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For professional investors in Mexico

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of January 29, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% February Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - 1,518,344,894 $1,291,164,058 $1,291,164,058 19.46 $1,291,164,058
GNMA II TBA 30yr 2.5% February Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - 724,131,414 $628,200,657 $628,200,657 9.47 $628,200,657
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - 472,324,765 $483,613,327 $483,613,327 7.29 $483,613,327
GNMA II TBA 30yr 5% February Delivery, 5.00%, 02/19/26 G2SF 21H050623 - - 411,201,194 $411,279,322 $411,279,322 6.21 $411,279,322
UMBS TBA 30yr 3% February Delivery, 3.00%, 02/12/26 FNCL 01F030629 - - 399,791,032 $354,792,952 $354,792,952 5.35 $354,792,952
UMBS TBA 30yr 2% February Delivery, 2.00%, 02/12/26 FNCL 01F020620 - - 378,232,255 $307,249,029 $307,249,029 4.64 $307,249,029
UMBS TBA 30yr 3.5% February Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - 206,200,000 $190,977,079 $190,977,079 2.89 $190,977,079
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 182,782,552 $187,543,664 $187,543,664 2.83 $186,733,836
GNMA II TBA 30yr 5.5% February Delivery, 5.50%, 02/19/26 G2SF 21H052629 - - 183,586,000 $185,612,789 $185,612,789 2.81 $185,612,789
GNMA II TBA 30yr 3% February Delivery, 3.00%, 02/19/26 G2SF 21H030625 - - 203,159,962 $183,600,737 $183,600,737 2.78 $183,600,737
UMBS TBA 30yr 5% February Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - 176,782,000 $176,888,069 $176,888,069 2.67 $176,888,069
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.80%, 03/25/55 FNR 2025-12 3136BVFC7 - - 150,244,245 $151,500,075 $151,500,075 2.29 $151,399,969
GNMA II TBA 30yr 3.5% February Delivery, 3.50%, 02/19/26 G2SF 21H032621 - - 147,859,377 $135,661,422 $135,661,422 2.05 $135,661,422
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,045,094 $133,104,776 $133,104,776 2.01 $132,576,956
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,847,444 $122,571,675 $122,571,675 1.86 $122,002,079
GNMA II TBA 30yr 4.5% February Delivery, 4.50%, 02/19/26 G2SF 21H042620 - - 124,302,488 $121,487,907 $121,487,907 1.84 $121,487,907
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 136,348,322 $120,900,603 $120,900,603 1.83 $120,900,603
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 117,110,671 $117,156,665 $117,156,665 1.77 $116,732,139
Freddie Mac Pool|5|01/01/2056, 5.00%, 01/01/56 FR 31427RKM1 - - 111,126,768 $112,874,798 $112,874,798 1.70 $112,427,204
GNMA II TBA 30yr 4% February Delivery, 4.00%, 02/19/26 G2SF 21H040624 - - 114,954,688 $108,973,481 $108,973,481 1.64 $108,973,481
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 111,948,465 $108,744,338 $108,744,338 1.64 $108,383,615
UMBS TBA 30yr 4.5% February Delivery, 4.50%, 02/12/26 FNCL 01F042624 - - 104,710,241 $102,710,590 $102,710,590 1.55 $102,710,590
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 105,535,647 $102,515,065 $102,515,065 1.54 $102,175,005
UMBS TBA 30yr 6.5% February Delivery, 6.50%, 02/12/26 FNCL 01F062622 - - 92,975,000 $96,243,071 $96,243,071 1.45 $96,243,071
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 86,081,507 $89,441,716 $89,441,716 1.35 $89,025,655
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 85,831,015 $88,977,449 $88,977,449 1.34 $88,597,170
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 82,161,525 $82,193,793 $82,193,793 1.24 $81,895,957
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,414,925 $78,091,916 $78,091,916 1.18 $77,757,786
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,065,265 $77,779,628 $77,779,628 1.17 $77,447,047
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 80,242,311 $77,655,432 $77,655,432 1.17 $77,396,874
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 69,491,747 $71,921,495 $71,921,495 1.08 $71,613,608
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - 84,405,445 $71,740,155 $71,740,155 1.08 $71,740,155
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,533,007 $70,944,850 $70,944,850 1.07 $70,641,210
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 65,485,152 $67,862,394 $67,862,394 1.02 $67,545,882
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 57,366,828 $59,293,980 $59,293,980 0.89 $59,039,814
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 55,406,710 $58,018,702 $58,018,702 0.87 $57,728,586
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,412,400 $56,838,463 $56,838,463 0.86 $56,592,955
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 59,068,000 $54,642,625 $54,642,625 0.82 $54,642,625
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,304,347 $52,110,716 $52,110,716 0.78 $51,904,073
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,019,624 $51,737,148 $51,737,148 0.78 $51,515,534
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,539,081 $51,333,422 $51,333,422 0.77 $51,129,861
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,839,639 $51,163,895 $51,163,895 0.77 $50,959,124
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 4.90%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,780,873 $50,275,634 $50,275,634 0.76 $50,241,774
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,026,090 $48,781,231 $48,781,231 0.73 $48,572,880
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,378,662 $48,612,780 $48,612,780 0.73 $48,402,866
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,847,004 $47,695,842 $47,695,842 0.72 $47,507,153
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - - 46,597,358 $47,445,117 $47,445,117 0.71 $47,257,433
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44728% 25-FEB-2042, 7.45%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 45,174,272 $46,563,430 $46,563,430 0.70 $46,526,050
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,666,476 $46,151,637 $46,151,637 0.70 $45,953,740
Fannie Mae Pool|5|01/01/2056, 5.00%, 01/01/56 FN 3140W4U47 - - 45,352,320 $46,090,077 $46,090,077 0.69 $45,907,408
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,496,185 $43,974,851 $43,974,851 0.66 $43,786,569
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,290,385 $40,771,874 $40,771,874 0.61 $40,674,622
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,213,702 $40,045,810 $40,045,810 0.60 $39,900,036
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,094,609 $39,467,534 $39,467,534 0.59 $39,338,340
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,898,170 $39,273,740 $39,273,740 0.59 $39,090,566
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 37,640,049 $38,237,669 $38,237,669 0.58 $38,203,453
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 36,726,321 $38,080,933 $38,080,933 0.57 $37,903,422
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,677,997 $37,648,761 $37,648,761 0.57 $37,524,132
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,732,261 $37,134,491 $37,134,491 0.56 $37,012,909
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,618,480 $36,830,736 $36,830,736 0.55 $36,742,894
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,978,010 $36,211,468 $36,211,468 0.55 $36,056,496
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,976,044 $35,772,564 $35,772,564 0.54 $35,653,419
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 34,058,696 $35,294,907 $35,294,907 0.53 $35,130,290
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,521,810 $33,658,920 $33,658,920 0.51 $33,514,830
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,014,168 $33,180,615 $33,180,615 0.50 $33,025,880
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,595,110 $32,707,018 $32,707,018 0.49 $32,567,034
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,089,463 $32,007,200 $32,007,200 0.48 $31,890,876
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,879,697 $30,962,624 $30,962,624 0.47 $30,830,240
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,664,329 $30,797,059 $30,797,059 0.46 $30,665,630
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,574,223 $30,658,984 $30,658,984 0.46 $30,516,042
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,097,305 $30,570,355 $30,570,355 0.46 $30,449,130
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,057,590 $30,488,671 $30,488,671 0.46 $30,395,467
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,079,928 $30,271,778 $30,271,778 0.46 $30,150,622
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94728% 25-MAR-2042, 8.95%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 28,504,473 $29,843,535 $29,843,535 0.45 $29,815,197
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,517,381 $29,454,940 $29,454,940 0.44 $29,347,939
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,214,590 $29,231,180 $29,231,180 0.44 $29,133,821
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,255,836 $29,180,837 $29,180,837 0.44 $29,074,785
