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For professional investors in Mexico

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of June 12, 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% July Delivery, 2.50%, 07/13/26 FNCL 01F022675 - 1,382,917,386 $1,154,836,970 $1,154,836,970 16.98 $1,154,836,970
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/20/26 G2SF 21H022671 - 710,603,414 $607,101,184 $607,101,184 8.93 $607,101,184
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/13/26 FNCL 01F030678 - 562,203,862 $489,820,677 $489,820,677 7.21 $489,820,677
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 323,542,634 $320,416,404 $320,416,404 4.72 $315,606,247
UMBS TBA 30yr 2% July Delivery, 2.00%, 07/13/26 FNCL 01F020679 - 360,986,255 $287,988,697 $287,988,697 4.24 $287,988,697
GNMA II TBA 30yr 5% July Delivery, 5.00%, 07/20/26 G2SF 21H050672 - 198,508,194 $195,475,584 $195,475,584 2.88 $195,475,584
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - 191,498,430 $195,324,569 $195,324,569 2.88 $195,324,569
GNMA II TBA 30yr 5.5% July Delivery, 5.50%, 07/20/26 G2SF 21H052678 - 164,697,000 $165,364,023 $165,364,023 2.43 $165,364,023
GNMA II TBA 30yr 3% July Delivery, 3.00%, 07/20/26 G2SF 21H030674 - 182,289,962 $161,837,757 $161,837,757 2.38 $161,837,757
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 137,850,000 $142,603,068 $142,603,068 2.10 $142,603,068
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/13/26 FNCL 01F032674 - 155,843,000 $141,147,628 $141,147,628 2.07 $141,147,628
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 141,732,159 $138,121,883 $138,121,883 2.03 $136,802,560
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,343,827 $129,078,396 $129,078,396 1.90 $128,087,379
GNMA II TBA 30yr 3.5% July Delivery, 3.50%, 07/20/26 G2SF 21H032670 - 132,283,377 $118,463,600 $118,463,600 1.74 $118,463,600
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - 117,256,229 $117,457,910 $117,457,910 1.73 $117,457,910
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 112,409,250 $110,861,654 $110,861,654 1.63 $109,126,119
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 109,286,003 $109,193,494 $109,193,494 1.60 $108,222,601
GNMA II TBA 30yr 4.5% July Delivery, 4.50%, 07/20/26 G2SF 21H042679 - 113,901,488 $109,174,804 $109,174,804 1.60 $109,174,804
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 101,045,323 $102,823,721 $102,823,721 1.51 $102,823,721
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 106,811,436 $102,479,635 $102,479,635 1.51 $100,925,285
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 101,387,636 $97,121,190 $97,121,190 1.43 $95,800,379
GNMA II TBA 30yr 4% July Delivery, 4.00%, 07/20/26 G2SF 21H040673 - 102,070,688 $94,647,189 $94,647,189 1.39 $94,647,189
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,012,557 $93,399,477 $93,399,477 1.37 $92,701,984
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 86,410,663 $86,890,003 $86,890,003 1.28 $85,920,890
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,662,464 $85,931,566 $85,931,566 1.26 $85,212,765
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 85,054,918 $83,901,894 $83,901,894 1.23 $82,968,550
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 77,800,522 $80,412,952 $80,412,952 1.18 $79,181,082
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,107,925 $78,967,351 $78,967,351 1.16 $78,005,129
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 79,336,102 $78,037,121 $78,037,121 1.15 $77,018,937
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 72,056,606 $74,794,469 $74,794,469 1.10 $73,397,056
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 71,836,531 $74,267,619 $74,267,619 1.09 $73,172,887
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 77,064,996 $74,017,047 $74,017,047 1.09 $72,705,715
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 71,983,247 $73,954,174 $73,954,174 1.09 $73,260,580
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,669,394 $68,546,180 $68,546,180 1.01 $67,843,919
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 63,883,585 $66,448,220 $66,448,220 0.98 $65,036,911
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,734,511 $65,428,557 $65,428,557 0.96 $64,917,066
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,954,225 $64,216,410 $64,216,410 0.94 $63,158,919
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 59,010,424 $62,360,075 $62,360,075 0.92 $60,680,977
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 58,591,005 $59,072,561 $59,072,561 0.87 $58,259,623
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,360,448 $58,610,419 $58,610,419 0.86 $57,918,747
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,767,198 $58,207,853 $58,207,853 0.86 $57,370,374
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,635,404 $56,693,876 $56,693,876 0.83 $56,245,134
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 54,782,642 $56,530,785 $56,530,785 0.83 $55,744,578
Freddie Mac Pool|5.5|06/01/2056, 5.50%, 06/01/56 FR 3142GXWC7 - 55,359,159 $56,413,983 $56,413,983 0.83 $56,295,576
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 53,860,462 $54,335,631 $54,335,631 0.80 $53,555,836
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,275,692 $50,178,720 $50,178,720 0.74 $49,787,313
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,276,568 $49,722,063 $49,722,063 0.73 $49,124,263
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,869,897 $48,765,492 $48,765,492 0.72 $48,395,174
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.8621% 25-MAR-2042, 8.86%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 46,021,486 $47,643,505 $47,643,505 0.70 $47,416,924
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,357,212 $47,543,554 $47,543,554 0.70 $47,173,894
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 45,753,875 $47,225,028 $47,225,028 0.69 $46,601,714
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,464,950 $45,671,025 $45,671,025 0.67 $45,173,136
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,192,309 $45,496,092 $45,496,092 0.67 $44,936,709
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 43,457,184 $44,341,664 $44,341,664 0.65 $43,157,724
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 42,556,791 $44,032,304 $44,032,304 0.65 $43,265,606
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,991,517 $42,098,278 $42,098,278 0.62 $41,768,888
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 40,188,785 $41,443,993 $41,443,993 0.61 $40,849,137
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,076,518 $41,443,139 $41,443,139 0.61 $40,843,698
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,184,765 $38,858,263 $38,858,263 0.57 $38,236,125
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,160,557 $37,450,391 $37,450,391 0.55 $36,926,305
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 33,719,507 $36,082,066 $36,082,066 0.53 $34,672,920
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.3621% 25-FEB-2042, 7.36%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $36,052,410 $36,052,410 0.53 $35,908,125
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 35,532,498 $35,967,992 $35,967,992 0.53 $35,838,792
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,206,767 $35,775,189 $35,775,189 0.53 $35,266,934
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,144,418 $35,583,568 $35,583,568 0.52 $34,894,401
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,184,105 $35,271,996 $35,271,996 0.52 $34,812,509
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,034,764 $35,238,487 $35,238,487 0.52 $34,836,188
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,696,611 $35,143,161 $35,143,161 0.52 $34,294,554
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,624,485 $34,535,282 $34,535,282 0.51 $34,249,992
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,609,734 $34,127,488 $34,127,488 0.50 $33,589,933
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 32,878,974 $34,088,500 $34,088,500 0.50 $33,461,186
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 31,288,885 $33,374,885 $33,374,885 0.49 $32,191,682
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,129,156 $32,076,549 $32,076,549 0.47 $31,677,563
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 29,084,851 $31,321,592 $31,321,592 0.46 $29,907,220
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,832,159 $31,081,876 $31,081,876 0.46 $30,657,403
