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For professional investors in Mexico

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of December 18, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - 1,575,178,894 $1,335,605,210 $1,335,605,210 19.14 $1,335,605,210
UMBS TBA 30yr 3% January Delivery, 3.00%, 01/14/26 FNCL 01F030611 - - 744,569,354 $659,246,918 $659,246,918 9.45 $659,246,918
GNMA II TBA 30yr 2.5% January Delivery, 2.50%, 01/22/26 G2SF 21H022614 - - 730,943,414 $633,144,647 $633,144,647 9.08 $633,144,647
GNMA II TBA 30yr 5% January Delivery, 5.00%, 01/22/26 G2SF 21H050615 - - 411,201,194 $410,019,813 $410,019,813 5.88 $410,019,813
UMBS TBA 30yr 2% January Delivery, 2.00%, 01/14/26 FNCL 01F020612 - - 402,248,255 $326,481,176 $326,481,176 4.69 $326,481,176
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - 194,625,739 $203,379,855 $203,379,855 2.92 $201,475,235
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 185,238,416 $192,464,805 $192,464,805 2.77 $189,095,025
GNMA II TBA 30yr 5.5% January Delivery, 5.50%, 01/22/26 G2SF 21H052611 - - 183,586,000 $185,302,529 $185,302,529 2.66 $185,302,529
GNMA II TBA 30yr 3% January Delivery, 3.00%, 01/22/26 G2SF 21H030617 - - 203,159,962 $183,161,911 $183,161,911 2.63 $183,161,911
Fannie Mae REMIC Trust 2025-12 FC 5.1718% 25-MAR-2055, 5.17%, 03/25/55 FNR 2025-12 3136BVFC7 - - 154,785,627 $155,838,270 $155,838,270 2.24 $155,304,590
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 130,176,002 $138,021,944 $138,021,944 1.99 $134,660,101
GNMA II TBA 30yr 3.5% January Delivery, 3.50%, 01/22/26 G2SF 21H032613 - - 147,859,377 $135,092,311 $135,092,311 1.95 $135,092,311
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,269,194 $133,688,662 $133,688,662 1.93 $132,543,974
GNMA II TBA 30yr 4.5% January Delivery, 4.50%, 01/22/26 G2SF 21H042612 - - 127,692,488 $124,485,747 $124,485,747 1.79 $124,485,747
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 118,143,908 $118,719,764 $118,719,764 1.71 $117,501,221
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 112,979,460 $110,471,071 $110,471,071 1.59 $108,663,254
GNMA II TBA 30yr 4% January Delivery, 4.00%, 01/22/26 G2SF 21H040616 - - 114,954,688 $108,631,261 $108,631,261 1.57 $108,631,261
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 106,565,326 $103,920,789 $103,920,789 1.50 $102,494,163
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 98,756,928 $102,537,736 $102,537,736 1.48 $101,447,510
UMBS TBA 30yr 6.5% January Delivery, 6.50%, 01/14/26 FNCL 01F062614 - - 92,975,000 $96,607,533 $96,607,533 1.39 $96,607,533
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 86,712,906 $90,161,045 $90,161,045 1.30 $89,382,016
Freddie Mac Multiclass Certificates, Series 5544 FC 5.0718% 25-JUN-2055, 5.07%, 06/25/55 FHR 5544 3137HLNP3 - - 88,829,119 $89,586,915 $89,586,915 1.29 $89,286,566
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 83,468,867 $84,239,040 $84,239,040 1.21 $83,014,808
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,757,818 $79,041,225 $79,041,225 1.13 $77,986,997
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,730,490 $78,999,881 $78,999,881 1.13 $78,004,989
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 81,216,009 $78,802,458 $78,802,458 1.13 $77,959,192
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 70,066,950 $72,951,600 $72,951,600 1.05 $72,046,393
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,974,976 $72,840,197 $72,840,197 1.04 $71,033,165
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 66,661,742 $71,155,905 $71,155,905 1.02 $68,881,440
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 58,291,016 $61,041,405 $61,041,405 0.87 $59,948,014
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 57,066,485 $61,033,765 $61,033,765 0.87 $59,677,765
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,606,638 $57,250,143 $57,250,143 0.82 $56,764,351
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,618,463 $52,707,000 $52,707,000 0.76 $52,094,123
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,461,142 $52,480,583 $52,480,583 0.75 $51,960,891
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,610,482 $51,914,728 $51,914,728 0.74 $51,101,970
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.8218% 25-FEB-2042, 7.82%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 49,687,745 $51,448,708 $51,448,708 0.74 $51,189,610
Fannie Mae Pool|5|12/01/2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,944,886 $51,013,417 $51,013,417 0.73 $50,921,433
Fannie Mae REMIC Trust 2025-9 FA 5.2718% 25-MAR-2055, 5.27%, 03/25/55 FNR 2025-9 3136BVDC9 - - 50,441,988 $50,905,512 $50,905,512 0.73 $50,728,232
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,880,392 $50,371,863 $50,371,863 0.72 $49,393,403
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,461,395 $48,877,933 $48,877,933 0.70 $48,449,527
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 47,243,597 $47,877,790 $47,877,790 0.69 $47,759,681
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 45,226,367 $47,015,713 $47,015,713 0.67 $46,518,708
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,968,407 $44,793,609 $44,793,609 0.64 $44,183,004
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - 44,375,000 $42,134,551 $42,134,551 0.60 $42,134,551
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 42,754,260 $41,529,989 $41,529,989 0.59 $40,989,244
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - 41,000,000 $41,525,210 $41,525,210 0.59 $41,525,210
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,801,250 $41,459,895 $41,459,895 0.59 $40,962,835
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 37,828,218 $41,062,787 $41,062,787 0.59 $39,121,477
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 38,967,058 $41,005,631 $41,005,631 0.59 $40,262,436
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.47%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 40,504,887 $40,775,102 $40,775,102 0.58 $40,621,367
Radian Mortgage Capital Trust 2025-J4 A25 5.73078% 25-MAR-2056, 5.62%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 40,474,114 $40,703,913 $40,703,913 0.58 $40,552,221
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,501,663 $40,698,446 $40,698,446 0.58 $40,206,217
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,507,966 $40,504,976 $40,504,976 0.58 $39,831,951
OBX 2025-J3 TRUST FLTG 2055 AF, 5.57%, 10/25/55 OBX 2025-J3 67449KAU7 - - 40,233,045 $40,381,486 $40,381,486 0.58 $40,232,039
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,739,910 $39,537,349 $39,537,349 0.57 $39,368,314
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,456,325 $39,349,319 $39,349,319 0.56 $38,773,664
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 39,006,961 $38,067,923 $38,067,923 0.55 $37,611,901
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 38,141,749 $37,905,783 $37,905,783 0.54 $37,334,463
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 35,111,602 $37,838,194 $37,838,194 0.54 $36,278,814
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,835,335 $37,169,731 $37,169,731 0.53 $36,797,937
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 35,429,686 $37,164,695 $37,164,695 0.53 $36,492,471
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,689,590 $36,590,432 $36,590,432 0.52 $36,127,830
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 37,470,190 $36,404,201 $36,404,201 0.52 $35,956,015
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,635,107 $35,103,967 $35,103,967 0.50 $33,756,240
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,642,544 $33,865,557 $33,865,557 0.49 $33,564,720
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.1718% 25-SEP-2041, 6.17%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 33,196,721 $33,620,348 $33,620,348 0.48 $33,483,759
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,921,798 $32,962,119 $32,962,119 0.47 $32,874,334
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,618,393 $32,431,577 $32,431,577 0.46 $32,165,838
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,238,617 $32,390,093 $32,390,093 0.46 $32,021,835
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 30,104,429 $31,813,628 $31,813,628 0.46 $31,138,623
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 30,403,666 $31,430,855 $31,430,855 0.45 $31,347,245
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,403,320 $31,109,020 $31,109,020 0.45 $30,650,737
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,537,396 $31,093,783 $31,093,783 0.45 $30,833,951
