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 117,110,671 $117,747,255 $117,747,255 1.67 $116,153,867
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 111,948,465 $108,906,175 $108,906,175 1.55 $107,399,072
GNMA II TBA 30yr 4% January Delivery, 4.00%, 01/22/26 G2SF 21H040616 - - 114,954,688 $108,410,433 $108,410,433 1.54 $108,410,433
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 105,535,647 $102,725,566 $102,725,566 1.46 $101,246,860
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 97,915,558 $101,973,976 $101,973,976 1.45 $100,560,296
UMBS TBA 30yr 6.5% February Delivery, 6.50%, 02/12/26 FNCL 01F062622 - - 92,975,000 $96,627,988 $96,627,988 1.37 $96,627,988
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - 92,975,000 $96,606,604 $96,606,604 1.37 $96,606,604
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 85,831,015 $89,960,940 $89,960,940 1.28 $88,576,710
Fannie Mae Pool|6|10/01/2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 86,081,507 $89,310,562 $89,310,562 1.27 $89,124,052
UMBS TBA 30yr 3.5% January Delivery, 3.50%, 01/14/26 FNCL 01F032617 - - 95,653,000 $88,302,928 $88,302,928 1.26 $88,302,928
Freddie Mac Multiclass Certificates, Series 5544 FC 5.0718% 25-JUN-2055, 4.87%, 06/25/55 FHR 5544 3137HLNP3 - - 86,494,377 $86,797,714 $86,797,714 1.23 $86,633,763
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 82,161,525 $83,192,771 $83,192,771 1.18 $81,490,258
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,065,265 $78,482,570 $78,482,570 1.12 $77,378,501
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,414,925 $78,464,993 $78,464,993 1.12 $77,682,703
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 80,242,311 $78,154,100 $78,154,100 1.11 $76,838,356
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 69,491,747 $72,493,652 $72,493,652 1.03 $71,512,375
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,533,007 $71,427,766 $71,427,766 1.02 $70,585,899
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 65,485,152 $69,285,671 $69,285,671 0.98 $67,688,459
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 57,366,828 $60,233,176 $60,233,176 0.86 $58,971,706
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 55,406,710 $60,007,550 $60,007,550 0.85 $57,958,633
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,412,400 $57,071,266 $57,071,266 0.81 $56,554,438
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,019,624 $52,351,076 $52,351,076 0.74 $51,459,101
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,304,347 $52,167,223 $52,167,223 0.74 $51,739,001
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,539,081 $51,305,684 $51,305,684 0.73 $50,967,252
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.62419% 25-FEB-2042, 7.62%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 49,687,745 $51,302,229 $51,302,229 0.73 $51,154,907
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,839,639 $51,153,223 $51,153,223 0.73 $50,779,218
Fannie Mae REMIC Trust 2025-9 FA 5.2718% 25-MAR-2055, 5.07%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,115,838 $50,479,895 $50,479,895 0.72 $50,381,002
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,026,090 $49,693,445 $49,693,445 0.71 $48,562,214
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,378,662 $48,742,910 $48,742,910 0.69 $48,384,739
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,847,004 $47,939,868 $47,939,868 0.68 $47,294,374
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,666,476 $46,683,690 $46,683,690 0.66 $45,861,920
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,496,185 $44,430,446 $44,430,446 0.63 $43,709,345
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 42,457,688 $41,082,299 $41,082,299 0.58 $40,605,473
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,290,385 $41,018,078 $41,018,078 0.58 $40,378,716
Radian Mortgage Capital Trust 2025-J4 A25 5.42419% 25-MAR-2056, 5.42%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 38,457,815 $40,818,098 $40,818,098 0.58 $38,531,112
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.27%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 40,317,837 $40,519,867 $40,519,867 0.58 $40,434,074
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,898,170 $40,487,543 $40,487,543 0.58 $39,173,288
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,213,702 $40,313,252 $40,313,252 0.57 $39,833,196
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,094,609 $39,846,086 $39,846,086 0.57 $39,262,062
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 36,726,321 $39,329,707 $39,329,707 0.56 $37,989,700
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,185,108 $38,875,361 $38,875,361 0.55 $38,778,169
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,189,593 $38,861,083 $38,861,083 0.55 $38,423,772
OBX 2025-J3 TRUST FLTG 2055 AF, 5.37%, 10/25/55 OBX 2025-J3 67449KAU7 - - 38,485,869 $38,565,260 $38,565,260 0.55 $38,484,826
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 36,754,086 $37,767,419 $37,767,419 0.54 $37,722,497
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,677,997 $37,693,951 $37,693,951 0.54 $37,200,584
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,732,261 $37,391,255 $37,391,255 0.53 $36,821,088
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,618,480 $36,808,051 $36,808,051 0.52 $36,475,640
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,978,010 $36,673,329 $36,673,329 0.52 $36,016,516
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 34,058,696 $36,478,508 $36,478,508 0.52 $35,204,631
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,355,525 $36,212,961 $36,212,961 0.51 $35,720,059
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,976,044 $36,047,852 $36,047,852 0.51 $35,395,937
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,014,168 $33,938,916 $33,938,916 0.48 $33,112,116
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,521,810 $33,777,549 $33,777,549 0.48 $33,467,454
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,595,110 $33,053,148 $33,053,148 0.47 $32,541,534
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,529,436 $32,287,084 $32,287,084 0.46 $32,043,279
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,089,463 $32,122,956 $32,122,956 0.46 $31,820,818
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,879,697 $31,508,138 $31,508,138 0.45 $30,808,298
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,574,223 $31,315,925 $31,315,925 0.45 $30,595,765
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,097,305 $30,953,063 $30,953,063 0.44 $30,352,292
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,664,329 $30,880,519 $30,880,519 0.44 $30,661,273
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,057,590 $30,747,531 $30,747,531 0.44 $30,278,663
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,079,928 $30,232,929 $30,232,929 0.43 $30,044,178
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,255,836 $29,467,881 $29,467,881 0.42 $29,010,913
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,214,590 $29,322,328 $29,322,328 0.42 $28,923,423
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 29,295,754 $29,273,696 $29,273,696 0.42 $28,880,798
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,479,940 $28,520,721 $28,520,721 0.41 $28,060,691
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,199,745 $28,487,105 $28,487,105 0.40 $27,965,623
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,794,565 $27,865,767 $27,865,767 0.40 $27,561,876
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 26,385,429 $26,719,653 $26,719,653 0.38 $26,643,742
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,629,909 $26,029,412 $26,029,412 0.37 $25,736,845
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 25,876,562 $25,981,795 $25,981,795 0.37 $25,894,839
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,643,475 $25,186,030 $25,186,030 0.36 $24,891,780
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 24,864,024 $25,090,009 $25,090,009 0.36 $24,945,660
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,015,809 $25,036,624 $25,036,624 0.36 $24,797,917
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,990,227 $24,990,227 0.36 $24,920,117
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,849,834 $23,970,877 $23,970,877 0.34 $23,650,169
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,204,600 $23,394,256 $23,394,256 0.33 $23,138,283