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,199,745 $28,262,908 $28,262,908 0.43 $28,168,820
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,479,940 $28,195,753 $28,195,753 0.42 $28,074,002
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,794,565 $27,723,312 $27,723,312 0.42 $27,622,557
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 25,890,198 $26,155,852 $26,155,852 0.39 $26,129,250
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 26,110,132 $26,043,197 $26,043,197 0.39 $25,948,548
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,643,475 $25,106,857 $25,106,857 0.38 $25,007,599
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,980,698 $24,980,698 0.38 $24,943,798
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,015,809 $24,908,252 $24,908,252 0.38 $24,801,848
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.79728% 25-SEP-2041, 5.80%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 23,964,288 $24,150,377 $24,150,377 0.36 $24,134,941
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 23,665,826 $23,814,730 $23,814,730 0.36 $23,709,877
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,849,834 $23,788,693 $23,788,693 0.36 $23,702,238
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.52419% 25-FEB-2045, 5.35%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,117,348 $23,117,348 0.35 $23,103,647
Freddie Mac Pool|5|01/01/2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,393,277 $22,536,102 $22,536,102 0.34 $22,445,906
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,271,876 $22,270,522 $22,270,522 0.34 $22,159,140
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,362,305 $22,190,942 $22,190,942 0.33 $22,116,184
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - 21,744,572 $22,140,177 $22,140,177 0.33 $22,052,595
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,665,987 $22,076,170 $22,076,170 0.33 $22,060,047
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,704,735 $22,054,893 $22,054,893 0.33 $21,981,733
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,058,441 $22,047,067 $22,047,067 0.33 $21,936,802
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,166,107 $21,946,948 $21,946,948 0.33 $21,853,171
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 21,545,431 $21,601,460 $21,601,460 0.33 $21,558,019
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,143,576 $21,554,327 $21,554,327 0.32 $21,482,976
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,175,522 $21,540,827 $21,540,827 0.32 $21,469,373
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,132,567 $21,132,567 0.32 $20,824,057
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.37419% 25-OCT-2041, 11.20%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,006,070 $21,006,070 0.32 $20,785,133
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,450,829 $20,983,544 $20,983,544 0.32 $20,892,935
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44728% 25-JUN-2042, 10.45%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,321,656 $20,847,784 $20,847,784 0.31 $20,825,356
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,374,477 $20,515,462 $20,515,462 0.31 $20,429,508
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,010,440 $20,451,344 $20,451,344 0.31 $20,383,644
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,713,134 $20,420,086 $20,420,086 0.31 $20,332,746
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,805,126 $20,416,428 $20,416,428 0.31 $20,354,950
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,132,435 $20,339,791 $20,339,791 0.31 $20,271,698
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,729,665 $20,045,608 $20,045,608 0.30 $19,984,342
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,538,625 $19,987,469 $19,987,469 0.30 $19,977,485
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,848,781 $19,903,697 $19,903,697 0.30 $19,823,799
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,674,699 $19,674,699 0.30 $19,664,927
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,446,283 $19,254,353 $19,254,353 0.29 $19,191,693
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 18,935,692 $19,147,631 $19,147,631 0.29 $19,071,362
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,703,659 $19,139,712 $19,139,712 0.29 $19,076,223
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,340,682 $18,802,696 $18,802,696 0.28 $18,721,437
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - 18,712,731 $18,664,760 $18,664,760 0.28 $18,596,926
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,984,442 $18,369,480 $18,369,480 0.28 $18,308,307
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,672,452 $18,312,724 $18,312,724 0.28 $18,234,425
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $17,977,622 $17,977,622 0.27 $17,866,090
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,993,896 $17,947,768 $17,947,768 0.27 $17,882,540
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 $17,732,773 $17,732,773 0.27 $17,626,232
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,928,233 $17,550,525 $17,550,525 0.26 $17,468,705
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,278,069 $17,278,069 0.26 $17,261,000
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,654,901 $17,088,727 $17,088,727 0.26 $17,014,936
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 17,124,518 $17,069,290 $17,069,290 0.26 $17,007,213
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,174,541 $16,645,023 $16,645,023 0.25 $16,589,682
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - - 16,374,847 $16,378,298 $16,378,298 0.25 $16,318,939
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,640,257 $16,331,110 $16,331,110 0.25 $16,281,374
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,994,140 $16,009,988 $16,009,988 0.24 $15,971,736
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.94728% 25-MAY-2042, 8.95%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,995,368 $15,995,368 0.24 $15,862,160
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,880,617 $15,880,617 0.24 $15,791,525
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,278,216 $15,832,762 $15,832,762 0.24 $15,758,917
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,693,086 $15,693,086 0.24 $15,679,129
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 $15,475,575 $15,475,575 0.23 $15,384,389
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 15,169,469 $15,310,349 $15,310,349 0.23 $15,250,566
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,476,772 $15,060,963 $15,060,963 0.23 $14,990,992
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,533,261 $15,052,076 $15,052,076 0.23 $14,981,832
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,144,303 $14,874,316 $14,874,316 0.22 $14,825,518
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,606,797 $14,652,090 $14,652,090 0.22 $14,584,680
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,386,619 $14,575,562 $14,575,562 0.22 $14,514,719
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - - 14,272,945 $14,247,501 $14,247,501 0.21 $14,195,762
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,768,957 $14,115,060 $14,115,060 0.21 $14,054,056
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,591,042 $14,082,495 $14,082,495 0.21 $14,022,279
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,576,977 $14,067,921 $14,067,921 0.21 $14,007,768
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,563,151 $14,055,446 $14,055,446 0.21 $13,989,891
BMP Commercial Mortgage Trust 2024-MF23 A 5.05213% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,043,186 $14,043,186 0.21 $14,013,716
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 13,771,759 $13,904,188 $13,904,188 0.21 $13,842,051
UMBS TBA 30yr 4% February Delivery, 4.00%, 02/12/26 FNCL 01F040628 - - 14,500,000 $13,855,968 $13,855,968 0.21 $13,855,968
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,053,704 $13,780,662 $13,780,662 0.21 $13,734,246
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 13,976,035 $13,737,580 $13,737,580 0.21 $13,730,786
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.09621% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,042,980 $13,466,920 $13,466,920 0.20 $13,458,171
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,138,819 $13,308,407 $13,308,407 0.20 $13,288,546
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 13,012,853 $13,292,414 $13,292,414 0.20 $13,234,759
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,235,525 $13,180,267 $13,180,267 0.20 $13,132,288
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,121,005 $13,121,005 0.20 $13,094,144
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,600,855 $13,058,222 $13,058,222 0.20 $12,997,318
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,432,329 $12,883,578 $12,883,578 0.19 $12,823,489