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,750,566 $30,973,818 $30,973,818 0.46 $30,287,670
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,762,284 $29,660,224 $29,660,224 0.44 $29,281,546
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,728,827 $29,289,267 $29,289,267 0.43 $28,449,755
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,016,223 $29,068,296 $29,068,296 0.43 $28,816,274
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 31,155,666 $28,483,266 $28,483,266 0.42 $28,003,729
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,232,864 $28,002,961 $28,002,961 0.41 $27,574,762
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,322,533 $27,991,425 $27,991,425 0.41 $27,648,849
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,487,147 $27,963,624 $27,963,624 0.41 $27,415,933
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 26,347,763 $27,814,421 $27,814,421 0.41 $27,151,686
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,984,959 $26,829,548 $26,829,548 0.39 $26,404,112
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,175,447 $25,390,499 $25,390,499 0.37 $25,145,698
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,539,225 $24,972,550 $24,972,550 0.37 $24,920,063
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,042,338 $24,348,284 $24,348,284 0.36 $24,249,470
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 23,643,262 $24,282,029 $24,282,029 0.36 $23,522,277
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,768,849 $23,891,698 $23,891,698 0.35 $23,172,505
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.2621% 25-FEB-2045, 5.26%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,139,060 $23,139,060 0.34 $23,071,646
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,457,938 $22,035,092 $22,035,092 0.32 $21,863,996
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $21,842,589 $21,842,589 0.32 $21,683,522
Freddie Mac Pool|5.5|09/01/2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,410,077 $21,817,167 $21,817,167 0.32 $21,777,915
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,400,191 $21,447,719 $21,447,719 0.32 $21,278,895
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,059,700 $21,078,916 $21,078,916 0.31 $20,855,794
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,545,853 $21,070,990 $21,070,990 0.31 $20,961,704
Freddie Mac Pool|5.5|05/01/2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,390,712 $20,787,304 $20,787,304 0.31 $20,749,921
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1121% 25-OCT-2041, 11.11%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,680,313 $20,680,313 0.30 $20,361,101
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,251,643 $20,571,682 $20,571,682 0.30 $20,091,836
Freddie Mac Pool|5.5|06/01/2056, 5.50%, 06/01/56 FR 3142K6WP2 - 20,156,412 $20,548,447 $20,548,447 0.30 $20,511,494
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,427,915 $20,536,980 $20,536,980 0.30 $20,310,737
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.3621% 25-JUN-2042, 10.36%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,526,558 $20,526,558 0.30 $20,415,329
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,441,268 $20,441,268 0.30 $20,308,959
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,548,049 $20,354,382 $20,354,382 0.30 $19,916,515
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,073,328 $20,315,500 $20,315,500 0.30 $19,814,676
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,377,890 $19,916,436 $19,916,436 0.29 $19,617,883
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,327,357 $19,822,106 $19,822,106 0.29 $19,659,413
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 18,381,256 $19,764,554 $19,764,554 0.29 $19,118,589
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,111,225 $19,595,730 $19,595,730 0.29 $19,319,331
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,029,990 $19,518,830 $19,518,830 0.29 $19,479,882
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,126,853 $19,334,494 $19,334,494 0.28 $19,077,508
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,812,063 $18,824,065 $18,824,065 0.28 $18,707,638
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,044,809 $18,734,661 $18,734,661 0.28 $18,697,630
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,397,816 $18,562,165 $18,562,165 0.27 $18,191,094
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,032,397 $18,178,689 $18,178,689 0.27 $17,993,706
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,457,630 $18,058,220 $18,058,220 0.27 $17,827,831
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,478,145 $17,954,183 $17,954,183 0.26 $17,786,060
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,839,686 $17,787,168 $17,787,168 0.26 $17,649,146
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,477,597 $17,572,755 $17,572,755 0.26 $17,430,963
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,352,468 $17,352,468 0.26 $17,147,200
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 17,255,406 $17,150,466 $17,150,466 0.25 $17,045,079
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,013,894 $16,714,847 $16,714,847 0.25 $16,578,403
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,148,237 $15,957,014 $15,957,014 0.23 $15,725,974
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.38%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,836,543 $15,836,543 0.23 $15,787,254
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.26%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,796,115 $15,796,115 0.23 $15,701,297
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.8621% 25-MAY-2042, 8.86%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,699,653 $15,699,653 0.23 $15,625,556
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,629,354 $15,629,354 0.23 $15,573,524
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,028,168 $15,580,325 $15,580,325 0.23 $15,356,780
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 $15,389,333 $15,389,333 0.23 $15,250,981
Fannie Mae Pool|5.5|08/01/2054, 5.50%, 08/01/54 FN 3140XQTS6 - 15,065,498 $15,360,454 $15,360,454 0.23 $15,332,834
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,259,970 $15,268,010 $15,268,010 0.22 $15,080,208
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,414,488 $15,236,371 $15,236,371 0.22 $15,047,836
JW Commercial Mortgage Trust 2026-MRCO A 5.12709% 15-JUN-2039, 5.15%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,101,324 $15,101,324 0.22 $15,034,803
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,425,971 $15,001,827 $15,001,827 0.22 $14,873,989
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.13432% 25-APR-2056, 5.13%, 04/25/56 GRADE 2026-HB1 795939AC1 - 14,873,475 $14,949,610 $14,949,610 0.22 $14,905,063
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 13,709,526 $14,913,014 $14,913,014 0.22 $14,112,797
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,176,273 $14,438,057 $14,438,057 0.21 $14,331,519
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,357,909 $14,290,806 $14,290,806 0.21 $13,735,602
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,716,904 $14,178,661 $14,178,661 0.21 $14,106,712
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,127,338 $14,127,338 0.21 $14,039,185
BMP Commercial Mortgage Trust 2024-MF23 A 4.99903% 15-JUN-2041, 5.00%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,065,345 $14,065,345 0.21 $14,005,079
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7121% 25-SEP-2041, 5.71%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 13,964,288 $14,043,513 $14,043,513 0.21 $13,999,199
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,817,835 $13,921,214 $13,921,214 0.20 $13,891,706
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,587,194 $13,618,751 $13,618,751 0.20 $13,510,182
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,844,495 $13,592,274 $13,592,274 0.20 $13,482,473
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,081,060 $13,442,461 $13,442,461 0.20 $13,328,598
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,418,861 $13,260,529 $13,260,529 0.19 $13,234,437
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,421,731 $13,091,103 $13,091,103 0.19 $13,023,845
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,591,508 $13,072,409 $13,072,409 0.19 $12,825,745