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.52419% 25-FEB-2045, 5.52%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,138,513 $23,138,513 0.33 $23,088,973
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,271,876 $23,085,210 $23,085,210 0.33 $22,251,616
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,058,441 $22,692,130 $22,692,130 0.32 $22,028,351
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,166,107 $22,303,846 $22,303,846 0.32 $21,836,423
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,538,984 $22,296,905 $22,296,905 0.32 $22,198,171
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,764,114 $22,196,472 $22,196,472 0.32 $22,138,290
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,704,735 $22,086,691 $22,086,691 0.31 $21,782,054
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,175,522 $21,598,302 $21,598,302 0.31 $21,274,347
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,143,576 $21,509,219 $21,509,219 0.31 $21,297,741
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,450,829 $21,256,678 $21,256,678 0.30 $20,883,029
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.97419% 25-SEP-2041, 5.97%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 20,964,288 $21,169,058 $21,169,058 0.30 $21,120,352
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.37419% 25-OCT-2041, 11.37%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,074,766 $21,074,766 0.30 $20,790,446
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,932,000 $21,064,311 $21,064,311 0.30 $20,948,600
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.12419% 25-MAR-2042, 9.12%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,063,816 $21,063,816 0.30 $20,992,782
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.62419% 25-JUN-2042, 10.62%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,236,656 $20,977,912 $20,977,912 0.30 $20,765,467
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,920,521 $20,920,521 0.30 $20,696,150
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,713,134 $20,685,264 $20,685,264 0.29 $20,327,103
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,805,126 $20,601,554 $20,601,554 0.29 $20,352,411
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,729,665 $20,551,565 $20,551,565 0.29 $19,906,045
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,010,440 $20,455,304 $20,455,304 0.29 $20,207,888
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,132,435 $20,383,517 $20,383,517 0.29 $20,128,226
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,226,651 $20,282,185 $20,282,185 0.29 $20,175,497
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,728,454 $20,190,105 $20,190,105 0.29 $20,161,892
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,681,361 $19,681,361 0.28 $19,653,999
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,446,283 $19,270,910 $19,270,910 0.27 $19,032,367
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 18,935,692 $19,181,670 $19,181,670 0.27 $19,007,758
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,703,659 $19,103,162 $19,103,162 0.27 $18,902,936
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,340,682 $18,861,208 $18,861,208 0.27 $18,715,266
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,492,932 $18,598,769 $18,598,769 0.26 $18,501,832
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,672,452 $18,342,011 $18,342,011 0.26 $18,209,109
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,984,442 $18,305,779 $18,305,779 0.26 $18,176,139
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,993,896 $18,054,768 $18,054,768 0.26 $17,843,256
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,814,689 $17,814,689 0.25 $17,675,085
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $17,798,078 $17,798,078 0.25 $17,762,099
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,928,233 $17,646,688 $17,646,688 0.25 $17,514,350
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,318,671 $17,318,671 0.25 $17,270,877
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,348,038 $17,292,353 $17,292,353 0.25 $17,115,858
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,654,901 $17,215,327 $17,215,327 0.24 $17,003,359
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,476,772 $17,060,009 $17,060,009 0.24 $15,036,192
GCAT 2025-INV5 TRUST FLT 2055 A28, 5.49%, 12/25/55 GCAT 2025-INV5 36173VBA3 - - 16,732,000 $16,767,560 $16,767,560 0.24 $16,731,866
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,174,541 $16,546,365 $16,546,365 0.24 $16,436,742
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,640,257 $16,371,791 $16,371,791 0.23 $16,218,230
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,278,216 $16,165,831 $16,165,831 0.23 $15,792,266
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,994,140 $16,126,958 $16,126,958 0.23 $15,867,549
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 9.12419% 25-MAY-2042, 9.32%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $16,009,350 $16,009,350 0.23 $15,875,677
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,533,261 $15,887,200 $15,887,200 0.23 $15,024,573
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.53%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,803,488 $15,803,488 0.22 $15,767,317
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,726,369 $15,726,369 0.22 $15,687,288
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,555,170 $15,603,660 $15,603,660 0.22 $15,337,876
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 $15,521,968 $15,521,968 0.22 $15,402,483
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,745,643 $14,894,252 $14,894,252 0.21 $14,812,537
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,240,113 $14,871,373 $14,871,373 0.21 $14,807,026
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,720,248 $14,796,952 $14,796,952 0.21 $14,707,935
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,563,151 $14,666,164 $14,666,164 0.21 $14,019,496
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,406,384 $14,492,486 $14,492,486 0.21 $14,483,402
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,171,525 $14,325,122 $14,325,122 0.20 $14,241,338
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,768,957 $14,149,880 $14,149,880 0.20 $14,049,417
BMP Commercial Mortgage Trust 2024-MF23 A 5.12206% 15-JUN-2041, 5.12%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,069,990 $14,069,990 0.20 $14,020,192
Fannie Mae Pool|5.5|11/01/2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,591,042 $14,036,862 $14,036,862 0.20 $14,009,868
Fannie Mae Pool|5.5|03/01/2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,576,977 $14,022,335 $14,022,335 0.20 $13,995,370
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,228,807 $13,988,203 $13,988,203 0.20 $13,968,836
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,785,292 $13,970,771 $13,970,771 0.20 $13,935,345
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,147,569 $13,907,007 $13,907,007 0.20 $13,845,780
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.09621% 25-OCT-2057, 6.10%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,232,587 $13,691,634 $13,691,634 0.19 $13,660,263
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,478,236 $13,536,854 $13,536,854 0.19 $13,365,399
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,495,302 $13,495,302 0.19 $13,285,030
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,235,525 $13,347,992 $13,347,992 0.19 $13,110,289
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,600,855 $13,345,613 $13,345,613 0.19 $13,024,823
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,432,329 $13,259,799 $13,259,799 0.19 $12,850,625
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,138,261 $13,138,261 0.19 $13,095,283
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,172,316 $12,937,722 $12,937,722 0.18 $12,581,865
Connecticut Avenue Securities, Series 2021-R03 1M2 5.52419% 25-DEC-2041, 5.52%, 12/25/41 CAS 2021-R03 20754AAB9 - - 12,716,693 $12,862,130 $12,862,130 0.18 $12,772,154
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,823,515 $12,826,258 $12,826,258 0.18 $12,221,328
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,834,108 $12,658,123 $12,658,123 0.18 $12,601,903
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,588,119 $12,618,035 $12,618,035 0.18 $12,482,734
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,663,169 $12,409,314 $12,409,314 0.18 $12,252,810
