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To US Financial Professionals servicing non-US persons

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 27, 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% November Delivery, 2.50%, 11/12/26 FNCL 01F0226B6 - 1,393,917,386 $1,111,764,810 $1,111,764,810 17.50 $1,111,764,810
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/19/26 G2SF 21H0226B2 - 710,603,414 $580,476,296 $580,476,296 9.14 $580,476,296
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 322,559,000 $327,019,991 $327,019,991 5.16 $327,019,991
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/12/26 FNCL 01F0306B9 - 385,203,710 $321,094,257 $321,094,257 5.06 $321,094,257
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - 306,184,260 $304,725,292 $304,725,292 4.80 $304,725,292
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/12/26 FNCL 01F0406B8 - 333,425,845 $297,458,866 $297,458,866 4.69 $297,458,866
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 311,715,549 $295,112,341 $295,112,341 4.65 $294,060,301
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/12/26 FNCL 01F0206B0 - 360,986,255 $275,346,959 $275,346,959 4.34 $275,346,959
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - 236,560,000 $229,958,793 $229,958,793 3.63 $229,958,793
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W2ER8 - 196,943,122 $194,517,600 $194,517,600 3.07 $193,705,210
GNMA II TBA 30yr 5% November Delivery, 5.00%, 11/19/26 G2SF 21H0506B3 - 198,508,194 $188,185,569 $188,185,569 2.97 $188,185,569
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/12/26 FNCL 01F0506B7 - 195,297,945 $184,762,793 $184,762,793 2.91 $184,762,793
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 162,577,921 $163,457,792 $163,457,792 2.57 $162,726,191
GNMA II TBA 30yr 5.5% November Delivery, 5.50%, 11/19/26 G2SF 21H0526B9 - 164,697,000 $160,398,902 $160,398,902 2.52 $160,398,902
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/12/26 FNCL 01F0326B5 - 178,743,000 $155,026,843 $155,026,843 2.44 $155,026,843
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 152,679,304 $150,711,622 $150,711,622 2.37 $150,081,820
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 130,602,965 $128,919,796 $128,919,796 2.03 $128,381,059
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 137,706,767 $128,616,354 $128,616,354 2.02 $128,151,593
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - 146,586,060 $124,581,440 $124,581,440 1.96 $124,581,440
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 115,312,726 $115,747,518 $115,747,518 1.82 $115,228,610
GNMA II 30yr Pool#MA7988 3.000% 20-Apr-2052, 3.00%, 04/20/52 G2 36179W2V9 - 134,177,598 $114,594,092 $114,594,092 1.80 $114,292,193
GNMA II TBA 30yr 3.5% November Delivery, 3.50%, 11/19/26 G2SF 21H0326B1 - 132,283,377 $112,668,795 $112,668,795 1.77 $112,668,795
GNMA II TBA 30yr 4.5% November Delivery, 4.50%, 11/19/26 G2SF 21H0426B0 - 114,736,488 $104,819,010 $104,819,010 1.65 $104,819,010
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 107,899,476 $102,954,369 $102,954,369 1.62 $102,549,746
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 109,042,977 $102,059,674 $102,059,674 1.61 $101,691,654
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 101,489,017 $102,038,275 $102,038,275 1.61 $101,581,574
GNMA II TBA 30yr 4% November Delivery, 4.00%, 11/19/26 G2SF 21H0406B4 - 103,195,688 $90,789,090 $90,789,090 1.43 $90,789,090
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 82,105,144 $80,879,586 $80,879,586 1.27 $80,540,902
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 81,596,117 $80,241,372 $80,241,372 1.26 $79,904,788
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 82,252,532 $77,871,435 $77,871,435 1.23 $77,593,833
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 76,165,252 $75,137,614 $75,137,614 1.18 $74,823,432
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 73,100,373 $73,376,001 $73,376,001 1.15 $73,047,049
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 76,618,276 $71,711,508 $71,711,508 1.13 $71,452,921
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 69,396,688 $68,669,484 $68,669,484 1.08 $68,383,222
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 68,210,692 $67,495,916 $67,495,916 1.06 $67,214,547
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 64,073,139 $63,302,890 $63,302,890 1.00 $63,038,588
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 64,598,073 $61,674,410 $61,674,410 0.97 $61,432,168
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,125,512 $60,268,496 $60,268,496 0.95 $60,031,776
FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,519,296 $60,119,025 $60,119,025 0.95 $59,851,188
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 60,336,976 $59,743,171 $59,743,171 0.94 $59,494,281
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 59,776,766 $58,880,631 $58,880,631 0.93 $58,634,052
FHLMC 30yr Pool#SL6510 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UGU1 - 56,223,276 $56,820,310 $56,820,310 0.89 $56,567,305
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,182,798 $54,933,743 $54,933,743 0.86 $54,719,308
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,356,268 $54,231,634 $54,231,634 0.85 $54,020,298
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,457,874 $53,553,985 $53,553,985 0.84 $53,329,347
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 55,095,406 $52,928,450 $52,928,450 0.83 $52,721,843
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,051,461 $52,444,214 $52,444,214 0.83 $52,225,377
FNMA 30yr Pool#FA7047 6.000% 01-Oct-2056, 6.00%, 10/01/56 FN 3140W7ZM5 - 48,833,518 $49,329,839 $49,329,839 0.78 $49,110,089
FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 FR 31427T3E4 - 47,845,367 $48,271,830 $48,271,830 0.76 $48,056,526
FHLMC 30yr Pool#SL6726 6.000% 01-Sep-2056, 6.00%, 09/01/56 FR 31427UPL1 - 47,764,759 $48,216,210 $48,216,210 0.76 $48,001,268
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 47,434,779 $47,704,029 $47,704,029 0.75 $47,490,573
