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For professional investors in Mexico

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of May 20, 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% June Delivery, 2.50%, 06/12/25 FNCL 01F022667 - - 1,619,120,894 $1,313,900,414 $1,313,900,414 24.30 $1,313,900,414
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/12/25 FNCL 01F030660 - - 827,620,354 $701,447,148 $701,447,148 12.97 $701,447,148
GNMA II TBA 30yr 5% June Delivery, 5.00%, 06/23/25 G2SF 21H050664 - - 365,146,194 $353,045,979 $353,045,979 6.52 $353,045,979
UMBS TBA 30yr 2% June Delivery, 2.00%, 06/12/25 FNCL 01F020661 - - 376,104,255 $290,918,146 $290,918,146 5.38 $290,918,146
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/12/25 FNCL 01F050668 - - 271,503,000 $261,670,790 $261,670,790 4.84 $261,670,790
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/12/25 FNCL 01F060667 - - 253,129,000 $254,878,121 $254,878,121 4.72 $254,878,121
GNMA II TBA 30yr 5.5% June Delivery, 5.50%, 06/23/25 G2SF 21H052660 - - 237,444,000 $234,900,025 $234,900,025 4.35 $234,900,025
GNMA II TBA 30yr 4.5% June Delivery, 4.50%, 06/23/25 G2SF 21H042661 - - 242,461,488 $227,890,765 $227,890,765 4.22 $227,890,765
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 191,279,097 $192,333,352 $192,333,352 3.56 $189,325,430
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/12/25 FNCL 01F052664 - - 169,300,000 $166,967,723 $166,967,723 3.09 $166,967,723
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 162,769,758 $162,603,479 $162,603,479 3.01 $161,962,365
GNMA II TBA 30yr 3% June Delivery, 3.00%, 06/23/25 G2SF 21H030666 - - 175,024,962 $152,251,939 $152,251,939 2.82 $152,251,939
FHLMC 30yr Pool#RJ2853 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 3142GTE36 - - 138,831,471 $136,622,093 $136,622,093 2.53 $135,012,007
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/12/25 FNCL 01F062663 - - 132,991,000 $136,318,435 $136,318,435 2.52 $136,318,435
GNMA II TBA 30yr 3.5% June Delivery, 3.50%, 06/23/25 G2SF 21H032662 - - 138,246,377 $122,692,415 $122,692,415 2.27 $122,692,415
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 121,345,692 $113,918,040 $113,918,040 2.11 $112,169,520
FHLMC 30yr Pool#SL0335 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 31427MLR0 - - 111,108,754 $112,619,785 $112,619,785 2.08 $110,094,687
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 113,140,032 $106,173,900 $106,173,900 1.96 $104,584,373
GNMA II TBA 30yr 4% June Delivery, 4.00%, 06/23/25 G2SF 21H040665 - - 107,413,688 $97,994,259 $97,994,259 1.81 $97,994,259
United States of America|5.35068|04/25/2055, 5.35%, 04/25/55 STRU JP-7441 BCCJ1VWS3 - - 94,296,522 $94,337,131 $94,337,131 1.75 $94,267,054
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 80,972,415 $85,045,210 $85,045,210 1.57 $82,079,927
FNMA 30yr Pool#FS9022 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XRAY1 - - 83,446,889 $83,508,683 $83,508,683 1.54 $82,711,076
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 74,447,356 $74,617,266 $74,617,266 1.38 $74,389,788
FNMA 30yr Pool#FA0198 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140W0GG4 - - 67,790,916 $68,836,340 $68,836,340 1.27 $67,611,375
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 65,028,060 $64,249,209 $64,249,209 1.19 $63,423,407
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 56,904,161 $56,843,940 $56,843,940 1.05 $56,322,959
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 52,816,575 $52,904,333 $52,904,333 0.98 $52,692,486
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 49,283,912 $49,492,615 $49,492,615 0.92 $48,780,541
FHLMC 30yr Pool#SL1146 5.000% 01-Mar-2055, 5.00%, 03/01/55 FR 31427NHY8 - - 49,925,743 $48,675,683 $48,675,683 0.90 $48,257,523
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 47,431,111 $47,934,192 $47,934,192 0.89 $47,329,270
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 44,749,582 $46,778,393 $46,778,393 0.87 $45,362,275
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 45,891,050 $45,929,587 $45,929,587 0.85 $45,789,364
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 42,912,515 $43,100,152 $43,100,152 0.80 $42,897,307
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 44,007,385 $42,572,156 $42,572,156 0.79 $41,925,410
Fannie Mae Pool|6|05/01/2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 41,818,184 $42,374,776 $42,374,776 0.78 $42,235,382
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 51,440,105 $41,999,543 $41,999,543 0.78 $41,271,067
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 42,845,943 $41,476,188 $41,476,188 0.77 $40,820,838
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 39,372,940 $39,862,005 $39,862,005 0.74 $39,253,966
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 41,012,422 $39,299,606 $39,299,606 0.73 $38,743,670
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 41,234,275 $38,730,637 $38,730,637 0.72 $38,215,216
FNMA 30yr Pool#CB8694 6.000% 01-Jun-2054, 6.00%, 06/01/54 FN 3140QUUU8 - - 37,008,915 $38,590,585 $38,590,585 0.71 $37,958,207
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 37,790,711 $38,332,885 $38,332,885 0.71 $37,719,614
FHLMC 30yr Pool#RJ1341 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3142GRP38 - - 36,871,493 $38,315,381 $38,315,381 0.71 $37,575,273
FHLMC 30yr Pool#RJ2302 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3142GSRY6 - - 37,192,789 $38,026,678 $38,026,678 0.70 $37,902,702
FNMA 30yr Pool#CB8543 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140QUP59 - - 36,338,191 $37,733,551 $37,733,551 0.70 $37,031,791
FNMA 30yr Pool#FS9794 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XR3C7 - - 36,825,836 $36,455,441 $36,455,441 0.67 $35,917,110
FHLMC 30yr Pool#RJ3274 5.500% 01-Feb-2055, 5.50%, 02/01/55 FR 3142GTT89 - - 35,239,076 $35,491,169 $35,491,169 0.66 $35,139,777
FNMA 30yr Pool#FA0034 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140W0BC8 - - 36,315,434 $35,417,218 $35,417,218 0.66 $35,316,341
FHLMC 30yr Pool#SL0208 5.000% 01-Dec-2054, 5.00%, 12/01/54 FR 31427MGS4 - - 35,013,239 $34,504,669 $34,504,669 0.64 $34,149,242
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 34,297,860 $33,375,038 $33,375,038 0.62 $32,735,286
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 32,762,904 $33,309,603 $33,309,603 0.62 $32,523,274
FNMA 30yr Pool#FA0635 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0V51 - - 33,933,981 $33,110,058 $33,110,058 0.61 $32,800,110
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 36,693,362 $32,482,478 $32,482,478 0.60 $32,107,231
FNMA 30yr Pool#CB5580 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140QRFW8 - - 32,747,460 $31,406,974 $31,406,974 0.58 $30,840,133
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 30,718,006 $31,041,221 $31,041,221 0.57 $30,877,094
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 30,462,050 $30,764,376 $30,764,376 0.57 $30,484,510
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 31,487,849 $30,579,119 $30,579,119 0.57 $30,053,296
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 31,581,237 $30,560,197 $30,560,197 0.57 $29,823,364
FHLMC 30yr Pool#SD6982 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DUXK8 - - 30,875,999 $30,458,269 $30,458,269 0.56 $30,135,306
FNMA 30yr Pool#CB6394 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140QSC82 - - 31,147,174 $29,374,500 $29,374,500 0.54 $29,296,632
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 29,593,617 $28,729,080 $28,729,080 0.53 $28,245,363
FNMA 30yr Pool#FS3520 4.500% 01-Nov-2052, 4.50%, 11/01/52 FN 3140XJ4E0 - - 30,242,618 $28,559,126 $28,559,126 0.53 $28,483,519
FHLMC 30yr Pool#SL0367 4.500% 01-Dec-2054, 4.50%, 12/01/54 FR 31427MMR9 - - 29,302,539 $27,846,762 $27,846,762 0.52 $27,553,728
FHLMC 30yr Pool#SD7138 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3132DU4X2 - - 27,782,037 $27,106,988 $27,106,988 0.50 $27,017,711
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45369% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 26,457,865 $26,763,083 $26,763,083 0.50 $26,639,763
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 26,408,109 $26,586,451 $26,586,451 0.49 $26,346,072
RCKT Mortgage Trust 2025-CES5|5.687|06/25/2055, 5.69%, 06/25/55 RCKT 2025-CES5 74942CAA7 - - 25,484,000 $25,654,569 $25,654,569 0.47 $25,570,028
FNMA 30yr Pool#FA0627 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0VV4 - - 25,216,031 $25,591,785 $25,591,785 0.47 $25,141,718
FNMA 30yr Pool#FS6257 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XM5T9 - - 27,013,365 $25,137,954 $25,137,954 0.47 $24,744,980
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 25,642,437 $24,851,071 $24,851,071 0.46 $24,474,194