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,277,429 $12,328,135 $12,328,135 0.18 $12,263,752
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,437,460 $12,292,296 $12,292,296 0.17 $11,822,283
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,680,061 $12,154,032 $12,154,032 0.17 $12,064,803
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,528,358 $12,143,198 $12,143,198 0.17 $12,019,227
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,913,156 $12,025,490 $12,025,490 0.17 $11,959,484
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,877,352 $12,013,437 $12,013,437 0.17 $11,941,862
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,624,427 $11,796,459 $11,796,459 0.17 $11,453,021
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,702,361 $11,760,792 $11,760,792 0.17 $11,688,453
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,482,022 $11,622,558 $11,622,558 0.17 $11,438,391
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,943,601 $11,452,500 $11,452,500 0.16 $11,366,490
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,860,041 $11,387,954 $11,387,954 0.16 $11,081,546
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,023,041 $11,328,114 $11,328,114 0.16 $11,250,189
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,063,184 $11,239,827 $11,239,827 0.16 $11,174,898
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,572,754 $11,225,662 $11,225,662 0.16 $11,069,213
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,075,151 $11,197,234 $11,197,234 0.16 $10,970,357
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,119,727 $11,185,896 $11,185,896 0.16 $11,158,360
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.87419% 25-SEP-2042, 10.87%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $11,018,536 $11,018,536 0.16 $10,973,172
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,864,755 $10,961,133 $10,961,133 0.16 $10,926,047
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,882,911 $10,933,023 $10,933,023 0.16 $10,895,006
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,825,466 $10,862,025 $10,862,025 0.15 $10,734,838
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,738,849 $10,838,264 $10,838,264 0.15 $10,648,945
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,531,384 $10,531,384 0.15 $10,509,077
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,279,015 $10,358,286 $10,358,286 0.15 $10,302,083
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,863,783 $10,299,965 $10,299,965 0.15 $10,195,659
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,436,450 $10,257,217 $10,257,217 0.15 $9,879,553
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.22419% 25-DEC-2041, 6.22%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,246,747 $10,246,747 0.15 $10,222,324
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,894,101 $10,231,316 $10,231,316 0.15 $10,145,805
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,211,868 $10,140,307 $10,140,307 0.14 $10,041,515
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,415,919 $10,137,867 $10,137,867 0.14 $9,992,634
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,075,803 $10,075,803 0.14 $10,049,077
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,757,380 $10,017,258 $10,017,258 0.14 $9,641,310
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,383,719 $9,818,140 $9,818,140 0.14 $9,746,331
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,659,746 $9,659,746 0.14 $9,459,107
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,103,505 $9,649,364 $9,649,364 0.14 $9,469,515
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,428,256 $9,577,213 $9,577,213 0.14 $9,519,590
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,233,311 $9,405,057 $9,405,057 0.13 $9,375,073
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,379,539 $9,379,539 0.13 $9,358,684
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,195,583 $9,303,583 $9,303,583 0.13 $9,249,149
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.47%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,302,619 $9,302,619 0.13 $9,282,919
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,184,687 $9,233,868 $9,233,868 0.13 $8,461,379
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,262,880 $9,153,686 $9,153,686 0.13 $9,137,476
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,885,688 $9,133,484 $9,133,484 0.13 $9,067,970
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,698,477 $9,017,931 $9,017,931 0.13 $9,002,845
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,017,927 $8,944,717 $8,944,717 0.13 $8,881,392
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,924,274 $8,924,274 0.13 $8,841,451
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,784,199 $8,869,958 $8,869,958 0.13 $8,822,227
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,484,007 $8,860,855 $8,860,855 0.13 $8,769,459
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,738,280 $8,829,577 $8,829,577 0.13 $8,779,049
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,704,642 $8,812,853 $8,812,853 0.13 $8,760,636
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,317,534 $8,708,150 $8,708,150 0.12 $8,566,064
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 $8,388,739 $8,388,739 0.12 $8,321,107
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,219,157 $8,262,926 $8,262,926 0.12 $8,209,389
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,767,886 $8,136,317 $8,136,317 0.12 $8,068,057
Fannie Mae REMIC Trust 2022-65 FB 4.67419% 25-SEP-2052, 4.67%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,130,784 $8,094,792 $8,094,792 0.12 $8,080,012
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,526,014 $8,073,258 $8,073,258 0.11 $8,046,259
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,810,648 $7,830,076 $7,830,076 0.11 $7,790,173
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 $7,803,022 $7,803,022 0.11 $7,771,764
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.97%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 7,756,758 $7,775,553 $7,775,553 0.11 $7,760,548
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,802,144 $7,701,699 $7,701,699 0.11 $6,941,683
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,974,944 $7,686,401 $7,686,401 0.11 $7,214,155
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,335,286 $7,569,590 $7,569,590 0.11 $7,550,905
Connecticut Avenue Securities Trust 2025-R01 1M2 5.37419% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,541,121 $7,541,121 0.11 $7,525,392
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,206,435 $7,497,640 $7,497,640 0.11 $7,358,143
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,437,449 $7,444,946 $7,444,946 0.11 $7,403,769
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,426,879 $7,426,879 0.11 $7,385,391
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,228,546 $7,274,251 $7,274,251 0.10 $7,234,204
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,127,407 $7,170,395 $7,170,395 0.10 $7,126,955
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,197,561 $7,122,320 $7,122,320 0.10 $7,111,123
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 7,057,732 $7,097,028 $7,097,028 0.10 $7,073,544
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,841,443 $7,067,641 $7,067,641 0.10 $7,019,105
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 6,942,846 $6,990,911 $6,990,911 0.10 $6,953,389
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,883,059 $6,985,758 $6,985,758 0.10 $6,939,804
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,905,257 $6,905,257 0.10 $6,888,981
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,492,761 $6,763,852 $6,763,852 0.10 $6,711,216
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,292,409 $6,706,862 $6,706,862 0.10 $6,504,122
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,196,933 $6,675,576 $6,675,576 0.09 $6,405,434
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,555,453 $6,565,460 $6,565,460 0.09 $6,529,865
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,565,886 $6,558,367 $6,558,367 0.09 $6,545,600
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,535,240 $6,535,240 0.09 $6,522,018
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,294,508 $6,469,744 $6,469,744 0.09 $6,423,184
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,522,580 $6,450,751 $6,450,751 0.09 $6,423,211