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,711,142 $31,074,737 $31,074,737 0.45 $30,811,370
Freddie Mac Pool|5|01/01/2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,109,799 $30,150,303 $30,150,303 0.43 $30,095,938
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 29,548,550 $29,869,279 $29,869,279 0.43 $29,160,877
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,572,650 $29,775,209 $29,775,209 0.43 $29,373,796
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,485,022 $29,594,324 $29,594,324 0.42 $29,253,118
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - 29,300,000 $29,218,722 $29,218,722 0.42 $29,218,722
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,779,062 $29,136,107 $29,136,107 0.42 $28,344,985
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,596,616 $28,810,056 $28,810,056 0.41 $28,414,351
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,965,790 $28,069,354 $28,069,354 0.40 $27,777,740
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 26,895,733 $27,296,886 $27,296,886 0.39 $27,164,236
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 26,964,359 $27,254,108 $27,254,108 0.39 $27,056,369
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,786,554 $26,173,412 $26,173,412 0.37 $25,901,673
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 25,876,562 $25,904,717 $25,904,717 0.37 $25,890,804
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,114,638 $25,163,150 $25,163,150 0.36 $24,936,984
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,806,980 $25,152,288 $25,152,288 0.36 $25,090,270
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,099,155 $25,099,155 0.36 $24,992,145
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 24,056,481 $24,237,510 $24,237,510 0.35 $23,894,718
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,955,816 $23,881,437 $23,881,437 0.34 $22,958,075
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,357,865 $23,620,424 $23,620,424 0.34 $23,337,341
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,574,938 $23,374,062 $23,374,062 0.33 $22,559,810
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.7218% 25-FEB-2045, 5.72%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,153,489 $23,153,489 0.33 $23,065,525
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,799,117 $22,611,560 $22,611,560 0.32 $22,485,405
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,509,077 $22,517,471 $22,517,471 0.32 $22,186,023
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,912,815 $22,437,840 $22,437,840 0.32 $22,037,466
Connecticut Avenue Securities Trust 2022-R02 2M2 7.0718% 25-JAN-2042, 7.07%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,764,114 $22,243,562 $22,243,562 0.32 $22,140,954
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,405,082 $22,010,079 $22,010,079 0.32 $21,549,130
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,261,168 $21,854,243 $21,854,243 0.31 $21,465,011
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,704,586 $21,574,642 $21,574,642 0.31 $21,126,386
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.5718% 25-OCT-2041, 11.57%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,205,213 $21,205,213 0.30 $20,855,275
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.3218% 25-MAR-2042, 9.32%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 20,019,000 $21,147,290 $21,147,290 0.30 $21,022,882
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,932,000 $21,013,934 $21,013,934 0.30 $20,959,123
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,955,736 $20,974,221 $20,974,221 0.30 $20,609,154
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,973,221 $20,815,574 $20,815,574 0.30 $20,562,189
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,297,949 $20,764,508 $20,764,508 0.30 $20,336,118
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 22,293,262 $20,730,583 $20,730,583 0.30 $20,452,543
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,168,618 $20,645,531 $20,645,531 0.30 $20,411,535
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $20,644,137 $20,644,137 0.30 $20,499,898
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 20,497,373 $20,599,376 $20,599,376 0.30 $20,462,809
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,980,515 $20,439,403 $20,439,403 0.29 $20,390,448
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 19,009,359 $19,823,071 $19,823,071 0.28 $19,101,570
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,678,668 $19,678,668 0.28 $19,631,762
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,602,201 $19,533,993 $19,533,993 0.28 $19,257,899
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,379,966 $19,357,309 $19,357,309 0.28 $18,746,182
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,820,303 $19,270,284 $19,270,284 0.28 $19,063,099
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,656,000 $18,799,707 $18,799,707 0.27 $18,676,179
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 19,033,761 $18,409,090 $18,409,090 0.26 $18,267,549
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,702,617 $18,384,130 $18,384,130 0.26 $18,225,498
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 18,119,466 $18,237,896 $18,237,896 0.26 $17,997,626
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 $17,870,751 $17,870,751 0.26 $17,694,408
FLASH COMPUTE LLC|7.25|12/31/2030, 7.25%, 12/31/30 FLACOM DC4550257 - - 17,865,000 $17,865,000 $17,865,000 0.26 $17,865,000
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,953,234 $17,733,051 $17,733,051 0.25 $17,535,639
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,441,777 $17,469,215 $17,469,215 0.25 $17,226,415
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,348,741 $17,348,741 0.25 $17,266,808
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,769,651 $17,299,008 $17,299,008 0.25 $17,108,310
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,399,290 $17,192,277 $17,192,277 0.25 $17,042,905
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,553,643 $16,855,338 $16,855,338 0.24 $16,070,691
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,728,390 $16,810,002 $16,810,002 0.24 $16,322,836
GCAT 2025-INV5 Trust|5.48551|12/25/2055, 5.49%, 12/25/55 GCAT 2025-INV5 36173VBA3 - - 16,732,000 $16,717,696 $16,717,696 0.24 $16,717,696
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,211,526 $16,653,031 $16,653,031 0.24 $16,523,652
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 19,202,990 $16,504,512 $16,504,512 0.24 $16,201,477
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 15,300,010 $15,962,606 $15,962,606 0.23 $15,821,324
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,746,349 $15,849,627 $15,849,627 0.23 $15,542,800
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.75%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,806,968 $15,806,968 0.23 $15,746,767
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,801,456 $15,801,456 0.23 $15,734,460
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.8218% 25-JUN-2042, 10.82%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 14,268,656 $15,546,085 $15,546,085 0.22 $15,443,144
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 $15,464,913 $15,464,913 0.22 $15,313,984
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 15,266,953 $15,455,658 $15,455,658 0.22 $15,348,790
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 14,121,130 $15,294,803 $15,294,803 0.22 $14,590,557
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,861,096 $14,966,380 $14,966,380 0.21 $14,852,861
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,325,748 $14,963,242 $14,963,242 0.21 $14,881,505
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 14,523,115 $14,744,084 $14,744,084 0.21 $14,680,417
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 14,390,843 $14,555,284 $14,555,284 0.21 $14,447,813
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,406,384 $14,527,227 $14,527,227 0.21 $14,483,402
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,789,390 $14,101,313 $14,101,313 0.20 $14,063,392
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,335,053 $14,090,166 $14,090,166 0.20 $14,056,717
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,249,018 $14,039,966 $14,039,966 0.20 $13,962,071
BMP Commercial Mortgage Trust 2024-MF23 A 5.12206% 15-JUN-2041, 5.12%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,023,482 $14,023,482 0.20 $14,015,514