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 23,268,995 $23,530,510 $23,530,510 0.44 $23,098,804
FNMA 30yr Pool#CB9642 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWC4 - - 23,876,106 $23,315,345 $23,315,345 0.43 $23,249,022
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 24,683,597 $23,213,429 $23,213,429 0.43 $22,817,021
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00369% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,088,074 $23,088,074 0.43 $22,988,085
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 24,055,401 $22,611,955 $22,611,955 0.42 $22,236,330
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 24,072,654 $22,562,979 $22,562,979 0.42 $22,310,121
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 24,655,262 $21,832,541 $21,832,541 0.40 $21,550,149
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 23,480,501 $21,688,134 $21,688,134 0.40 $21,384,702
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 23,423,197 $21,236,125 $21,236,125 0.39 $20,880,143
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/23/25 G2SF 21H022663 - - 25,296,414 $21,146,487 $21,146,487 0.39 $21,146,487
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 20,986,563 $21,121,364 $21,121,364 0.39 $20,923,222
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 21,977,724 $20,949,931 $20,949,931 0.39 $20,894,376
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 22,276,498 $20,935,423 $20,935,423 0.39 $20,645,474
FNMA 30yr Pool#FS9880 4.500% 01-Sep-2054, 4.50%, 09/01/54 FN 3140XR6S9 - - 21,771,666 $20,666,060 $20,666,060 0.38 $20,472,306
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 21,078,995 $20,501,204 $20,501,204 0.38 $20,177,661
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 20,893,632 $20,408,842 $20,408,842 0.38 $20,236,673
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 21,290,238 $20,383,599 $20,383,599 0.38 $20,329,782
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 19,561,306 $20,362,973 $20,362,973 0.38 $19,829,131
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 21,134,290 $20,151,097 $20,151,097 0.37 $19,536,113
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 19,062,297 $20,117,906 $20,117,906 0.37 $19,154,989
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 19,912,700 $19,256,673 $19,256,673 0.36 $19,005,499
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 18,033,280 $19,231,964 $19,231,964 0.36 $18,271,474
FHLMC 30yr Pool#RJ2292 5.500% 01-Sep-2054, 5.50%, 09/01/54 FR 3142GSRN0 - - 18,986,866 $19,222,397 $19,222,397 0.36 $18,940,704
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10369% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 18,101,929 $18,958,822 $18,958,822 0.35 $18,852,877
FNMA 30yr Pool#BT8185 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140LXCX1 - - 19,442,729 $18,838,986 $18,838,986 0.35 $18,316,325
FNMA 30yr Pool#FS9476 4.000% 01-Jun-2053, 4.00%, 06/01/53 FN 3140XRQ65 - - 20,365,358 $18,835,721 $18,835,721 0.35 $18,648,945
FNMA 30yr Pool#FS1666 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140XGZ85 - - 20,413,659 $18,643,406 $18,643,406 0.34 $18,309,050
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 17,945,336 $18,390,483 $18,390,483 0.34 $18,191,036
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15369% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 18,000,000 $18,116,366 $18,116,366 0.34 $18,036,368
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 18,830,186 $17,843,637 $17,843,637 0.33 $17,796,561
FHLMC 30yr Pool#SL0490 4.500% 01-Jul-2053, 4.50%, 07/01/53 FR 31427MRL7 - - 18,871,301 $17,821,997 $17,821,997 0.33 $17,774,819
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50369% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 17,588,979 $17,635,560 $17,635,560 0.33 $17,565,646
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 18,876,768 $17,622,725 $17,622,725 0.33 $17,392,741
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 17,589,807 $17,618,139 $17,618,139 0.33 $17,421,144
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 16,972,688 $17,519,900 $17,519,900 0.32 $17,342,352
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,463,884 $17,463,884 0.32 $17,375,125
FNMA 30yr Pool#CB3837 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140QPHP5 - - 18,939,462 $17,194,031 $17,194,031 0.32 $16,983,916
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 20,521,731 $16,756,717 $16,756,717 0.31 $16,445,457
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 18,845,509 $16,742,459 $16,742,459 0.31 $16,512,993
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 14,884,130 $15,763,928 $15,763,928 0.29 $15,087,917
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 15,228,319 $15,707,179 $15,707,179 0.29 $15,436,818
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 16,292,750 $15,632,808 $15,632,808 0.29 $15,542,293
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,590,777 $15,590,777 0.29 $15,518,198
FNMA 30yr Pool#FA0122 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0D44 - - 16,345,369 $15,496,584 $15,496,584 0.29 $15,369,857
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 $15,489,486 $15,489,486 0.29 $15,332,269
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 15,324,000 $15,385,694 $15,385,694 0.28 $15,321,462
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00369% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 14,835,000 $14,977,633 $14,977,633 0.28 $14,913,308
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - 15,061,128 $14,877,119 $14,877,119 0.28 $14,689,475
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68348% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 14,414,413 $14,875,275 $14,875,275 0.28 $14,805,618
Galaxy Senior Participation Interest Trust 1|6.9263834|07/31/2026, 6.93%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,638,258 $14,761,578 $14,761,578 0.27 $14,716,515
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15369% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 14,550,000 $14,726,898 $14,726,898 0.27 $14,662,233
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 14,359,679 $14,564,626 $14,564,626 0.27 $14,448,732
FNMA 30yr Pool#BX0984 4.500% 01-Oct-2052, 4.50%, 10/01/52 FN 3140N5CW2 - - 15,236,239 $14,469,870 $14,469,870 0.27 $14,350,005
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,969,458 $14,429,804 $14,429,804 0.27 $14,391,965
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 13,942,636 $14,410,245 $14,410,245 0.27 $14,133,533
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 14,570,382 $14,161,132 $14,161,132 0.26 $13,906,571
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 14,137,202 $14,131,034 $14,131,034 0.26 $14,029,756
BMP Commercial Mortgage Trust 2024-MF23 A 5.70065% 15-JUN-2041, 5.70%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,028,884 $14,028,884 0.26 $14,015,583
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.20369% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 13,850,297 $14,001,325 $14,001,325 0.26 $13,939,270
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 12,904,049 $13,755,740 $13,755,740 0.25 $13,066,021
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,876,042 $13,449,933 $13,449,933 0.25 $13,220,193
Connecticut Avenue Securities Trust 2025-R03 2M1 5.95369% 25-MAR-2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 13,212,417 $13,347,301 $13,347,301 0.25 $13,290,489
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 16,014,022 $13,290,860 $13,290,860 0.25 $12,848,258
Connecticut Avenue Securities Trust 2024-R03 2M2 6.30369% 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 13,082,000 $13,289,935 $13,289,935 0.25 $13,230,386
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 13,654,999 $13,263,445 $13,263,445 0.25 $13,032,892
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 12,275,474 $13,148,749 $13,148,749 0.24 $12,674,642
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 13,041,070 $13,053,215 $13,053,215 0.24 $12,926,427
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 12,790,000 $12,753,212 $12,753,212 0.24 $12,726,064
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 12,173,556 $12,718,358 $12,718,358 0.24 $12,340,061
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 12,445,279 $12,611,005 $12,611,005 0.23 $12,481,367
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 12,500,000 $12,514,861 $12,514,861 0.23 $12,465,425
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 11,910,732 $12,501,758 $12,501,758 0.23 $12,298,041
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,946,475 $12,336,112 $12,336,112 0.23 $11,923,530