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,458,824 $13,020,491 $13,020,491 0.19 $12,811,095
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,977,916 $13,011,612 $13,011,612 0.19 $12,821,154
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,880,368 $12,881,919 $12,881,919 0.19 $12,720,194
Chase Mortgage Reference Notes, Series 2020-CL1 M1 5.9488% 25-OCT-2057, 5.95%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,391,615 $12,829,354 $12,829,354 0.19 $12,788,401
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,786,374 $12,820,255 $12,820,255 0.19 $12,738,209
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1121% 25-FEB-2042, 12.11%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,669,000 $12,299,114 $12,299,114 0.18 $12,220,594
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,500,953 $12,190,369 $12,190,369 0.18 $11,826,141
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,443,663 $12,132,012 $12,132,012 0.18 $12,068,895
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,179,932 $12,001,787 $12,001,787 0.18 $11,731,818
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 12,031,458 $12,000,975 $12,000,975 0.18 $11,951,445
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,568,420 $11,885,502 $11,885,502 0.17 $11,773,510
Connecticut Avenue Securities Trust 2023-R06 1B1 7.5121% 25-JUL-2043, 7.51%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,723,240 $11,723,240 0.17 $11,676,621
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,099,406 $11,691,203 $11,691,203 0.17 $11,413,240
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,128,512 $11,651,054 $11,651,054 0.17 $11,466,600
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,046,701 $11,647,211 $11,647,211 0.17 $11,359,953
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2121% 25-MAY-2042, 14.21%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,379,887 $11,379,887 0.17 $11,297,484
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,139,278 $11,131,213 $11,131,213 0.16 $11,063,575
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 10,801,093 $10,907,627 $10,907,627 0.16 $10,866,808
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.11%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,792,980 $10,792,980 0.16 $10,719,272
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.6121% 25-SEP-2042, 10.61%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,789,920 $10,789,920 0.16 $10,730,964
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,875,204 $10,745,423 $10,745,423 0.16 $10,155,236
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,673,696 $10,673,696 0.16 $10,633,946
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,574,356 $10,650,018 $10,650,018 0.16 $10,577,630
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,662,662 $10,546,293 $10,546,293 0.16 $10,483,385
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,517,897 $10,540,657 $10,540,657 0.15 $10,473,180
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,513,976 $10,513,976 0.15 $10,482,108
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,419,741 $10,469,665 $10,469,665 0.15 $10,396,959
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,995,317 $10,408,695 $10,408,695 0.15 $10,181,257
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,794,827 $10,404,138 $10,404,138 0.15 $10,071,774
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,873,378 $10,325,373 $10,325,373 0.15 $10,226,300
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 9,989,329 $10,065,163 $10,065,163 0.15 $9,932,831
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,016,505 $10,016,505 0.15 $9,978,325
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,643,943 $10,008,100 $10,008,100 0.15 $9,825,724
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,455,470 $9,937,085 $9,937,085 0.15 $9,843,703
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.36%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,730,812 $9,730,812 0.14 $9,683,138
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,917,498 $9,597,944 $9,597,944 0.14 $9,376,251
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,074,611 $9,531,566 $9,531,566 0.14 $9,331,509
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,816,327 $9,433,927 $9,433,927 0.14 $9,075,662
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,387,938 $9,387,938 0.14 $9,236,435
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,412,434 $9,371,862 $9,371,862 0.14 $9,313,444
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.6121% 25-MAR-2042, 14.61%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,677,740 $9,370,906 $9,370,906 0.14 $9,300,461
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,369,491 $9,369,491 0.14 $9,291,816
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,361,357 $9,361,357 0.14 $9,331,564
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.21%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,314,903 $9,314,903 0.14 $9,288,107
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,635,469 $9,083,518 $9,083,518 0.13 $8,862,115
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 8,860,466 $8,901,114 $8,901,114 0.13 $8,865,347
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,025,474 $8,677,049 $8,677,049 0.13 $8,354,993
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.86%, 11/25/51 FHR 5164 3137H3PY2 - 9,341,431 $8,500,809 $8,500,809 0.12 $8,480,766
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.61%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,360,484 $8,360,484 0.12 $8,317,142
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,375,081 $8,253,681 $8,253,681 0.12 $8,232,743
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,067,084 $8,106,576 $8,106,576 0.12 $8,051,282
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,788,722 $8,041,741 $8,041,741 0.12 $7,929,336
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,708,331 $8,015,342 $8,015,342 0.12 $7,947,724
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,840,866 $7,975,548 $7,975,548 0.12 $7,914,633
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,434,792 $7,713,104 $7,713,104 0.11 $7,645,621
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,035,839 $7,702,508 $7,702,508 0.11 $7,673,043
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 6,478,031 $7,692,710 $7,692,710 0.11 $6,709,587
Fannie Mae REMIC Trust 2022-65 FB 4.4121% 25-SEP-2052, 4.41%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,688,771 $7,632,800 $7,632,800 0.11 $7,613,954
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,585,000 $7,610,601 $7,610,601 0.11 $7,589,060
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,526,478 $7,578,037 $7,578,037 0.11 $7,538,774
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,408,615 $7,408,615 0.11 $7,360,576
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 7,332,495 $7,372,318 $7,372,318 0.11 $7,339,398
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,312,875 $7,371,219 $7,371,219 0.11 $7,320,424
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 7,331,000 $7,361,697 $7,361,697 0.11 $7,311,583
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,357,643 $7,357,643 0.11 $7,345,632
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,207,488 $7,354,090 $7,354,090 0.11 $7,166,724
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,216,101 $7,189,454 $7,189,454 0.11 $7,146,767
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,074,582 $7,173,128 $7,173,128 0.11 $7,142,899
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,122,570 $7,076,763 $7,076,763 0.10 $7,033,271
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,975,596 $7,001,277 $7,001,277 0.10 $6,954,573
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,955,100 $6,955,100 0.10 $6,909,995
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,458,765 $6,930,920 $6,930,920 0.10 $6,539,652
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,902,199 $6,902,199 0.10 $6,878,948
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,740,560 $6,763,821 $6,763,821 0.10 $6,716,252
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,850,914 $6,762,681 $6,762,681 0.10 $6,747,457
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,671,358 $6,639,366 $6,639,366 0.10 $6,596,599
Freddie Mac Pool|5.5|08/01/2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,473,575 $6,596,664 $6,596,664 0.10 $6,584,795
