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To US Financial Professionals servicing non-US persons

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of August 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% September Delivery, 2.50%, 09/14/26 FNCL 01F022691 - 1,393,917,386 $1,145,519,914 $1,145,519,914 16.98 $1,145,519,914
GNMA II TBA 30yr 2.5% September Delivery, 2.50%, 09/21/26 G2SF 21H022697 - 710,603,414 $598,118,447 $598,118,447 8.87 $598,118,447
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - 531,326,829 $488,263,321 $488,263,321 7.24 $488,263,321
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - 427,992,149 $367,378,189 $367,378,189 5.45 $367,378,189
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 317,433,858 $307,314,213 $307,314,213 4.56 $306,242,873
UMBS TBA 30yr 2% September Delivery, 2.00%, 09/14/26 FNCL 01F020695 - 360,986,255 $283,606,324 $283,606,324 4.21 $283,606,324
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/14/26 FNCL 01F060691 - 232,421,092 $235,702,878 $235,702,878 3.49 $235,702,878
GNMA II TBA 30yr 5% September Delivery, 5.00%, 09/21/26 G2SF 21H050698 - 198,508,194 $193,275,915 $193,275,915 2.86 $193,275,915
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/14/26 FNCL 01F062697 - 174,168,000 $179,863,294 $179,863,294 2.66 $179,863,294
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56 FN 3140W7NY2 - 171,002,154 $175,275,202 $175,275,202 2.60 $174,505,693
Fannie Mae Pool|4|06/01/2052, 4.00%, 06/01/52 FN 3140W7P38 - 181,701,732 $170,175,098 $170,175,098 2.52 $169,629,993
GNMA II TBA 30yr 5.5% September Delivery, 5.50%, 09/21/26 G2SF 21H052694 - 164,697,000 $164,175,075 $164,175,075 2.43 $164,175,075
GNMA II TBA 30yr 3% September Delivery, 3.00%, 09/21/26 G2SF 21H030690 - 182,289,962 $159,492,232 $159,492,232 2.36 $159,492,232
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 154,563,166 $155,875,352 $155,875,352 2.31 $155,521,145
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/14/26 FNCL 01F032690 - 155,843,000 $139,217,980 $139,217,980 2.06 $139,217,980
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 132,802,396 $134,173,312 $134,173,312 1.99 $133,625,502
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 139,544,616 $133,569,071 $133,569,071 1.98 $133,098,107
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 127,496,957 $125,310,900 $125,310,900 1.86 $124,832,787
Freddie Mac Pool|6|08/01/2056, 6.00%, 08/01/56 FR 31427UBD4 - 117,834,134 $120,814,349 $120,814,349 1.79 $120,284,095
GNMA II TBA 30yr 3.5% September Delivery, 3.50%, 09/21/26 G2SF 21H032696 - 132,283,377 $116,491,917 $116,491,917 1.73 $116,491,917
GNMA II TBA 30yr 4.5% September Delivery, 4.50%, 09/21/26 G2SF 21H042695 - 114,736,488 $108,183,313 $108,183,313 1.60 $108,183,313
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56 FR 31427UBC6 - 104,694,427 $107,310,560 $107,310,560 1.59 $106,839,435
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 111,308,879 $107,238,741 $107,238,741 1.59 $106,863,074
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,460,368 $106,597,914 $106,597,914 1.58 $106,191,187
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 104,852,216 $98,200,693 $98,200,693 1.45 $97,886,137
GNMA II TBA 30yr 4% September Delivery, 4.00%, 09/21/26 G2SF 21H040699 - 103,195,688 $93,871,338 $93,871,338 1.39 $93,871,338
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 99,657,089 $93,335,131 $93,335,131 1.38 $93,036,160
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 93,349,917 $91,382,141 $91,382,141 1.35 $91,032,079
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 84,578,380 $83,466,531 $83,466,531 1.24 $83,149,362
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 82,153,765 $82,943,311 $82,943,311 1.23 $82,604,426
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 83,613,315 $80,947,761 $80,947,761 1.20 $80,665,566
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,868,982 $77,206,458 $77,206,458 1.14 $76,910,699
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 76,211,199 $76,902,430 $76,902,430 1.14 $76,588,058
Fannie Mae Pool|6|11/01/2055, 6.00%, 11/01/55 FN 3140W7NX4 - 74,939,350 $76,834,687 $76,834,687 1.14 $76,497,460
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 77,692,516 $74,851,600 $74,851,600 1.11 $74,589,388
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 70,785,574 $71,687,023 $71,687,023 1.06 $71,395,033
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,815,419 $71,457,710 $71,457,710 1.06 $71,165,597
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 69,562,901 $70,448,779 $70,448,779 1.04 $70,161,832
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 75,216,230 $70,187,866 $70,187,866 1.04 $69,962,217
FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 3142GXET0 - 68,480,503 $66,818,899 $66,818,899 0.99 $66,562,097