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 13,131,810 $12,327,862 $12,327,862 0.23 $12,138,781
FHLMC 30yr Pool#SL0509 4.500% 01-Jan-2055, 4.50%, 01/01/55 FR 31427MR78 - - 12,847,929 $12,221,251 $12,221,251 0.23 $12,081,149
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 11,290,771 $12,092,536 $12,092,536 0.22 $11,472,021
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 13,424,746 $11,983,891 $11,983,891 0.22 $11,742,344
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,752,136 $11,751,795 $11,751,795 0.22 $11,644,489
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,869,968 $11,749,128 $11,749,128 0.22 $11,308,937
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 11,824,950 $11,470,255 $11,470,255 0.21 $11,266,046
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 11,595,896 $11,294,520 $11,294,520 0.21 $11,047,818
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 10,801,947 $11,142,431 $11,142,431 0.21 $10,754,518
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 10,814,521 $10,960,401 $10,960,401 0.20 $10,869,574
FNMA 30yr Pool#BW2174 4.500% 01-Jun-2052, 4.50%, 06/01/52 FN 3140MTMY6 - - 11,076,292 $10,811,787 $10,811,787 0.20 $10,434,593
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 11,332,479 $10,794,742 $10,794,742 0.20 $10,685,494
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 10,545,026 $10,625,548 $10,625,548 0.20 $10,542,315
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 11,004,521 $10,558,613 $10,558,613 0.20 $10,471,372
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 11,161,644 $10,465,671 $10,465,671 0.19 $10,317,600
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 10,074,589 $10,360,329 $10,360,329 0.19 $10,207,660
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70369% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,248,116 $10,248,116 0.19 $10,199,265
A&D Mortgage Trust 2025-NQM2|5.79|06/25/2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 10,170,000 $10,217,166 $10,217,166 0.19 $10,184,453
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 10,060,000 $10,121,005 $10,121,005 0.19 $10,077,022
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,108,132 $10,108,132 0.19 $10,058,498
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 10,275,377 $10,006,917 $10,006,917 0.19 $9,973,522
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35369% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 9,880,000 $10,003,287 $10,003,287 0.19 $9,957,950
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60369% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 9,943,027 $9,986,365 $9,986,365 0.18 $9,946,124
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 9,807,978 $9,890,139 $9,890,139 0.18 $9,879,906
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,831,146 $9,857,379 $9,857,379 0.18 $9,729,439
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,481,855 $9,778,793 $9,778,793 0.18 $9,688,370
FHLMC 30yr Pool#SD2167 6.000% 01-Jan-2053, 6.00%, 01/01/53 FR 3132DPMQ8 - - 9,515,854 $9,775,496 $9,775,496 0.18 $9,650,053
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 9,252,589 $9,767,238 $9,767,238 0.18 $9,374,803
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 9,464,612 $9,594,665 $9,594,665 0.18 $9,511,521
FNMA 30yr Pool#FA0654 4.500% 01-Dec-2054, 4.50%, 12/01/54 FN 3140W0WQ4 - - 10,091,664 $9,564,113 $9,564,113 0.18 $9,489,382
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 9,223,575 $9,429,508 $9,429,508 0.17 $9,386,634
FNMA 30yr Pool#BX5075 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N9T97 - - 9,187,024 $9,420,818 $9,420,818 0.17 $9,333,830
FHLMC 30yr Pool#RJ1754 4.500% 01-Jun-2054, 4.50%, 06/01/54 FR 3142GR5Q9 - - 9,908,904 $9,393,416 $9,393,416 0.17 $9,317,529
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,315,356 $9,315,356 0.17 $9,212,989
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,770,581 $9,307,140 $9,307,140 0.17 $9,214,780
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,295,466 $9,295,466 0.17 $9,256,734
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 9,144,922 $9,161,238 $9,161,238 0.17 $9,133,295
Fannie Mae REMIC Trust 2022-65 FB 5.15369% 25-SEP-2052, 5.15%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 9,176,491 $8,966,863 $8,966,863 0.17 $8,932,707
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 8,817,678 $8,948,154 $8,948,154 0.17 $8,906,442
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 8,855,000 $8,841,253 $8,841,253 0.16 $8,812,927
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 8,758,599 $8,813,109 $8,813,109 0.16 $8,754,096
FNMA 30yr Pool#FA0787 4.500% 01-Jan-2055, 4.50%, 01/01/55 FN 3140W02V6 - - 8,993,927 $8,523,864 $8,523,864 0.16 $8,457,158
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 7,817,436 $8,517,144 $8,517,144 0.16 $7,924,469
PRPM 2025-RPL4 LLC|3|05/25/2055, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 9,125,000 $8,484,304 $8,484,304 0.16 $8,462,252
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 $8,434,545 $8,434,545 0.16 $8,345,555
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 7,687,840 $8,122,155 $8,122,155 0.15 $7,793,099
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 8,094,811 $8,107,789 $8,107,789 0.15 $8,034,908
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 7,577,308 $8,071,766 $8,071,766 0.15 $7,681,054
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 7,945,295 $8,036,897 $8,036,897 0.15 $8,002,829
Freddie Mac STACR REMIC Trust 2025-DNA2|5.53128|05/25/2045, 5.53%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 7,993,000 $7,995,680 $7,995,680 0.15 $7,994,452
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 8,174,791 $7,970,185 $7,970,185 0.15 $7,946,568
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 7,647,421 $7,851,430 $7,851,430 0.15 $7,780,075
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 $7,819,342 $7,819,342 0.14 $7,811,527
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,699,910 $7,685,258 $7,685,258 0.14 $7,652,391
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 - - 7,554,656 $7,666,550 $7,666,550 0.14 $7,629,508
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 6,609,781 $7,606,386 $7,606,386 0.14 $6,810,967
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,554,665 $7,554,665 0.14 $7,522,853
FNMA 30yr Pool#BX6266 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140NA6C2 - - 7,349,959 $7,542,441 $7,542,441 0.14 $7,460,466
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45369% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 7,320,000 $7,508,368 $7,508,368 0.14 $7,468,963
FNMA 30yr Pool#FS3661 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140XKB74 - - 7,020,164 $7,377,238 $7,377,238 0.14 $7,132,344
FNMA 30yr Pool#FS8486 4.500% 01-Dec-2052, 4.50%, 12/01/52 FN 3140XQNC7 - - 7,681,153 $7,313,452 $7,313,452 0.14 $7,233,776
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45369% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,253,515 $7,284,344 $7,284,344 0.13 $7,255,779
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 7,056,000 $7,170,953 $7,170,953 0.13 $7,127,127
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 6,971,998 $7,091,617 $7,091,617 0.13 $7,068,377
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 7,157,875 $7,036,093 $7,036,093 0.13 $7,010,245
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,908,061 $6,943,280 $6,943,280 0.13 $6,881,850
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 6,843,334 $6,889,597 $6,889,597 0.13 $6,837,420
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,883,837 $6,883,837 0.13 $6,853,610
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,958,642 $6,773,572 $6,773,572 0.13 $6,638,877
FHLMC 30yr Pool#QG4264 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4WZ3 - - 6,922,200 $6,753,988 $6,753,988 0.12 $6,693,594
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 6,501,285 $6,725,824 $6,725,824 0.12 $6,455,227
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,512,671 $6,661,694 $6,661,694 0.12 $6,598,694
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 6,275,584 $6,642,535 $6,642,535 0.12 $6,376,720
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,622,449 $6,620,278 $6,620,278 0.12 $6,561,217
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 7,033,623 $6,600,508 $6,600,508 0.12 $6,501,740
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 6,331,070 $6,492,274 $6,492,274 0.12 $6,432,702
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,800,000 $6,458,742 $6,458,742 0.12 $6,409,631
Santander Bank Auto Credit-Linked Notes, Series 2024-A C 5.818% 15-JUN-2032, 5.82%, 06/15/32 SBCLN 2024-A 80290CCK8 - - 6,410,117 $6,449,634 $6,449,634 0.12 $6,443,418