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,438,079 $6,569,441 $6,569,441 0.10 $6,546,014
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,534,858 $6,534,858 0.10 $6,491,901
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,322,419 $6,491,568 $6,491,568 0.10 $6,436,561
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,466,357 $6,466,357 0.10 $6,409,708
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,212,076 $6,447,786 $6,447,786 0.09 $6,394,341
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,369,789 $6,352,940 $6,352,940 0.09 $6,338,812
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,887,891 $6,287,862 $6,287,862 0.09 $6,054,574
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 6,195,858 $6,249,734 $6,249,734 0.09 $6,190,955
Connecticut Avenue Securities Trust 2023-R03 2B1 9.9621% 25-APR-2043, 9.96%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,153,506 $6,153,506 0.09 $6,122,369
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,252,513 $6,148,616 $6,148,616 0.09 $6,118,048
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,861,262 $6,121,410 $6,121,410 0.09 $6,070,772
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,859,498 $6,082,534 $6,082,534 0.09 $6,029,325
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,048,859 $6,077,882 $6,077,882 0.09 $6,049,279
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,043,607 $6,070,603 $6,070,603 0.09 $6,005,970
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,304,557 $6,053,423 $6,053,423 0.09 $5,960,486
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,633,689 $6,044,921 $6,044,921 0.09 $5,792,981
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,999,237 $5,994,015 $5,994,015 0.09 $5,955,530
CoreWeave Inc|9.625|07/15/2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,989,928 $5,989,928 0.09 $5,989,928
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,659,686 $5,939,031 $5,939,031 0.09 $5,819,713
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,963,007 $5,933,894 $5,933,894 0.09 $5,917,330
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 5,888,293 $5,932,405 $5,932,405 0.09 $5,913,893
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,628,473 $5,876,680 $5,876,680 0.09 $5,826,883
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,647,581 $5,861,430 $5,861,430 0.09 $5,813,706
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,880,212 $5,859,376 $5,859,376 0.09 $5,822,407
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,469,300 $5,779,361 $5,779,361 0.08 $5,623,943
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,755,748 $5,771,217 $5,771,217 0.08 $5,747,277
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,758,166 $5,758,166 0.08 $5,727,553
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,514,193 $5,749,425 $5,749,425 0.08 $5,676,395
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,686,653 $5,686,653 0.08 $5,665,882
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,359,576 $5,662,122 $5,662,122 0.08 $5,511,558
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,760,773 $5,650,259 $5,650,259 0.08 $5,591,607
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,813,645 $5,635,337 $5,635,337 0.08 $5,612,244
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,615,209 $5,615,209 0.08 $5,598,033
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,521,914 $5,541,560 $5,541,560 0.08 $5,505,062
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,438,915 $5,497,467 $5,497,467 0.08 $5,455,421
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,430,437 $5,430,437 0.08 $5,393,061
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,637,396 $5,395,741 $5,395,741 0.08 $5,339,498
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,550,997 $5,395,055 $5,395,055 0.08 $5,366,221
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,111,330 $5,367,279 $5,367,279 0.08 $5,270,451
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,361,135 $5,352,298 $5,352,298 0.08 $5,316,692
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,728,512 $5,351,919 $5,351,919 0.08 $4,862,599
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,500,697 $5,312,996 $5,312,996 0.08 $5,222,610
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,307,876 $5,307,876 0.08 $5,296,011
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.4621% 25-NOV-2043, 5.46%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,260,589 $5,260,589 0.08 $5,244,737
Fig Six Trust 2026-PF1|6.155|08/25/2056, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,249,857 $5,249,857 0.08 $5,249,857
Freddie Mac Pool|5.5|01/01/2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,031,860 $5,134,328 $5,134,328 0.08 $5,125,103
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,904,664 $5,085,854 $5,085,854 0.07 $5,043,328
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - $5,061,032 $5,061,032 0.07 $0
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $5,004,536 $5,004,536 0.07 $4,929,095
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,685,349 $4,965,445 $4,965,445 0.07 $4,817,826
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,961,283 $4,961,283 0.07 $4,928,698
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,933,805 $4,933,805 0.07 $4,919,750
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,906,590 $4,922,799 $4,922,799 0.07 $4,888,442
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,713,598 $4,891,205 $4,891,205 0.07 $4,850,967
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,761,529 $4,883,243 $4,883,243 0.07 $4,843,335
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,866,479 $4,866,479 0.07 $4,846,428
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,786,834 $4,809,268 $4,809,268 0.07 $4,792,790
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,558,396 $4,808,534 $4,808,534 0.07 $4,767,897
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,680,537 $4,801,571 $4,801,571 0.07 $4,763,516
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,011,018 $4,794,934 $4,794,934 0.07 $4,754,852
Connecticut Avenue Securities Trust 2024-R01 1B1 6.3121% 25-JAN-2044, 6.31%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,746,570 $4,746,570 0.07 $4,730,456
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,701,306 $4,701,306 0.07 $4,687,683
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,595,797 $4,603,505 $4,603,505 0.07 $4,591,985
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.36%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,593,447 $4,593,447 0.07 $4,573,415
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,352,935 $4,575,557 $4,575,557 0.07 $4,525,516
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.26%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,571,313 $4,571,313 0.07 $4,551,131
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.47658% 25-SEP-2048, 11.48%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,557,778 $4,557,778 0.07 $4,532,274
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,420,295 $4,531,386 $4,531,386 0.07 $4,496,238
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,550,881 $4,527,466 $4,527,466 0.07 $4,492,587
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,518,823 $4,518,823 0.07 $4,500,336
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,273,524 $4,507,705 $4,507,705 0.07 $4,396,830
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,311,536 $4,489,583 $4,489,583 0.07 $4,438,362
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,484,768 $4,413,102 $4,413,102 0.06 $4,239,644
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,076,942 $4,404,904 $4,404,904 0.06 $4,194,576
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,202,802 $4,361,412 $4,361,412 0.06 $4,323,248
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,136,283 $4,341,383 $4,341,383 0.06 $4,264,741
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,383,689 $4,338,563 $4,338,563 0.06 $4,314,453
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,275,649 $4,275,649 0.06 $4,244,161
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,230,335 $4,230,335 0.06 $4,201,942
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,224,192 $4,224,192 0.06 $4,199,915
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,010,483 $4,159,220 $4,159,220 0.06 $4,125,417
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6121% 25-DEC-2041, 10.61%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,136,508 $4,136,508 0.06 $4,112,925