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.29348% 25-OCT-2057, 6.32%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,359,515 $13,826,945 $13,826,945 0.20 $13,770,668
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,585,267 $13,702,434 $13,702,434 0.20 $13,493,916
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,761,120 $13,597,774 $13,597,774 0.19 $13,185,336
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,840,642 $13,495,120 $13,495,120 0.19 $13,267,502
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,409,706 $13,417,934 $13,417,934 0.19 $13,311,886
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 12,852,000 $13,305,312 $13,305,312 0.19 $13,150,374
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,101,379 $13,101,379 0.19 $13,094,216
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAB6 - - 13,037,239 $13,093,918 $13,093,918 0.19 $13,048,098
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 12,350,925 $13,058,550 $13,058,550 0.19 $12,764,118
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,449,695 $12,984,360 $12,984,360 0.19 $12,866,191
Connecticut Avenue Securities, Series 2021-R03 1M2 5.7218% 25-DEC-2041, 5.72%, 12/25/41 CAS 2021-R03 20754AAB9 - - 12,716,693 $12,839,039 $12,839,039 0.18 $12,790,530
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,663,344 $12,767,962 $12,767,962 0.18 $12,578,192
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,900,664 $12,759,086 $12,759,086 0.18 $12,687,703
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,833,057 $12,627,562 $12,627,562 0.18 $12,226,422
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,780,733 $12,619,078 $12,619,078 0.18 $12,399,794
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,521,612 $12,582,073 $12,582,073 0.18 $12,499,130
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,882,911 $12,326,130 $12,326,130 0.18 $10,896,651
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 12,091,786 $12,257,344 $12,257,344 0.18 $12,165,302
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,599,195 $12,247,426 $12,247,426 0.18 $12,117,862
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,701,383 $12,220,405 $12,220,405 0.18 $12,108,105
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 12,073,654 $12,196,889 $12,196,889 0.17 $12,112,389
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 11,102,290 $12,094,794 $12,094,794 0.17 $11,323,199
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,911,572 $11,846,659 $11,846,659 0.17 $11,749,169
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,619,674 $11,654,473 $11,654,473 0.17 $11,581,599
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,656,209 $11,528,175 $11,528,175 0.17 $11,159,032
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,960,218 $11,490,723 $11,490,723 0.16 $11,390,368
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,327,298 $11,419,934 $11,419,934 0.16 $11,371,849
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,204,961 $11,414,157 $11,414,157 0.16 $11,331,091
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,036,908 $11,361,213 $11,361,213 0.16 $11,266,454
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,248,770 $11,263,865 $11,263,865 0.16 $11,166,714
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,900,949 $11,058,078 $11,058,078 0.16 $10,827,648
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,876,641 $10,940,167 $10,940,167 0.16 $10,803,503
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 $10,915,556 $10,915,556 0.16 $10,909,708
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,905,410 $10,634,588 $10,634,588 0.15 $10,235,240
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 9.3218% 25-MAY-2042, 9.32%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 10,000,000 $10,616,407 $10,616,407 0.15 $10,571,301
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,747,684 $10,593,080 $10,593,080 0.15 $10,207,637
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,575,892 $10,575,892 0.15 $10,537,651
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,475,291 $10,573,561 $10,573,561 0.15 $10,501,212
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.4218% 25-DEC-2041, 6.42%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,263,326 $10,263,326 0.15 $10,220,129
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,922,043 $10,261,192 $10,261,192 0.15 $10,166,085
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,516,837 $10,257,492 $10,257,492 0.15 $10,115,058
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,261,967 $10,195,441 $10,195,441 0.15 $10,103,215
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,101,660 $10,101,660 0.14 $10,055,844
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 10,085,749 $10,056,428 $10,056,428 0.14 $9,976,951
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,396,037 $9,852,630 $9,852,630 0.14 $9,764,799
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,666,022 $9,852,210 $9,852,210 0.14 $9,804,299
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,642,579 $9,809,302 $9,809,302 0.14 $9,734,862
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,245,612 $9,790,733 $9,790,733 0.14 $9,635,495
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,596,467 $9,596,467 0.14 $9,436,775
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,361,601 $9,496,582 $9,496,582 0.14 $9,426,582
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,424,424 $9,424,424 0.14 $9,388,672
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.67%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,309,407 $9,309,407 0.13 $9,274,416
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,901,754 $9,285,856 $9,285,856 0.13 $9,205,062
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,345,555 $9,228,381 $9,228,381 0.13 $9,200,344
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,719,920 $9,147,141 $9,147,141 0.13 $9,121,222
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,899,553 $9,121,318 $9,121,318 0.13 $9,042,331
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,994,380 $9,121,298 $9,121,298 0.13 $9,053,145
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,984,752 $9,096,742 $9,096,742 0.13 $9,031,118
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,038,340 $9,048,946 $9,048,946 0.13 $8,911,197
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,909,739 $9,011,145 $9,011,145 0.13 $8,949,992
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,521,484 $9,005,611 $9,005,611 0.13 $8,806,565
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,410,904 $8,919,583 $8,919,583 0.13 $8,661,259
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,820,371 $8,849,768 $8,849,768 0.13 $8,843,633
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,786,854 $8,711,412 $8,711,412 0.12 $8,092,461
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.17%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 8,469,601 $8,508,126 $8,508,126 0.12 $8,478,924
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 8,254,619 $8,415,989 $8,415,989 0.12 $8,330,559
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 7,400,886 $8,342,430 $8,342,430 0.12 $7,655,133
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,229,273 $8,292,166 $8,292,166 0.12 $8,225,485
Fannie Mae REMIC Trust 2022-65 FB 4.8718% 25-SEP-2052, 4.87%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,251,691 $8,220,291 $8,220,291 0.12 $8,193,491
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,600,940 $8,158,021 $8,158,021 0.12 $8,123,617
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,303,649 $7,934,325 $7,934,325 0.11 $7,451,852
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,810,648 $7,842,845 $7,842,845 0.11 $7,792,440
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 $7,783,625 $7,783,625 0.11 $7,778,415
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,485,179 $7,739,352 $7,739,352 0.11 $7,706,667
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 7,519,382 $7,681,515 $7,681,515 0.11 $7,660,837
Connecticut Avenue Securities Trust 2025-R01 1M2 5.5718% 25-JAN-2045, 5.57%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,536,474 $7,536,474 0.11 $7,508,518
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,504,428 $7,531,097 $7,531,097 0.11 $7,478,616
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,442,184 $7,442,184 0.11 $7,389,778
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,331,853 $7,391,885 $7,391,885 0.11 $7,340,575
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 7,134,175 $7,252,711 $7,252,711 0.10 $7,192,546