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,172,316 $12,616,069 $12,616,069 0.19 $12,557,236
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,588,119 $12,555,848 $12,555,848 0.19 $12,510,217
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,738,379 $12,530,980 $12,530,980 0.19 $12,488,395
A&D Mortgage Trust 2026-NQM1|4.912|02/25/2071, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 12,414,000 $12,473,529 $12,473,529 0.19 $12,424,409
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,663,169 $12,372,249 $12,372,249 0.19 $12,342,719
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,823,515 $12,254,552 $12,254,552 0.18 $12,197,405
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,528,358 $12,169,778 $12,169,778 0.18 $12,129,409
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,112,953 $12,149,922 $12,149,922 0.18 $12,101,446
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,680,061 $12,118,346 $12,118,346 0.18 $12,066,597
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,807,108 $11,882,414 $11,882,414 0.18 $11,834,857
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56 FR 3142JUAL4 - - 11,785,732 $11,860,902 $11,860,902 0.18 $11,813,431
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,437,460 $11,852,599 $11,852,599 0.18 $11,797,318
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,702,361 $11,776,998 $11,776,998 0.18 $11,729,864
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,599,671 $11,714,501 $11,714,501 0.18 $11,661,155
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,600,583 $11,693,443 $11,693,443 0.18 $11,644,391
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,482,022 $11,518,531 $11,518,531 0.17 $11,483,338
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,943,601 $11,385,216 $11,385,216 0.17 $11,332,322
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,023,041 $11,302,613 $11,302,613 0.17 $11,253,775
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,860,041 $11,133,319 $11,133,319 0.17 $11,085,203
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,052,207 $11,092,350 $11,092,350 0.17 $11,082,576
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,572,754 $11,076,692 $11,076,692 0.17 $11,021,332
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,075,151 $11,028,912 $11,028,912 0.17 $10,988,765
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.69728% 25-SEP-2042, 10.70%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $10,979,718 $10,979,718 0.17 $10,967,832
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,568,260 $10,965,719 $10,965,719 0.17 $10,580,472
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,825,466 $10,797,715 $10,797,715 0.16 $10,758,472
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,738,849 $10,711,319 $10,711,319 0.16 $10,672,391
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,513,186 $10,513,186 0.16 $10,505,219
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,439,613 $10,512,911 $10,512,911 0.16 $10,491,841
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,863,783 $10,221,858 $10,221,858 0.15 $10,174,183
Connecticut Avenue Securities Trust 2022-R02 2B2 11.52419% 25-JAN-2042, 11.35%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,208,357 $10,208,357 0.15 $10,196,207
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,894,101 $10,194,551 $10,194,551 0.15 $10,150,715
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,078,083 $10,170,391 $10,170,391 0.15 $10,128,337
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,415,919 $10,117,800 $10,117,800 0.15 $10,084,238
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,047,963 $10,047,963 0.15 $10,038,418
New Residential Mortgage Loan Trust 2026-NQM1|5.078|11/25/2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 10,000,000 $10,023,489 $10,023,489 0.15 $9,982,583
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,436,450 $9,886,228 $9,886,228 0.15 $9,836,818
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.44728% 25-SEP-2042, 9.45%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 9,166,000 $9,870,209 $9,870,209 0.15 $9,860,588
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,383,719 $9,762,387 $9,762,387 0.15 $9,717,033
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,717,582 $9,717,582 0.15 $9,473,949
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,757,380 $9,713,952 $9,713,952 0.15 $9,678,582
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,103,505 $9,534,727 $9,534,727 0.14 $9,506,240
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,362,996 $9,362,996 0.14 $9,355,548
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.30%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,292,638 $9,292,638 0.14 $9,287,191
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,885,688 $9,110,679 $9,110,679 0.14 $9,071,311
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 8,980,599 $9,096,634 $9,096,634 0.14 $9,056,064
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,191,949 $9,091,626 $9,091,626 0.14 $9,085,881
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,753,684 $8,900,521 $8,900,521 0.13 $8,885,560
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,129,054 $8,899,157 $8,899,157 0.13 $8,140,631
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,484,007 $8,793,299 $8,793,299 0.13 $8,752,293
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 3.95%, 11/25/51 FHR 5164 3137H3PY2 - - 9,638,577 $8,746,374 $8,746,374 0.13 $8,741,090
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,317,534 $8,609,632 $8,609,632 0.13 $8,572,780
Fannie Mae Pool|5|01/01/2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,528,526 $8,582,921 $8,582,921 0.13 $8,548,570
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,418,255 $8,531,042 $8,531,042 0.13 $8,492,504
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,394,323 $8,483,846 $8,483,846 0.13 $8,446,803
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,184,687 $8,476,867 $8,476,867 0.13 $8,437,308
Connecticut Avenue Securities Trust 2022-R01 1B2 9.87419% 25-DEC-2041, 9.70%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,429,429 $8,429,429 0.13 $8,420,684
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 $8,359,698 $8,359,698 0.13 $8,308,084
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,219,157 $8,271,579 $8,271,579 0.12 $8,238,474
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,435,878 $8,131,746 $8,131,746 0.12 $8,111,360
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,767,886 $8,081,349 $8,081,349 0.12 $8,043,804
Fannie Mae REMIC Trust 2022-65 FB 4.49728% 25-SEP-2052, 4.50%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,030,649 $8,025,219 $8,025,219 0.12 $8,020,203
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,617,898 $7,866,212 $7,866,212 0.12 $7,829,392
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 $7,783,351 $7,783,351 0.12 $7,763,814
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,733,321 $7,757,092 $7,757,092 0.12 $7,726,941
Connecticut Avenue Securities Trust 2025-R01 1M2 5.37419% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,534,453 $7,534,453 0.11 $7,530,107
COOPR Residential Mortgage Trust 2026-CES1|4.996|01/01/2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,410,000 $7,449,738 $7,449,738 0.11 $7,419,917
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,409,406 $7,409,406 0.11 $7,377,745
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,206,435 $7,393,570 $7,393,570 0.11 $7,361,642
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,079,254 $7,314,522 $7,314,522 0.11 $7,308,082
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,280,545 $7,297,945 $7,297,945 0.11 $7,267,183
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,974,944 $7,229,079 $7,229,079 0.11 $7,195,366
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,056,005 $7,105,272 $7,105,272 0.11 $7,075,438
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,040,214 $7,067,168 $7,067,168 0.11 $7,034,422
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,841,443 $7,050,751 $7,050,751 0.11 $7,020,439
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,101,884 $7,021,177 $7,021,177 0.11 $7,017,232
GS Mortgage-Backed Securities Trust 2026-CES1|5.272|05/25/2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - - 7,000,000 $7,003,348 $7,003,348 0.11 $7,002,323
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,802,144 $6,974,378 $6,974,378 0.11 $6,944,241
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 6,903,511 $6,953,440 $6,953,440 0.10 $6,924,967
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,892,203 $6,892,203 0.10 $6,886,390
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,781,560 $6,814,874 $6,814,874 0.10 $6,800,771
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,578,909 $6,814,740 $6,814,740 0.10 $6,785,592