FNMA 30yr Pool#FA6425 6.000% 01-Jul-2056, 6.00%, 07/01/56 FN 3140W7D72 - 46,734,371 $47,230,642 $47,230,642 0.74 $47,020,338
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 47,932,697 $45,780,668 $45,780,668 0.72 $45,600,920
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 45,658,457 $45,135,833 $45,135,833 0.71 $44,947,492
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,117,750 $44,985,220 $44,985,220 0.71 $44,837,867
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,013,488 $44,472,362 $44,472,362 0.70 $44,286,682
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,244,281 $43,509,691 $43,509,691 0.68 $43,327,184
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 43,788,918 $42,146,663 $42,146,663 0.66 $41,982,455
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,310,209 $41,675,922 $41,675,922 0.66 $41,501,393
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,290,947 $40,627,603 $40,627,603 0.64 $40,469,012
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 40,967,448 $40,470,530 $40,470,530 0.64 $40,301,540
FNMA 30yr Pool#FA6796 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7RS1 - 39,558,901 $39,049,845 $39,049,845 0.61 $38,886,665
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,452,413 $38,021,777 $38,021,777 0.60 $37,863,161
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,048,135 $35,781,516 $35,781,516 0.56 $35,697,051
FHLMC 30yr Pool#SL6006 6.000% 01-Jul-2056, 6.00%, 07/01/56 FR 31427TU87 - 33,535,626 $33,891,739 $33,891,739 0.53 $33,740,829
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 33,071,053 $33,163,808 $33,163,808 0.52 $33,145,770
GNMA II 30yr Pool#MA7706 3.000% 20-Nov-2051, 3.00%, 11/20/51 G2 36179WR34 - 38,438,658 $32,859,169 $32,859,169 0.52 $32,772,682
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,732,949 $32,732,949 0.51 $32,668,394
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,784,598 $32,517,544 $32,517,544 0.51 $32,390,852
FNMA 30yr Pool#FA5891 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W6RM6 - 32,161,352 $32,502,873 $32,502,873 0.51 $32,358,147
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 40,856,215 $32,475,667 $32,475,667 0.51 $32,399,062
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,768,745 $32,425,363 $32,425,363 0.51 $32,290,192
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,099,391 $30,747,078 $30,747,078 0.48 $30,618,793
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 29,718,000 $30,553,935 $30,553,935 0.48 $29,403,188
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 29,857,254 $30,026,730 $30,026,730 0.47 $29,892,373
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 29,909,064 $29,549,515 $29,549,515 0.46 $29,426,140
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,311,011 $29,174,230 $29,174,230 0.46 $29,060,564
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,028,020 $28,742,342 $28,742,342 0.45 $28,622,602
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,445,243 $27,175,141 $27,175,141 0.43 $27,061,930
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,885,614 $26,633,636 $26,633,636 0.42 $26,529,065
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,430,721 $26,329,461 $26,329,461 0.41 $26,249,580
Freddie Mac Pool|6.5|11/01/2056, 6.50%, 11/01/56 FR 3142GYXP5 - 24,953,842 $25,672,067 $25,672,067 0.40 $25,622,506
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19029% 25-FEB-2042, 12.39%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $23,967,451 $23,967,451 0.38 $23,951,384
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 23,135,562 $23,322,701 $23,322,701 0.37 $23,218,591
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,444,712 $22,122,124 $22,122,124 0.35 $22,029,540
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,126,251 $20,809,540 $20,809,540 0.33 $20,722,394
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 20,983,171 $20,763,289 $20,763,289 0.33 $20,676,734
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,641,982 $20,425,676 $20,425,676 0.32 $20,340,528
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19029% 25-OCT-2041, 11.39%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,353,195 $20,353,195 0.32 $19,952,334
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.55477% 25-FEB-2040, 10.75%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 19,687,000 $20,127,144 $20,127,144 0.32 $20,115,384
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 20,671,743 $20,028,064 $20,028,064 0.32 $19,737,126
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $19,975,812 $19,975,812 0.31 $19,894,622
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,257,683 $19,913,642 $19,913,642 0.31 $19,830,079
Connecticut Avenue Securities Trust 2023-R06 1B1 7.59029% 25-JUL-2043, 7.79%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $19,899,280 $19,899,280 0.31 $19,890,992
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,563,540 $19,563,540 0.31 $19,078,268
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,900,913 $19,562,932 $19,562,932 0.31 $19,480,840
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94029% 25-MAR-2042, 9.14%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,123,802 $19,123,802 0.30 $19,114,244
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 18,911,814 $18,737,896 $18,737,896 0.29 $18,659,884
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,797,579 $18,488,073 $18,488,073 0.29 $18,410,533
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 18,915,274 $18,340,124 $18,340,124 0.29 $18,334,607
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,514,728 $18,237,167 $18,237,167 0.29 $18,160,794
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,351,725 $18,053,028 $18,053,028 0.28 $18,047,675
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,331,882 $17,808,805 $17,808,805 0.28 $17,755,434
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,380,784 $17,629,361 $17,629,361 0.28 $17,575,861