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 65,597,193 $66,313,864 $66,313,864 0.98 $66,043,276
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,114,423 $63,796,157 $63,796,157 0.95 $63,551,978
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,727,576 $62,437,388 $62,437,388 0.92 $62,198,409
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 61,680,806 $62,422,678 $62,422,678 0.92 $62,168,245
Freddie Mac Pool|5.5|01/01/2056, 5.50%, 01/01/56 FR 31427UBM4 - 61,008,621 $61,560,789 $61,560,789 0.91 $61,309,129
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,935,302 $57,118,131 $57,118,131 0.85 $56,900,874
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,092,120 $56,289,227 $56,289,227 0.83 $56,075,132
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,070,445 $55,279,578 $55,279,578 0.82 $55,069,314
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,631,601 $55,156,842 $55,156,842 0.82 $54,931,487
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,965,701 $54,553,709 $54,553,709 0.81 $54,331,101
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56 FN 3140W7PE4 - 49,905,787 $51,173,181 $51,173,181 0.76 $50,948,605
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,961,877 $49,105,233 $49,105,233 0.73 $48,917,876
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,457,050 $47,626,208 $47,626,208 0.71 $47,444,494
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 46,577,654 $47,085,162 $47,085,162 0.70 $46,893,029
Freddie Mac Pool|4|10/01/2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,819,962 $46,732,232 $46,732,232 0.69 $46,582,772
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,591,639 $46,089,743 $46,089,743 0.68 $45,901,678
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,684,391 $45,113,834 $45,113,834 0.67 $44,929,511
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,378,084 $43,794,699 $43,794,699 0.65 $43,628,282
Fannie Mae Pool|5.5|09/01/2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,789,913 $43,177,190 $43,177,190 0.64 $43,000,682
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 41,800,811 $42,226,071 $42,226,071 0.63 $42,053,643
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,768,466 $42,165,222 $42,165,222 0.62 $42,004,840
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,381,319 $40,922,700 $40,922,700 0.61 $40,767,520
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,988,373 $39,404,499 $39,404,499 0.58 $39,243,672
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,637,702 $37,322,447 $37,322,447 0.55 $37,236,876
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 34,530,915 $34,948,966 $34,948,966 0.52 $34,741,795
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,015,950 $34,324,473 $34,324,473 0.51 $34,184,157
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,479,664 $33,925,219 $33,925,219 0.50 $33,847,444
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,542,533 $33,846,762 $33,846,762 0.50 $33,708,399
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 34,250,425 $33,800,176 $33,800,176 0.50 $33,671,737
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,069,013 $33,490,144 $33,490,144 0.50 $33,353,734
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,918,117 $32,918,117 0.49 $32,853,562
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 34,936,535 $32,595,563 $32,595,563 0.48 $32,490,753
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56 FR 31427UBJ1 - 31,517,310 $32,317,715 $32,317,715 0.48 $32,175,887
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,767,711 $32,118,907 $32,118,907 0.48 $31,987,865
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,760,935 $31,097,008 $31,097,008 0.46 $30,970,119
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,564,025 $30,162,238 $30,162,238 0.45 $30,047,623
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,208,625 $29,559,935 $29,559,935 0.44 $29,439,449
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,364,760 $28,705,920 $28,705,920 0.43 $28,588,916
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,068,007 $27,586,754 $27,586,754 0.41 $27,481,499
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,778,854 $27,383,473 $27,383,473 0.41 $27,302,679
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,742,389 $26,816,464 $26,816,464 0.40 $26,730,237
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 27,644,083 $26,762,076 $26,762,076 0.40 $26,668,778
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,423,086 $25,591,910 $25,591,910 0.38 $25,509,641
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,082,321 $24,876,877 $24,876,877 0.37 $24,768,507
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,085,531 $24,303,986 $24,303,986 0.36 $24,204,633