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,996,425 $6,433,796 $6,433,796 0.09 $6,198,180
Connecticut Avenue Securities Trust 2022-R01 1B2 9.87419% 25-DEC-2041, 9.87%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,407,757 $6,407,757 0.09 $6,384,128
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,584,910 $6,407,423 $6,407,423 0.09 $6,317,311
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,372,385 $6,372,385 0.09 $6,355,081
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,294,371 $6,364,819 $6,364,819 0.09 $6,328,888
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,284,909 $6,304,803 $6,304,803 0.09 $6,272,992
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,040,450 $6,289,362 $6,289,362 0.09 $6,244,653
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,010,726 $6,259,600 $6,259,600 0.09 $6,212,962
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,898,947 $6,171,964 $6,171,964 0.09 $6,126,898
Connecticut Avenue Securities Trust 2025-R06 1M1 4.82419% 25-SEP-2045, 4.82%, 09/25/45 CAS 2025-R06 20754YAB7 - - 6,124,145 $6,137,261 $6,137,261 0.09 $6,125,772
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,235,531 $6,062,168 $6,062,168 0.09 $6,040,777
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,951,101 $6,005,773 $6,005,773 0.09 $5,901,280
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,769,976 $5,945,428 $5,945,428 0.08 $5,897,435
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,637,788 $5,870,867 $5,870,867 0.08 $5,827,476
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,812,450 $5,870,786 $5,870,786 0.08 $5,855,579
Connecticut Avenue Securities, Series 2021-R02 2B2 10.07419% 25-NOV-2041, 10.07%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,846,813 $5,846,813 0.08 $5,824,811
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,576,899 $5,835,138 $5,835,138 0.08 $5,792,405
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,864,729 $5,783,669 $5,783,669 0.08 $5,644,792
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,763,020 $5,773,697 $5,773,697 0.08 $5,762,997
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,398,231 $5,742,070 $5,742,070 0.08 $5,596,979
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,348,742 $5,698,654 $5,698,654 0.08 $5,461,342
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,159,320 $5,630,235 $5,630,235 0.08 $5,333,736
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,774,603 $5,629,631 $5,629,631 0.08 $5,603,726
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.12419% 25-MAR-2044, 5.12%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 5,609,894 $5,625,379 $5,625,379 0.08 $5,614,200
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,749,192 $5,624,389 $5,624,389 0.08 $5,547,309
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,601,113 $5,601,113 0.08 $5,589,089
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,514,224 $5,495,272 $5,495,272 0.08 $5,448,629
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,336,242 $5,362,683 $5,362,683 0.08 $5,335,116
BX Trust 2021-SDMF A 4.454% 15-SEP-2034, 4.45%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,356,634 $5,356,634 0.08 $5,340,071
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.62419% 25-SEP-2042, 9.62%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 4,960,000 $5,353,664 $5,353,664 0.08 $5,335,100
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,345,511 $5,345,511 0.08 $5,330,837
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,031,110 $5,325,960 $5,325,960 0.08 $5,200,386
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,018,424 $5,296,638 $5,296,638 0.08 $5,252,911
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,938,209 $5,139,376 $5,139,376 0.07 $5,103,275
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,004,023 $5,121,251 $5,121,251 0.07 $5,087,241
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,954,521 $5,094,579 $5,094,579 0.07 $5,055,805
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 $5,091,348 $5,091,348 0.07 $5,070,088
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,213,160 $5,066,548 $5,066,548 0.07 $5,029,794
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,795,731 $4,976,067 $4,976,067 0.07 $4,940,360
Connecticut Avenue Securities Trust 2022-R02 2B2 11.52419% 25-JAN-2042, 11.52%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 4,655,000 $4,938,660 $4,938,660 0.07 $4,916,282
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,968,644 $4,938,474 $4,938,474 0.07 $4,914,873
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,876,835 $4,876,835 0.07 $4,862,799
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,581,355 $4,869,703 $4,869,703 0.07 $4,833,965
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,662,588 $4,849,617 $4,849,617 0.07 $4,803,034
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 $4,828,543 $4,828,543 0.07 $4,790,507
Connecticut Avenue Securities Trust 2025-R01 1M1 4.97419% 25-JAN-2045, 4.97%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,788,585 $4,800,440 $4,800,440 0.07 $4,791,177
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,615,996 $4,793,477 $4,793,477 0.07 $4,755,039
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,461,884 $4,762,807 $4,762,807 0.07 $4,634,303
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,710,690 $4,710,690 0.07 $4,701,155
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,447,873 $4,613,223 $4,613,223 0.07 $4,582,012
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,253,462 $4,529,570 $4,529,570 0.06 $4,396,574
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,520,403 $4,520,403 0.06 $4,505,613
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,674,545 $4,513,966 $4,513,966 0.06 $4,484,580
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,115,473 $4,504,548 $4,504,548 0.06 $4,253,998
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,390,153 $4,478,441 $4,478,441 0.06 $4,451,981
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,282,406 $4,459,560 $4,459,560 0.06 $4,427,178
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 5.22%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,382,709 $4,422,198 $4,422,198 0.06 $4,410,129
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,364,775 $4,393,128 $4,393,128 0.06 $4,368,871
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,149,507 $4,320,702 $4,320,702 0.06 $4,289,120
Connecticut Avenue Securities Trust 2022-R07 1M2 8.52419% 25-JUN-2042, 8.52%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,306,407 $4,306,407 0.06 $4,292,858
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,262,125 $4,301,415 $4,301,415 0.06 $4,276,464
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,033,507 $4,212,415 $4,212,415 0.06 $4,170,362
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,084,900 $4,210,330 $4,210,330 0.06 $4,180,735
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,399,336 $4,206,146 $4,206,146 0.06 $4,124,653
SREIT Commercial Mortgage Trust 2021-MFP B 4.9448% 15-NOV-2038, 4.94%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,206,003 $4,206,003 0.06 $4,191,602
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,941,296 $4,189,938 $4,189,938 0.06 $4,158,614
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,126,743 $4,183,658 $4,183,658 0.06 $4,157,914
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,145,806 $4,179,004 $4,179,004 0.06 $4,156,139
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,461,666 $4,176,723 $4,176,723 0.06 $3,662,470
Connecticut Avenue Securities Trust 2024-R06 1M2 5.47419% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,148,463 $4,148,463 0.06 $4,139,680
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,925,021 $4,145,995 $4,145,995 0.06 $4,113,028
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,118,663 $4,118,663 0.06 $4,109,725
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,946,601 $4,102,823 $4,102,823 0.06 $4,075,323
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,810,580 $4,055,629 $4,055,629 0.06 $3,941,663
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,027,926 $4,027,926 0.06 $4,019,777
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,986,147 $4,001,149 $4,001,149 0.06 $3,967,488
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 - - 3,948,411 $3,998,493 $3,998,493 0.06 $3,988,069
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,852,989 $3,984,867 $3,984,867 0.06 $3,952,525