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,426,824 $17,432,388 $17,432,388 0.27 $17,332,880
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,063,707 $17,063,707 0.27 $16,988,812
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,784,896 $16,976,220 $16,976,220 0.27 $16,919,865
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,713,177 $16,512,261 $16,512,261 0.26 $16,443,319
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.74%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,854,901 $15,854,901 0.25 $15,772,858
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,480,164 $15,480,164 0.24 $15,471,790
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34029% 25-JAN-2042, 11.54%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,407,904 $15,407,904 0.24 $15,398,190
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,254,885 $14,363,163 $14,363,163 0.23 $14,311,677
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 14,481,292 $14,244,107 $14,244,107 0.22 $14,189,835
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,359,005 $14,199,208 $14,199,208 0.22 $14,156,266
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69029% 25-DEC-2041, 9.89%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,077,163 $14,193,277 $14,193,277 0.22 $14,185,544
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,796,236 $14,132,899 $14,132,899 0.22 $14,099,531
BMP Commercial Mortgage Trust 2024-MF23 A 5.29659% 15-JUN-2041, 5.30%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $13,986,148 $13,986,148 0.22 $13,959,371
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,785,623 $13,785,268 $13,785,268 0.22 $13,785,268
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,750,417 $13,750,417 0.22 $13,696,323
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,587,819 $13,643,855 $13,643,855 0.21 $13,495,353
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,029,015 $12,941,456 $12,941,456 0.20 $12,899,369
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 12,889,777 $12,754,858 $12,754,858 0.20 $12,751,098
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.45098% 25-APR-2056, 5.49%, 04/25/56 GRADE 2026-HB1 795939AC1 - 12,701,307 $12,720,430 $12,720,430 0.20 $12,714,621
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,183,628 $12,689,190 $12,689,190 0.20 $12,639,752
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,448,576 $12,662,440 $12,662,440 0.20 $12,617,051
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,688,369 $12,555,408 $12,555,408 0.20 $12,503,068
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 12,926,395 $12,156,314 $12,156,314 0.19 $12,116,565
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,276,019 $12,147,379 $12,147,379 0.19 $12,096,740
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,670,569 $12,097,108 $12,097,108 0.19 $12,049,594
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.26546% 25-OCT-2057, 6.30%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,655,994 $11,964,910 $11,964,910 0.19 $11,960,828
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,502,589 $11,936,820 $11,936,820 0.19 $11,889,935
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29029% 25-MAY-2042, 14.49%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,936,475 $11,495,082 $11,495,082 0.18 $11,486,279
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 11,495,681 $11,329,885 $11,329,885 0.18 $11,284,621
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,043,746 $11,236,944 $11,236,944 0.18 $11,199,458
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 11,088,805 $11,109,769 $11,109,769 0.17 $11,102,933
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 9,762,920 $11,103,536 $11,103,536 0.17 $9,733,763
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69029% 25-JUN-2042, 15.89%, 06/25/42 CAS 2022-R07 20754MAL1 - 10,092,601 $10,801,054 $10,801,054 0.17 $10,792,145
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,426,709 $10,664,770 $10,664,770 0.17 $10,639,595
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19029% 25-MAR-2042, 13.39%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,479,165 $10,479,165 0.16 $10,471,639
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,386,598 $10,386,598 0.16 $10,373,878
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.54029% 25-NOV-2043, 5.74%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 10,295,588 $10,337,432 $10,337,432 0.16 $10,334,150
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,501,765 $10,290,188 $10,290,188 0.16 $10,271,454
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,000,520 $9,793,990 $9,793,990 0.15 $9,756,728
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 9,681,622 $9,727,430 $9,727,430 0.15 $9,678,832
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,175,741 $9,667,006 $9,667,006 0.15 $9,637,670
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,328,195 $9,328,195 0.15 $9,323,726
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,282,169 $9,282,169 0.15 $9,242,390
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,224,551 $9,224,551 0.15 $9,176,886
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,207,372 $9,207,372 0.14 $9,164,140
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.69029% 25-MAR-2042, 14.89%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,186,413 $9,186,413 0.14 $9,179,094
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,171,017 $9,107,037 $9,107,037 0.14 $9,067,769
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,190,980 $9,090,664 $9,090,664 0.14 $9,054,481
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,134,396 $9,050,393 $9,050,393 0.14 $9,012,714
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,025,625 $9,025,625 0.14 $8,996,606
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,100,860 $9,016,033 $9,016,033 0.14 $8,977,803
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 9,107,000 $8,965,531 $8,965,531 0.14 $8,925,943
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 8,738,786 $8,941,326 $8,941,326 0.14 $8,898,724