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,309,604 $7,238,534 $7,238,534 0.10 $7,219,042
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,171,516 $7,228,579 $7,228,579 0.10 $7,173,367
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,850,220 $7,092,652 $7,092,652 0.10 $7,034,053
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 $7,063,583 $7,063,583 0.10 $7,059,669
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 6,983,000 $7,008,245 $7,008,245 0.10 $6,990,368
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,932,770 $6,932,770 0.10 $6,904,869
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,454,486 $6,867,661 $6,867,661 0.10 $6,669,052
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,426,679 $6,804,400 $6,804,400 0.10 $6,640,320
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,504,219 $6,782,182 $6,782,182 0.10 $6,720,796
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,046,870 $6,724,704 $6,724,704 0.10 $6,252,904
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,696,037 $6,696,787 $6,696,787 0.10 $6,674,466
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,193,080 $6,669,204 $6,669,204 0.10 $6,400,265
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - 6,500,000 $6,666,335 $6,666,335 0.10 $6,666,335
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,614,489 $6,640,983 $6,640,983 0.10 $6,595,616
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,550,025 $6,550,025 0.09 $6,520,748
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,552,228 $6,511,925 $6,511,925 0.09 $6,476,979
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,408,010 $6,498,116 $6,498,116 0.09 $6,451,910
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,304,478 $6,490,771 $6,490,771 0.09 $6,434,575
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,647,013 $6,490,597 $6,490,597 0.09 $6,393,074
Connecticut Avenue Securities Trust 2025-R06 1M1 5.0218% 25-SEP-2045, 5.02%, 09/25/45 CAS 2025-R06 20754YAB7 - - 6,468,761 $6,489,808 $6,489,808 0.09 $6,468,152
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,019,253 $6,476,047 $6,476,047 0.09 $6,219,350
Connecticut Avenue Securities Trust 2022-R01 1B2 10.0718% 25-DEC-2041, 10.07%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 6,153,382 $6,421,664 $6,421,664 0.09 $6,380,347
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,369,029 $6,402,795 $6,402,795 0.09 $6,362,076
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,390,450 $6,390,450 0.09 $6,360,786
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.3218% 25-MAR-2044, 5.32%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,222,027 $6,246,818 $6,246,818 0.09 $6,224,743
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,906,615 $6,195,943 $6,195,943 0.09 $6,138,429
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 6,131,000 $6,151,415 $6,151,415 0.09 $6,130,983
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,296,826 $6,109,500 $6,109,500 0.09 $6,082,213
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,554,061 $6,095,934 $6,095,934 0.09 $5,666,762
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 6,006,265 $6,065,390 $6,065,390 0.09 $6,041,406
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,027,041 $6,061,543 $6,061,543 0.09 $5,986,514
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,784,404 $6,039,970 $6,039,970 0.09 $5,907,770
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,645,434 $5,887,012 $5,887,012 0.08 $5,834,298
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,584,275 $5,854,232 $5,854,232 0.08 $5,803,438
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,978,464 $5,837,219 $5,837,219 0.08 $5,774,256
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,508,583 $5,780,577 $5,780,577 0.08 $5,709,011
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,804,875 $5,770,002 $5,770,002 0.08 $5,737,108
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,027,668 $5,756,230 $5,756,230 0.08 $5,258,455
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,801,822 $5,691,613 $5,691,613 0.08 $5,618,194
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,655,593 $5,655,593 0.08 $5,641,852
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,421,831 $5,623,299 $5,623,299 0.08 $5,607,033
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,534,598 $5,608,324 $5,608,324 0.08 $5,474,895
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,393,283 $5,429,758 $5,429,758 0.08 $5,394,565
Connecticut Avenue Securities Trust 2025-R01 1M1 5.1718% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,390,663 $5,411,942 $5,411,942 0.08 $5,393,355
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.8218% 25-SEP-2042, 9.82%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 4,960,000 $5,383,130 $5,383,130 0.08 $5,350,653
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,352,286 $5,352,286 0.08 $5,327,131
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,124,354 $5,343,888 $5,343,888 0.08 $5,294,703
BX Trust 2021-SDMF A 4.454% 15-SEP-2034, 4.45%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,336,955 $5,336,955 0.08 $5,334,305
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,561,631 $5,322,170 $5,322,170 0.08 $4,740,659
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,227,853 $5,220,305 $5,220,305 0.07 $5,058,046
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 5,205,344 $5,184,403 $5,184,403 0.07 $5,153,171
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,945,606 $5,163,844 $5,163,844 0.07 $5,119,914
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,008,959 $5,131,986 $5,131,986 0.07 $5,089,320
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,964,486 $5,113,315 $5,113,315 0.07 $5,066,931
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 $5,076,731 $5,076,731 0.07 $5,073,188
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 5,034,856 $5,064,731 $5,064,731 0.07 $5,011,026
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,803,560 $4,996,487 $4,996,487 0.07 $4,954,409
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,885,193 $4,885,193 0.07 $4,861,132
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,585,636 $4,879,979 $4,879,979 0.07 $4,835,959
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,679,557 $4,865,915 $4,865,915 0.07 $4,819,873
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,625,154 $4,812,090 $4,812,090 0.07 $4,763,839
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 $4,807,061 $4,807,061 0.07 $4,789,044
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,719,465 $4,719,465 0.07 $4,703,119
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,453,237 $4,631,102 $4,631,102 0.07 $4,593,085
Ginnie Mae REMIC Trust 2023-116 LF 5.48379% 20-AUG-2053, 5.40%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,562,950 $4,611,253 $4,611,253 0.07 $4,591,408
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,341,097 $4,562,288 $4,562,288 0.07 $4,502,808
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,446,413 $4,551,216 $4,551,216 0.07 $4,517,364
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,358,992 $4,544,662 $4,544,662 0.07 $4,504,820
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,684,162 $4,540,046 $4,540,046 0.07 $4,505,383
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,154,781 $4,533,099 $4,533,099 0.06 $4,293,777
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,507,652 $4,507,652 0.06 $4,505,187
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,287,640 $4,485,812 $4,485,812 0.06 $4,433,732
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,435,981 $4,482,445 $4,482,445 0.06 $4,451,304
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,393,906 $4,439,041 $4,439,041 0.06 $4,406,549
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,951,169 $4,367,491 $4,367,491 0.06 $4,087,224
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,090,753 $4,362,735 $4,362,735 0.06 $4,192,240
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 - - 4,296,169 $4,357,691 $4,357,691 0.06 $4,338,246
Connecticut Avenue Securities Trust 2022-R07 1M2 8.7218% 25-JUN-2042, 8.72%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,322,980 $4,322,980 0.06 $4,299,216
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,052,058 $4,252,149 $4,252,149 0.06 $4,204,391
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,464,385 $4,248,442 $4,248,442 0.06 $4,199,672
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,179,628 $4,248,136 $4,248,136 0.06 $4,215,200
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,949,526 $4,215,389 $4,215,389 0.06 $4,176,950