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,492,761 $6,728,461 $6,728,461 0.10 $6,697,080
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,534,163 $6,621,203 $6,621,203 0.10 $6,587,910
HOMES 2026-INV1 Trust|5.077|08/25/2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 6,587,000 $6,595,063 $6,595,063 0.10 $6,590,418
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,292,409 $6,520,801 $6,520,801 0.10 $6,490,388
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,519,766 $6,519,766 0.10 $6,515,044
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,514,853 $6,512,354 $6,512,354 0.10 $6,507,829
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,294,508 $6,453,129 $6,453,129 0.10 $6,425,241
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,417,156 $6,436,848 $6,436,848 0.10 $6,410,257
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,196,933 $6,421,860 $6,421,860 0.10 $6,391,908
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,469,420 $6,410,216 $6,410,216 0.10 $6,389,370
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,584,910 $6,381,896 $6,381,896 0.10 $6,360,678
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,354,689 $6,354,689 0.10 $6,348,510
Connecticut Avenue Securities Trust 2022-R04 1B2 13.37419% 25-MAR-2042, 13.20%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,299,015 $6,299,015 0.09 $6,290,520
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,040,450 $6,256,084 $6,256,084 0.09 $6,226,889
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,147,215 $6,252,172 $6,252,172 0.09 $6,225,392
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,010,726 $6,228,894 $6,228,894 0.09 $6,199,842
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,996,425 $6,215,030 $6,215,030 0.09 $6,186,047
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,898,947 $6,136,991 $6,136,991 0.09 $6,108,480
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,837,298 $6,051,880 $6,051,880 0.09 $6,023,667
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,161,461 $6,008,263 $6,008,263 0.09 $5,992,132
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,951,101 $5,935,845 $5,935,845 0.09 $5,914,272
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,769,976 $5,925,856 $5,925,856 0.09 $5,900,291
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,637,788 $5,843,319 $5,843,319 0.09 $5,816,069
FIGRE Trust 2026-HE1|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 5,835,000 $5,842,726 $5,842,726 0.09 $5,840,083
Connecticut Avenue Securities, Series 2021-R02 2B2 10.07419% 25-NOV-2041, 9.90%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,823,234 $5,823,234 0.09 $5,817,058
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,576,899 $5,801,948 $5,801,948 0.09 $5,774,993
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04728% 25-APR-2042, 8.05%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,528,314 $5,791,418 $5,791,418 0.09 $5,748,032
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 5,597,000 $5,706,371 $5,706,371 0.09 $5,701,178
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,864,729 $5,701,339 $5,701,339 0.09 $5,682,442
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,743,603 $5,646,159 $5,646,159 0.09 $5,626,495
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,590,522 $5,637,144 $5,637,144 0.08 $5,629,446
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,398,231 $5,612,515 $5,612,515 0.08 $5,586,423
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,608,554 $5,612,124 $5,612,124 0.08 $5,608,542
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,749,192 $5,600,801 $5,600,801 0.08 $5,582,276
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,598,239 $5,598,239 0.08 $5,593,945
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,514,224 $5,489,681 $5,489,681 0.08 $5,469,692
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,348,742 $5,487,636 $5,487,636 0.08 $5,463,939
BX Trust 2021-SDMF A 4.384% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,355,162 $5,355,162 0.08 $5,345,381
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,159,320 $5,343,693 $5,343,693 0.08 $5,318,756
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,329,996 $5,329,996 0.08 $5,324,755
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,018,424 $5,256,918 $5,256,918 0.08 $5,230,641
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,031,110 $5,213,721 $5,213,721 0.08 $5,189,404
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,938,209 $5,125,891 $5,125,891 0.08 $5,104,012
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,004,023 $5,111,526 $5,111,526 0.08 $5,089,355
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,954,521 $5,079,375 $5,079,375 0.08 $5,057,424
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 $5,078,354 $5,078,354 0.08 $5,065,067
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,213,160 $5,064,445 $5,064,445 0.08 $5,047,647
JP Morgan Mortgage Trust 2026-CES1|5.332|06/25/2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 5,000,000 $5,002,537 $5,002,537 0.08 $5,001,796
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - 5,013,726 $4,992,794 $4,992,794 0.08 $4,974,619
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,795,731 $4,968,469 $4,968,469 0.07 $4,947,222
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,876,980 $4,876,980 0.07 $4,871,968
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 $4,837,915 $4,837,915 0.07 $4,808,888
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,581,355 $4,827,896 $4,827,896 0.07 $4,803,908
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,662,588 $4,814,067 $4,814,067 0.07 $4,791,531
Kinetic ABS Issuer LLC|5.561|02/25/2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 4,810,000 $4,812,094 $4,812,094 0.07 $4,810,608
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,615,996 $4,765,961 $4,765,961 0.07 $4,743,651
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,774,945 $4,764,754 $4,764,754 0.07 $4,747,445
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,700,732 $4,700,732 0.07 $4,697,327
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,461,884 $4,641,938 $4,641,938 0.07 $4,620,372
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,587,241 $4,629,861 $4,629,861 0.07 $4,611,384
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,447,873 $4,608,082 $4,608,082 0.07 $4,588,376
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,674,545 $4,541,055 $4,541,055 0.07 $4,525,993
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,518,634 $4,518,634 0.07 $4,509,391
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,282,406 $4,435,282 $4,435,282 0.07 $4,414,583
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,253,462 $4,408,526 $4,408,526 0.07 $4,387,968
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,258,460 $4,331,735 $4,331,735 0.07 $4,312,147
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,149,507 $4,300,781 $4,300,781 0.06 $4,280,725
Connecticut Avenue Securities Trust 2022-R07 1M2 8.52419% 25-JUN-2042, 8.35%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,292,441 $4,292,441 0.06 $4,288,650
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,274,084 $4,274,084 0.06 $4,258,597
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,115,473 $4,272,857 $4,272,857 0.06 $4,254,623
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 5.00%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,220,913 $4,266,169 $4,266,169 0.06 $4,260,304
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,230,119 $4,264,080 $4,264,080 0.06 $4,246,139
SREIT Commercial Mortgage Trust 2021-MFP B 4.8748% 15-NOV-2038, 4.87%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,201,233 $4,201,233 0.06 $4,192,714
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,084,900 $4,200,007 $4,200,007 0.06 $4,181,909
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,033,507 $4,188,813 $4,188,813 0.06 $4,170,942
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,125,670 $4,162,159 $4,162,159 0.06 $4,144,794
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,941,296 $4,153,393 $4,153,393 0.06 $4,132,756
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,399,336 $4,153,242 $4,153,242 0.06 $4,140,838
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,121,864 $4,151,549 $4,151,549 0.06 $4,133,134
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,925,021 $4,111,776 $4,111,776 0.06 $4,091,224
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,107,860 $4,107,860 0.06 $4,104,668
Connecticut Avenue Securities Trust 2024-R06 1M2 5.47419% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,077,228 $4,096,337 $4,096,337 0.06 $4,093,937
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,946,601 $4,093,426 $4,093,426 0.06 $4,075,940