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,495,565 $3,979,821 $3,979,821 0.06 $3,911,233
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,975,640 $3,878,984 $3,878,984 0.06 $3,823,780
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,656,224 $3,791,130 $3,791,130 0.05 $3,762,332
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,527,082 $3,777,645 $3,777,645 0.05 $3,645,754
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,666,105 $3,766,751 $3,766,751 0.05 $3,741,311
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,721,173 $3,758,156 $3,758,156 0.05 $3,732,566
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,649,653 $3,692,262 $3,692,262 0.05 $3,670,677
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,326,889 $3,677,593 $3,677,593 0.05 $3,438,825
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,661,274 $3,671,078 $3,671,078 0.05 $3,630,623
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,492,969 $3,632,271 $3,632,271 0.05 $3,606,329
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,412,417 $3,516,370 $3,516,370 0.05 $3,491,276
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,354,975 $3,492,146 $3,492,146 0.05 $3,467,727
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,567,175 $3,482,479 $3,482,479 0.05 $3,422,211
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,345,241 $3,473,941 $3,473,941 0.05 $3,446,006
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,474,460 $3,469,761 $3,469,761 0.05 $3,445,372
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,292,065 $3,431,674 $3,431,674 0.05 $3,403,357
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,465,323 $3,415,093 $3,415,093 0.05 $3,410,377
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,280,198 $3,390,840 $3,390,840 0.05 $3,366,369
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,278,623 $3,370,969 $3,370,969 0.05 $3,346,722
Connecticut Avenue Securities Trust 2024-R02 1M1 4.97419% 25-FEB-2044, 4.97%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,333,432 $3,340,876 $3,340,876 0.05 $3,334,428
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,337,645 $3,244,920 $3,244,920 0.05 $3,202,009
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,331,728 $3,239,513 $3,239,513 0.05 $3,188,601
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.17419% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,950,952 $3,132,661 $3,132,661 0.04 $2,958,317
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,190,022 $3,109,120 $3,109,120 0.04 $3,081,629
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,994,647 $3,108,039 $3,108,039 0.04 $3,084,852
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,029,074 $3,029,074 0.04 $3,008,583
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,884,246 $3,024,062 $3,024,062 0.04 $3,001,394
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,073,860 $3,019,662 $3,019,662 0.04 $2,941,810
BX Trust 2021-BXMF C 5.05627% 15-OCT-2038, 5.06%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,965,938 $2,965,938 0.04 $2,955,552
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,771,287 $2,955,062 $2,955,062 0.04 $2,932,777
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,728,559 $2,935,172 $2,935,172 0.04 $2,809,857
GWT Commercial Mortgage Trust 2024-WLF2 A 5.44136% 15-MAY-2041, 5.44%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,913,832 $2,913,832 0.04 $2,902,874
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,803,953 $2,903,544 $2,903,544 0.04 $2,876,756
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,634,796 $2,901,555 $2,901,555 0.04 $2,723,868
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,947,593 $2,880,034 $2,880,034 0.04 $2,835,002
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.07419% 25-FEB-2050, 5.07%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,891,301 $2,872,212 $2,872,212 0.04 $2,866,284
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,844,771 $2,857,656 $2,857,656 0.04 $2,820,955
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,696,876 $2,786,431 $2,786,431 0.04 $2,766,900
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,782,655 $2,782,655 0.04 $2,765,312
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 $2,772,094 $2,772,094 0.04 $2,764,500
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,635,885 $2,768,372 $2,768,372 0.04 $2,694,256
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - - $2,768,298 $2,768,298 0.04 $0
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,878,617 $2,741,847 $2,741,847 0.04 $2,696,589
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,723,999 $2,738,598 $2,738,598 0.04 $2,733,034
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,607,706 $2,696,688 $2,696,688 0.04 $2,660,872
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,574,040 $2,682,714 $2,682,714 0.04 $2,662,587
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,565,015 $2,669,559 $2,669,559 0.04 $2,651,170
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,704,409 $2,649,785 $2,649,785 0.04 $2,604,242
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.12419% 25-SEP-2041, 10.12%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,583,059 $2,583,059 0.04 $2,573,200
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,422,298 $2,557,406 $2,557,406 0.04 $2,538,325
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,490,495 $2,536,430 $2,536,430 0.04 $2,526,432
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,781,066 $2,495,096 $2,495,096 0.04 $2,480,462
BX Trust 2021-BXMF G 7.214513% 15-OCT-2038, 7.21%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,492,616 $2,492,616 0.04 $2,480,147
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,383,577 $2,483,164 $2,483,164 0.04 $2,465,572
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,373,052 $2,482,377 $2,482,377 0.04 $2,434,356
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,233,648 $2,473,028 $2,473,028 0.04 $2,473,028
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 2,459,983 $2,468,115 $2,468,115 0.04 $2,459,833
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,426,750 $2,438,022 $2,438,022 0.03 $2,427,232
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,306,006 $2,434,904 $2,434,904 0.03 $2,416,462
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,318,997 $2,410,912 $2,410,912 0.03 $2,393,070
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,362,830 $2,400,909 $2,400,909 0.03 $2,384,441
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,389,055 $2,389,055 0.03 $2,375,865
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,338,652 $2,315,415 $2,315,415 0.03 $2,312,005
Connecticut Avenue Securities Trust 2022-R08 1M2 7.47419% 25-JUL-2042, 7.47%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,306,234 $2,306,234 0.03 $2,299,781
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,210,435 $2,296,159 $2,296,159 0.03 $2,277,017
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.22419% 25-APR-2042, 8.42%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 2,174,307 $2,287,381 $2,287,381 0.03 $2,264,658
Connecticut Avenue Securities, Series 2021-R01 1M2 5.42419% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,235,883 $2,245,490 $2,245,490 0.03 $2,240,774
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,113,931 $2,205,958 $2,205,958 0.03 $2,185,395
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,017,925 $2,159,348 $2,159,348 0.03 $2,059,249
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,117,359 $2,152,708 $2,152,708 0.03 $2,144,772
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,064,911 $2,129,069 $2,129,069 0.03 $2,113,796
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,904,142 $2,092,204 $2,092,204 0.03 $1,968,209
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,116,132 $2,061,292 $2,061,292 0.03 $2,030,136
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 2,037,464 $2,057,629 $2,057,629 0.03 $2,049,900
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,966,734 $2,051,988 $2,051,988 0.03 $2,032,906
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,102,070 $2,028,666 $2,028,666 0.03 $2,015,862
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,978,018 $2,017,667 $2,017,667 0.03 $1,959,302
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,906,150 $2,009,493 $2,009,493 0.03 $1,993,943
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.34621% 25-OCT-2057, 6.35%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,940,949 $2,008,004 $2,008,004 0.03 $2,003,214