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,104,105 $4,104,105 0.06 $4,091,654
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,101,524 $4,101,524 0.06 $4,088,755
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,902,445 $4,044,545 $4,044,545 0.06 $3,976,293
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,931,948 $4,042,720 $4,042,720 0.06 $4,007,677
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,037,639 $4,037,639 0.06 $4,010,330
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,982,036 $3,982,036 0.06 $3,955,529
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,819,848 $3,970,005 $3,970,005 0.06 $3,930,065
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,968,267 $3,968,267 0.06 $3,942,933
Connecticut Avenue Securities Trust 2023-R08 1B1 7.1621% 25-OCT-2043, 7.16%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,938,414 $3,938,414 0.06 $3,923,493
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,172,614 $3,903,512 $3,903,512 0.06 $3,848,453
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,466,759 $3,877,773 $3,877,773 0.06 $3,626,089
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 3,853,978 $3,874,320 $3,874,320 0.06 $3,859,058
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,830,177 $3,858,584 $3,858,584 0.06 $3,831,854
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,857,329 $3,857,329 0.06 $3,832,113
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,822,351 $3,835,665 $3,835,665 0.06 $3,811,068
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,021,430 $3,816,886 $3,816,886 0.06 $3,739,331
Ginnie Mae REMIC Trust 2023-116 LF 4.94014% 20-AUG-2053, 4.93%, 08/20/53 GNR 2023-116 38384EFT7 - 3,758,400 $3,799,975 $3,799,975 0.06 $3,787,120
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,534,192 $3,792,304 $3,792,304 0.06 $3,636,166
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,801,950 $3,787,540 $3,787,540 0.06 $3,763,455
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,536,189 $3,680,727 $3,680,727 0.05 $3,636,465
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,358,842 $3,679,319 $3,679,319 0.05 $3,454,089
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,613,926 $3,667,222 $3,667,222 0.05 $3,653,947
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,800,286 $3,657,079 $3,657,079 0.05 $3,602,152
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,600,366 $3,630,863 $3,630,863 0.05 $3,604,857
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,565,060 $3,565,060 0.05 $3,535,799
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,366,654 $3,478,848 $3,478,848 0.05 $3,431,495
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,283,434 $3,453,732 $3,453,732 0.05 $3,419,612
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,359,399 $3,446,834 $3,446,834 0.05 $3,418,955
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,241,461 $3,445,160 $3,445,160 0.05 $3,334,988
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,312,504 $3,434,486 $3,434,486 0.05 $3,406,165
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,913,913 $3,426,812 $3,426,812 0.05 $3,062,358
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,328,297 $3,419,829 $3,419,829 0.05 $3,392,400
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,203,428 $3,314,195 $3,314,195 0.05 $3,284,169
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,415,468 $3,272,752 $3,272,752 0.05 $3,227,249
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,140,816 $3,259,867 $3,259,867 0.05 $3,233,205
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,273,621 $3,244,155 $3,244,155 0.05 $3,237,790
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,114,682 $3,238,061 $3,238,061 0.05 $3,210,873
OBX 2026 HE1 FLTG 2056 A1B, 5.11%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,222,129 $3,234,084 $3,234,084 0.05 $3,224,475
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,899,058 $3,201,855 $3,201,855 0.05 $2,985,167
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,103,471 $3,167,469 $3,167,469 0.05 $3,142,338
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,964,848 $3,154,078 $3,154,078 0.05 $3,050,394
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,066,322 $3,146,173 $3,146,173 0.05 $3,120,683
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,141,244 $3,124,693 $3,124,693 0.05 $3,105,773
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,113,461 $3,113,461 0.05 $3,104,446
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,905,924 $3,098,348 $3,098,348 0.05 $2,989,770
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,045,348 $3,063,890 $3,063,890 0.05 $3,043,035
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,184,368 $3,047,221 $3,047,221 0.04 $3,007,117
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,933,429 $3,045,356 $3,045,356 0.04 $3,018,919
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,115,240 $3,003,008 $3,003,008 0.04 $2,944,970
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,818,314 $3,000,964 $3,000,964 0.04 $2,899,633
BX Trust 2021-BXMF C 4.93327% 15-OCT-2038, 4.93%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,969,673 $2,969,673 0.04 $2,957,108
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,077,465 $2,967,760 $2,967,760 0.04 $2,923,733
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,851,340 $2,957,864 $2,957,864 0.04 $2,934,438
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,920,288 $2,920,288 0.04 $2,901,697
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31833% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,919,801 $2,919,801 0.04 $2,906,520
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,848,985 $2,864,852 $2,864,852 0.04 $2,842,166
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.97658% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,849,226 $2,849,226 0.04 $2,836,456
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,978,812 $2,847,975 $2,847,975 0.04 $2,813,002
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,729,852 $2,799,007 $2,799,007 0.04 $2,776,753
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,665,923 $2,787,032 $2,787,032 0.04 $2,762,861
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 $2,765,566 $2,765,566 0.04 $2,754,717
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.8121% 25-FEB-2050, 4.81%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,791,333 $2,764,584 $2,764,584 0.04 $2,757,071
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,756,402 $2,756,402 0.04 $2,748,913
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.26%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,722,091 $2,722,091 0.04 $2,713,782
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,841,057 $2,718,025 $2,718,025 0.04 $2,692,934
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,508,618 $2,678,113 $2,678,113 0.04 $2,581,001
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,553,014 $2,662,809 $2,662,809 0.04 $2,625,193
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,549,346 $2,614,759 $2,614,759 0.04 $2,594,541
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,609,249 $2,609,249 0.04 $2,598,066
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,416,762 $2,606,203 $2,606,203 0.04 $2,485,294
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,757,398 $2,599,072 $2,599,072 0.04 $2,534,686
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,267,362 $2,593,228 $2,593,228 0.04 $2,332,783
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,558,958 $2,558,958 0.04 $2,551,409
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,645,099 $2,556,950 $2,556,950 0.04 $2,510,411
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.8621% 25-SEP-2041, 9.86%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,554,055 $2,554,055 0.04 $2,540,335
BX Trust 2021-BXMF G 7.091513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,500,205 $2,500,205 0.04 $2,485,008
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,480,478 $2,480,478 0.04 $2,464,571
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,468,872 $2,478,081 $2,478,081 0.04 $2,470,932
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,472,078 $2,472,078 0.04 $2,455,868
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,402,669 $2,464,213 $2,464,213 0.04 $2,445,305