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,002,952 $4,056,074 $4,056,074 0.06 $4,037,016
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,018,707 $4,018,707 0.06 $4,015,796
JP Morgan Mortgage Trust 2026-CES1|5.182|06/25/2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 4,000,000 $4,001,999 $4,001,999 0.06 $4,001,424
GS Mortgage-Backed Securities Trust 2026-CES1|5.422|05/25/2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 4,000,000 $4,001,949 $4,001,949 0.06 $4,001,346
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,852,989 $3,971,487 $3,971,487 0.06 $3,954,416
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,810,580 $3,951,129 $3,951,129 0.06 $3,932,711
FIGRE Trust 2026-HE1|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 3,918,000 $3,923,113 $3,923,113 0.06 $3,921,420
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,797,214 $3,920,855 $3,920,855 0.06 $3,902,502
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,495,565 $3,919,629 $3,919,629 0.06 $3,867,482
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,902,614 $3,902,614 0.06 $3,888,859
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,975,640 $3,869,847 $3,869,847 0.06 $3,857,037
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,656,224 $3,769,493 $3,769,493 0.06 $3,751,821
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,666,105 $3,758,933 $3,758,933 0.06 $3,742,690
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,461,666 $3,656,554 $3,656,554 0.06 $3,638,428
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,527,082 $3,655,103 $3,655,103 0.06 $3,638,055
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,661,274 $3,651,889 $3,651,889 0.06 $3,638,616
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,492,969 $3,622,356 $3,622,356 0.05 $3,606,881
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 3,561,235 $3,597,134 $3,597,134 0.05 $3,593,777
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,540,130 $3,566,356 $3,566,356 0.05 $3,547,777
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,504,518 $3,547,378 $3,547,378 0.05 $3,531,561
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,412,417 $3,507,381 $3,507,381 0.05 $3,492,262
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,354,975 $3,483,085 $3,483,085 0.05 $3,468,220
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,474,460 $3,465,553 $3,465,553 0.05 $3,452,958
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,567,175 $3,465,077 $3,465,077 0.05 $3,453,583
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,345,241 $3,453,922 $3,453,922 0.05 $3,437,753
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,326,889 $3,447,643 $3,447,643 0.05 $3,431,563
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,292,065 $3,409,586 $3,409,586 0.05 $3,393,675
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,435,909 $3,385,962 $3,385,962 0.05 $3,384,292
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,280,198 $3,381,528 $3,381,528 0.05 $3,366,995
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,278,623 $3,362,310 $3,362,310 0.05 $3,347,783
RCKT Mortgage Trust 2026-CES1|4.928|01/25/2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,350,000 $3,362,306 $3,362,306 0.05 $3,349,007
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,337,645 $3,242,333 $3,242,333 0.05 $3,231,578
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,230,175 $3,234,799 $3,234,799 0.05 $3,213,982
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,331,728 $3,229,006 $3,229,006 0.05 $3,218,270
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,190,022 $3,110,828 $3,110,828 0.05 $3,100,549
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,994,647 $3,091,938 $3,091,938 0.05 $3,077,464
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 $3,039,426 $3,039,426 0.05 $3,007,902
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,884,246 $3,002,682 $3,002,682 0.05 $2,987,579
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,073,860 $2,979,088 $2,979,088 0.04 $2,969,183
COOPR Residential Mortgage Trust 2026-CES1|5.158|01/01/2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,967,411 $2,967,411 0.04 $2,955,158
BX Trust 2021-BXMF C 4.98627% 15-OCT-2038, 4.99%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,962,450 $2,962,450 0.04 $2,956,305
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,771,287 $2,927,500 $2,927,500 0.04 $2,912,989
GWT Commercial Mortgage Trust 2024-WLF2 A 5.37143% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,916,068 $2,916,068 0.04 $2,909,577
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,803,953 $2,890,550 $2,890,550 0.04 $2,878,127
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,947,593 $2,869,157 $2,869,157 0.04 $2,859,659
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,844,771 $2,837,478 $2,837,478 0.04 $2,827,166
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.07419% 25-FEB-2050, 4.90%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,872,773 $2,832,284 $2,832,284 0.04 $2,830,665
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,728,559 $2,816,737 $2,816,737 0.04 $2,803,549
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.17419% 25-DEC-2031, 5.00%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,778,381 $2,799,938 $2,799,938 0.04 $2,785,247
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,696,876 $2,780,167 $2,780,167 0.04 $2,768,219
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,767,654 $2,767,654 0.04 $2,765,683
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 $2,764,188 $2,764,188 0.04 $2,761,476
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,726,000 $2,734,338 $2,734,338 0.04 $2,725,041
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,634,796 $2,728,953 $2,728,953 0.04 $2,716,218
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,878,617 $2,715,172 $2,715,172 0.04 $2,707,056
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,635,885 $2,707,237 $2,707,237 0.04 $2,695,559
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,661,760 $2,676,859 $2,676,859 0.04 $2,674,917
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,607,706 $2,673,279 $2,673,279 0.04 $2,661,726
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,574,040 $2,668,981 $2,668,981 0.04 $2,656,540
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,565,015 $2,662,914 $2,662,914 0.04 $2,651,549
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,704,409 $2,635,656 $2,635,656 0.04 $2,626,942
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.94728% 25-SEP-2041, 9.95%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,579,064 $2,579,064 0.04 $2,576,296
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,422,298 $2,537,552 $2,537,552 0.04 $2,524,869
PRPM 2026-RCF1 Trust|5.305|01/25/2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,524,108 $2,524,108 0.04 $2,502,372
PRPM 2026-RCF1 Trust|5.206|01/25/2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,523,791 $2,523,791 0.04 $2,502,460
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,503,655 $2,503,655 0.04 $2,480,784
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,781,066 $2,501,478 $2,501,478 0.04 $2,494,758
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,383,577 $2,471,493 $2,471,493 0.04 $2,459,972
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,202,154 $2,450,908 $2,450,908 0.04 $2,450,908
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,373,052 $2,446,034 $2,446,034 0.04 $2,435,520
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,421,992 $2,443,257 $2,443,257 0.04 $2,433,502
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,379,764 $2,426,061 $2,426,061 0.04 $2,420,090
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,306,006 $2,415,727 $2,415,727 0.04 $2,403,652
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1|5.032|12/25/2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,400,000 $2,411,166 $2,411,166 0.04 $2,401,438
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,318,997 $2,403,737 $2,403,737 0.04 $2,393,462
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,399,286 $2,399,286 0.04 $2,389,220
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,362,830 $2,392,446 $2,392,446 0.04 $2,379,877
Connecticut Avenue Securities Trust 2022-R08 1M2 7.47419% 25-JUL-2042, 7.30%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,301,709 $2,301,709 0.03 $2,299,909
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,313,057 $2,296,192 $2,296,192 0.03 $2,294,988
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,210,435 $2,282,247 $2,282,247 0.03 $2,271,564
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,219,417 $2,226,520 $2,226,520 0.03 $2,220,353
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,113,931 $2,189,396 $2,189,396 0.03 $2,179,178
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,064,911 $2,123,531 $2,123,531 0.03 $2,114,383