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 8,407,108 $8,396,983 $8,396,983 0.13 $8,386,816
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69029% 25-OCT-2041, 9.89%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,323,078 $8,323,078 0.13 $8,249,972
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79029% 25-JAN-2042, 10.99%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 8,059,000 $8,186,078 $8,186,078 0.13 $8,181,159
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,006,563 $8,006,563 0.13 $7,966,329
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94029% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - 9,026,357 $7,958,513 $7,958,513 0.13 $7,955,504
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,699,118 $7,877,562 $7,877,562 0.12 $7,840,029
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,802,989 $7,643,127 $7,643,127 0.12 $7,610,939
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,580,078 $7,561,340 $7,561,340 0.12 $7,520,485
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,432,016 $7,358,874 $7,358,874 0.12 $7,328,217
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,343,922 $7,343,922 0.12 $7,314,444
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,283,622 $7,283,622 0.11 $7,280,019
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,644,818 $7,275,813 $7,275,813 0.11 $7,258,612
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,323,429 $7,109,492 $7,109,492 0.11 $7,106,746
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,160,609 $7,107,986 $7,107,986 0.11 $7,095,460
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,265,492 $7,068,974 $7,068,974 0.11 $7,042,475
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,100,308 $7,038,974 $7,038,974 0.11 $7,009,111
Fannie Mae REMIC Trust 2022-65 FB 4.49029% 25-SEP-2052, 4.69%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,209,986 $6,990,411 $6,990,411 0.11 $6,987,595
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49029% 25-NOV-2041, 11.69%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $6,946,961 $6,946,961 0.11 $6,942,474
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,875,320 $6,875,320 0.11 $6,871,832
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,796,773 $6,796,773 0.11 $6,769,095
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,657,730 $6,505,925 $6,505,925 0.10 $6,480,979
Connecticut Avenue Securities Trust 2023-R03 2B1 10.04029% 25-APR-2043, 10.24%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,500,714 $6,500,714 0.10 $6,497,287
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,416,157 $6,416,157 0.10 $6,387,433
Connecticut Avenue Securities Trust 2022-R05 2B2 10.69029% 25-APR-2042, 10.89%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,331,242 $6,331,242 0.10 $6,327,520
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,329,180 $6,329,180 0.10 $6,302,820
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,401,524 $6,315,377 $6,315,377 0.10 $6,287,655
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,421,971 $6,303,075 $6,303,075 0.10 $6,279,763
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,107,007 $6,046,905 $6,046,905 0.10 $6,021,714
Connecticut Avenue Securities Trust 2023-R04 1B2 11.94029% 25-MAY-2043, 11.94%, 05/25/43 CAS 2023-R04 20754QAJ7 - 5,500,000 $6,038,230 $6,038,230 0.10 $6,034,581
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 5,973,857 $6,000,113 $6,000,113 0.09 $5,986,608
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,067,566 $5,914,393 $5,914,393 0.09 $5,891,967
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 5,850,277 $5,803,001 $5,803,001 0.09 $5,778,965
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 5,890,092 $5,800,191 $5,800,191 0.09 $5,777,021
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 5,916,694 $5,698,473 $5,698,473 0.09 $5,680,723
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,724,644 $5,647,334 $5,647,334 0.09 $5,622,849
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89029% 25-NOV-2041, 10.09%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,644,306 $5,644,306 0.09 $5,641,159
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,621,993 $5,621,993 0.09 $5,618,878
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,550,702 $5,601,969 $5,601,969 0.09 $5,598,939
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,720,890 $5,563,969 $5,563,969 0.09 $5,515,054
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,557,328 $5,557,328 0.09 $5,531,176
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,546,323 $5,423,619 $5,423,619 0.09 $5,421,308
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,408,309 $5,408,309 0.09 $5,405,733
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,339,500 $5,364,273 $5,364,273 0.08 $5,356,972
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,258,875 $5,258,875 0.08 $5,235,940
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,458,784 $5,208,296 $5,208,296 0.08 $5,194,990
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,203,105 $5,203,105 0.08 $5,180,223
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,191,595 $5,103,521 $5,103,521 0.08 $5,083,492
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,412,051 $5,079,425 $5,079,425 0.08 $5,061,159
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,101,956 $5,070,485 $5,070,485 0.08 $5,060,335
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,045,909 $5,045,909 0.08 $4,838,723
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,364,271 $5,008,997 $5,008,997 0.08 $4,991,899
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,044,137 $4,981,843 $4,981,843 0.08 $4,961,987
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,923,964 $4,923,964 0.08 $4,902,192
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 4,941,582 $4,899,064 $4,899,064 0.08 $4,876,253
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,852,552 $4,852,552 0.08 $4,850,072
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.80477% 25-OCT-2048, 14.80%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,840,009 $4,840,009 0.08 $4,836,652