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,923,650 $2,003,248 $2,003,248 0.03 $1,988,373
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,932,803 $1,977,393 $1,977,393 0.03 $1,972,503
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,964,636 $1,949,132 $1,949,132 0.03 $1,936,367
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,980,091 $1,939,011 $1,939,011 0.03 $1,904,456
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,868,804 $1,938,173 $1,938,173 0.03 $1,925,163
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,846,667 $1,917,282 $1,917,282 0.03 $1,902,292
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,803,722 $1,879,762 $1,879,762 0.03 $1,871,910
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.42419% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,885,610 $1,856,726 $1,856,726 0.03 $1,852,749
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,717,291 $1,808,729 $1,808,729 0.03 $1,794,314
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,836,309 $1,802,986 $1,802,986 0.03 $1,766,166
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,606,484 $1,772,213 $1,772,213 0.03 $1,660,793
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,719,306 $1,745,369 $1,745,369 0.02 $1,738,905
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,772,047 $1,724,978 $1,724,978 0.02 $1,704,358
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,701,124 $1,701,124 0.02 $1,691,703
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,748,029 $1,683,583 $1,683,583 0.02 $1,672,936
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,701,401 $1,681,477 $1,681,477 0.02 $1,679,423
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.22419% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,698,639 $1,669,728 $1,669,728 0.02 $1,666,277
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,589,860 $1,666,916 $1,666,916 0.02 $1,654,271
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,587,630 $1,657,843 $1,657,843 0.02 $1,642,244
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,754,974 $1,656,913 $1,656,913 0.02 $1,645,399
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,543,208 $1,617,960 $1,617,960 0.02 $1,605,887
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,645,164 $1,607,125 $1,607,125 0.02 $1,578,308
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,670,148 $1,587,312 $1,587,312 0.02 $1,565,999
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,495,857 $1,574,496 $1,574,496 0.02 $1,560,782
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,489,896 $1,546,038 $1,546,038 0.02 $1,534,775
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,541,703 $1,520,391 $1,520,391 0.02 $1,484,601
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,500,028 $1,516,625 $1,516,625 0.02 $1,512,926
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,461,845 $1,502,213 $1,502,213 0.02 $1,491,729
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,453,756 $1,467,102 $1,467,102 0.02 $1,461,404
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,495,997 $1,459,495 $1,459,495 0.02 $1,438,854
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,423,140 $1,448,706 $1,448,706 0.02 $1,442,715
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.37419% 25-DEC-2031, 5.37%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,436,130 $1,443,909 $1,443,909 0.02 $1,440,908
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,382,563 $1,439,673 $1,439,673 0.02 $1,429,250
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,478,467 $1,424,202 $1,424,202 0.02 $1,414,954
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,389,851 $1,422,176 $1,422,176 0.02 $1,378,216
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,357,192 $1,402,507 $1,402,507 0.02 $1,392,437
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,377,108 $1,381,353 $1,381,353 0.02 $1,373,380
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,295,052 $1,344,156 $1,344,156 0.02 $1,334,282
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,233,118 $1,292,378 $1,292,378 0.02 $1,282,499
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,535,749 $1,281,156 $1,281,156 0.02 $1,278,903
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,254,009 $1,272,935 $1,272,935 0.02 $1,267,259
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,256,113 $1,249,851 $1,249,851 0.02 $1,241,171
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,175,786 $1,220,838 $1,220,838 0.02 $1,212,500
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.07%, 05/25/45 CAS 2025-R04 20755TAB7 - - 1,215,388 $1,219,838 $1,219,838 0.02 $1,217,440
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,177,320 $1,214,500 $1,214,500 0.02 $1,206,156
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,238,618 $1,211,759 $1,211,759 0.02 $1,195,052
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,203,348 $1,203,348 0.02 $1,198,036
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,363,485 $1,197,220 $1,197,220 0.02 $1,187,419
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,161,060 $1,188,488 $1,188,488 0.02 $1,179,805
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,202,167 $1,177,049 $1,177,049 0.02 $1,156,247
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,209,718 $1,172,526 $1,172,526 0.02 $1,160,557
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,125,746 $1,168,344 $1,168,344 0.02 $1,157,310
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,149,763 $1,163,695 $1,163,695 0.02 $1,158,045
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,097,966 $1,141,718 $1,141,718 0.02 $1,134,133
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,162,767 $1,130,508 $1,130,508 0.02 $1,115,514
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,221,598 $1,121,940 $1,121,940 0.02 $1,112,352
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 1,075,194 $1,085,362 $1,085,362 0.02 $1,080,732
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 892,264 $1,077,218 $1,077,218 0.02 $921,510
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,065,595 $1,063,446 $1,063,446 0.02 $1,056,132
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,090,430 $1,059,178 $1,059,178 0.02 $1,051,388
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,053,159 $1,051,121 $1,051,121 0.01 $1,043,807
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,003,901 $1,036,079 $1,036,079 0.01 $1,024,693
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 967,340 $1,014,164 $1,014,164 0.01 $1,006,630
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,016,906 $958,906 $958,906 0.01 $952,679
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 976,510 $954,422 $954,422 0.01 $939,209
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,004,462 $948,572 $948,572 0.01 $940,945
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 920,688 $946,048 $946,048 0.01 $939,459
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 921,190 $916,372 $916,372 0.01 $910,232
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 917,278 $903,534 $903,534 0.01 $882,240
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 895,219 $899,533 $899,533 0.01 $888,214
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 803,097 $868,339 $868,339 0.01 $830,118
BX Commercial Mortgage Trust 2021-21M A 4.595% 15-OCT-2036, 4.59%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $865,015 $865,015 0.01 $862,262
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 873,625 $820,038 $820,038 0.01 $802,856
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 819,808 $793,894 $793,894 0.01 $788,493
FREMF 2019-KF70 Mortgage Trust C 10.12306% 25-SEP-2029, 10.12%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $784,617 $784,617 0.01 $781,284
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,865 $769,521 $769,521 0.01 $764,381
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.52419% 25-JAN-2034, 5.52%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 751,181 $755,142 $755,142 0.01 $753,528
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 799,122 $748,950 $748,950 0.01 $735,433
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 724,310 $744,110 $744,110 0.01 $717,878
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 696,268 $720,385 $720,385 0.01 $714,349
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 710,094 $693,031 $693,031 0.01 $682,597