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 6,413,203 $6,437,782 $6,437,782 0.12 $6,365,744
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,414,750 $6,414,750 0.12 $6,382,615
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 6,373,898 $6,179,629 $6,179,629 0.11 $6,083,510
Tricolor Auto Securitization Trust 2024-3 A 5.22% 15-JUN-2028, 5.22%, 06/15/28 TAST 2024-3A 89617AAA3 - - 6,115,570 $6,112,892 $6,112,892 0.11 $6,107,572
Connecticut Avenue Securities Trust 2025-R03 2M2 6.60369% 25-MAR-2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 5,970,000 $6,100,948 $6,100,948 0.11 $6,072,475
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 6,267,751 $5,917,891 $5,917,891 0.11 $5,809,254
Ginnie Mae REMIC Trust 2023-116 LF 5.6504% 20-AUG-2053, 5.63%, 08/20/53 GNR 2023-116 38384EFT7 - - 5,631,225 $5,904,926 $5,904,926 0.11 $5,655,761
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 6,227,314 $5,886,570 $5,886,570 0.11 $5,785,554
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 5,884,629 $5,885,320 $5,885,320 0.11 $5,830,220
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 5,775,277 $5,836,449 $5,836,449 0.11 $5,791,105
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 6,007,409 $5,820,269 $5,820,269 0.11 $5,716,362
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,630,654 $5,807,261 $5,807,261 0.11 $5,753,289
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,503,268 $5,740,183 $5,740,183 0.11 $5,578,617
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 5,649,580 $5,722,965 $5,722,965 0.11 $5,671,844
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 5,506,625 $5,681,997 $5,681,997 0.11 $5,626,559
Santander Bank Auto Credit-Linked Notes, Series 2023-B C 5.933% 15-DEC-2033, 5.93%, 12/15/33 SBCLN 2023-B 80290CCC6 - - 5,615,886 $5,644,930 $5,644,930 0.10 $5,639,377
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 5,051,380 $5,558,283 $5,558,283 0.10 $5,215,357
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,698,115 $5,533,009 $5,533,009 0.10 $5,293,302
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 5,182,750 $5,493,272 $5,493,272 0.10 $5,253,710
FNMA 30yr Pool#BY0350 5.000% 01-Jun-2053, 5.00%, 06/01/53 FN 3140NGL81 - - 5,603,482 $5,464,009 $5,464,009 0.10 $5,418,427
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45369% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 5,411,521 $5,427,450 $5,427,450 0.10 $5,406,135
BX Trust 2021-SDMF A 5.032% 15-SEP-2034, 5.03%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,435,823 $5,416,883 $5,416,883 0.10 $5,412,324
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 5,374,539 $5,411,752 $5,411,752 0.10 $5,370,353
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,649,949 $5,408,940 $5,408,940 0.10 $4,711,369
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,371,115 $5,371,115 0.10 $5,343,863
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 5.14%, 01/18/33 SBCLN 2024-B 80280BAC2 - - 5,250,000 $5,241,539 $5,241,539 0.10 $5,237,040
FNMA 30yr Pool#BY0540 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGS68 - - 4,829,709 $5,229,764 $5,229,764 0.10 $4,895,979
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,321,740 $5,171,709 $5,171,709 0.10 $4,294,463
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 $5,058,760 $5,058,760 0.09 $5,053,445
Gracie Point International Funding, Series 2024-1 A 6.12441% 01-MAR-2028, 6.12%, 03/01/28 GPIF 2024-1A A 38410KAA7 - - 5,000,000 $5,045,890 $5,045,890 0.09 $4,978,720
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 4,829,662 $5,040,344 $5,040,344 0.09 $4,986,441
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,996,591 $5,038,153 $5,038,153 0.09 $4,988,219
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,890,003 $4,973,901 $4,973,901 0.09 $4,957,601
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,804,469 $4,886,900 $4,886,900 0.09 $4,870,885
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,876,571 $4,876,571 0.09 $4,850,505
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,847,363 $4,872,058 $4,872,058 0.09 $4,829,626
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,682,137 $4,776,484 $4,776,484 0.09 $4,686,334
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,991,990 $4,652,083 $4,652,083 0.09 $4,614,519
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 4,384,253 $4,589,653 $4,589,653 0.08 $4,542,322
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,490,506 $4,513,630 $4,513,630 0.08 $4,474,074
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.65369% 25-DEC-2031, 5.65%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 4,471,513 $4,503,893 $4,503,893 0.08 $4,485,635
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 4,449,528 $4,453,711 $4,453,711 0.08 $4,419,085
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 4,209,246 $4,331,127 $4,331,127 0.08 $4,192,456
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,746,717 $4,327,600 $4,327,600 0.08 $4,266,060
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,260,813 $4,320,095 $4,320,095 0.08 $4,265,605
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 4,245,938 $4,318,225 $4,318,225 0.08 $4,304,072
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 4,123,522 $4,315,460 $4,315,460 0.08 $4,272,190
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,709,540 $4,307,734 $4,307,734 0.08 $3,744,862
FNMA 30yr Pool#BX8340 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NDHS9 - - 4,163,649 $4,269,875 $4,269,875 0.08 $4,230,602
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 4,232,647 $4,261,308 $4,261,308 0.08 $4,223,826
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 19,418,746 $4,201,539 $4,201,539 0.08 $4,106,946
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 4,198,641 $4,198,311 $4,198,311 0.08 $4,160,545
SREIT Commercial Mortgage Trust 2021-MFP B 5.5228% 15-NOV-2038, 5.52%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,180,450 $4,180,450 0.08 $4,176,589
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,978,306 $4,167,490 $4,167,490 0.08 $4,127,542
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,153,547 $4,153,547 0.08 $4,135,807
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 4,079,078 $4,125,355 $4,125,355 0.08 $4,092,059
FHLMC 30yr Pool#QG2535 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2Y85 - - 4,212,831 $4,114,294 $4,114,294 0.08 $4,074,680
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 4,260,237 $4,010,433 $4,010,433 0.07 $3,948,315
FNMA 30yr Pool#FS1869 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140XHCF2 - - 4,352,057 $3,963,511 $3,963,511 0.07 $3,903,704
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,531,960 $3,894,991 $3,894,991 0.07 $3,578,613
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,938,572 $3,817,807 $3,817,807 0.07 $3,759,135
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,736,578 $3,760,675 $3,760,675 0.07 $3,726,976
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,755,698 $3,674,517 $3,674,517 0.07 $3,584,592
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 3,622,324 $3,638,716 $3,638,716 0.07 $3,634,690
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,860,531 $3,621,570 $3,621,570 0.07 $3,568,597
FHLMC 30yr Pool#QG1347 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133C1P87 - - 3,488,292 $3,579,327 $3,579,327 0.07 $3,546,748
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,689,373 $3,566,657 $3,566,657 0.07 $3,557,332
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,536,277 $3,562,228 $3,562,228 0.07 $3,528,618
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,712,331 $3,526,450 $3,526,450 0.07 $3,431,622
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,449,366 $3,465,250 $3,465,250 0.06 $3,434,648
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,395,314 $3,428,458 $3,428,458 0.06 $3,397,818
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 3,369,288 $3,403,057 $3,403,057 0.06 $3,399,675
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 3,250,106 $3,389,088 $3,389,088 0.06 $3,355,610
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,355,451 $3,387,868 $3,387,868 0.06 $3,359,817
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 3,243,472 $3,374,536 $3,374,536 0.06 $3,342,195
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 3,317,522 $3,332,338 $3,332,338 0.06 $3,329,087
BX Trust 2021-BXMF C 5.63427% 15-OCT-2038, 5.63%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 3,337,147 $3,320,090 $3,320,090 0.06 $3,316,956
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,542,948 $3,319,959 $3,319,959 0.06 $3,269,721
FNMA 30yr Pool#BX8585 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NDRF6 - - 3,242,587 $3,301,775 $3,301,775 0.06 $3,270,927