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,822,622 $4,822,622 0.08 $4,802,627
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,820,966 $4,820,966 0.08 $4,798,960
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,801,896 $4,801,896 0.08 $4,743,785
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,791,045 $4,791,045 0.08 $4,768,124
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,772,671 $4,772,671 0.08 $4,749,603
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 4,860,679 $4,749,125 $4,749,125 0.07 $4,729,315
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,726,621 $4,726,621 0.07 $4,707,068
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,777,098 $4,713,788 $4,713,788 0.07 $4,693,262
Connecticut Avenue Securities Trust 2024-R01 1B1 6.39029% 25-JAN-2044, 6.59%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,709,663 $4,709,663 0.07 $4,707,981
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,696,880 $4,696,880 0.07 $4,674,404
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 4,678,571 $4,665,026 $4,665,026 0.07 $4,662,820
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 4,651,523 $4,614,228 $4,614,228 0.07 $4,605,844
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44029% 25-JUN-2043, 8.64%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,565,735 $4,565,735 0.07 $4,532,326
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,498,472 $4,498,472 0.07 $4,490,460
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.55477% 25-SEP-2048, 11.75%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,450,890 $4,450,890 0.07 $4,448,278
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.05477% 25-JAN-2050, 9.25%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 3,965,595 $4,392,373 $4,392,373 0.07 $4,390,335
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,277,182 $4,277,182 0.07 $4,258,007
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,153,578 $4,153,578 0.07 $4,136,155
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,053,442 $4,149,749 $4,149,749 0.07 $4,129,989
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,126,669 $4,126,669 0.06 $4,107,346
SWVP Trust 2026-PNCL C 6.02465% 15-OCT-2039, 6.02%, 10/15/39 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,109,073 $4,109,073 0.06 $4,089,295
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,059,374 $4,059,374 0.06 $4,057,458
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,042,880 $4,042,880 0.06 $4,041,012
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69029% 25-DEC-2041, 10.89%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,038,145 $4,038,145 0.06 $4,035,725
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,926,775 $4,023,556 $4,023,556 0.06 $4,004,413
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,078,830 $3,952,455 $3,952,455 0.06 $3,938,689
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,911,244 $3,911,244 0.06 $3,894,978
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,906,487 $3,906,487 0.06 $3,898,725
Connecticut Avenue Securities Trust 2023-R08 1B1 7.24029% 25-OCT-2043, 7.44%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,904,555 $3,904,555 0.06 $3,903,005
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,885,517 $3,885,517 0.06 $3,868,759
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 3,907,355 $3,875,018 $3,875,018 0.06 $3,870,714
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,847,634 $3,847,634 0.06 $3,832,088
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,826,661 $3,786,562 $3,786,562 0.06 $3,770,777
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,775,976 $3,775,976 0.06 $3,760,503
GS Mortgage Securities MB FLTG 56, 5.74%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,711,407 $3,711,407 0.06 $3,709,621
OBX 2026-HE2 Trust MB FLTG 56, 5.69%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,687,025 $3,687,025 0.06 $3,668,474
Connecticut Avenue Securities Trust 2023-R01 1B1 8.79029% 25-DEC-2042, 8.99%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,666,593 $3,666,593 0.06 $3,664,845
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 3,609,054 $3,613,227 $3,613,227 0.06 $3,606,398
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,463,033 $3,575,945 $3,575,945 0.06 $3,530,105
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.44029% 25-FEB-2042, 8.64%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,538,015 $3,538,015 0.06 $3,536,335
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,406,318 $3,371,448 $3,371,448 0.05 $3,357,997
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,380,488 $3,357,464 $3,357,464 0.05 $3,342,987
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,447,042 $3,343,992 $3,343,992 0.05 $3,330,593
GS Mortgage Securities MB FLTG 56, 5.59%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,324,826 $3,324,826 0.05 $3,323,279
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.54029% 25-JUN-2043, 7.74%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,246,025 $3,246,025 0.05 $3,244,679
Ginnie Mae REMIC Trust 2023-116 LF 4.94783% 20-AUG-2053, 5.17%, 08/20/53 GNR 2023-116 38384EFT7 - 3,257,098 $3,245,579 $3,245,579 0.05 $3,241,834
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,141,042 $3,209,294 $3,209,294 0.05 $3,193,981
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.19029% 25-MAR-2043, 9.19%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,197,717 $3,197,717 0.05 $3,172,424
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,177,659 $3,166,432 $3,166,432 0.05 $3,152,347
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,154,315 $3,134,819 $3,134,819 0.05 $3,133,899
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,072,569 $3,072,569 0.05 $3,071,217
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,900,686 $2,976,978 $2,976,978 0.05 $2,962,837
OBX 2026 HE1 FLTG 2056 A1B, 5.39%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,909,789 $2,917,801 $2,917,801 0.05 $2,903,925