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,017,925 $2,068,868 $2,068,868 0.03 $2,059,927
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,116,132 $2,055,565 $2,055,565 0.03 $2,048,747
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,019,471 $2,051,239 $2,051,239 0.03 $2,046,508
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,102,070 $2,039,461 $2,039,461 0.03 $2,032,688
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,966,734 $2,038,433 $2,038,433 0.03 $2,028,927
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,906,150 $1,995,637 $1,995,637 0.03 $1,985,657
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,923,650 $1,993,779 $1,993,779 0.03 $1,984,481
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,904,142 $1,973,256 $1,973,256 0.03 $1,964,053
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,966,729 $1,972,048 $1,972,048 0.03 $1,967,909
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.34621% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,913,138 $1,971,175 $1,971,175 0.03 $1,969,838
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,978,018 $1,969,760 $1,969,760 0.03 $1,962,589
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,920,175 $1,936,662 $1,936,662 0.03 $1,932,110
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,868,804 $1,936,116 $1,936,116 0.03 $1,927,837
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,881,892 $1,931,247 $1,931,247 0.03 $1,929,547
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,980,091 $1,927,346 $1,927,346 0.03 $1,920,966
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,846,667 $1,906,662 $1,906,662 0.03 $1,897,736
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,767,456 $1,838,260 $1,838,260 0.03 $1,833,451
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.42419% 25-FEB-2050, 5.25%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,873,527 $1,832,882 $1,832,882 0.03 $1,831,790
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,717,291 $1,795,232 $1,795,232 0.03 $1,786,240
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,836,309 $1,787,444 $1,787,444 0.03 $1,781,527
Connecticut Avenue Securities Trust 2022-R06 1B2 14.47419% 25-MAY-2042, 14.30%, 05/25/42 CAS 2022-R06 20754NAR6 - - 1,596,475 $1,777,772 $1,777,772 0.03 $1,775,870
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,772,047 $1,724,892 $1,724,892 0.03 $1,719,182
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,705,879 $1,705,879 0.03 $1,698,690
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,748,029 $1,693,739 $1,693,739 0.03 $1,688,107
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,606,484 $1,663,894 $1,663,894 0.03 $1,656,129
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,675,934 $1,656,939 $1,656,939 0.02 $1,656,216
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,754,974 $1,656,803 $1,656,803 0.02 $1,651,855
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,633,576 $1,656,733 $1,656,733 0.02 $1,652,894
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,589,860 $1,654,846 $1,654,846 0.02 $1,646,521
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.22419% 25-FEB-2050, 5.05%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,687,754 $1,652,452 $1,652,452 0.02 $1,651,505
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,587,630 $1,646,188 $1,646,188 0.02 $1,638,514
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,543,208 $1,606,577 $1,606,577 0.02 $1,598,496
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,645,164 $1,598,077 $1,598,077 0.02 $1,592,776
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,670,148 $1,576,851 $1,576,851 0.02 $1,572,142
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,495,857 $1,561,240 $1,561,240 0.02 $1,553,407
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,489,896 $1,538,300 $1,538,300 0.02 $1,531,099
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,541,703 $1,502,615 $1,502,615 0.02 $1,497,647
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,461,845 $1,498,683 $1,498,683 0.02 $1,492,206
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,495,997 $1,456,188 $1,456,188 0.02 $1,451,368
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,382,563 $1,435,577 $1,435,577 0.02 $1,429,451
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,478,467 $1,432,549 $1,432,549 0.02 $1,427,785
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,402,088 $1,416,570 $1,416,570 0.02 $1,415,335
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,357,192 $1,398,715 $1,398,715 0.02 $1,392,701
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,389,851 $1,386,288 $1,386,288 0.02 $1,381,250
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,359,865 $1,382,819 $1,382,819 0.02 $1,379,240
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.37419% 25-DEC-2031, 5.20%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,352,145 $1,364,026 $1,364,026 0.02 $1,356,599
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,348,991 $1,354,650 $1,354,650 0.02 $1,348,689
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,295,052 $1,341,885 $1,341,885 0.02 $1,336,147
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,233,118 $1,282,600 $1,282,600 0.02 $1,276,143
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,256,113 $1,250,523 $1,250,523 0.02 $1,245,969
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,240,113 $1,248,864 $1,248,864 0.02 $1,245,826
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,447,139 $1,223,156 $1,223,156 0.02 $1,221,829
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,175,786 $1,219,125 $1,219,125 0.02 $1,213,916
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,177,320 $1,212,031 $1,212,031 0.02 $1,206,815
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,238,618 $1,203,295 $1,203,295 0.02 $1,199,304
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,202,089 $1,202,089 0.02 $1,198,769
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,363,485 $1,196,559 $1,196,559 0.02 $1,193,264
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,161,060 $1,188,256 $1,188,256 0.02 $1,183,579
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,209,718 $1,175,094 $1,175,094 0.02 $1,171,196
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,202,167 $1,170,177 $1,170,177 0.02 $1,166,303
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,168,721 $1,168,721 0.02 $1,164,356
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,153,052 $1,168,606 $1,168,606 0.02 $1,165,344
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,125,746 $1,162,498 $1,162,498 0.02 $1,157,510
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,097,966 $1,139,167 $1,139,167 0.02 $1,134,302
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,162,767 $1,129,487 $1,129,487 0.02 $1,125,740
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,221,598 $1,119,972 $1,119,972 0.02 $1,117,020
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,065,595 $1,064,335 $1,064,335 0.02 $1,060,472
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,090,430 $1,061,234 $1,061,234 0.02 $1,057,720
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,053,159 $1,051,914 $1,051,914 0.02 $1,048,097
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,003,901 $1,029,924 $1,029,924 0.02 $1,025,477
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,009,004 $1,019,017 $1,019,017 0.02 $1,015,918
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 967,340 $1,007,062 $1,007,062 0.02 $1,001,997
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,016,906 $959,242 $959,242 0.01 $956,375
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 976,510 $950,524 $950,524 0.01 $947,378
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,004,462 $947,429 $947,429 0.01 $944,597
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 938,221 $945,429 $945,429 0.01 $942,903
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 920,688 $943,840 $943,840 0.01 $939,760
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 892,264 $925,602 $925,602 0.01 $921,649
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 921,190 $917,098 $917,098 0.01 $913,758
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 895,219 $894,599 $894,599 0.01 $891,354
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 917,278 $892,843 $892,843 0.01 $889,888
BX Commercial Mortgage Trust 2021-21M A 4.525% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,711 $863,711 0.01 $862,084
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 803,097 $832,251 $832,251 0.01 $828,369
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 873,625 $808,762 $808,762 0.01 $806,650
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 819,808 $797,993 $797,993 0.01 $795,351
FREMF 2019-KF70 Mortgage Trust C 9.90107% 25-SEP-2029, 9.90%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $790,581 $790,581 0.01 $782,609