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.11608% 25-FEB-2042, 12.14%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,239,743 $24,239,743 0.36 $24,216,117
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 22,775,264 $22,899,709 $22,899,709 0.34 $22,885,668
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,517,375 $22,721,172 $22,721,172 0.34 $22,628,288
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,515,299 $22,515,299 0.33 $21,981,657
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,325,248 $21,510,440 $21,510,440 0.32 $21,422,473
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,027,995 $21,295,785 $21,295,785 0.32 $21,209,045
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,332,495 $21,052,063 $21,052,063 0.31 $20,972,066
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,245,763 $20,688,322 $20,688,322 0.31 $20,622,195
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,300,761 $20,482,825 $20,482,825 0.30 $20,399,084
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.11608% 25-OCT-2041, 11.14%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,344,627 $20,344,627 0.30 $20,129,980
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,201,777 $20,201,777 0.30 $20,120,588
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,959,444 $20,138,447 $20,138,447 0.30 $20,056,114
Connecticut Avenue Securities Trust 2023-R06 1B1 7.51608% 25-JUL-2043, 7.54%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,095,484 $20,095,484 0.30 $20,083,443
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $20,014,860 $20,014,860 0.30 $19,806,887
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.48056% 25-FEB-2040, 10.51%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 18,982,000 $19,528,598 $19,528,598 0.29 $19,511,977
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,148,299 $19,391,717 $19,391,717 0.29 $19,312,730
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.86608% 25-MAR-2042, 8.89%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,274,938 $19,274,938 0.29 $19,260,985
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,984,475 $19,149,339 $19,149,339 0.28 $19,071,028
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,994,870 $19,119,404 $19,119,404 0.28 $19,041,050
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,321,879 $18,809,180 $18,809,180 0.28 $18,803,544
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,684,629 $18,783,142 $18,783,142 0.28 $18,728,845
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,733,557 $18,431,397 $18,431,397 0.27 $18,425,933
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,435,528 $18,185,053 $18,185,053 0.27 $18,131,410
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,845,000 $17,959,109 $17,959,109 0.27 $17,857,213
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,959,683 $17,592,515 $17,592,515 0.26 $17,535,636
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,768,635 $17,448,992 $17,448,992 0.26 $17,382,359
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,290,158 $17,290,158 0.26 $17,132,047
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,278,155 $17,054,812 $17,054,812 0.25 $16,999,977
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,771,657 $16,954,892 $16,954,892 0.25 $16,885,709
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,833,883 $15,833,883 0.23 $15,756,896
Connecticut Avenue Securities Trust 2022-R02 2B2 11.26608% 25-JAN-2042, 11.29%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,545,617 $15,545,617 0.23 $15,531,355
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,541,077 $15,541,077 0.23 $15,532,703
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 15,653,018 $15,466,356 $15,466,356 0.23 $15,407,692
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - 15,500,000 $15,408,643 $15,408,643 0.23 $15,408,643
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,765,882 $15,197,895 $15,197,895 0.23 $15,144,686
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,687,215 $14,898,963 $14,898,963 0.22 $14,855,159
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,133,815 $14,650,959 $14,650,959 0.22 $14,599,883
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,013,405 $14,640,767 $14,640,767 0.22 $14,606,992
GS Mortgage Securities MB FLTG 56, 5.04%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 14,030,727 $14,479,024 $14,479,024 0.21 $14,033,785
BMP Commercial Mortgage Trust 2024-MF23 A 5.01114% 15-JUN-2041, 5.01%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,032,545 $14,032,545 0.21 $14,007,210
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,351,540 $13,956,803 $13,956,803 0.21 $13,913,748
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,946,707 $13,946,707 0.21 $13,892,614
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,800,000 $13,881,620 $13,881,620 0.21 $13,798,245