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,189,565 $4,210,730 $4,210,730 0.06 $4,199,784
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,945,555 $4,199,693 $4,199,693 0.06 $4,160,937
SREIT Commercial Mortgage Trust 2021-MFP B 4.9448% 15-NOV-2038, 4.94%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,193,900 $4,193,900 0.06 $4,191,595
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,931,025 $4,159,532 $4,159,532 0.06 $4,118,964
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,899,965 $4,150,820 $4,150,820 0.06 $4,033,296
Connecticut Avenue Securities Trust 2024-R06 1M2 5.6718% 25-SEP-2044, 5.67%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,143,288 $4,143,288 0.06 $4,127,688
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,127,997 $4,127,997 0.06 $4,112,674
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,583,861 $4,098,430 $4,098,430 0.06 $4,011,215
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,862,917 $4,086,953 $4,086,953 0.06 $3,959,430
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,036,083 $4,036,083 0.06 $4,022,113
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,958,233 $4,006,158 $4,006,158 0.06 $3,971,774
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,013,931 $3,921,647 $3,921,647 0.06 $3,870,375
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,767,193 $3,817,898 $3,817,898 0.05 $3,789,754
Connecticut Avenue Securities Trust 2024-R02 1M1 5.1718% 25-FEB-2044, 5.17%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,798,833 $3,811,454 $3,811,454 0.05 $3,798,356
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,661,837 $3,800,906 $3,800,906 0.05 $3,764,997
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,636,090 $3,790,072 $3,790,072 0.05 $3,756,964
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,670,242 $3,773,852 $3,773,852 0.05 $3,742,802
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,684,253 $3,704,623 $3,704,623 0.05 $3,659,479
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,543,503 $3,694,031 $3,694,031 0.05 $3,661,300
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,498,607 $3,649,801 $3,649,801 0.05 $3,618,511
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,299,496 $3,644,663 $3,644,663 0.05 $3,411,919
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,417,676 $3,528,193 $3,528,193 0.05 $3,498,507
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,612,231 $3,523,438 $3,523,438 0.05 $3,474,232
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,359,894 $3,513,869 $3,513,869 0.05 $3,484,314
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,351,956 $3,494,847 $3,494,847 0.05 $3,452,464
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,482,315 $3,487,591 $3,487,591 0.05 $3,458,899
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,510,122 $3,458,582 $3,458,582 0.05 $3,450,391
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,774,539 $3,420,796 $3,420,796 0.05 $2,935,070
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,285,602 $3,404,254 $3,404,254 0.05 $3,374,760
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,283,812 $3,381,808 $3,381,808 0.05 $3,352,642
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,366,368 $3,331,639 $3,331,639 0.05 $3,237,885
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,368,450 $3,275,694 $3,275,694 0.05 $3,233,827
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,203,997 $3,138,925 $3,138,925 0.04 $3,106,390
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.3718% 25-DEC-2031, 5.37%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 3,105,164 $3,123,617 $3,123,617 0.04 $3,112,497
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,998,848 $3,118,228 $3,118,228 0.04 $3,088,768
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,138,517 $3,042,108 $3,042,108 0.04 $3,013,084
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,887,110 $3,032,149 $3,032,149 0.04 $3,004,266
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 $3,018,793 $3,018,793 0.04 $3,009,336
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,814,414 $3,007,437 $3,007,437 0.04 $2,885,095
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,794,995 $2,986,647 $2,986,647 0.04 $2,890,468
BX Trust 2021-BXMF C 5.05627% 15-OCT-2038, 5.06%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,955,192 $2,955,192 0.04 $2,953,531
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,836,056 $2,946,706 $2,946,706 0.04 $2,920,176
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,980,072 $2,906,993 $2,906,993 0.04 $2,873,492
GWT Commercial Mortgage Trust 2024-WLF2 A 5.44136% 15-MAY-2041, 5.44%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,906,785 $2,906,785 0.04 $2,905,032
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,867,872 $2,894,443 $2,894,443 0.04 $2,848,588
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.2718% 25-FEB-2050, 5.27%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,913,583 $2,892,888 $2,892,888 0.04 $2,882,432
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,913,139 $2,809,227 $2,809,227 0.04 $2,738,076
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,781,472 $2,800,564 $2,800,564 0.04 $2,790,825
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,694,430 $2,800,472 $2,800,472 0.04 $2,752,040
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,700,733 $2,792,501 $2,792,501 0.04 $2,768,559
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 $2,779,763 $2,779,763 0.04 $2,766,744
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,776,408 $2,776,408 0.04 $2,766,948
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,577,846 $2,765,655 $2,765,655 0.04 $2,665,976
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,628,288 $2,707,158 $2,707,158 0.04 $2,682,382
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,568,496 $2,681,753 $2,681,753 0.04 $2,659,439
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,738,420 $2,649,138 $2,649,138 0.04 $2,643,661
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.3218% 25-SEP-2041, 10.32%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,595,004 $2,595,004 0.04 $2,577,772
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,424,746 $2,566,856 $2,566,856 0.04 $2,540,671
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 $2,527,104 $2,527,104 0.04 $2,525,437
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,786,879 $2,526,218 $2,526,218 0.04 $2,496,081
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,407,140 $2,504,373 $2,504,373 0.04 $2,467,281
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,386,061 $2,489,851 $2,489,851 0.04 $2,467,635
BX Trust 2021-BXMF G 7.214513% 15-OCT-2038, 7.21%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,481,520 $2,481,520 0.04 $2,479,525
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,233,648 $2,480,775 $2,480,775 0.04 $2,480,775
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 2,459,983 $2,460,145 $2,460,145 0.04 $2,458,765
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,399,151 $2,447,778 $2,447,778 0.04 $2,426,656
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,308,611 $2,441,595 $2,441,595 0.03 $2,418,984
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,426,750 $2,430,463 $2,430,463 0.03 $2,428,664
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,323,356 $2,421,594 $2,421,594 0.03 $2,401,149
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,397,401 $2,397,401 0.03 $2,380,740
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,215,552 $2,385,194 $2,385,194 0.03 $2,281,985
Connecticut Avenue Securities, Series 2021-R01 1M2 5.6218% 25-OCT-2041, 5.62%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,348,432 $2,362,361 $2,362,361 0.03 $2,353,560
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,385,901 $2,361,133 $2,361,133 0.03 $2,355,168
Connecticut Avenue Securities Trust 2022-R08 1M2 7.6718% 25-JUL-2042, 7.67%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,312,475 $2,312,475 0.03 $2,301,120
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,926,329 $2,284,125 $2,284,125 0.03 $1,990,773
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.4218% 25-APR-2042, 8.42%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 2,174,307 $2,275,402 $2,275,402 0.03 $2,266,246
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,121,071 $2,217,446 $2,217,446 0.03 $2,193,341
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,105,906 $2,183,604 $2,183,604 0.03 $2,147,923