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,865 $767,875 $767,875 0.01 $764,592
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34728% 25-JAN-2034, 5.35%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 756,595 $757,683 $757,683 0.01 $757,233
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 799,122 $741,132 $741,132 0.01 $739,201
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 724,310 $723,454 $723,454 0.01 $720,828
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 696,268 $717,570 $717,570 0.01 $714,485
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 710,094 $687,556 $687,556 0.01 $685,268
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 643,569 $673,025 $673,025 0.01 $672,376
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 630,977 $636,322 $636,322 0.01 $635,759
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 $632,568 $632,568 0.01 $631,966
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 631,534 $624,721 $624,721 0.01 $622,432
Connecticut Avenue Securities Trust 2022-R07 1B2 15.87419% 25-JUN-2042, 15.70%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $617,210 $617,210 0.01 $616,275
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 646,190 $609,500 $609,500 0.01 $607,678
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 587,929 $585,475 $585,475 0.01 $583,344
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 592,044 $576,762 $576,762 0.01 $574,855
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 585,793 $572,153 $572,153 0.01 $570,265
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 619,419 $558,704 $558,704 0.01 $557,457
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 515,828 $503,006 $503,006 0.01 $501,344
Compass Datacenters Issuer II, Series 2025-1 A2_2501 5.463% 25-MAY-2050, 5.46%, 05/25/50 CMPDC 2025-1A 20469CAB1 - - 500,000 $500,984 $500,984 0.01 $500,604
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 504,193 $482,196 $482,196 0.01 $481,180
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 497,805 $469,577 $469,577 0.01 $468,173
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 4.99728% 25-FEB-2042, 5.00%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 435,685 $435,815 $435,815 0.01 $435,573
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $423,747 $423,747 0.01 $419,250
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 435,098 $422,645 $422,645 0.01 $421,243
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 434,064 $409,595 $409,595 0.01 $408,371
Connecticut Avenue Securities Trust 2022-R01 1M1 4.87419% 25-DEC-2041, 4.70%, 12/25/41 CAS 2022-R01 20754LAA7 - - 403,241 $403,452 $403,452 0.01 $403,241
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,857 $400,527 $400,527 0.01 $399,059
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 419,092 $386,041 $386,041 0.01 $385,029
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 364,317 $377,542 $377,542 0.01 $375,782
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 386,706 $361,460 $361,460 0.01 $360,370
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 353,116 $343,278 $343,278 0.01 $342,141
Connecticut Avenue Securities Trust 2023-R05 1B1 8.62419% 25-JUN-2043, 8.45%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $335,466 $335,466 0.01 $335,173
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 327,082 $315,349 $315,349 0.00 $314,295
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,083 $307,756 $307,756 0.00 $306,628
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 321,128 $296,674 $296,674 0.00 $295,897
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 302,390 $292,919 $292,919 0.00 $291,945
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 298,279 $291,595 $291,595 0.00 $290,634
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 292,625 $291,404 $291,404 0.00 $290,344
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 296,579 $288,091 $288,091 0.00 $287,135
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 287,758 $280,101 $280,101 0.00 $279,174
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 303,248 $276,757 $276,757 0.00 $276,025
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 266,034 $258,955 $258,955 0.00 $258,097
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 269,184 $252,135 $252,135 0.00 $251,376
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,974 $247,860 $247,860 0.00 $246,961
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 239,665 $238,298 $238,298 0.00 $237,719
Fannie Mae REMIC Trust 2012-126 SY 0.01133% 25-NOV-2042, 0.19%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $227,367 $227,367 0.00 $227,355
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,940 $226,470 $226,470 0.00 $225,640
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 226,950 $226,003 $226,003 0.00 $225,180
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 229,545 $222,975 $222,975 0.00 $222,236
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 236,936 $219,742 $219,742 0.00 $219,169
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 223,971 $219,176 $219,176 0.00 $218,454
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 221,515 $214,787 $214,787 0.00 $214,341
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,732 $207,861 $207,861 0.00 $207,104
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 212,610 $205,861 $205,861 0.00 $205,176
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,831 $201,985 $201,985 0.00 $201,249
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 190,738 $176,897 $176,897 0.00 $176,436
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,677 $173,258 $173,258 0.00 $172,799
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,758 $171,041 $171,041 0.00 $170,419
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,356 $170,552 $170,552 0.00 $169,931
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,730 $162,051 $162,051 0.00 $161,461
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,155 $159,416 $159,416 0.00 $158,832
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,210 $156,025 $156,025 0.00 $155,459
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 158,468 $154,251 $154,251 0.00 $153,740
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 162,277 $150,641 $150,641 0.00 $150,249
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 152,322 $148,269 $148,269 0.00 $147,778
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,911 $134,444 $134,444 0.00 $133,952
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,174 $131,981 $131,981 0.00 $131,638
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,599 $128,637 $128,637 0.00 $128,197
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,654 $127,268 $127,268 0.00 $126,801
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,067 $124,917 $124,917 0.00 $124,460
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,652 $124,286 $124,286 0.00 $123,862
Connecticut Avenue Securities, Series 2021-R03 1M1 4.72419% 25-DEC-2041, 4.55%, 12/25/41 CAS 2021-R03 20754AAA1 - - 122,436 $122,505 $122,505 0.00 $122,443
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 129,173 $119,464 $119,464 0.00 $119,152
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,987 $110,349 $110,349 0.00 $109,947
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,878 $106,724 $106,724 0.00 $106,333
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,099 $106,555 $106,555 0.00 $106,239
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,747 $105,305 $105,305 0.00 $104,922
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,571 $103,074 $103,074 0.00 $102,733
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 104,228 $99,074 $99,074 0.00 $98,780
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,550 $89,321 $89,321 0.00 $88,996
Fannie Mae REMIC Trust 2013-130 FN 4.16176% 25-OCT-2042, 4.16%, 10/25/42 FNR 2013-130 3136AHG53 - - 88,091 $87,493 $87,493 0.00 $87,442
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,369 $78,836 $78,836 0.00 $78,525
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,172 $73,298 $73,298 0.00 $73,100
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,339 $70,526 $70,526 0.00 $70,341
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 72,184 $67,024 $67,024 0.00 $66,791
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,104 $64,842 $64,842 0.00 $64,670
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,846 $60,522 $60,522 0.00 $60,363
Fannie Mae REMIC Trust 2010-109 BS 11.93742% 25-OCT-2040, 11.94%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $55,542 $55,542 0.00 $55,227
Fannie Mae REMIC Trust 2006-20 GF 4.33867% 25-APR-2036, 4.16%, 04/25/36 FNR 2006-20 31395BU43 - - 52,708 $52,548 $52,548 0.00 $52,518
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 51,650 $50,452 $50,452 0.00 $50,327