Galaxy XXVI CLO Ltd., 6.41%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,800,660 $13,874,439 $13,874,439 0.21 $13,874,439
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.2744% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - 13,531,321 $13,555,752 $13,555,752 0.20 $13,549,869
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,579,326 $13,090,114 $13,090,114 0.19 $13,044,283
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,230,189 $13,056,268 $13,056,268 0.19 $13,006,654
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,808,241 $12,971,353 $12,971,353 0.19 $12,918,519
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,052,210 $12,908,106 $12,908,106 0.19 $12,904,299
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,089,130 $12,586,581 $12,586,581 0.19 $12,546,332
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,420,316 $12,578,487 $12,578,487 0.19 $12,527,254
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,775,947 $12,517,534 $12,517,534 0.19 $12,469,624
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,748,321 $12,490,227 $12,490,227 0.19 $12,442,421
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.08888% 25-OCT-2057, 6.03%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,964,524 $12,349,344 $12,349,344 0.18 $12,343,330
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 12,119,343 $12,159,061 $12,159,061 0.18 $12,091,444
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,143,231 $12,113,657 $12,113,657 0.18 $12,065,843
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.26608% 25-FEB-2045, 5.29%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 11,998,722 $12,049,010 $12,049,010 0.18 $12,043,717
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,185,663 $11,807,645 $11,807,645 0.17 $11,769,717
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,005,433 $11,446,036 $11,446,036 0.17 $11,419,775
Connecticut Avenue Securities Trust 2022-R06 1B2 14.21608% 25-MAY-2042, 14.24%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,200,074 $11,200,074 0.17 $11,187,686
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,107,560 $11,010,247 $11,010,247 0.16 $10,990,432
Connecticut Avenue Securities Trust 2022-R04 1B2 13.11608% 25-MAR-2042, 13.14%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,630,927 $10,630,927 0.16 $10,619,845
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,603,903 $10,603,903 0.16 $10,591,183
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,481,626 $10,481,626 0.16 $10,476,846
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,465,468 $10,409,326 $10,409,326 0.15 $10,370,332
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,482,564 $10,218,039 $10,218,039 0.15 $10,187,898
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,817,401 $9,942,425 $9,942,425 0.15 $9,901,928
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,727,663 $9,739,299 $9,739,299 0.14 $9,698,436
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,319,365 $9,718,946 $9,718,946 0.14 $9,673,514
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,683,126 $9,668,443 $9,668,443 0.14 $9,630,323
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,654,917 $9,654,917 0.14 $9,353,959
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,598,212 $9,562,567 $9,562,567 0.14 $9,521,470
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,358,023 $9,476,984 $9,476,984 0.14 $9,438,382
Connecticut Avenue Securities Trust 2022-R07 1B2 15.61608% 25-JUN-2042, 15.64%, 06/25/42 CAS 2022-R07 20754MAL1 - 8,679,201 $9,429,747 $9,429,747 0.14 $9,418,432
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,387,077 $9,387,077 0.14 $9,347,298
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,332,298 $9,332,298 0.14 $9,327,829
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 9,286,009 $9,329,323 $9,329,323 0.14 $9,318,093
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,321,380 $9,321,380 0.14 $9,273,715
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.24%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,287,685 $9,287,685 0.14 $9,283,642
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.61608% 25-MAR-2042, 14.64%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,218,609 $9,218,609 0.14 $9,207,938
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,044,071 $9,044,071 0.13 $9,015,052
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,459,197 $8,616,417 $8,616,417 0.13 $8,591,587
Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.64%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,338,071 $8,338,071 0.12 $8,331,473
Connecticut Avenue Securities, Series 2021-R01 1B2 9.61608% 25-OCT-2041, 9.64%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,285,604 $8,285,604 0.12 $8,278,999