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 $2,146,548 $2,146,548 0.03 $2,145,226
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,068,180 $2,136,368 $2,136,368 0.03 $2,118,252
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,015,521 $2,101,368 $2,101,368 0.03 $2,082,523
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,138,280 $2,086,399 $2,086,399 0.03 $2,056,590
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,973,326 $2,060,759 $2,060,759 0.03 $2,039,342
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 $2,053,122 $2,053,122 0.03 $2,051,834
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,105,984 $2,050,444 $2,050,444 0.03 $2,025,034
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,026,805 $2,028,833 $2,028,833 0.03 $2,012,020
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.54348% 25-OCT-2057, 6.57%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,959,567 $2,028,006 $2,028,006 0.03 $2,019,424
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,976,005 $2,024,359 $2,024,359 0.03 $2,015,788
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,908,608 $2,014,732 $2,014,732 0.03 $1,995,734
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,968,057 $1,956,854 $1,956,854 0.03 $1,941,918
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,006,199 $1,950,123 $1,950,123 0.03 $1,934,447
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,870,954 $1,945,578 $1,945,578 0.03 $1,929,709
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,849,945 $1,922,853 $1,922,853 0.03 $1,905,416
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,591,587 $1,904,902 $1,904,902 0.03 $1,655,907
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,803,722 $1,875,637 $1,875,637 0.03 $1,874,328
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.6218% 25-FEB-2050, 5.62%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,900,142 $1,870,352 $1,870,352 0.03 $1,863,230
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,499,290 $1,847,693 $1,847,693 0.03 $1,564,656
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,865,279 $1,819,417 $1,819,417 0.03 $1,798,568
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,719,909 $1,813,619 $1,813,619 0.03 $1,796,098
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,593,146 $1,810,534 $1,810,534 0.03 $1,647,612
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,463,833 $1,799,871 $1,799,871 0.03 $1,494,040
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,707,226 $1,770,664 $1,770,664 0.03 $1,765,542
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,785,141 $1,744,698 $1,744,698 0.02 $1,721,296
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 $1,740,528 $1,740,528 0.02 $1,739,451
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,706,995 $1,706,995 0.02 $1,695,095
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,727,230 $1,705,661 $1,705,661 0.02 $1,702,087
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,759,991 $1,695,399 $1,695,399 0.02 $1,655,633
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,751,285 $1,693,628 $1,693,628 0.02 $1,681,035
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.4218% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,711,730 $1,681,859 $1,681,859 0.02 $1,675,672
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,666,962 $1,622,828 $1,622,828 0.02 $1,603,279
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,544,685 $1,622,230 $1,622,230 0.02 $1,607,367
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,685,247 $1,620,104 $1,620,104 0.02 $1,585,451
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,595,373 $1,613,867 $1,613,867 0.02 $1,607,124
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,491,714 $1,550,214 $1,550,214 0.02 $1,536,443
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.5718% 25-DEC-2031, 5.57%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,511,180 $1,521,550 $1,521,550 0.02 $1,515,937
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,570,887 $1,519,887 $1,519,887 0.02 $1,516,745
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,510,274 $1,481,845 $1,481,845 0.02 $1,456,260
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,453,756 $1,463,328 $1,463,328 0.02 $1,462,378
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,384,949 $1,449,164 $1,449,164 0.02 $1,436,624
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 $1,442,330 $1,442,330 0.02 $1,441,331
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,481,463 $1,432,879 $1,432,879 0.02 $1,422,037
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,427,070 $1,429,544 $1,429,544 0.02 $1,417,474
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,403,049 $1,418,186 $1,418,186 0.02 $1,407,925
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,359,374 $1,408,191 $1,408,191 0.02 $1,395,854
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,297,397 $1,350,128 $1,350,128 0.02 $1,338,313
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.27%, 05/25/45 CAS 2025-R04 20755TAB7 - - 1,341,612 $1,349,088 $1,349,088 0.02 $1,344,373
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,178,823 $1,304,196 $1,304,196 0.02 $1,206,725
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,234,529 $1,295,123 $1,295,123 0.02 $1,283,014
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,535,749 $1,279,657 $1,279,657 0.02 $1,279,282
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 $1,266,622 $1,266,622 0.02 $1,265,676
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,258,816 $1,255,448 $1,255,448 0.02 $1,245,237
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,177,290 $1,227,639 $1,227,639 0.02 $1,217,501
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,250,058 $1,224,211 $1,224,211 0.02 $1,209,426
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,368,954 $1,217,676 $1,217,676 0.02 $1,195,127
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,202,429 $1,202,429 0.02 $1,194,904
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,163,605 $1,193,160 $1,193,160 0.02 $1,182,998
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,217,841 $1,187,600 $1,187,600 0.02 $1,174,286
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,216,556 $1,185,777 $1,185,777 0.02 $1,170,080
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,130,224 $1,175,345 $1,175,345 0.02 $1,164,629
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,149,763 $1,160,089 $1,160,089 0.02 $1,159,148
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,099,171 $1,146,641 $1,146,641 0.02 $1,137,377
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,172,818 $1,143,679 $1,143,679 0.02 $1,128,012
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,227,304 $1,132,564 $1,132,564 0.02 $1,122,140
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,042,105 $1,088,102 $1,088,102 0.02 $1,078,158
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 $1,082,510 $1,082,510 0.02 $1,081,739
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,093,605 $1,066,903 $1,066,903 0.02 $1,057,917
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,067,838 $1,066,662 $1,066,662 0.02 $1,057,992
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,055,462 $1,054,333 $1,054,333 0.02 $1,045,730
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,009,434 $1,051,936 $1,051,936 0.02 $1,030,549
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 968,232 $1,016,805 $1,016,805 0.01 $1,007,522
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 987,563 $966,442 $966,442 0.01 $952,243
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,019,369 $965,360 $965,360 0.01 $958,187
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,008,366 $954,437 $954,437 0.01 $947,769
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 921,927 $948,899 $948,899 0.01 $940,901
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 922,948 $920,311 $920,311 0.01 $913,017
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 902,260 $910,648 $910,648 0.01 $896,653
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 934,641 $908,441 $908,441 0.01 $901,214
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 836,067 $871,693 $871,693 0.01 $863,907
BX Commercial Mortgage Trust 2021-21M A 4.595% 15-OCT-2036, 4.59%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $862,705 $862,705 0.01 $862,265
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 888,004 $829,304 $829,304 0.01 $821,365
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.7218% 25-JAN-2034, 5.72%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 795,297 $800,327 $800,327 0.01 $797,293