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 46,800 $46,051 $46,051 0.00 $45,938
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,701 $42,522 $42,522 0.00 $42,368
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,136 $41,821 $41,821 0.00 $41,717
Freddie Mac Multiclass Certificates, Series 3721 FB 4.59833% 15-SEP-2040, 4.32%, 09/15/40 FHR 3721 3137GAD20 - - 40,818 $40,953 $40,953 0.00 $40,880
Freddie Mac Multiclass Certificates, Series 3380 FM 4.68833% 15-OCT-2037, 4.41%, 10/15/37 FHR 3380 31397KTJ0 - - 40,641 $40,799 $40,799 0.00 $40,724
Ginnie Mae REMIC Trust 2008-013 FB 4.34838% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,727 $38,809 $38,809 0.00 $38,762
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,998 $34,932 $34,932 0.00 $34,827
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,495 $31,582 $31,582 0.00 $31,504
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 30,860 $30,116 $30,116 0.00 $30,041
Ginnie Mae REMIC Trust 2007-040 FG 4.16838% 20-JUL-2037, 4.11%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,313 $29,146 $29,146 0.00 $29,112
Ginnie Mae REMIC Trust 2004-069 CF 4.24838% 20-JUL-2034, 4.19%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,117 $25,230 $25,230 0.00 $25,110
Fannie Mae REMIC Trust 2013-2 QF 4.48867% 25-FEB-2043, 4.31%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,386 $23,404 $23,404 0.00 $23,390
Ginnie Mae REMIC Trust 2007-059 FA 4.34838% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,369 $23,380 $23,380 0.00 $23,353
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,571 $22,726 $22,726 0.00 $22,644
Ginnie Mae REMIC Trust 2010-133 FD 4.22186% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,668 $20,708 $20,708 0.00 $20,674
Ginnie Mae REMIC Trust 2008-016 FC 4.34838% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-16 383742FU2 - - 18,814 $18,924 $18,924 0.00 $18,832
Ginnie Mae REMIC Trust 2007-037 FW 4.15838% 20-JUN-2037, 4.10%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,702 $18,609 $18,609 0.00 $18,588
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 17,973 $17,878 $17,878 0.00 $17,798
Ginnie Mae REMIC Trust 2004-059 FP 4.09186% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,727 $17,715 $17,715 0.00 $17,687
Freddie Mac Multiclass Certificates, Series 2426 FL 4.74833% 15-MAR-2032, 4.47%, 03/15/32 FHR 2426 31339W7G5 - - 16,026 $16,112 $16,112 0.00 $16,082
Fannie Mae REMIC Trust 2002-53 FK 4.38867% 25-APR-2032, 4.21%, 04/25/32 FNR 2002-53 31392EHN3 - - 15,831 $15,813 $15,813 0.00 $15,804
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,608 $15,266 $15,266 0.00 $15,225
Ginnie Mae REMIC Trust 2005-048 AF 4.04838% 20-JUN-2035, 3.99%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,154 $15,120 $15,120 0.00 $15,051
Fannie Mae REMIC Trust 2005-83 KT 4.28867% 25-OCT-2035, 4.11%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,650 $13,583 $13,583 0.00 $13,576
Fannie Mae REMIC Trust 2007-89 GF 4.50867% 25-SEP-2037, 4.33%, 09/25/37 FNR 2007-89 31396XPM0 - - 12,816 $12,856 $12,856 0.00 $12,848
Freddie Mac Multiclass Certificates, Series 2551 FD 4.49833% 15-JAN-2033, 4.22%, 01/15/33 FHR 2551 31393JAZ1 - - 11,561 $11,562 $11,562 0.00 $11,542
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,303 $11,299 $11,299 0.00 $11,269
Ginnie Mae REMIC Trust 2012-075 FP 4.14838% 20-JUL-2041, 4.09%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,790 $10,816 $10,816 0.00 $10,803
Ginnie Mae REMIC Trust 2007-061 FA 4.34838% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,602 $9,607 $9,607 0.00 $9,595
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,954 $9,111 $9,111 0.00 $9,075
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.17183% 15-FEB-2032, 4.17%, 02/15/32 FHR 2410 31339NJN7 - - 8,951 $8,945 $8,945 0.00 $8,929
Fannie Mae REMIC Trust 2010-123 FL 4.41867% 25-NOV-2040, 4.24%, 11/25/40 FNR 2010-123 31398N2W3 - - 8,836 $8,838 $8,838 0.00 $8,832
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,809 $8,549 $8,549 0.00 $8,531
Freddie Mac Multiclass Certificates, Series 3028 FM 4.34833% 15-SEP-2035, 4.07%, 09/15/35 FHR 3028 31396AFB5 - - 7,855 $7,845 $7,845 0.00 $7,832
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,814 $7,582 $7,582 0.00 $7,566
Fannie Mae REMIC Trust 2003-87 FG 4.48867% 25-SEP-2033, 4.31%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,532 $7,549 $7,549 0.00 $7,545
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,766 $7,538 $7,538 0.00 $7,522
Fannie Mae REMIC Trust 2012-100 FG 4.38867% 25-SEP-2042, 4.21%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,436 $7,408 $7,408 0.00 $7,403
Ginnie Mae REMIC Trust 2007-018 FD 4.14838% 20-APR-2037, 4.09%, 04/20/37 GNR 2007-18 38375JC86 - - 6,842 $6,827 $6,827 0.00 $6,796
Ginnie Mae REMIC Trust 2010-006 FG 4.39186% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,638 $6,682 $6,682 0.00 $6,670
Fannie Mae REMIC Trust 2002-16 VF 4.53867% 25-APR-2032, 4.36%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,629 $6,644 $6,644 0.00 $6,640
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,686 $6,478 $6,478 0.00 $6,464
Freddie Mac Multiclass Certificates, Series 3738 FD 4.39833% 15-AUG-2040, 4.12%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,712 $5,720 $5,720 0.00 $5,710
Fannie Mae REMIC Trust 2010-95 FB 4.38867% 25-SEP-2040, 4.21%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,674 $5,674 $5,674 0.00 $5,670
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,393 $4,375 $4,375 0.00 $4,359
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,648 $1,522 $1,522 0.00 $1,518
Ginnie Mae REMIC Trust 1999-27 FE 4.19186% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,447 $1,450 $1,450 0.00 $1,446
Freddie Mac Multiclass Certificates, Series 2469 FE 4.59833% 15-JUL-2032, 4.32%, 07/15/32 FHR 2469 31392RC58 - - 1,330 $1,331 $1,331 0.00 $1,329
Ginnie Mae REMIC Trust 2010-125 VF 4.19838% 20-JUN-2040, 4.14%, 06/20/40 GNR 2010-125 38377JYJ6 - - 338.00 $337 $337 0.00 $337
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 4,215 $458,941,057 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -1,920 $-219,450,000 $0 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -1,625 $-181,771,484 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,747,750 $0 0.00 $0
UMBS TBA 30yr 2% February Delivery, 2.00%, 02/12/26 FNCL 01F020620 - - -8,744,000 $-7,103,005 $-7,103,005 -0.11 $-7,103,005
GNMA II TBA 30yr 4.5% February Delivery, 4.50%, 02/19/26 G2SF 21H042620 - - -7,678,000 $-7,504,147 $-7,504,147 -0.11 $-7,504,147
GNMA II TBA 30yr 4% February Delivery, 4.00%, 02/19/26 G2SF 21H040624 - - -10,452,000 $-9,908,172 $-9,908,172 -0.15 $-9,908,172
GNMA II TBA 30yr 3.5% February Delivery, 3.50%, 02/19/26 G2SF 21H032621 - - -12,460,000 $-11,432,087 $-11,432,087 -0.17 $-11,432,087
GNMA II TBA 30yr 3% February Delivery, 3.00%, 02/19/26 G2SF 21H030625 - - -16,581,000 $-14,984,664 $-14,984,664 -0.23 $-14,984,664
GNMA II TBA 30yr 5.5% February Delivery, 5.50%, 02/19/26 G2SF 21H052629 - - -14,985,000 $-15,150,434 $-15,150,434 -0.23 $-15,150,434
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - -33,391,000 $-29,607,933 $-29,607,933 -0.45 $-29,607,933
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - -35,723,000 $-30,362,657 $-30,362,657 -0.46 $-30,362,657
GNMA II TBA 30yr 5% February Delivery, 5.00%, 02/19/26 G2SF 21H050623 - - -33,512,000 $-33,518,367 $-33,518,367 -0.50 $-33,518,367
GNMA II TBA 30yr 2.5% February Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - -44,240,000 $-38,379,218 $-38,379,218 -0.58 $-38,379,218
UMBS TBA 30yr 3.5% February Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - -45,653,000 $-42,282,622 $-42,282,622 -0.64 $-42,282,622
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - -57,000,000 $-52,729,560 $-52,729,560 -0.79 $-52,729,560
UMBS TBA 30yr 2.5% February Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - -182,589,445 $-155,269,682 $-155,269,682 -2.34 $-155,269,682
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - -190,051,780 $-194,594,018 $-194,594,018 -2.93 $-194,594,018
UMBS TBA 30yr 4.5% February Delivery, 4.50%, 02/12/26 FNCL 01F042624 - - -459,568,555 $-450,792,174 $-450,792,174 -6.79 $-450,792,174
UMBS TBA 30yr 5.5% February Delivery, 5.50%, 02/12/26 FNCL 01F052623 - - -444,513,442 $-450,896,655 $-450,896,655 -6.79 $-450,896,655
UMBS TBA 30yr 4% February Delivery, 4.00%, 02/12/26 FNCL 01F040628 - - -557,548,893 $-532,784,801 $-532,784,801 -8.03 $-532,784,801
UMBS TBA 30yr 5% February Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - -573,202,870 $-573,546,792 $-573,546,792 -8.64 $-573,546,792
SEGREGATED CASH SEGCASH - $0.00 10,978,577 $10,978,577 $10,978,577 0.17 $10,978,577
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,328,923,704 $-2,328,923,704 $-2,328,923,704 -35.08 $-2,328,923,704

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