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 3,280,854 $3,250,246 $3,250,246 0.06 $3,237,802
FNMA 30yr Pool#BX3248 6.000% 01-Jan-2053, 6.00%, 01/01/53 FN 3140N7TE0 - - 3,161,670 $3,243,899 $3,243,899 0.06 $3,213,897
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15369% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 3,168,862 $3,216,758 $3,216,758 0.06 $3,202,675
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,446,494 $3,202,114 $3,202,114 0.06 $3,175,542
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,373,634 $3,201,066 $3,201,066 0.06 $3,138,767
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 3,158,965 $3,180,332 $3,180,332 0.06 $3,166,863
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15369% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 3,140,000 $3,177,505 $3,177,505 0.06 $3,163,550
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 3,129,425 $3,157,926 $3,157,926 0.06 $3,117,781
FNMA 30yr Pool#BV5379 3.000% 01-Apr-2052, 3.00%, 04/01/52 FN 3140MJ6R1 - - 3,578,037 $3,126,961 $3,126,961 0.06 $3,076,271
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 3,019,626 $3,040,027 $3,040,027 0.06 $3,037,164
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.55369% 25-FEB-2050, 5.55%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 3,091,911 $3,033,446 $3,033,446 0.06 $3,021,076
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,023,554 $3,023,554 0.06 $2,980,519
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,898,717 $3,016,043 $3,016,043 0.06 $2,878,247
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 3,185,658 $3,001,881 $3,001,881 0.06 $2,952,413
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 3,106,320 $2,999,892 $2,999,892 0.06 $2,964,799
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,945,704 $2,972,057 $2,972,057 0.05 $2,958,805
FNMA 30yr Pool#BX6955 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NBWR8 - - 2,893,647 $2,961,684 $2,961,684 0.05 $2,933,352
FNMA 30yr Pool#BV8544 3.500% 01-May-2052, 3.50%, 05/01/52 FN 3140MNP67 - - 3,216,573 $2,929,382 $2,929,382 0.05 $2,882,734
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 3,193,520 $2,902,719 $2,902,719 0.05 $2,867,032
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 2,618,687 $2,897,966 $2,897,966 0.05 $2,654,541
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,873,501 $2,888,920 $2,888,920 0.05 $2,886,227
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,801,641 $2,815,531 $2,815,531 0.05 $2,790,841
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,750,000 $2,788,533 $2,788,533 0.05 $2,774,430
FNMA 30yr Pool#BY0905 6.000% 01-Mar-2053, 6.00%, 03/01/53 FN 3140NHAF5 - - 2,714,186 $2,785,104 $2,785,104 0.05 $2,759,670
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,712,416 $2,782,613 $2,782,613 0.05 $2,757,738
FNMA 30yr Pool#BX4784 5.000% 01-Mar-2053, 5.00%, 03/01/53 FN 3140N9J64 - - 2,832,583 $2,763,094 $2,763,094 0.05 $2,740,040
FNMA 30yr Pool#BV5394 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7G4 - - 2,971,916 $2,725,194 $2,725,194 0.05 $2,663,690
BX Trust 2021-BXMF G 7.792513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,807,890 $2,718,435 $2,718,435 0.05 $2,714,788
FHLMC 30yr Pool#QG1908 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2DM7 - - 2,772,620 $2,704,802 $2,704,802 0.05 $2,681,697
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,585,521 $2,704,546 $2,704,546 0.05 $2,575,208
FNMA 30yr Pool#BY0330 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140NGLL2 - - 2,764,885 $2,696,446 $2,696,446 0.05 $2,673,980
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,668,999 $2,668,923 $2,668,923 0.05 $2,644,245
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30369% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 2,617,368 $2,665,662 $2,665,662 0.05 $2,653,746
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,587,733 $2,649,276 $2,649,276 0.05 $2,621,913
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,838,357 $2,640,248 $2,640,248 0.05 $2,633,941
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 2,604,961 $2,637,049 $2,637,049 0.05 $2,625,121
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,591,360 $2,609,883 $2,609,883 0.05 $2,587,230
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,469,915 $2,593,629 $2,593,629 0.05 $2,593,629
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,925,407 $2,559,685 $2,559,685 0.05 $1,983,506
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,629,238 $2,545,848 $2,545,848 0.05 $2,538,727
FNMA 30yr Pool#CB4076 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPQ67 - - 2,748,056 $2,529,776 $2,529,776 0.05 $2,464,313
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,841,748 $2,461,415 $2,461,415 0.05 $2,430,840
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 2,416,961 $2,458,429 $2,458,429 0.05 $2,450,372
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 2,420,045 $2,433,803 $2,433,803 0.05 $2,431,528
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,327,507 $2,430,751 $2,430,751 0.04 $2,403,062
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 2,334,304 $2,370,977 $2,370,977 0.04 $2,360,009
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,347,394 $2,361,817 $2,361,817 0.04 $2,341,152
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 2,327,108 $2,343,449 $2,343,449 0.04 $2,340,944
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,092,086 $2,334,944 $2,334,944 0.04 $2,084,148
FHLMC 30yr Pool#QG2098 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KK3 - - 2,257,692 $2,231,839 $2,231,839 0.04 $2,183,655
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.85369% 25-DEC-2031, 5.85%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 2,176,136 $2,194,494 $2,194,494 0.04 $2,185,294
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 2,721,184 $2,187,021 $2,187,021 0.04 $2,183,241
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93348% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 2,114,299 $2,181,835 $2,181,835 0.04 $2,171,236
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 2,137,079 $2,173,745 $2,173,745 0.04 $2,166,621
FNMA 30yr Pool#BX7685 6.000% 01-Feb-2053, 6.00%, 02/01/53 FN 3140NCRF8 - - 2,116,104 $2,168,417 $2,168,417 0.04 $2,147,620
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 2,114,507 $2,140,471 $2,140,471 0.04 $2,137,873
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,274,865 $2,137,890 $2,137,890 0.04 $2,102,839
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 2,070,991 $2,134,055 $2,134,055 0.04 $2,131,801
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,253,493 $2,121,387 $2,121,387 0.04 $2,080,259
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 2,121,855 $2,088,724 $2,088,724 0.04 $2,021,566
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,951,502 $2,067,677 $2,067,677 0.04 $2,014,851
Tricolor Auto Securitization Trust 2024-2 A 6.36% 15-DEC-2027, 6.36%, 12/15/27 TAST 2024-2A 89616PAA1 - - 2,044,590 $2,053,028 $2,053,028 0.04 $2,050,861
FNMA 30yr Pool#BP1500 3.000% 01-May-2050, 3.00%, 05/01/50 FN 3140K8U25 - - 2,328,825 $2,037,523 $2,037,523 0.04 $2,022,082
FHLMC 30yr Pool#QE0354 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B9MB7 - - 2,245,043 $2,027,448 $2,027,448 0.04 $2,012,203
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 2,397,201 $2,014,554 $2,014,554 0.04 $2,013,675
FHLMC 30yr Pool#QE1072 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFM8 - - 2,171,339 $1,985,215 $1,985,215 0.04 $1,946,143
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 2,092,996 $1,976,732 $1,976,732 0.04 $1,939,683
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90369% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 2,016,442 $1,964,717 $1,964,717 0.04 $1,956,120
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,925,308 $1,946,931 $1,946,931 0.04 $1,944,905
FHLMC 30yr Pool#QF9104 6.000% 01-Mar-2053, 6.00%, 03/01/53 FR 3133BXDH1 - - 1,611,958 $1,942,367 $1,942,367 0.04 $1,635,965
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,838,312 $1,912,852 $1,912,852 0.04 $1,893,784
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,990,380 $1,895,913 $1,895,913 0.04 $1,880,242
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,885,688 $1,895,261 $1,895,261 0.04 $1,878,788
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,968,381 $1,868,938 $1,868,938 0.03 $1,824,261
FHLMC 30yr Pool#QG2019 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2G44 - - 1,909,256 $1,863,753 $1,863,753 0.03 $1,847,089
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,922,903 $1,858,402 $1,858,402 0.03 $1,854,092