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 821,741 $798,665 $798,665 0.01 $792,352
FREMF 2019-KF70 Mortgage Trust C 10.31633% 25-SEP-2029, 10.32%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $785,425 $785,425 0.01 $779,992
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 741,700 $772,701 $772,701 0.01 $766,427
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 810,080 $767,605 $767,605 0.01 $749,605
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 747,016 $746,479 $746,479 0.01 $740,129
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 698,253 $723,716 $723,716 0.01 $716,991
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 704,156 $711,244 $711,244 0.01 $708,230
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 680,471 $708,725 $708,725 0.01 $705,431
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 717,506 $700,713 $700,713 0.01 $691,419
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 $635,575 $635,575 0.01 $632,682
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 632,422 $625,924 $625,924 0.01 $621,232
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 647,501 $612,951 $612,951 0.01 $608,590
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 589,320 $595,905 $595,905 0.01 $585,021
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 647,454 $582,725 $582,725 0.01 $580,567
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 593,835 $582,653 $582,653 0.01 $577,118
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 593,691 $579,501 $579,501 0.01 $574,900
Connecticut Avenue Securities Trust 2022-R01 1M1 5.0718% 25-DEC-2041, 5.07%, 12/25/41 CAS 2022-R01 20754LAA7 - - 540,184 $542,010 $542,010 0.01 $540,184
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 517,703 $507,663 $507,663 0.01 $503,036
Connecticut Avenue Securities Trust 2022-R07 1B2 16.0718% 25-JUN-2042, 16.07%, 06/25/42 CAS 2022-R07 20754MAL1 - - 436,201 $505,515 $505,515 0.01 $500,842
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 510,428 $497,423 $497,423 0.01 $488,039
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.3718% 25-FEB-2042, 5.37%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 483,697 $485,476 $485,476 0.01 $483,744
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 499,061 $472,655 $472,655 0.01 $469,108
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - - $452,476 $452,476 0.01 $0
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 436,445 $423,439 $423,439 0.01 $419,772
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $420,694 $420,694 0.01 $419,345
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 435,067 $418,950 $418,950 0.01 $409,125
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 405,464 $401,377 $401,377 0.01 $398,353
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 422,004 $400,539 $400,539 0.01 $386,823
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 365,046 $380,698 $380,698 0.01 $377,201
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 387,475 $362,847 $362,847 0.01 $360,265
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 354,518 $348,796 $348,796 0.00 $342,409
Connecticut Avenue Securities Trust 2023-R05 1B1 8.8218% 25-JUN-2043, 8.82%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $335,377 $335,377 0.00 $333,542
Connecticut Avenue Securities, Series 2021-R03 1M1 4.9218% 25-DEC-2041, 4.92%, 12/25/41 CAS 2021-R03 20754AAA1 - - 323,507 $324,590 $324,590 0.00 $323,528
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 328,580 $318,289 $318,289 0.00 $314,165
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 303,297 $314,020 $314,020 0.00 $291,981
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,555 $308,434 $308,434 0.00 $306,091
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 327,837 $304,835 $304,835 0.00 $302,118
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 299,260 $293,589 $293,589 0.00 $291,051
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 293,225 $293,451 $293,451 0.00 $291,102
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 298,534 $290,094 $290,094 0.00 $287,129
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 290,724 $284,220 $284,220 0.00 $280,327
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 304,391 $278,602 $278,602 0.00 $276,402
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 267,496 $260,279 $260,279 0.00 $257,929
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 247,753 $254,810 $254,810 0.00 $245,731
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 270,021 $254,550 $254,550 0.00 $252,687
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 248,668 $249,103 $249,103 0.00 $246,934
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $233,617 $233,617 0.00 $233,617
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 230,182 $231,443 $231,443 0.00 $228,503
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 227,376 $227,926 $227,926 0.00 $220,394
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 229,264 $226,906 $226,906 0.00 $225,207
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 231,655 $226,668 $226,668 0.00 $222,805
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 226,389 $222,506 $222,506 0.00 $220,445
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 238,092 $222,355 $222,355 0.00 $220,318
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 214,408 $209,616 $209,616 0.00 $206,612
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 209,220 $209,449 $209,449 0.00 $207,706
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 203,224 $203,353 $203,353 0.00 $201,742
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 192,894 $180,283 $180,283 0.00 $178,493
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 174,460 $179,055 $179,055 0.00 $173,187
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 190,337 $177,575 $177,575 0.00 $172,989
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 174,552 $174,721 $174,721 0.00 $173,279
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - - $167,511 $167,511 0.00 $0
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 166,553 $166,660 $166,660 0.00 $165,338
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,389 $159,735 $159,735 0.00 $158,533
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,734 $156,755 $156,755 0.00 $155,289
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 159,620 $156,089 $156,089 0.00 $153,911
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 165,984 $155,543 $155,543 0.00 $154,059
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 153,016 $149,069 $149,069 0.00 $147,544
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 136,110 $134,718 $134,718 0.00 $133,702
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,922 $133,954 $133,954 0.00 $132,674
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,900 $129,268 $129,268 0.00 $128,217
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,843 $127,528 $127,528 0.00 $126,566
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,387 $125,698 $125,698 0.00 $124,620
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,967 $125,235 $125,235 0.00 $124,151
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 130,737 $122,273 $122,273 0.00 $120,917
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 111,202 $110,789 $110,789 0.00 $109,907
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,966 $108,650 $108,650 0.00 $105,193
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,750 $108,083 $108,083 0.00 $106,946
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 108,047 $106,969 $106,969 0.00 $106,152
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,934 $106,115 $106,115 0.00 $102,924
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 105,136 $101,342 $101,342 0.00 $99,724
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,741 $99,874 $99,874 0.00 $89,138
Fannie Mae REMIC Trust 2013-130 FN 4.53628% 25-OCT-2042, 4.54%, 10/25/42 FNR 2013-130 3136AHG53 - - 90,334 $89,461 $89,461 0.00 $89,188
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,533 $79,156 $79,156 0.00 $78,475
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,395 $73,678 $73,678 0.00 $73,124
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,711 $71,308 $71,308 0.00 $70,693
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 75,098 $70,263 $70,263 0.00 $69,862
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - - $65,247 $65,247 0.00 $0