GWT Commercial Mortgage Trust 2024-WLF2 A 5.61589% 15-MAY-2041, 5.62%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,905,544 $2,905,544 0.05 $2,899,663
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,821,853 $2,888,898 $2,888,898 0.05 $2,875,142
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,836,102 $2,836,102 0.04 $2,824,693
New Residential Mortgage Loan Trust 2024-RTL1 A2 8.101% 25-MAR-2039, 8.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,750,000 $2,775,495 $2,775,495 0.04 $2,755,073
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,780,352 $2,769,933 $2,769,933 0.04 $2,768,663
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,744,368 $2,744,368 0.04 $2,731,361
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.54%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,724,727 $2,724,727 0.04 $2,711,446
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89029% 25-FEB-2050, 5.09%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,652,353 $2,605,408 $2,605,408 0.04 $2,604,687
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,504,621 $2,504,621 0.04 $2,503,489
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,423,856 $2,423,856 0.04 $2,414,094
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,419,222 $2,419,222 0.04 $2,409,275
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,408,700 $2,408,700 0.04 $2,397,789
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,360,623 $2,408,159 $2,408,159 0.04 $2,396,651
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,334,134 $2,334,134 0.04 $2,324,633
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,281,173 $2,330,740 $2,330,740 0.04 $2,319,619
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,327,702 $2,327,702 0.04 $2,318,330
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 2,388,103 $2,325,633 $2,325,633 0.04 $2,315,477
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,910,839 $2,161,398 $2,161,398 0.03 $2,161,398
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,164,102 $2,130,242 $2,130,242 0.03 $2,121,439
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,139,992 $2,111,039 $2,111,039 0.03 $2,110,102
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,095,644 $2,100,467 $2,100,467 0.03 $2,096,358
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,117,478 $2,094,900 $2,094,900 0.03 $2,077,436
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,883,868 $1,929,973 $1,929,973 0.03 $1,920,789
GNMA II 30yr Pool#MA7535 3.000% 20-Aug-2051, 3.00%, 08/20/51 G2 36179WLQ9 - 2,219,775 $1,898,083 $1,898,083 0.03 $1,893,088
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 1,959,090 $1,876,389 $1,876,389 0.03 $1,875,777
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 1,990,691 $1,813,196 $1,813,196 0.03 $1,807,224
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.51546% 25-OCT-2057, 6.55%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,709,695 $1,759,670 $1,759,670 0.03 $1,759,048
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.49%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,703,798 $1,704,945 $1,704,945 0.03 $1,704,426
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24029% 25-FEB-2050, 5.44%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,729,776 $1,686,983 $1,686,983 0.03 $1,686,460
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,653,001 $1,653,001 0.03 $1,646,307
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,645,450 $1,645,450 0.03 $1,638,530
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,574,783 $1,612,199 $1,612,199 0.03 $1,604,522
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,521,955 $1,529,118 $1,529,118 0.02 $1,525,808
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04029% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,558,257 $1,520,817 $1,520,817 0.02 $1,520,364
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99029% 25-DEC-2031, 5.19%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,496,826 $1,504,611 $1,504,611 0.02 $1,497,232
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,450,332 $1,475,046 $1,475,046 0.02 $1,471,626
RCKT Mortgage Trust 2025-CES2 A3 5.859% 25-FEB-2055, 5.86%, 02/25/55 RCKT 2025-CES2 74942BAD3 - 1,350,000 $1,347,284 $1,347,284 0.02 $1,341,352
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,285,991 $1,311,888 $1,311,888 0.02 $1,305,619
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,220,030 $1,250,003 $1,250,003 0.02 $1,244,056
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,242,928 $1,247,586 $1,247,586 0.02 $1,245,062
Rithm Capital Corp. 8.0% 15-JUL-2030, 8.00%, 07/15/30 RITM 64828TAC6 - 1,227,000 $1,235,118 $1,235,118 0.02 $1,207,034
Connecticut Avenue Securities Trust 2023-R02 1B2 11.59029% 25-JAN-2043, 11.59%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,191,758 $1,191,758 0.02 $1,180,178
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,120,148 $1,120,148 0.02 $1,115,237
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,087,999 $1,111,640 $1,111,640 0.02 $1,106,336
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,108,536 $1,095,799 $1,095,799 0.02 $1,091,238
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,317,919 $1,094,883 $1,094,883 0.02 $1,091,918
Connecticut Avenue Securities Trust 2023-R02 1B1 9.24029% 25-JAN-2043, 9.24%, 01/25/43 CAS 2023-R02 20755AAD4 - 1,023,280 $1,080,546 $1,080,546 0.02 $1,072,404
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,013,496 $1,016,646 $1,016,646 0.02 $1,014,564
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 959,059 $978,372 $978,372 0.02 $973,696
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 960,483 $964,104 $964,104 0.02 $962,147
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 - 947,752 $949,496 $949,496 0.01 $948,960
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 968,595 $944,129 $944,129 0.01 $940,497
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 B2 13.44029% 25-APR-2042, 13.64%, 04/25/42 STACR 2022-DNA3 35564KWG0 - 895,000 $935,646 $935,646 0.01 $934,968