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.36608% 25-JUN-2042, 10.39%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 7,918,000 $8,278,225 $8,278,225 0.12 $8,271,367
Freddie Mac Multiclass Certificates, Series 5164 FA 3.86608% 25-NOV-2051, 3.89%, 11/25/51 FHR 5164 3137H3PY2 - 9,162,103 $8,263,927 $8,263,927 0.12 $8,260,955
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.74319% 25-JAN-2042, 10.74%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 8,059,000 $8,250,320 $8,250,320 0.12 $8,243,105
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.86608% 25-SEP-2041, 9.89%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 8,130,878 $8,180,956 $8,180,956 0.12 $8,174,253
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,800,782 $8,135,251 $8,135,251 0.12 $8,097,222
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - 8,066,965 $7,970,635 $7,970,635 0.12 $7,941,261
Redwood Funding Trust 2026-2|6.259|11/27/2056, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,826,665 $7,847,821 $7,847,821 0.12 $7,842,378
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,819,991 $7,845,349 $7,845,349 0.12 $7,813,091
Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.14%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,839,000 $7,844,876 $7,844,876 0.12 $7,841,516
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,797,396 $7,792,892 $7,792,892 0.12 $7,779,253
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,583,917 $7,675,133 $7,675,133 0.11 $7,643,850
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,713,550 $7,565,947 $7,565,947 0.11 $7,563,054
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,652,437 $7,547,395 $7,547,395 0.11 $7,519,484
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,815,200 $7,479,582 $7,479,582 0.11 $7,461,998
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,431,047 $7,404,289 $7,404,289 0.11 $7,373,034
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,380,028 $7,380,028 0.11 $7,350,550
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,338,128 $7,338,128 0.11 $7,306,151
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,335,661 $7,335,661 0.11 $7,332,058
Fannie Mae REMIC Trust 2022-65 FB 4.41608% 25-SEP-2052, 4.44%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,413,240 $7,329,102 $7,329,102 0.11 $7,326,357
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.41608% 25-NOV-2041, 11.44%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,042,139 $7,042,139 0.10 $7,035,549
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 $6,899,381 $6,899,381 0.10 $6,871,703
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,882,985 $6,882,985 0.10 $6,879,498
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,839,834 $6,755,645 $6,755,645 0.10 $6,730,016
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,701,548 $6,633,005 $6,633,005 0.10 $6,608,678
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,565,253 $6,565,253 0.10 $6,536,530
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,538,089 $6,541,847 $6,541,847 0.10 $6,513,534
Connecticut Avenue Securities Trust 2023-R03 2B1 9.96608% 25-APR-2043, 9.99%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,526,221 $6,526,221 0.10 $6,521,203
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,430,995 $6,430,995 0.10 $6,404,635
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,381,669 $6,403,006 $6,403,006 0.09 $6,388,580
Connecticut Avenue Securities Trust 2022-R05 2B2 10.61608% 25-APR-2042, 10.64%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,376,651 $6,376,651 0.09 $6,371,193
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,454,011 $6,360,586 $6,360,586 0.09 $6,336,732
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,252,227 $6,327,426 $6,327,426 0.09 $6,301,636
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,287,062 $6,286,858 $6,286,858 0.09 $6,261,028
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,288,802 $6,192,332 $6,192,332 0.09 $6,190,236
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,189,674 $6,096,866 $6,096,866 0.09 $6,072,518
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,979,096 $6,035,606 $6,035,606 0.09 $6,027,431
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,910,711 $6,022,210 $6,022,210 0.09 $6,018,984
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 5,913,022 $5,951,368 $5,951,368 0.09 $5,912,287
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,964,471 $5,930,096 $5,930,096 0.09 $5,904,585
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,036,223 $5,920,955 $5,920,955 0.09 $5,902,846
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,845,598 $5,802,571 $5,802,571 0.09 $5,753,181
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,703,768 $5,703,768 0.08 $5,677,616
Connecticut Avenue Securities, Series 2021-R02 2B2 9.81608% 25-NOV-2041, 9.84%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,686,841 $5,686,841 0.08 $5,682,235