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,737,381 $1,806,274 $1,806,274 0.03 $1,788,120
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,900,280 $1,787,721 $1,787,721 0.03 $1,761,147
FHLMC 30yr Pool#QG3884 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4J54 - - 1,809,518 $1,771,079 $1,771,079 0.03 $1,756,404
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,771,168 $1,770,555 $1,770,555 0.03 $1,754,791
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.70369% 25-FEB-2050, 5.70%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,816,498 $1,766,520 $1,766,520 0.03 $1,759,037
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,904,572 $1,742,088 $1,742,088 0.03 $1,711,713
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,850,795 $1,720,039 $1,720,039 0.03 $1,706,463
FHLMC 30yr Pool#QG2100 5.000% 01-May-2053, 5.00%, 05/01/53 FR 3133C2KM9 - - 1,752,260 $1,709,314 $1,709,314 0.03 $1,694,798
FHLMC 30yr Pool#QA2039 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YHQ3 - - 1,926,984 $1,686,974 $1,686,974 0.03 $1,673,217
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,830,738 $1,685,364 $1,685,364 0.03 $1,645,496
Reach ABS Trust 2024-1 A 6.3% 15-FEB-2031, 6.30%, 02/18/31 REACH 2024-1A 75526PAA9 - - 1,670,028 $1,678,024 $1,678,024 0.03 $1,676,271
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,772,021 $1,660,434 $1,660,434 0.03 $1,638,021
FHLMC 30yr Pool#QG4266 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4W34 - - 1,696,659 $1,655,286 $1,655,286 0.03 $1,641,344
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,554,776 $1,617,550 $1,617,550 0.03 $1,602,099
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,483,242 $1,597,239 $1,597,239 0.03 $1,475,902
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,526,354 $1,581,201 $1,581,201 0.03 $1,565,704
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,682,394 $1,564,955 $1,564,955 0.03 $1,561,217
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,617,018 $1,523,484 $1,523,484 0.03 $1,498,624
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,627,359 $1,512,703 $1,512,703 0.03 $1,500,452
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,507,549 $1,451,896 $1,451,896 0.03 $1,438,867
FNMA 30yr Pool#BX4859 5.000% 01-May-2053, 5.00%, 05/01/53 FN 3140N9MH6 - - 1,488,269 $1,451,642 $1,451,642 0.03 $1,439,337
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,402,010 $1,416,621 $1,416,621 0.03 $1,403,315
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 1,396,460 $1,409,954 $1,409,954 0.03 $1,398,222
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,187,613 $1,409,774 $1,409,774 0.03 $1,186,581
FNMA 30yr Pool#BX0130 6.000% 01-Dec-2052, 6.00%, 12/01/52 FN 3140N4EC7 - - 1,364,662 $1,400,019 $1,400,019 0.03 $1,387,204
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,391,818 $1,399,592 $1,399,592 0.03 $1,386,819
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,374,871 $1,382,442 $1,382,442 0.03 $1,369,654
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 1,327,093 $1,380,644 $1,380,644 0.03 $1,367,486
Lendbuzz Securitization Trust 2023-2 A2 7.09% 15-OCT-2028, 7.09%, 10/16/28 LBZZ 2023-2A 52608MAB4 - - 1,299,422 $1,316,428 $1,316,428 0.02 $1,314,893
FHLMC 30yr Pool#QG3616 5.000% 01-Jun-2053, 5.00%, 06/01/53 FR 3133C4AR5 - - 1,306,305 $1,279,214 $1,279,214 0.02 $1,268,233
BX Commercial Mortgage Trust 2021-21M A 5.173% 15-OCT-2036, 5.17%, 10/15/36 BX 2021-21M 05609CAA5 - - 1,271,945 $1,267,776 $1,267,776 0.02 $1,266,679
FHLMC 30yr Pool#QG0818 5.000% 01-Apr-2053, 5.00%, 04/01/53 FR 3133C04B5 - - 1,294,877 $1,267,258 $1,267,258 0.02 $1,256,711
FNMA 30yr Pool#BY0251 6.000% 01-Apr-2053, 6.00%, 04/01/53 FN 3140NGH52 - - 1,233,732 $1,265,311 $1,265,311 0.02 $1,253,571
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,212,325 $1,251,791 $1,251,791 0.02 $1,191,050
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,424,002 $1,251,706 $1,251,706 0.02 $1,238,758
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,322,154 $1,247,673 $1,247,673 0.02 $1,228,062
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,284,191 $1,232,632 $1,232,632 0.02 $1,221,975
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,434,921 $1,219,747 $1,219,747 0.02 $1,202,080
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,294,691 $1,212,185 $1,212,185 0.02 $1,196,787
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00369% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 1,191,541 $1,202,286 $1,202,286 0.02 $1,197,119
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,272,407 $1,200,807 $1,200,807 0.02 $1,179,245
FHLMC 30yr Pool#RJ2649 5.500% 01-Oct-2054, 5.50%, 10/01/54 FR 3142GS5K0 - - - $1,195,166 $1,195,166 0.02 $0
FHLMC 30yr Pool#QD9182 3.000% 01-Mar-2052, 3.00%, 03/01/52 FR 3133B7FX1 - - 1,337,431 $1,189,432 $1,189,432 0.02 $1,150,026
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65369% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,150,000 $1,182,232 $1,182,232 0.02 $1,175,875
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,246,738 $1,170,141 $1,170,141 0.02 $1,152,460
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,148,914 $1,159,219 $1,159,219 0.02 $1,148,107
Connecticut Avenue Securities, Series 2021-R03 1M1 5.20369% 25-DEC-2041, 5.20%, 12/25/41 CAS 2021-R03 20754AAA1 - - 1,124,636 $1,126,361 $1,126,361 0.02 $1,122,134
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,107,426 $1,114,917 $1,114,917 0.02 $1,105,299
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,163,951 $1,113,351 $1,113,351 0.02 $1,102,871
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 1,086,393 $1,095,808 $1,095,808 0.02 $1,090,771
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,129,787 $1,079,606 $1,079,606 0.02 $1,070,501
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 1,063,845 $1,072,027 $1,072,027 0.02 $1,061,715
Connecticut Avenue Securities Trust 2022-R01 1M1 5.35369% 25-DEC-2041, 5.35%, 12/25/41 CAS 2022-R01 20754LAA7 - - 1,066,945 $1,069,405 $1,069,405 0.02 $1,065,280
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,115,412 $1,047,474 $1,047,474 0.02 $1,038,208
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,050,943 $1,045,416 $1,045,416 0.02 $1,042,204
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,098,931 $1,012,077 $1,012,077 0.02 $986,664
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 1,073,207 $1,009,586 $1,009,586 0.02 $994,630
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,058,349 $957,360 $957,360 0.02 $950,150
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 976,312 $950,524 $950,524 0.02 $938,039
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 1,000,985 $935,689 $935,689 0.02 $927,662
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 931,996 $931,658 $931,658 0.02 $923,352
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 935,021 $897,371 $897,371 0.02 $889,838
FNMA 30yr Pool#BV8485 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNB8 - - 972,531 $878,360 $878,360 0.02 $871,667
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 953,420 $862,539 $862,539 0.02 $850,215
FNMA 30yr Pool#CB4320 3.500% 01-Aug-2052, 3.50%, 08/01/52 FN 3140QPYS0 - - 938,778 $849,247 $849,247 0.02 $841,775
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.65369% 25-FEB-2042, 5.65%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 839,649 $844,243 $844,243 0.02 $840,815
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 459,783 $844,141 $844,141 0.02 $458,578
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 890,810 $832,568 $832,568 0.02 $825,588
Gracie Point International Funding, Series 2023-2 A 6.67441% 01-MAR-2027, 6.67%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 816,565 $831,163 $831,163 0.02 $819,203
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 801,607 $824,869 $824,869 0.02 $820,666
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1 A 3.844% 25-DEC-2025, 3.84%, 12/25/25 NZES 2020-PLS1 433674AA6 - - 777,671 $769,219 $769,219 0.01 $767,060
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 846,849 $758,034 $758,034 0.01 $750,691
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 747,460 $751,226 $751,226 0.01 $744,674
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 738,954 $742,553 $742,553 0.01 $741,739
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 760,096 $736,827 $736,827 0.01 $720,209
FREMF 2019-KF70 Mortgage Trust C 10.44813% 25-SEP-2029, 10.45%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $726,530 $726,530 0.01 $720,569
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 765,661 $720,398 $720,398 0.01 $708,413
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 710,159 $714,467 $714,467 0.01 $707,465