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,314 $65,069 $65,069 0.00 $64,578
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 66,722 $62,198 $62,198 0.00 $61,012
Fannie Mae REMIC Trust 2010-109 BS 9.46957% 25-OCT-2040, 9.47%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $58,987 $58,987 0.00 $58,577
Fannie Mae REMIC Trust 2006-20 GF 4.53628% 25-APR-2036, 4.54%, 04/25/36 FNR 2006-20 31395BU43 - - 54,414 $54,157 $54,157 0.00 $53,993
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 52,527 $52,409 $52,409 0.00 $51,332
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 48,086 $48,625 $48,625 0.00 $47,253
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - - $47,981 $47,981 0.00 $0
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,602 $42,914 $42,914 0.00 $42,280
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,780 $42,805 $42,805 0.00 $42,468
Freddie Mac Multiclass Certificates, Series 3721 FB 4.7565% 15-SEP-2040, 4.60%, 09/15/40 FHR 3721 3137GAD20 - - 41,575 $41,484 $41,484 0.00 $41,463
Freddie Mac Multiclass Certificates, Series 3380 FM 4.8465% 15-OCT-2037, 4.69%, 10/15/37 FHR 3380 31397KTJ0 - - 40,968 $40,942 $40,942 0.00 $40,920
Ginnie Mae REMIC Trust 2008-013 FB 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - - 39,466 $39,538 $39,538 0.00 $39,390
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 37,141 $35,400 $35,400 0.00 $35,054
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,847 $32,413 $32,413 0.00 $31,923
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 31,278 $31,100 $31,100 0.00 $30,552
Ginnie Mae REMIC Trust 2007-040 FG 4.46552% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - - 30,047 $29,875 $29,875 0.00 $29,767
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - - $28,951 $28,951 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.54552% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,950 $25,977 $25,977 0.00 $25,883
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 $24,168 $24,168 0.00 $24,150
Fannie Mae REMIC Trust 2013-2 QF 4.68628% 25-FEB-2043, 4.69%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,948 $23,960 $23,960 0.00 $23,885
Ginnie Mae REMIC Trust 2007-059 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,844 $23,852 $23,852 0.00 $23,764
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,631 $23,096 $23,096 0.00 $22,611
Ginnie Mae REMIC Trust 2010-133 FD 4.50344% 16-OCT-2040, 4.28%, 10/16/40 GNR 2010-133 38377MHV1 - - 21,455 $21,438 $21,438 0.00 $21,431
Ginnie Mae REMIC Trust 2008-016 FC 4.64552% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - - 19,220 $19,254 $19,254 0.00 $19,184
Ginnie Mae REMIC Trust 2007-037 FW 4.45552% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - - 19,167 $19,062 $19,062 0.00 $18,994
Ginnie Mae REMIC Trust 2005-065 FA 4.29552% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - - 18,524 $18,346 $18,346 0.00 $18,282
Ginnie Mae REMIC Trust 2004-059 FP 4.37344% 16-AUG-2034, 4.15%, 08/16/34 GNR 2004-59 38374HYS3 - - 18,095 $18,031 $18,031 0.00 $18,025
Fannie Mae REMIC Trust 2002-53 FK 4.58628% 25-APR-2032, 4.59%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,442 $16,431 $16,431 0.00 $16,380
Freddie Mac Multiclass Certificates, Series 2426 FL 4.9065% 15-MAR-2032, 4.75%, 03/15/32 FHR 2426 31339W7G5 - - 16,344 $16,380 $16,380 0.00 $16,371
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,906 $15,786 $15,786 0.00 $15,460
Ginnie Mae REMIC Trust 2005-048 AF 4.34552% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,643 $15,534 $15,534 0.00 $15,480
Fannie Mae REMIC Trust 2005-83 KT 4.48628% 25-OCT-2035, 4.49%, 10/25/35 FNR 2005-83 31394FUL7 - - 14,194 $14,118 $14,118 0.00 $14,076
Fannie Mae REMIC Trust 2007-89 GF 4.70628% 25-SEP-2037, 4.71%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,266 $13,308 $13,308 0.00 $13,266
Freddie Mac Multiclass Certificates, Series 2551 FD 4.6565% 15-JAN-2033, 4.50%, 01/15/33 FHR 2551 31393JAZ1 - - 11,855 $11,817 $11,817 0.00 $11,811
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - - $11,486 $11,486 0.00 $0
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,350 $11,377 $11,377 0.00 $11,284
Ginnie Mae REMIC Trust 2012-075 FP 4.44552% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - - 11,207 $11,234 $11,234 0.00 $11,194
Ginnie Mae REMIC Trust 2007-061 FA 4.64552% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,954 $9,958 $9,958 0.00 $9,921
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - - $9,701 $9,701 0.00 $0
Fannie Mae REMIC Trust 2010-123 FL 4.61628% 25-NOV-2040, 4.62%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,257 $9,252 $9,252 0.00 $9,223
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 $9,213 $9,213 0.00 $9,209
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,979 $9,176 $9,176 0.00 $9,077
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 9,050 $9,072 $9,072 0.00 $8,778
Freddie Mac Multiclass Certificates, Series 3028 FM 4.5065% 15-SEP-2035, 4.35%, 09/15/35 FHR 3028 31396AFB5 - - 8,076 $8,042 $8,042 0.00 $8,038
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,999 $7,988 $7,988 0.00 $7,757
Fannie Mae REMIC Trust 2003-87 FG 4.68628% 25-SEP-2033, 4.69%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,876 $7,901 $7,901 0.00 $7,876
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,963 $7,887 $7,887 0.00 $7,722
Fannie Mae REMIC Trust 2012-100 FG 4.58628% 25-SEP-2042, 4.59%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,583 $7,520 $7,520 0.00 $7,496
Fannie Mae REMIC Trust 2002-16 VF 4.73628% 25-APR-2032, 4.74%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,992 $7,015 $7,015 0.00 $6,993
Ginnie Mae REMIC Trust 2007-018 FD 4.44552% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - - 6,954 $6,910 $6,910 0.00 $6,886
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,855 $6,779 $6,779 0.00 $6,638
Ginnie Mae REMIC Trust 2010-006 FG 4.67344% 16-JAN-2040, 4.45%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,686 $6,702 $6,702 0.00 $6,700
Freddie Mac Multiclass Certificates, Series 3738 FD 4.5565% 15-AUG-2040, 4.40%, 08/15/40 FHR 3738 3137GAYQ4 - - 6,249 $6,249 $6,249 0.00 $6,246
Fannie Mae REMIC Trust 2010-95 FB 4.58628% 25-SEP-2040, 4.59%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,990 $5,990 $5,990 0.00 $5,971
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - - $5,870 $5,870 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,446 $4,475 $4,475 0.00 $4,414
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - - $3,483 $3,483 0.00 $0
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,654 $2,040 $2,040 0.00 $1,524
Ginnie Mae REMIC Trust 1999-27 FE 4.47344% 16-AUG-2029, 4.25%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,686 $1,685 $1,685 0.00 $1,684
Freddie Mac Multiclass Certificates, Series 2469 FE 4.7565% 15-JUL-2032, 4.60%, 07/15/32 FHR 2469 31392RC58 - - 1,463 $1,462 $1,462 0.00 $1,461
Ginnie Mae REMIC Trust 2010-125 VF 4.49552% 20-JUN-2040, 4.42%, 06/20/40 GNR 2010-125 38377JYJ6 - - 355.00 $355 $355 0.00 $353
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 2,844 $311,418,000 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,972,000 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,258 $-145,043,469 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -163.00 $-18,378,250 $0 0.00 $0
UMBS TBA 30yr 3.5% January Delivery, 3.50%, 01/14/26 FNCL 01F032617 - - -95,653,000 $-88,404,129 $-88,404,129 -1.27 $-88,404,129
UMBS TBA 30yr 2.5% January Delivery, 2.50%, 01/14/26 FNCL 01F022618 - - -136,434,000 $-115,683,344 $-115,683,344 -1.66 $-115,683,344
UMBS TBA 30yr 5% January Delivery, 5.00%, 01/14/26 FNCL 01F050619 - - -312,386,000 $-311,519,441 $-311,519,441 -4.46 $-311,519,441
UMBS TBA 30yr 4.5% January Delivery, 4.50%, 01/14/26 FNCL 01F042616 - - -354,908,342 $-346,495,240 $-346,495,240 -4.96 $-346,495,240
Fannie Mae or Freddie Mac|5.5|01/14/2026, 5.50%, 01/14/26 FNCL 01F052615 - - -350,278,442 $-354,765,509 $-354,765,509 -5.08 $-354,765,509
UMBS TBA 30yr 6% January Delivery, 6.00%, 01/14/26 FNCL 01F060618 - - -463,616,167 $-475,480,105 $-475,480,105 -6.81 $-475,480,105
UMBS TBA 30yr 4% January Delivery, 4.00%, 01/14/26 FNCL 01F040610 - - -721,596,155 $-685,163,487 $-685,163,487 -9.82 $-685,163,487
SEGREGATED CASH SEGCASH - $0.00 10,668,676 $10,668,676 $10,668,676 0.15 $10,668,676
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
EURO EUR - - 0.00 $-0 $-0 0.00 $-0
US DOLLARS USD MD_142224 - - -1,945,536,225 $-1,945,536,225 $-1,945,536,225 -27.87 $-1,945,536,225

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