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,675,427 $5,675,427 0.08 $5,651,187
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,652,096 $5,652,287 $5,652,287 0.08 $5,641,043
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,649,589 $5,649,589 0.08 $5,646,474
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,634,917 $5,575,499 $5,575,499 0.08 $5,573,151
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,514,952 $5,514,952 0.08 $5,512,376
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,476,809 $5,476,809 0.08 $5,365,248
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,692,892 $5,472,861 $5,472,861 0.08 $5,453,647
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,622,457 $5,447,366 $5,447,366 0.08 $5,433,662
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,424,347 $5,396,318 $5,396,318 0.08 $5,374,966
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,389,508 $5,389,508 0.08 $5,366,573
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,455,650 $5,376,138 $5,376,138 0.08 $5,355,090
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,328,753 $5,328,753 0.08 $5,305,871
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.46608% 25-NOV-2043, 5.49%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,272,243 $5,272,243 0.08 $5,246,849
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,269,525 $5,269,525 0.08 $5,245,290
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.86608% 25-MAY-2042, 8.89%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 5,050,000 $5,199,642 $5,199,642 0.08 $5,195,899
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,547,943 $5,195,920 $5,195,920 0.08 $5,179,276
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,432,412 $5,190,522 $5,190,522 0.08 $5,173,207
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 5,063,233 $5,085,446 $5,085,446 0.08 $5,083,059
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,397,586 $5,066,856 $5,066,856 0.08 $5,050,663
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,065,179 $5,061,254 $5,061,254 0.07 $5,052,125
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,999,969 $4,999,969 0.07 $4,978,197
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,056,772 $4,997,678 $4,997,678 0.07 $4,977,069
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,976,581 $4,976,581 0.07 $4,918,471
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,961,872 $4,961,872 0.07 $4,913,483
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,950,293 $4,950,293 0.07 $4,903,836
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.73056% 25-OCT-2048, 14.76%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,950,161 $4,950,161 0.07 $4,896,703
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,937,557 $4,937,557 0.07 $4,917,562
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,906,493 $4,906,493 0.07 $4,904,012
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,846,034 $4,846,034 0.07 $4,843,026
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,809,193 $4,811,673 $4,811,673 0.07 $4,791,009
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,804,833 $4,804,833 0.07 $4,785,280
OBX 2026-HE2 Trust MB FLTG 56, 5.24%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,791,130 $4,791,130 0.07 $4,769,115
Connecticut Avenue Securities Trust 2024-R01 1B1 6.31608% 25-JAN-2044, 6.34%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,726,663 $4,726,663 0.07 $4,724,234
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,685,684 $4,685,684 0.07 $4,683,641
Connecticut Avenue Securities Trust 2023-R05 1B1 8.36608% 25-JUN-2043, 8.39%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,561,608 $4,561,608 0.07 $4,558,592
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.48056% 25-SEP-2048, 11.51%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,513,561 $4,513,561 0.07 $4,509,725
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,505,220 $4,505,220 0.07 $4,497,208
Connecticut Avenue Securities Trust 2023-R04 1B2 11.86608% 25-MAY-2043, 11.89%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,490,675 $4,490,675 0.07 $4,448,475
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,535,696 $4,444,920 $4,444,920 0.07 $4,427,911
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,335,096 $4,335,096 0.06 $4,315,921
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,061,597 $4,255,129 $4,255,129 0.06 $4,235,329
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,233,396 $4,228,690 $4,228,690 0.06 $4,224,027
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,225,424 $4,225,424 0.06 $4,206,101
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,201,410 $4,201,410 0.06 $4,183,988
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,207,960 $4,135,545 $4,135,545 0.06 $4,121,343