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 950,048 $934,139 $934,139 0.01 $930,579
FREMF 2019-KF70 Mortgage Trust C 9.75966% 25-SEP-2029, 9.86%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $897,837 $897,837 0.01 $889,863
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 869,689 $874,705 $874,705 0.01 $872,722
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 813,200 $833,243 $833,243 0.01 $829,279
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.60477% 25-FEB-2050, 8.80%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $796,111 $796,111 0.01 $795,755
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $742,584 $742,584 0.01 $739,344
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 759,700 $729,820 $729,820 0.01 $726,971
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19029% 25-DEC-2031, 5.39%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 728,455 $725,642 $725,642 0.01 $721,907
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 715,023 $632,446 $632,446 0.01 $630,837
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 $620,339 $620,339 0.01 $619,977
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 614,995 $616,116 $616,116 0.01 $615,791
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 620,285 $595,811 $595,811 0.01 $593,484
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 538,058 $550,038 $550,038 0.01 $547,415
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 556,578 $518,976 $518,976 0.01 $517,306
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 504,609 $515,059 $515,059 0.01 $514,754
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 744,414 $480,315 $480,315 0.01 $479,723
GNMA II 30yr Pool#MA7590 3.000% 20-Sep-2051, 3.00%, 09/20/51 G2 36179WNF1 - 516,549 $441,651 $441,651 0.01 $440,488
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 428,219 $398,432 $398,432 0.01 $397,629
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 376,941 $377,445 $377,445 0.01 $377,243
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 379,653 $333,152 $333,152 0.01 $332,156
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 321,232 $322,995 $322,995 0.01 $322,207
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 365,962 $322,319 $322,319 0.01 $321,496
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $299,596 $299,596 0.00 $299,419
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 296,323 $261,825 $261,825 0.00 $261,158
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34029% 25-JAN-2034, 5.54%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 257,718 $258,417 $258,417 0.00 $258,338
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69029% 25-JUN-2043, 5.89%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 248,029 $248,188 $248,188 0.00 $248,106
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 283,114 $245,150 $245,150 0.00 $244,513
Fannie Mae REMIC Trust 2012-126 SY 0.19523% 25-NOV-2042, 0.00%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $238,845 $238,845 0.00 $238,845
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 240,717 $228,162 $228,162 0.00 $227,349
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 228,984 $202,329 $202,329 0.00 $201,728
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 217,484 $192,367 $192,367 0.00 $191,878
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 177,510 $169,058 $169,058 0.00 $168,725
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 163,393 $162,978 $162,978 0.00 $162,610
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 177,178 $153,383 $153,383 0.00 $152,985
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 167,381 $148,051 $148,051 0.00 $147,674
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 132,824 $118,190 $118,190 0.00 $117,892
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,126 $116,113 $116,113 0.00 $115,698
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 118,414 $108,839 $108,839 0.00 $108,573
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 101,221 $103,184 $103,184 0.00 $102,691
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,013 $102,635 $102,635 0.00 $102,267
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 103,087 $93,109 $93,109 0.00 $92,838
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 95,493 $86,250 $86,250 0.00 $85,999
Fannie Mae REMIC Trust 2013-130 FN 4.15477% 25-OCT-2042, 4.35%, 10/25/42 FNR 2013-130 3136AHG53 - 75,276 $74,611 $74,611 0.00 $74,583
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,572 $73,649 $73,649 0.00 $73,366
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 68,812 $60,801 $60,801 0.00 $60,646
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,196 $59,594 $59,594 0.00 $59,439
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 51,292 $46,103 $46,103 0.00 $45,949
Fannie Mae REMIC Trust 2006-20 GF 4.15477% 25-APR-2036, 4.35%, 04/25/36 FNR 2006-20 31395BU43 - 45,900 $45,376 $45,376 0.00 $45,360
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 43,682 $41,797 $41,797 0.00 $41,698
Fannie Mae REMIC Trust 2010-109 BS 12.61073% 25-OCT-2040, 12.61%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $40,137 $40,137 0.00 $39,715
Freddie Mac Multiclass Certificates, Series 3380 FM 4.55289% 15-OCT-2037, 4.55%, 10/15/37 FHR 3380 31397KTJ0 - 37,634 $37,424 $37,424 0.00 $37,363
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 38,894 $36,632 $36,632 0.00 $36,545
Freddie Mac Multiclass Certificates, Series 3721 FB 4.46289% 15-SEP-2040, 4.46%, 09/15/40 FHR 3721 3137GAD20 - 34,966 $34,813 $34,813 0.00 $34,756
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 35,872 $34,778 $34,778 0.00 $34,698
Ginnie Mae REMIC Trust 2008-013 FB 4.50525% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-13 38375PNL1 - 34,649 $34,276 $34,276 0.00 $34,242
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 33,794 $30,434 $30,434 0.00 $30,345
Ginnie Mae REMIC Trust 2007-040 FG 4.32525% 20-JUL-2037, 4.39%, 07/20/37 GNR 2007-40 38375KZS4 - 26,366 $25,970 $25,970 0.00 $25,944