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 705,467 $670,090 $670,090 0.01 $664,722
FHLMC 30yr Pool#QD6555 3.000% 01-Feb-2052, 3.00%, 02/01/52 FR 3133B4H81 - - 767,097 $664,542 $664,542 0.01 $659,695
FNMA 30yr Pool#BW7489 6.000% 01-Nov-2052, 6.00%, 11/01/52 FN 3140N0KB0 - - 618,859 $635,517 $635,517 0.01 $629,082
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 638,296 $612,096 $612,096 0.01 $598,956
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 697,677 $606,191 $606,191 0.01 $603,769
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 626,877 $602,574 $602,574 0.01 $597,247
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 657,046 $594,313 $594,313 0.01 $589,874
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 630,569 $590,811 $590,811 0.01 $585,837
MHC Commercial Mortgage Trust 2021-MHC A 5.244442% 15-APR-2038, 5.24%, 04/15/38 MHC 2021-MHC 55316VAA2 - - 586,117 $588,734 $588,734 0.01 $585,834
FNMA 30yr Pool#FS9027 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140XRA54 - - - $584,823 $584,823 0.01 $0
Prosper Marketplace Issuance Trust, Series 2024-1 A 6.12% 15-AUG-2029, 6.12%, 08/15/29 PMIT 2024-1A 74363CAA7 - - 561,788 $562,694 $562,694 0.01 $562,121
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 546,572 $554,156 $554,156 0.01 $549,336
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 574,344 $546,496 $546,496 0.01 $538,505
FNMA 30yr Pool#CB8119 5.000% 01-Mar-2054, 5.00%, 03/01/54 FN 3140QUAV8 - - - $542,824 $542,824 0.01 $0
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 569,988 $515,772 $515,772 0.01 $511,758
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 532,154 $513,277 $513,277 0.01 $497,401
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 486,574 $462,226 $462,226 0.01 $458,509
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 462,701 $418,873 $418,873 0.01 $415,601
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 447,027 $416,957 $416,957 0.01 $413,223
JP Morgan Mortgage Trust 2015-4 AM 3.0% 25-JUN-2045, 3.00%, 06/25/45 JPMMT 2015-4 46644VBP0 - - 494,949 $414,583 $414,583 0.01 $412,521
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 443,973 $391,503 $391,503 0.01 $388,061
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 409,602 $389,116 $389,116 0.01 $385,977
FNMA 30yr Pool#FS8308 5.000% 01-Jun-2054, 5.00%, 06/01/54 FN 3140XQGS0 - - - $388,410 $388,410 0.01 $0
Santander Bank Auto Credit-Linked Notes, Series 2023-A B 6.493% 15-JUN-2033, 6.49%, 06/15/33 SBCLN 2023-A 80290CBU7 - - 378,425 $380,252 $380,252 0.01 $379,842
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 371,220 $354,885 $354,885 0.01 $344,065
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 392,773 $351,176 $351,176 0.01 $348,520
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 370,761 $345,371 $345,371 0.01 $342,352
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 351,385 $322,714 $322,714 0.01 $321,933
FNMA 30yr Pool#FS6355 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140XNBZ6 - - - $312,313 $312,313 0.01 $0
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 347,262 $311,814 $311,814 0.01 $307,305
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 303,802 $305,932 $305,932 0.01 $296,719
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 315,753 $297,126 $297,126 0.01 $294,392
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 316,209 $296,901 $296,901 0.01 $292,298
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 309,186 $287,235 $287,235 0.01 $286,548
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 297,406 $285,790 $285,790 0.01 $283,361
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 319,477 $280,290 $280,290 0.01 $277,917
FREED ABS Trust 2021-3FP D 2.37% 18-NOV-2028, 2.37%, 11/20/28 FREED 2021-3FP 30322MAD1 - - 276,568 $275,058 $275,058 0.01 $275,003
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 285,989 $269,719 $269,719 0.00 $265,049
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 280,361 $269,462 $269,462 0.00 $267,121
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 253,218 $266,919 $266,919 0.00 $241,585
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 267,221 $262,230 $262,230 0.00 $255,431
FHLMC 30yr Pool#RJ1505 5.000% 01-May-2054, 5.00%, 05/01/54 FR 3142GRU73 - - - $258,379 $258,379 0.00 $0
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 275,095 $247,615 $247,615 0.00 $245,590
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 255,074 $247,064 $247,064 0.00 $243,018
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 187,554 $245,681 $245,681 0.00 $176,721
Santander Bank Auto Credit-Linked Notes, Series 2022-C C 6.986% 15-DEC-2032, 6.99%, 12/15/32 SBCLN 2022-C 80290CBG8 - - 242,830 $243,611 $243,611 0.00 $243,329
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 262,538 $235,041 $235,041 0.00 $232,727
Fannie Mae REMIC Trust 2012-126 SY 0.0% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $233,046 $233,046 0.00 $233,046
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 242,124 $229,725 $229,725 0.00 $225,888
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 243,850 $228,519 $228,519 0.00 $225,410
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 231,487 $219,877 $219,877 0.00 $218,117
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 228,720 $215,354 $215,354 0.00 $211,833
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 205,923 $197,837 $197,837 0.00 $196,169
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 171,885 $193,723 $193,723 0.00 $161,970
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 210,002 $193,278 $193,278 0.00 $186,157
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 193,971 $190,371 $190,371 0.00 $184,803
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 184,805 $177,601 $177,601 0.00 $176,052
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 183,349 $176,158 $176,158 0.00 $174,664
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 198,080 $173,696 $173,696 0.00 $172,272
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 170,350 $160,410 $160,410 0.00 $157,878
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 175,815 $158,400 $158,400 0.00 $156,852
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 160,123 $153,132 $153,132 0.00 $151,721
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 158,565 $148,549 $148,549 0.00 $146,955
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 142,953 $137,955 $137,955 0.00 $136,797
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 149,459 $134,437 $134,437 0.00 $133,071
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 147,288 $134,204 $134,204 0.00 $133,098
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 134,361 $129,995 $129,995 0.00 $121,970
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 138,020 $124,331 $124,331 0.00 $122,748
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 128,590 $123,865 $123,865 0.00 $122,751
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 130,200 $123,678 $123,678 0.00 $122,682
FNMA 30yr Pool#BU4910 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140M6N41 - - - $117,822 $117,822 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 123,703 $114,410 $114,410 0.00 $112,373
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 113,824 $112,283 $112,283 0.00 $106,345
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 112,627 $110,551 $110,551 0.00 $107,293
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 112,178 $103,913 $103,913 0.00 $101,903
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 109,212 $103,759 $103,759 0.00 $102,912
Fannie Mae REMIC Trust 2013-130 FN 4.81817% 25-OCT-2042, 4.82%, 10/25/42 FNR 2013-130 3136AHG53 - - 100,548 $99,229 $99,229 0.00 $98,879
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 101,141 $97,368 $97,368 0.00 $96,533
FNMA 30yr Pool#BJ8459 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140HAMH0 - - 102,009 $91,281 $91,281 0.00 $86,647
FNMA 30yr Pool#BO4113 3.000% 01-Aug-2049, 3.00%, 08/01/49 FN 3140JYSB3 - - 92,697 $79,417 $79,417 0.00 $78,738
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 78,659 $77,766 $77,766 0.00 $77,058
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 84,713 $76,321 $76,321 0.00 $75,851
FNMA 30yr Pool#BY0334 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLQ1 - - - $75,251 $75,251 0.00 $0
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 81,122 $72,433 $72,433 0.00 $71,788
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 84,013 $71,942 $71,942 0.00 $71,361
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 72,742 $63,436 $63,436 0.00 $62,927
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 71,526 $63,241 $63,241 0.00 $62,422