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,464,233 $2,461,988 $2,461,988 0.04 $2,446,579
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,420,594 $2,435,521 $2,435,521 0.04 $2,419,474
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,421,881 $2,421,034 $2,421,034 0.04 $2,413,968
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,348,250 $2,408,663 $2,408,663 0.04 $2,389,919
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,292,584 $2,408,580 $2,408,580 0.04 $2,387,667
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,693,928 $2,389,546 $2,389,546 0.04 $2,372,304
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,403,826 $2,388,876 $2,388,876 0.04 $2,370,375
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,373,577 $2,373,577 0.03 $2,358,305
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,297,892 $2,358,625 $2,358,625 0.03 $2,338,630
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2121% 25-JUL-2042, 7.21%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,351,036 $2,351,036 0.03 $2,341,901
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,260,938 $2,346,090 $2,346,090 0.03 $2,326,174
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,070,432 $2,325,714 $2,325,714 0.03 $2,325,714
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,198,149 $2,319,496 $2,319,496 0.03 $2,299,175
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,295,249 $2,295,249 0.03 $2,287,289
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,261,339 $2,253,238 $2,253,238 0.03 $2,239,330
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 2,220,394 $2,241,008 $2,241,008 0.03 $2,232,634
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,988,104 $2,220,741 $2,220,741 0.03 $2,045,468
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9121% 25-DEC-2031, 4.91%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,154,027 $2,164,079 $2,164,079 0.03 $2,158,201
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,068,731 $2,147,122 $2,147,122 0.03 $2,128,422
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,045,812 $2,088,219 $2,088,219 0.03 $2,071,432
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,127,899 $2,085,604 $2,085,604 0.03 $2,081,171
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,966,624 $2,001,248 $2,001,248 0.03 $1,991,379
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,894,143 $1,987,716 $1,987,716 0.03 $1,970,124
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,046,543 $1,957,649 $1,957,649 0.03 $1,933,518
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,026,239 $1,942,309 $1,942,309 0.03 $1,915,658
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,837,810 $1,933,934 $1,933,934 0.03 $1,914,032
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,857,876 $1,904,504 $1,904,504 0.03 $1,889,796
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.1988% 25-OCT-2057, 6.20%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,817,596 $1,887,133 $1,887,133 0.03 $1,880,874
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,760,332 $1,826,387 $1,826,387 0.03 $1,811,124
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,752,970 $1,819,665 $1,819,665 0.03 $1,802,679
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,889,501 $1,813,112 $1,813,112 0.03 $1,790,927
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.1621% 25-FEB-2050, 5.16%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,820,415 $1,789,730 $1,789,730 0.03 $1,784,509
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,670,200 $1,740,428 $1,740,428 0.03 $1,722,070
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,485,886 $1,740,330 $1,740,330 0.03 $1,530,020
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,756,434 $1,687,148 $1,687,148 0.02 $1,664,860
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,685,265 $1,685,265 0.02 $1,674,357
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,646,937 $1,668,701 $1,668,701 0.02 $1,660,985
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,616,429 $1,667,236 $1,667,236 0.02 $1,658,439
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,731,274 $1,646,804 $1,646,804 0.02 $1,634,972
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,698,473 $1,637,726 $1,637,726 0.02 $1,609,921
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.9621% 25-FEB-2050, 4.96%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,639,908 $1,613,392 $1,613,392 0.02 $1,608,871
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,693,708 $1,586,765 $1,586,765 0.02 $1,562,127
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,578,822 $1,512,625 $1,512,625 0.02 $1,492,658
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,455,597 $1,509,727 $1,509,727 0.02 $1,496,874
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,599,310 $1,494,411 $1,494,411 0.02 $1,475,186
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,465,543 $1,477,532 $1,477,532 0.02 $1,470,583
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,408,960 $1,467,958 $1,467,958 0.02 $1,449,613
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,407,252 $1,460,857 $1,460,857 0.02 $1,447,856
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,386,182 $1,447,087 $1,447,087 0.02 $1,432,833
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,454,749 $1,419,322 $1,419,322 0.02 $1,380,518
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,370,326 $1,408,392 $1,408,392 0.02 $1,396,719
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,436,619 $1,380,503 $1,380,503 0.02 $1,361,719
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,346,649 $1,374,436 $1,374,436 0.02 $1,363,514
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,291,227 $1,349,732 $1,349,732 0.02 $1,338,178
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,310,694 $1,327,639 $1,327,639 0.02 $1,321,478
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,379,976 $1,312,855 $1,312,855 0.02 $1,303,215
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,323,000 $1,292,786 $1,292,786 0.02 $1,290,031
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,225,935 $1,281,331 $1,281,331 0.02 $1,270,130
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,245,041 $1,276,673 $1,276,673 0.02 $1,265,930
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,240,376 $1,244,756 $1,244,756 0.02 $1,236,441
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,168,149 $1,200,049 $1,200,049 0.02 $1,190,647
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,168,994 $1,198,922 $1,198,922 0.02 $1,189,373
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,343,551 $1,164,877 $1,164,877 0.02 $1,155,292
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 816,825 $1,158,175 $1,158,175 0.02 $848,525
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,152,368 $1,152,368 0.02 $1,144,364
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,192,864 $1,150,750 $1,150,750 0.02 $1,130,995
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,123,785 $1,141,971 $1,141,971 0.02 $1,136,057
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,109,392 $1,139,671 $1,139,671 0.02 $1,127,566
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,167,671 $1,125,519 $1,125,519 0.02 $1,103,945
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,144,482 $1,121,794 $1,121,794 0.02 $1,084,812
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,192,380 $1,082,708 $1,082,708 0.02 $1,073,230
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,056,108 $1,065,785 $1,065,785 0.02 $1,056,954
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,110,725 $1,065,165 $1,065,165 0.02 $1,050,107
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,052,212 $1,061,198 $1,061,198 0.02 $1,057,492
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1121% 25-DEC-2031, 5.11%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,048,293 $1,054,027 $1,054,027 0.02 $1,051,050
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,074,231 $1,031,532 $1,031,532 0.02 $1,022,835
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,018,055 $1,018,055 0.01 $1,014,326
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 962,797 $1,006,380 $1,006,380 0.01 $997,806
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 1,076,087 $942,060 $942,060 0.01 $846,177
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 994,033 $920,042 $920,042 0.01 $913,746
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 893,965 $916,842 $916,842 0.01 $909,813