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 666,844 $691,928 $691,928 0.01 $690,045
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 668,058 $673,741 $673,741 0.01 $672,073
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 $633,707 $633,707 0.01 $632,020
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 631,534 $623,288 $623,288 0.01 $619,398
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 646,190 $609,031 $609,031 0.01 $605,329
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 587,929 $586,555 $586,555 0.01 $582,366
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 585,793 $578,982 $578,982 0.01 $568,440
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 592,044 $575,406 $575,406 0.01 $571,254
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 634,078 $569,335 $569,335 0.01 $567,662
Connecticut Avenue Securities Trust 2022-R07 1B2 15.87419% 25-JUN-2042, 15.87%, 06/25/42 CAS 2022-R07 20754MAL1 - - 436,201 $509,856 $509,856 0.01 $501,127
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 515,828 $504,782 $504,782 0.01 $500,722
Compass Datacenters Issuer II, Series 2025-1 A2_2501 5.463% 25-MAY-2050, 5.46%, 05/25/50 CMPDC 2025-1A 20469CAB1 - - 500,000 $503,182 $503,182 0.01 $502,120
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 504,193 $489,672 $489,672 0.01 $482,094
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 497,805 $469,463 $469,463 0.01 $466,364
Connecticut Avenue Securities Trust 2022-R01 1M1 4.87419% 25-DEC-2041, 4.87%, 12/25/41 CAS 2022-R01 20754LAA7 - - 467,323 $468,230 $468,230 0.01 $467,344
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.17419% 25-FEB-2042, 5.17%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 445,093 $446,340 $446,340 0.01 $445,445
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $422,215 $422,215 0.01 $419,292
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 435,098 $420,605 $420,605 0.01 $417,417
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 434,064 $409,402 $409,402 0.01 $406,793
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,857 $399,673 $399,673 0.01 $397,140
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 419,092 $387,438 $387,438 0.01 $383,192
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 364,317 $379,614 $379,614 0.01 $376,575
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 386,706 $361,297 $361,297 0.01 $359,097
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 353,116 $342,771 $342,771 0.00 $339,874
Connecticut Avenue Securities Trust 2023-R05 1B1 8.62419% 25-JUN-2043, 8.62%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $335,060 $335,060 0.00 $334,014
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 327,082 $315,180 $315,180 0.00 $312,295
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,083 $307,105 $307,105 0.00 $305,153
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 321,128 $301,813 $301,813 0.00 $294,071
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 302,390 $292,472 $292,472 0.00 $290,285
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 292,625 $291,848 $291,848 0.00 $289,856
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 298,279 $291,235 $291,235 0.00 $288,991
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 296,579 $287,740 $287,740 0.00 $284,527
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 287,758 $280,958 $280,958 0.00 $276,766
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 303,248 $276,935 $276,935 0.00 $274,829
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 266,034 $258,462 $258,462 0.00 $255,872
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 269,184 $252,938 $252,938 0.00 $251,103
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,974 $247,870 $247,870 0.00 $245,995
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 239,665 $246,613 $246,613 0.00 $237,747
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.01%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $231,112 $231,112 0.00 $231,110
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 226,950 $229,125 $229,125 0.00 $224,803
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,940 $225,953 $225,953 0.00 $224,541
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 229,545 $223,303 $223,303 0.00 $220,217
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 221,515 $221,209 $221,209 0.00 $214,752
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 223,971 $220,623 $220,623 0.00 $217,251
Connecticut Avenue Securities, Series 2021-R03 1M1 4.72419% 25-DEC-2041, 4.72%, 12/25/41 CAS 2021-R03 20754AAA1 - - 219,733 $220,149 $220,149 0.00 $219,745
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 236,936 $219,962 $219,962 0.00 $218,052
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,732 $208,239 $208,239 0.00 $206,757
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 212,610 $207,078 $207,078 0.00 $204,376
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,831 $202,270 $202,270 0.00 $200,912
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 190,738 $178,302 $178,302 0.00 $175,537
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,356 $173,756 $173,756 0.00 $169,735
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,758 $173,661 $173,661 0.00 $170,133
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,677 $173,159 $173,159 0.00 $171,897
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,730 $165,800 $165,800 0.00 $161,191
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,155 $159,058 $159,058 0.00 $158,058
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,210 $156,091 $156,091 0.00 $154,822
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 158,468 $154,239 $154,239 0.00 $152,415
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 162,277 $153,941 $153,941 0.00 $149,711
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 152,322 $147,843 $147,843 0.00 $146,504
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,911 $134,145 $134,145 0.00 $133,299
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,174 $132,365 $132,365 0.00 $131,165
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,599 $128,347 $128,347 0.00 $127,469
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,654 $126,982 $126,982 0.00 $126,182
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,067 $124,979 $124,979 0.00 $124,059
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,652 $124,305 $124,305 0.00 $123,433
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 129,173 $120,597 $120,597 0.00 $118,620
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,987 $110,263 $110,263 0.00 $109,520
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,099 $106,907 $106,907 0.00 $105,840
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,878 $106,504 $106,504 0.00 $105,822
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,747 $105,468 $105,468 0.00 $104,746
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,571 $103,289 $103,289 0.00 $102,479
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 104,228 $99,704 $99,704 0.00 $98,408
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,550 $89,418 $89,418 0.00 $88,800
Fannie Mae REMIC Trust 2013-130 FN 4.33867% 25-OCT-2042, 4.34%, 10/25/42 FNR 2013-130 3136AHG53 - - 89,468 $88,756 $88,756 0.00 $88,605
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,369 $78,843 $78,843 0.00 $78,270
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,172 $73,155 $73,155 0.00 $72,671
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,339 $70,521 $70,521 0.00 $69,907
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 74,939 $69,544 $69,544 0.00 $69,227
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,104 $64,737 $64,737 0.00 $64,300
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - - $63,457 $63,457 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,846 $61,153 $61,153 0.00 $60,066
Fannie Mae REMIC Trust 2010-109 BS 9.46957% 25-OCT-2040, 9.47%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $57,109 $57,109 0.00 $56,715
Fannie Mae REMIC Trust 2006-20 GF 4.53628% 25-APR-2036, 4.34%, 04/25/36 FNR 2006-20 31395BU43 - - 53,691 $53,411 $53,411 0.00 $53,320
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 51,650 $51,447 $51,447 0.00 $50,405
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 46,800 $47,424 $47,424 0.00 $45,987
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,701 $42,579 $42,579 0.00 $42,297