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 62,426 $61,176 $61,176 0.00 $60,113
Fannie Mae REMIC Trust 2006-20 GF 4.81817% 25-APR-2036, 4.82%, 04/25/36 FNR 2006-20 31395BU43 - - 60,073 $59,552 $59,552 0.00 $59,343
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 57,502 $57,405 $57,405 0.00 $55,883
Fannie Mae REMIC Trust 2010-109 BS 5.89061% 25-OCT-2040, 5.89%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $54,950 $54,950 0.00 $54,604
Freddie Mac Multiclass Certificates, Series 3380 FM 5.04919% 15-OCT-2037, 5.04%, 10/15/37 FHR 3380 31397KTJ0 - - 46,165 $45,989 $45,989 0.00 $45,950
Freddie Mac Multiclass Certificates, Series 3721 FB 4.95919% 15-SEP-2040, 4.95%, 09/15/40 FHR 3721 3137GAD20 - - 45,667 $45,376 $45,376 0.00 $45,338
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 46,500 $44,826 $44,826 0.00 $44,225
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - - $42,677 $42,677 0.00 $0
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 43,936 $42,495 $42,495 0.00 $41,887
Ginnie Mae REMIC Trust 2008-013 FB 4.93307% 20-FEB-2038, 4.94%, 02/20/38 GNR 2008-13 38375PNL1 - - 42,156 $42,484 $42,484 0.00 $41,768
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 43,342 $41,641 $41,641 0.00 $41,293
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 38,661 $35,254 $35,254 0.00 $34,949
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 35,505 $34,816 $34,816 0.00 $34,169
Ginnie Mae REMIC Trust 2007-040 FG 4.75307% 20-JUL-2037, 4.76%, 07/20/37 GNR 2007-40 38375KZS4 - - 32,426 $32,441 $32,441 0.00 $31,978
Ginnie Mae REMIC Trust 2004-069 CF 4.83307% 20-JUL-2034, 4.84%, 07/20/34 GNR 2004-69 38374JAT3 - - 28,618 $29,010 $29,010 0.00 $28,456
FNMA 30yr Pool#BX4782 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140N9J49 - - - $26,655 $26,655 0.00 $0
Ginnie Mae REMIC Trust 2010-133 FD 4.87315% 16-OCT-2040, 4.87%, 10/16/40 GNR 2010-133 38377MHV1 - - 26,405 $26,352 $26,352 0.00 $26,335
Fannie Mae REMIC Trust 2013-2 QF 4.96817% 25-FEB-2043, 4.97%, 02/25/43 FNR 2013-2 3136AB4P5 - - 26,012 $25,865 $25,865 0.00 $25,772
Ginnie Mae REMIC Trust 2007-059 FA 4.93307% 20-OCT-2037, 4.94%, 10/20/37 GNR 2007-59 38375LPU8 - - 25,678 $25,789 $25,789 0.00 $25,459
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 23,788 $22,927 $22,927 0.00 $22,716
FNMA 30yr Pool#BX4791 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N9KD7 - - - $22,265 $22,265 0.00 $0
Ginnie Mae REMIC Trust 2008-016 FC 4.93307% 20-FEB-2038, 4.94%, 02/20/38 GNR 2008-16 383742FU2 - - 20,649 $20,867 $20,867 0.00 $20,479
Ginnie Mae REMIC Trust 2007-037 FW 4.74307% 20-JUN-2037, 4.75%, 06/20/37 GNR 2007-37 38375KNR9 - - 20,869 $20,831 $20,831 0.00 $20,546
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.59%, 08/20/35 GNR 2005-65 38374LL25 - - 20,643 $20,785 $20,785 0.00 $20,276
Ginnie Mae REMIC Trust 2004-059 FP 4.74315% 16-AUG-2034, 4.74%, 08/16/34 GNR 2004-59 38374HYS3 - - 20,748 $20,581 $20,581 0.00 $20,567
Freddie Mac Multiclass Certificates, Series 2426 FL 5.10919% 15-MAR-2032, 5.10%, 03/15/32 FHR 2426 31339W7G5 - - 19,709 $19,723 $19,723 0.00 $19,706
Fannie Mae REMIC Trust 2002-53 FK 4.86817% 25-APR-2032, 4.87%, 04/25/32 FNR 2002-53 31392EHN3 - - 19,218 $19,162 $19,162 0.00 $19,095
Ginnie Mae REMIC Trust 2005-048 AF 4.63307% 20-JUN-2035, 4.64%, 06/20/35 GNR 2005-48 38374LHM6 - - 17,237 $17,213 $17,213 0.00 $16,977
FHLMC 30yr Pool#QG2537 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZA9 - - - $16,744 $16,744 0.00 $0
Fannie Mae REMIC Trust 2005-83 KT 4.76817% 25-OCT-2035, 4.77%, 10/25/35 FNR 2005-83 31394FUL7 - - 16,269 $16,116 $16,116 0.00 $16,060
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 17,927 $15,992 $15,992 0.00 $15,645
Fannie Mae REMIC Trust 2007-89 GF 4.98817% 25-SEP-2037, 4.99%, 09/25/37 FNR 2007-89 31396XPM0 - - 15,266 $15,281 $15,281 0.00 $15,226
FHLMC 30yr Pool#QG4267 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4W42 - - - $15,098 $15,098 0.00 $0
Freddie Mac Multiclass Certificates, Series 2551 FD 4.85919% 15-JAN-2033, 4.85%, 01/15/33 FHR 2551 31393JAZ1 - - 13,653 $13,580 $13,580 0.00 $13,569
Ginnie Mae REMIC Trust 2012-075 FP 4.73307% 20-JUL-2041, 4.74%, 07/20/41 GNR 2012-75 38378EZ55 - - 12,932 $13,133 $13,133 0.00 $12,859
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 13,353 $11,743 $11,743 0.00 $11,643
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.80919% 15-FEB-2032, 4.80%, 02/15/32 FHR 2410 31339NJN7 - - 10,914 $10,859 $10,859 0.00 $10,850
Ginnie Mae REMIC Trust 2007-061 FA 4.93307% 20-OCT-2037, 4.94%, 10/20/37 GNR 2007-61 38375LLN8 - - 10,708 $10,817 $10,817 0.00 $10,617
Fannie Mae REMIC Trust 2003-87 FG 4.96817% 25-SEP-2033, 4.97%, 09/25/33 FNR 2003-87 31393E4W6 - - 10,796 $10,803 $10,803 0.00 $10,764
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 10,671 $10,445 $10,445 0.00 $10,205
Fannie Mae REMIC Trust 2010-123 FL 4.89817% 25-NOV-2040, 4.90%, 11/25/40 FNR 2010-123 31398N2W3 - - 10,452 $10,412 $10,412 0.00 $10,375
Freddie Mac Multiclass Certificates, Series 3738 FD 4.75919% 15-AUG-2040, 4.75%, 08/15/40 FHR 3738 3137GAYQ4 - - 9,921 $9,918 $9,918 0.00 $9,910
Freddie Mac Multiclass Certificates, Series 3028 FM 4.70919% 15-SEP-2035, 4.70%, 09/15/35 FHR 3028 31396AFB5 - - 9,753 $9,690 $9,690 0.00 $9,682
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 9,332 $9,186 $9,186 0.00 $8,925
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 9,243 $9,146 $9,146 0.00 $9,044
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 9,240 $9,107 $9,107 0.00 $8,837
Fannie Mae REMIC Trust 2002-16 VF 5.01817% 25-APR-2032, 5.02%, 04/25/32 FNR 2002-16 31392CWW0 - - 8,492 $8,510 $8,510 0.00 $8,479
FNMA 30yr Pool#BY0360 5.500% 01-Jun-2053, 5.50%, 06/01/53 FN 3140NGMJ6 - - - $8,297 $8,297 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.86817% 25-SEP-2042, 4.87%, 09/25/42 FNR 2012-100 3136A8QW3 - - 8,308 $8,224 $8,224 0.00 $8,195
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 7,982 $7,817 $7,817 0.00 $7,621
FNMA 30yr Pool#BY0332 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NGLN8 - - - $7,805 $7,805 0.00 $0
Ginnie Mae REMIC Trust 2007-018 FD 4.73307% 20-APR-2037, 4.74%, 04/20/37 GNR 2007-18 38375JC86 - - 7,579 $7,587 $7,587 0.00 $7,458
Ginnie Mae REMIC Trust 2010-006 FG 5.04315% 16-JAN-2040, 5.04%, 01/16/40 GNR 2010-6 38376TSC7 - - 7,309 $7,263 $7,263 0.00 $7,258
Fannie Mae REMIC Trust 2010-95 FB 4.86817% 25-SEP-2040, 4.87%, 09/25/40 FNR 2010-95 31398NEX8 - - 7,235 $7,218 $7,218 0.00 $7,192
FHLMC 30yr Pool#QG2104 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2KR8 - - - $7,042 $7,042 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,928 $4,778 $4,778 0.00 $4,695
Ginnie Mae REMIC Trust 1999-27 FE 4.84315% 16-AUG-2029, 4.84%, 08/16/29 GNR 1999-27 3837H2WA3 - - 3,964 $3,958 $3,958 0.00 $3,955
Freddie Mac Multiclass Certificates, Series 2469 FE 4.95919% 15-JUL-2032, 4.95%, 07/15/32 FHR 2469 31392RC58 - - 2,550 $2,544 $2,544 0.00 $2,542
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 2,299 $2,062 $2,062 0.00 $2,035
Ginnie Mae REMIC Trust 2010-125 VF 4.78307% 20-JUN-2040, 4.79%, 06/20/40 GNR 2010-125 38377JYJ6 - - 409.00 $414 $414 0.00 $406
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 1,725 $185,828,321 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - 2,466 $509,768,438 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -246.00 $-27,109,969 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -452.00 $-50,673,438 $0 0.00 $0
US ULTRA BOND CBT Jun25 JUN 25 WNM5 FUTURES_USD - -795.00 $-91,921,875 $0 0.00 $0
GNMA II TBA 30yr 6.5% June Delivery, 6.50%, 06/23/25 G2SF 21H062669 - - -9,700,000 $-9,893,127 $-9,893,127 -0.18 $-9,893,127
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/12/25 FNCL 01F032666 - - -154,153,000 $-136,058,675 $-136,058,675 -2.52 $-136,058,675
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/12/25 FNCL 01F060667 - - -250,976,000 $-252,710,244 $-252,710,244 -4.68 $-252,710,244
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/12/25 FNCL 01F042665 - - -370,562,390 $-347,892,495 $-347,892,495 -6.44 $-347,892,495
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/12/25 FNCL 01F050668 - - -526,714,000 $-507,639,579 $-507,639,579 -9.39 $-507,639,579
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/12/25 FNCL 01F040669 - - -575,916,155 $-525,477,994 $-525,477,994 -9.72 $-525,477,994
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/12/25 FNCL 01F052664 - - -995,855,851 $-982,136,941 $-982,136,941 -18.17 $-982,136,941
SEGREGATED CASH SEGCASH - $0.00 24,782,483 $24,782,483 $24,782,483 0.46 $24,782,483
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -1,721,558,412 $-1,721,558,412 $-1,721,558,412 -31.85 $-1,721,558,412

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