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 941,941 $904,342 $904,342 0.01 $892,832
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 837,118 $904,257 $904,257 0.01 $851,958
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 883,602 $901,979 $901,979 0.01 $894,668
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 968,639 $897,174 $897,174 0.01 $890,403
FREMF 2019-KF70 Mortgage Trust C 9.76365% 25-SEP-2029, 9.76%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $889,134 $889,134 0.01 $884,063
BX Commercial Mortgage Trust 2021-21M A 4.472% 15-OCT-2036, 4.47%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $866,133 $866,133 0.01 $862,811
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - $859,516 $859,516 0.01 $0
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 848,734 $846,466 $846,466 0.01 $829,687
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 865,542 $843,474 $843,474 0.01 $820,387
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.52658% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $802,505 $802,505 0.01 $799,053
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 780,354 $786,104 $786,104 0.01 $774,977
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 809,534 $773,294 $773,294 0.01 $767,328
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 827,804 $767,111 $767,111 0.01 $753,486
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $756,821 $756,821 0.01 $755,141
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 736,623 $755,495 $755,495 0.01 $749,682
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 744,915 $754,828 $754,828 0.01 $750,613
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 698,100 $724,011 $724,011 0.01 $717,863
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 690,117 $706,609 $706,609 0.01 $699,957
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 730,322 $670,965 $670,965 0.01 $664,379
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 679,379 $651,685 $651,685 0.01 $642,365
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 638,501 $649,529 $649,529 0.01 $633,914
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $629,942 $629,942 0.01 $627,531
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 585,280 $598,131 $598,131 0.01 $595,770
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 639,475 $592,132 $592,132 0.01 $587,825
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 541,004 $566,614 $566,614 0.01 $561,737
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 581,158 $565,271 $565,271 0.01 $561,229
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 556,857 $562,885 $562,885 0.01 $559,465
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.2621% 25-JAN-2034, 5.26%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 553,677 $556,785 $556,785 0.01 $555,166
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 572,951 $552,648 $552,648 0.01 $547,772
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 569,640 $545,118 $545,118 0.01 $540,841
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 595,305 $528,743 $528,743 0.01 $526,924
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 498,512 $502,422 $502,422 0.01 $500,643
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 477,715 $460,888 $460,888 0.01 $456,789
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 491,522 $455,348 $455,348 0.01 $451,822
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 456,619 $438,313 $438,313 0.01 $431,356
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - $426,456 $426,456 0.01 $0
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 427,175 $407,877 $407,877 0.01 $403,862
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 388,697 $391,744 $391,744 0.01 $389,652
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 401,820 $390,899 $390,899 0.01 $388,079
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 401,402 $389,853 $389,853 0.01 $369,185
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 341,947 $360,610 $360,610 0.01 $351,627
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 379,378 $354,830 $354,830 0.01 $342,291
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 382,810 $351,894 $351,894 0.01 $349,466
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 332,852 $334,896 $334,896 0.00 $333,265
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 342,874 $331,437 $331,437 0.00 $324,756
Connecticut Avenue Securities Trust 2022-R01 1B1 6.7621% 25-DEC-2041, 6.76%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $313,633 $313,633 0.00 $312,469
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 308,677 $300,302 $300,302 0.00 $298,120
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $297,293 $297,293 0.00 $296,739
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - 313,000 $292,010 $292,010 0.00 $292,010
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 296,812 $282,945 $282,945 0.00 $280,652
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 310,059 $282,732 $282,732 0.00 $280,158
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 279,279 $273,329 $273,329 0.00 $266,275
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 282,827 $271,924 $271,924 0.00 $267,392
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 295,436 $266,476 $266,476 0.00 $264,380
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 244,877 $246,676 $246,676 0.00 $224,239
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 254,149 $245,534 $245,534 0.00 $240,898
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 243,401 $240,340 $240,340 0.00 $237,918
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $236,983 $236,983 0.00 $236,911
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - $224,500 $224,500 0.00 $0
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,300 $221,088 $221,088 0.00 $219,506
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 219,217 $211,226 $211,226 0.00 $207,253
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 198,925 $206,384 $206,384 0.00 $197,445
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 222,939 $204,828 $204,828 0.00 $202,810
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 210,085 $202,275 $202,275 0.00 $200,439
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 204,265 $196,063 $196,063 0.00 $193,136
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 196,512 $194,351 $194,351 0.00 $188,575
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 177,248 $169,023 $169,023 0.00 $161,244
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 186,535 $168,063 $168,063 0.00 $166,761
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - $162,186 $162,186 0.00 $0
FHLMC 30yr Pool#QZ7683 5.500% 01-Nov-2055, 5.50%, 11/01/55 FR 31427HRD6 - - $161,021 $161,021 0.00 $0
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,969 $155,603 $155,603 0.00 $154,483
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 151,963 $146,642 $146,642 0.00 $144,040
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 154,850 $142,676 $142,676 0.00 $141,223
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 148,648 $142,453 $142,453 0.00 $140,898
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - $140,179 $140,179 0.00 $0
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 124,775 $133,635 $133,635 0.00 $129,341
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,133 $125,517 $125,517 0.00 $124,571
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 135,801 $125,065 $125,065 0.00 $123,852
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 127,700 $124,219 $124,219 0.00 $123,323
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,447 $121,676 $121,676 0.00 $120,664
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 123,203 $114,944 $114,944 0.00 $114,040
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 123,394 $113,515 $113,515 0.00 $111,816
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,900 $107,773 $107,773 0.00 $106,949
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,022 $104,124 $104,124 0.00 $103,362
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 105,361 $102,487 $102,487 0.00 $101,748
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 106,819 $100,380 $100,380 0.00 $98,936
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 103,573 $100,078 $100,078 0.00 $99,053
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 98,822 $92,585 $92,585 0.00 $91,529