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 25,814 $24,669 $24,669 0.00 $24,611
Ginnie Mae REMIC Trust 2004-069 CF 4.40525% 20-JUL-2034, 4.47%, 07/20/34 GNR 2004-69 38374JAT3 - 21,441 $21,341 $21,341 0.00 $21,320
Fannie Mae REMIC Trust 2013-2 QF 4.30477% 25-FEB-2043, 4.50%, 02/25/43 FNR 2013-2 3136AB4P5 - 20,833 $20,620 $20,620 0.00 $20,612
Ginnie Mae REMIC Trust 2007-059 FA 4.50525% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-59 38375LPU8 - 20,747 $20,542 $20,542 0.00 $20,521
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,416 $20,297 $20,297 0.00 $20,249
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 21,091 $19,967 $19,967 0.00 $19,896
Ginnie Mae REMIC Trust 2008-016 FC 4.50525% 20-FEB-2038, 4.57%, 02/20/38 GNR 2008-16 383742FU2 - 16,749 $16,576 $16,576 0.00 $16,559
Ginnie Mae REMIC Trust 2007-037 FW 4.31525% 20-JUN-2037, 4.38%, 06/20/37 GNR 2007-37 38375KNR9 - 16,202 $15,927 $15,927 0.00 $15,911
Ginnie Mae REMIC Trust 2010-133 FD 4.47708% 16-OCT-2040, 4.48%, 10/16/40 GNR 2010-133 38377MHV1 - 15,919 $15,915 $15,915 0.00 $15,891
Ginnie Mae REMIC Trust 2005-065 FA 4.15525% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - 16,004 $15,721 $15,721 0.00 $15,706
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 15,147 $15,200 $15,200 0.00 $15,160
Ginnie Mae REMIC Trust 2004-059 FP 4.34708% 16-AUG-2034, 4.35%, 08/16/34 GNR 2004-59 38374HYS3 - 14,922 $14,826 $14,826 0.00 $14,804
Freddie Mac Multiclass Certificates, Series 2426 FL 4.61289% 15-MAR-2032, 4.61%, 03/15/32 FHR 2426 31339W7G5 - 13,043 $13,080 $13,080 0.00 $13,058
Ginnie Mae REMIC Trust 2005-048 AF 4.20525% 20-JUN-2035, 4.27%, 06/20/35 GNR 2005-48 38374LHM6 - 13,130 $12,975 $12,975 0.00 $12,963
Fannie Mae REMIC Trust 2002-53 FK 4.20477% 25-APR-2032, 4.40%, 04/25/32 FNR 2002-53 31392EHN3 - 12,612 $12,582 $12,582 0.00 $12,577
Fannie Mae REMIC Trust 2005-83 KT 4.10477% 25-OCT-2035, 4.30%, 10/25/35 FNR 2005-83 31394FUL7 - 11,269 $11,154 $11,154 0.00 $11,150
Fannie Mae REMIC Trust 2007-89 GF 4.32477% 25-SEP-2037, 4.52%, 09/25/37 FNR 2007-89 31396XPM0 - 10,130 $10,108 $10,108 0.00 $10,105
Freddie Mac Multiclass Certificates, Series 2551 FD 4.36289% 15-JAN-2033, 4.36%, 01/15/33 FHR 2551 31393JAZ1 - 9,434 $9,407 $9,407 0.00 $9,392
Ginnie Mae REMIC Trust 2012-075 FP 4.30525% 20-JUL-2041, 4.37%, 07/20/41 GNR 2012-75 38378EZ55 - 8,839 $8,864 $8,864 0.00 $8,855
Ginnie Mae REMIC Trust 2007-061 FA 4.50525% 20-OCT-2037, 4.57%, 10/20/37 GNR 2007-61 38375LLN8 - 8,391 $8,309 $8,309 0.00 $8,301
Fannie Mae REMIC Trust 2010-123 FL 4.23477% 25-NOV-2040, 4.43%, 11/25/40 FNR 2010-123 31398N2W3 - 7,199 $7,170 $7,170 0.00 $7,167
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.31289% 15-FEB-2032, 4.31%, 02/15/32 FHR 2410 31339NJN7 - 7,043 $7,042 $7,042 0.00 $7,031
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 6,965 $6,644 $6,644 0.00 $6,631
Fannie Mae REMIC Trust 2012-100 FG 4.20477% 25-SEP-2042, 4.40%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,662 $6,573 $6,573 0.00 $6,571
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,336 $6,049 $6,049 0.00 $6,037
Freddie Mac Multiclass Certificates, Series 3028 FM 4.21289% 15-SEP-2035, 4.21%, 09/15/35 FHR 3028 31396AFB5 - 6,052 $6,034 $6,034 0.00 $6,025
Fannie Mae REMIC Trust 2003-87 FG 4.30477% 25-SEP-2033, 4.50%, 09/25/33 FNR 2003-87 31393E4W6 - 6,004 $6,000 $6,000 0.00 $5,997
Ginnie Mae REMIC Trust 2007-018 FD 4.30525% 20-APR-2037, 4.37%, 04/20/37 GNR 2007-18 38375JC86 - 6,100 $5,991 $5,991 0.00 $5,985
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,201 $5,912 $5,912 0.00 $5,900
Ginnie Mae REMIC Trust 2010-006 FG 4.64708% 16-JAN-2040, 4.65%, 01/16/40 GNR 2010-6 38376TSC7 - 5,717 $5,677 $5,677 0.00 $5,669
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,457 $5,196 $5,196 0.00 $5,185
Fannie Mae REMIC Trust 2002-16 VF 4.35477% 25-APR-2032, 4.55%, 04/25/32 FNR 2002-16 31392CWW0 - 5,020 $5,031 $5,031 0.00 $5,029
Fannie Mae REMIC Trust 2010-95 FB 4.20477% 25-SEP-2040, 4.40%, 09/25/40 FNR 2010-95 31398NEX8 - 4,436 $4,424 $4,424 0.00 $4,423
Freddie Mac Multiclass Certificates, Series 3738 FD 4.26289% 15-AUG-2040, 4.26%, 08/15/40 FHR 3738 3137GAYQ4 - 1,013 $1,015 $1,015 0.00 $1,013
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,009 $891 $891 0.00 $889
Freddie Mac Multiclass Certificates, Series 2469 FE 4.46289% 15-JUL-2032, 4.46%, 07/15/32 FHR 2469 31392RC58 - 430.00 $431 $431 0.00 $430
Ginnie Mae REMIC Trust 2010-125 VF 4.35525% 20-JUN-2040, 4.42%, 06/20/40 GNR 2010-125 38377JYJ6 - 266.00 $266 $266 0.00 $266
Ginnie Mae REMIC Trust 1999-27 FE 4.44708% 16-AUG-2029, 4.45%, 08/16/29 GNR 1999-27 3837H2WA3 - 71.00 $72 $72 0.00 $71
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -3,813 $-404,356,734 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 124.00 $12,941,531 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -1,891 $-203,459,781 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -669.00 $-73,046,438 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 881.00 $179,710,235 $0 0.00 $0
GNMA II TBA 30yr 3% November Delivery, 3.00%, 11/19/26 G2SF 21H0306B5 - -136,927,338 $-116,372,628 $-116,372,628 -1.83 $-116,372,628
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/12/26 FNCL 01F0506B7 - -291,843,275 $-276,100,081 $-276,100,081 -4.34 $-276,100,081
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - -321,464,779 $-319,932,999 $-319,932,999 -5.03 $-319,932,999
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/12/26 FNCL 01F0426B4 - -532,090,096 $-488,833,300 $-488,833,300 -7.69 $-488,833,300
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - -1,156,991,596 $-1,124,705,746 $-1,124,705,746 -17.70 $-1,124,705,746
SEGREGATED CASH SEGCASH $0.00 30,005,287 $30,005,287 $30,005,287 0.47 $30,005,287
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -1,837,574,574 $-1,837,574,574 $-1,837,574,574 -28.91 $-1,837,574,574
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $325,739,012 $0 0.00 $0

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