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,136 $42,410 $42,410 0.00 $41,806
Freddie Mac Multiclass Certificates, Series 3721 FB 4.7565% 15-SEP-2040, 4.60%, 09/15/40 FHR 3721 3137GAD20 - - 41,575 $41,669 $41,669 0.00 $41,541
Freddie Mac Multiclass Certificates, Series 3380 FM 4.8465% 15-OCT-2037, 4.69%, 10/15/37 FHR 3380 31397KTJ0 - - 40,968 $41,106 $41,106 0.00 $40,978
Ginnie Mae REMIC Trust 2008-013 FB 4.57432% 20-FEB-2038, 4.35%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,234 $39,224 $39,224 0.00 $39,129
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,998 $35,093 $35,093 0.00 $34,814
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,495 $32,022 $32,022 0.00 $31,566
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 30,860 $30,607 $30,607 0.00 $30,090
Ginnie Mae REMIC Trust 2007-040 FG 4.39432% 20-JUL-2037, 4.17%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,602 $29,428 $29,428 0.00 $29,360
Ginnie Mae REMIC Trust 2004-069 CF 4.47432% 20-JUL-2034, 4.25%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,505 $25,522 $25,522 0.00 $25,465
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 24,115 $24,228 $24,228 0.00 $24,123
Fannie Mae REMIC Trust 2013-2 QF 4.68628% 25-FEB-2043, 4.49%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,671 $23,689 $23,689 0.00 $23,647
Ginnie Mae REMIC Trust 2007-059 FA 4.57432% 20-OCT-2037, 4.35%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,673 $23,672 $23,672 0.00 $23,617
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,571 $22,666 $22,666 0.00 $22,498
Ginnie Mae REMIC Trust 2010-133 FD 4.27874% 16-OCT-2040, 4.28%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,455 $21,522 $21,522 0.00 $21,463
Ginnie Mae REMIC Trust 2008-016 FC 4.57432% 20-FEB-2038, 4.35%, 02/20/38 GNR 2008-16 383742FU2 - - 19,053 $19,054 $19,054 0.00 $19,010
Ginnie Mae REMIC Trust 2007-037 FW 4.38432% 20-JUN-2037, 4.16%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,877 $18,742 $18,742 0.00 $18,701
Ginnie Mae REMIC Trust 2004-059 FP 4.14874% 16-AUG-2034, 4.15%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,095 $18,125 $18,125 0.00 $18,077
Ginnie Mae REMIC Trust 2005-065 FA 4.22432% 20-AUG-2035, 4.00%, 08/20/35 GNR 2005-65 38374LL25 - - 18,121 $17,936 $17,936 0.00 $17,898
Freddie Mac Multiclass Certificates, Series 2426 FL 4.9065% 15-MAR-2032, 4.75%, 03/15/32 FHR 2426 31339W7G5 - - 16,344 $16,466 $16,466 0.00 $16,414
Fannie Mae REMIC Trust 2002-53 FK 4.58628% 25-APR-2032, 4.39%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,155 $16,158 $16,158 0.00 $16,130
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,608 $15,502 $15,502 0.00 $15,151
Ginnie Mae REMIC Trust 2005-048 AF 4.27432% 20-JUN-2035, 4.05%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,435 $15,305 $15,305 0.00 $15,272
Fannie Mae REMIC Trust 2005-83 KT 4.48628% 25-OCT-2035, 4.29%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,838 $13,763 $13,763 0.00 $13,740
Fannie Mae REMIC Trust 2007-89 GF 4.70628% 25-SEP-2037, 4.51%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,055 $13,094 $13,094 0.00 $13,070
Freddie Mac Multiclass Certificates, Series 2551 FD 4.6565% 15-JAN-2033, 4.50%, 01/15/33 FHR 2551 31393JAZ1 - - 11,855 $11,880 $11,880 0.00 $11,844
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,303 $11,300 $11,300 0.00 $11,214
Ginnie Mae REMIC Trust 2012-075 FP 4.37432% 20-JUL-2041, 4.15%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,909 $10,940 $10,940 0.00 $10,916
Ginnie Mae REMIC Trust 2007-061 FA 4.57432% 20-OCT-2037, 4.35%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,821 $9,822 $9,822 0.00 $9,799
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.6065% 15-FEB-2032, 4.45%, 02/15/32 FHR 2410 31339NJN7 - - 9,245 $9,248 $9,248 0.00 $9,220
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,954 $9,121 $9,121 0.00 $9,049
Fannie Mae REMIC Trust 2010-123 FL 4.61628% 25-NOV-2040, 4.42%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,092 $9,097 $9,097 0.00 $9,082
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,809 $8,812 $8,812 0.00 $8,547
Freddie Mac Multiclass Certificates, Series 3028 FM 4.34833% 15-SEP-2035, 4.35%, 09/15/35 FHR 3028 31396AFB5 - - 8,076 $8,064 $8,064 0.00 $8,040
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,814 $7,786 $7,786 0.00 $7,580
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,766 $7,753 $7,753 0.00 $7,536
Fannie Mae REMIC Trust 2003-87 FG 4.68628% 25-SEP-2033, 4.49%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,702 $7,726 $7,726 0.00 $7,713
Fannie Mae REMIC Trust 2012-100 FG 4.58628% 25-SEP-2042, 4.39%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,515 $7,453 $7,453 0.00 $7,440
Ginnie Mae REMIC Trust 2007-018 FD 4.37432% 20-APR-2037, 4.15%, 04/20/37 GNR 2007-18 38375JC86 - - 6,891 $6,839 $6,839 0.00 $6,824
Fannie Mae REMIC Trust 2002-16 VF 4.73628% 25-APR-2032, 4.54%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,800 $6,825 $6,825 0.00 $6,813
Ginnie Mae REMIC Trust 2010-006 FG 4.44874% 16-JAN-2040, 4.45%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,686 $6,710 $6,710 0.00 $6,691
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,686 $6,664 $6,664 0.00 $6,477
Freddie Mac Multiclass Certificates, Series 3738 FD 4.39833% 15-AUG-2040, 4.40%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,249 $6,265 $6,265 0.00 $6,247
Fannie Mae REMIC Trust 2010-95 FB 4.58628% 25-SEP-2040, 4.39%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,830 $5,833 $5,833 0.00 $5,823
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,393 $4,426 $4,426 0.00 $4,352
Ginnie Mae REMIC Trust 1999-27 FE 4.24874% 16-AUG-2029, 4.25%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,686 $1,691 $1,691 0.00 $1,684
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,648 $1,521 $1,521 0.00 $1,509
Freddie Mac Multiclass Certificates, Series 2469 FE 4.7565% 15-JUL-2032, 4.60%, 07/15/32 FHR 2469 31392RC58 - - 1,463 $1,466 $1,466 0.00 $1,461
Ginnie Mae REMIC Trust 2010-125 VF 4.42432% 20-JUN-2040, 4.20%, 06/20/40 GNR 2010-125 38377JYJ6 - - 348.00 $348 $348 0.00 $347
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $310,462,595 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,258 $-144,296,531 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -163.00 $-18,296,750 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,669,750 $0 0.00 $0
UMBS TBA 30yr 3.5% February Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - -95,653,000 $-87,934,759 $-87,934,759 -1.25 $-87,934,759
UMBS TBA 30yr 3.5% January Delivery, 3.50%, 01/14/26 FNCL 01F032617 - - -95,653,000 $-88,302,928 $-88,302,928 -1.26 $-88,302,928
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - -92,975,000 $-96,606,604 $-96,606,604 -1.37 $-96,606,604
UMBS TBA 30yr 5% February Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - -294,798,894 $-293,674,826 $-293,674,826 -4.17 $-293,674,826
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - -363,677,795 $-321,042,392 $-321,042,392 -4.56 $-321,042,392
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - -324,098,894 $-323,173,916 $-323,173,916 -4.59 $-323,173,916
UMBS TBA 30yr 4.5% February Delivery, 4.50%, 02/12/26 FNCL 01F042624 - - -354,908,342 $-345,818,430 $-345,818,430 -4.91 $-345,818,430
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - -354,908,342 $-346,042,377 $-346,042,377 -4.92 $-346,042,377
UMBS TBA 30yr 5.5% February Delivery, 5.50%, 02/12/26 FNCL 01F052623 - - -350,505,442 $-355,114,589 $-355,114,589 -5.05 $-355,114,589
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - -389,438,442 $-394,906,158 $-394,906,158 -5.61 $-394,906,158
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - -456,492,167 $-468,580,080 $-468,580,080 -6.66 $-468,580,080
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - -470,167,597 $-482,420,165 $-482,420,165 -6.86 $-482,420,165
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - -693,895,081 $-586,334,404 $-586,334,404 -8.33 $-586,334,404
UMBS TBA 30yr 4% February Delivery, 4.00%, 02/12/26 FNCL 01F040628 - - -677,221,155 $-641,313,535 $-641,313,535 -9.11 $-641,313,535
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - -721,596,155 $-683,648,856 $-683,648,856 -9.72 $-683,648,856
SEGREGATED CASH SEGCASH - $0.00 9,290,251 $9,290,251 $9,290,251 0.13 $9,290,251
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,866,442,655 $-1,866,442,655 $-1,866,442,655 -26.53 $-1,866,442,655

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