Fannie Mae REMIC Trust 2013-130 FN 4.07658% 25-OCT-2042, 4.08%, 10/25/42 FNR 2013-130 3136AHG53 - 82,845 $82,411 $82,411 0.00 $82,223
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,255 $76,951 $76,951 0.00 $76,315
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 72,522 $67,585 $67,585 0.00 $65,529
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,339 $65,411 $65,411 0.00 $64,889
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,042 $63,011 $63,011 0.00 $62,540
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 66,298 $61,440 $61,440 0.00 $61,116
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,057 $58,015 $58,015 0.00 $57,521
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - $55,736 $55,736 0.00 $0
Fannie Mae REMIC Trust 2006-20 GF 4.07658% 25-APR-2036, 4.08%, 04/25/36 FNR 2006-20 31395BU43 - 49,250 $49,119 $49,119 0.00 $49,008
Fannie Mae REMIC Trust 2010-109 BS 14.22498% 25-OCT-2040, 14.22%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $48,930 $48,930 0.00 $48,244
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 47,279 $46,760 $46,760 0.00 $45,644
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 40,622 $41,066 $41,066 0.00 $39,647
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 40,853 $39,601 $39,601 0.00 $39,047
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.35%, 10/15/37 FHR 3380 31397KTJ0 - 39,290 $39,326 $39,326 0.00 $39,184
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.26%, 09/15/40 FHR 3721 3137GAD20 - 38,550 $38,537 $38,537 0.00 $38,401
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - $37,628 $37,628 0.00 $0
Ginnie Mae REMIC Trust 2008-013 FB 4.27549% 20-FEB-2038, 4.22%, 02/20/38 GNR 2008-13 38375PNL1 - 36,799 $36,700 $36,700 0.00 $36,591
FHLMC 30yr Pool#QZ9111 5.500% 01-Nov-2055, 5.50%, 11/01/55 FR 31427KDR3 - - $35,070 $35,070 0.00 $0
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - $34,983 $34,983 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,898 $32,583 $32,583 0.00 $32,320
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 30,699 $29,880 $29,880 0.00 $29,409
Ginnie Mae REMIC Trust 2007-040 FG 4.09549% 20-JUL-2037, 4.04%, 07/20/37 GNR 2007-40 38375KZS4 - 28,070 $27,819 $27,819 0.00 $27,739
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 28,237 $27,786 $27,786 0.00 $27,224
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - $26,521 $26,521 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.17549% 20-JUL-2034, 4.12%, 07/20/34 GNR 2004-69 38374JAT3 - 23,515 $23,467 $23,467 0.00 $23,400
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.23%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,252 $22,258 $22,258 0.00 $22,206
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,290 $22,012 $22,012 0.00 $21,829
Ginnie Mae REMIC Trust 2007-059 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37 GNR 2007-59 38375LPU8 - 21,967 $21,894 $21,894 0.00 $21,830
Ginnie Mae REMIC Trust 2010-133 FD 4.16954% 16-OCT-2040, 4.17%, 10/16/40 GNR 2010-133 38377MHV1 - 18,516 $18,558 $18,558 0.00 $18,496
Ginnie Mae REMIC Trust 2008-016 FC 4.27549% 20-FEB-2038, 4.22%, 02/20/38 GNR 2008-16 383742FU2 - 17,877 $17,832 $17,832 0.00 $17,780
Ginnie Mae REMIC Trust 2007-037 FW 4.08549% 20-JUN-2037, 4.03%, 06/20/37 GNR 2007-37 38375KNR9 - 17,654 $17,488 $17,488 0.00 $17,439
Ginnie Mae REMIC Trust 2005-065 FA 3.92549% 20-AUG-2035, 3.87%, 08/20/35 GNR 2005-65 38374LL25 - 16,956 $16,806 $16,806 0.00 $16,761
Ginnie Mae REMIC Trust 2004-059 FP 4.03954% 16-AUG-2034, 4.04%, 08/16/34 GNR 2004-59 38374HYS3 - 16,532 $16,527 $16,527 0.00 $16,473
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - $16,500 $16,500 0.00 $0
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - $15,908 $15,908 0.00 $0
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.41%, 03/15/32 FHR 2426 31339W7G5 - 14,649 $14,742 $14,742 0.00 $14,689
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,935 $14,668 $14,668 0.00 $14,309
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.13%, 04/25/32 FNR 2002-53 31392EHN3 - 14,302 $14,319 $14,319 0.00 $14,287
Ginnie Mae REMIC Trust 2005-048 AF 3.97549% 20-JUN-2035, 3.92%, 06/20/35 GNR 2005-48 38374LHM6 - 14,273 $14,147 $14,147 0.00 $14,108
Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.03%, 10/25/35 FNR 2005-83 31394FUL7 - 12,540 $12,484 $12,484 0.00 $12,455
Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.25%, 09/25/37 FNR 2007-89 31396XPM0 - 11,907 $11,914 $11,914 0.00 $11,885
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - $10,616 $10,616 0.00 $0
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.16%, 01/15/33 FHR 2551 31393JAZ1 - 10,579 $10,591 $10,591 0.00 $10,554
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,583 $10,481 $10,481 0.00 $10,394
Ginnie Mae REMIC Trust 2012-075 FP 4.07549% 20-JUL-2041, 4.02%, 07/20/41 GNR 2012-75 38378EZ55 - 9,849 $9,869 $9,869 0.00 $9,841
Ginnie Mae REMIC Trust 2007-061 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37 GNR 2007-61 38375LLN8 - 8,989 $8,960 $8,960 0.00 $8,933
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.16%, 11/25/40 FNR 2010-123 31398N2W3 - 8,151 $8,142 $8,142 0.00 $8,123
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.10733% 15-FEB-2032, 4.11%, 02/15/32 FHR 2410 31339NJN7 - 8,028 $8,043 $8,043 0.00 $8,016
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,889 $7,765 $7,765 0.00 $7,577
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.13%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,108 $7,078 $7,078 0.00 $7,061
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 4.01%, 09/15/35 FHR 3028 31396AFB5 - 7,013 $7,005 $7,005 0.00 $6,981
Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.23%, 09/25/33 FNR 2003-87 31393E4W6 - 6,821 $6,846 $6,846 0.00 $6,830
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,899 $6,832 $6,832 0.00 $6,630
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,919 $6,828 $6,828 0.00 $6,645
Ginnie Mae REMIC Trust 2007-018 FD 4.07549% 20-APR-2037, 4.02%, 04/20/37 GNR 2007-18 38375JC86 - 6,631 $6,566 $6,566 0.00 $6,548
Ginnie Mae REMIC Trust 2010-006 FG 4.33954% 16-JAN-2040, 4.34%, 01/16/40 GNR 2010-6 38376TSC7 - 6,249 $6,257 $6,257 0.00 $6,236
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.28%, 04/25/32 FNR 2002-16 31392CWW0 - 5,935 $5,962 $5,962 0.00 $5,948
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,005 $5,919 $5,919 0.00 $5,759
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.13%, 09/25/40 FNR 2010-95 31398NEX8 - 5,088 $5,085 $5,085 0.00 $5,074
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.06%, 08/15/40 FHR 3738 3137GAYQ4 - 3,810 $3,823 $3,823 0.00 $3,810
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - $3,817 $3,817 0.00 $0
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,024 $933 $933 0.00 $925
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - $928 $928 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.26%, 07/15/32 FHR 2469 31392RC58 - 790.00 $792 $792 0.00 $790
Ginnie Mae REMIC Trust 1999-27 FE 4.13954% 16-AUG-2029, 4.14%, 08/16/29 GNR 1999-27 3837H2WA3 - 570.00 $573 $573 0.00 $570
Ginnie Mae REMIC Trust 2010-125 VF 4.12549% 20-JUN-2040, 4.07%, 06/20/40 GNR 2010-125 38377JYJ6 - 307.00 $307 $307 0.00 $306
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-233,962,157 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,910 $600,255,705 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-35,027,344 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -1,861 $-208,083,062 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-281,345,641 $0 0.00 $0
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - -50,522,661 $-51,532,104 $-51,532,104 -0.76 $-51,532,104
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - -337,187,776 $-337,767,739 $-337,767,739 -4.96 $-337,767,739
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - -472,933,561 $-463,741,624 $-463,741,624 -6.82 $-463,741,624
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - -548,856,829 $-512,049,941 $-512,049,941 -7.53 $-512,049,941
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - -600,152,333 $-574,133,329 $-574,133,329 -8.44 $-574,133,329
SEGREGATED CASH SEGCASH $0.00 23,430,000 $23,430,000 $23,430,000 0.34 $23,430,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,220,551,890 $-2,220,551,890 $-2,220,551,890 -32.64 $-2,220,551,890

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