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,953,885 $4,124,519 $4,124,519 0.06 $4,105,243
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,085,266 $4,085,266 0.06 $4,083,351
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.61608% 25-DEC-2041, 10.64%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,077,986 $4,077,986 0.06 $4,074,438
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,074,397 $4,074,397 0.06 $4,072,529
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,992,161 $3,982,252 $3,982,252 0.06 $3,974,377
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,966,328 $3,966,328 0.06 $3,949,570
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 $3,946,094 $3,946,094 0.06 $3,929,828
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,940,120 $3,940,120 0.06 $3,924,574
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,884,099 $3,933,563 $3,933,563 0.06 $3,917,541
Connecticut Avenue Securities Trust 2023-R08 1B1 7.16608% 25-OCT-2043, 7.19%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,906,935 $3,906,935 0.06 $3,904,688
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,830,547 $3,830,547 0.06 $3,815,074
GS Mortgage Securities MB FLTG 56, 5.49%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,754,874 $3,754,874 0.06 $3,736,671
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,095,809 $3,742,779 $3,742,779 0.06 $3,732,028
OBX 2026-HE2 Trust MB FLTG 56, 5.44%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,704,515 $3,704,515 0.05 $3,685,693
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,684,786 $3,680,757 $3,680,757 0.05 $3,634,335
Connecticut Avenue Securities Trust 2023-R01 1B1 8.71608% 25-DEC-2042, 8.74%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,673,594 $3,673,594 0.05 $3,671,044
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.36608% 25-FEB-2042, 8.39%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,568,053 $3,568,053 0.05 $3,565,605
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,567,456 $3,566,143 $3,566,143 0.05 $3,550,866
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,539,012 $3,535,502 $3,535,502 0.05 $3,521,527
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,586,105 $3,531,277 $3,531,277 0.05 $3,517,337
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 3,491,508 $3,498,912 $3,498,912 0.05 $3,478,586
Ginnie Mae REMIC Trust 2023-116 LF 4.93884% 20-AUG-2053, 4.94%, 08/20/53 GNR 2023-116 38384EFT7 - 3,421,640 $3,452,329 $3,452,329 0.05 $3,448,573
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,273,391 $3,415,007 $3,415,007 0.05 $3,399,050
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,353,409 $3,355,674 $3,355,674 0.05 $3,340,810
GS Mortgage Securities MB FLTG 56, 5.34%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,342,568 $3,342,568 0.05 $3,326,811
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.46608% 25-JUN-2043, 7.49%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,271,470 $3,271,470 0.05 $3,269,515
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,190,320 $3,267,503 $3,267,503 0.05 $3,253,146
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.11608% 25-MAR-2043, 9.14%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,228,691 $3,228,691 0.05 $3,204,374
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,219,422 $3,193,926 $3,193,926 0.05 $3,192,987
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,098,179 $3,098,179 0.05 $3,096,826
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,907,466 $3,060,981 $3,060,981 0.05 $3,046,807
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 3,012,698 $3,016,850 $3,016,850 0.04 $3,010,943
OBX 2026 HE1 FLTG 2056 A1B, 5.14%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,961,071 $2,969,740 $2,969,740 0.04 $2,968,471
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,830,431 $2,965,299 $2,965,299 0.04 $2,951,500
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,921,384 $2,930,909 $2,930,909 0.04 $2,929,575
GWT Commercial Mortgage Trust 2024-WLF2 A 5.33044% 15-MAY-2041, 5.33%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,912,226 $2,912,226 0.04 $2,906,644
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,901,063 $2,901,063 0.04 $2,889,654
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.98056% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,854,024 $2,854,024 0.04 $2,852,102
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,010,169 $2,827,764 $2,827,764 0.04 $2,818,734
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 $2,760,232 $2,760,232 0.04 $2,758,605
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,746,510 $2,746,510 0.04 $2,745,328
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.29%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,729,393 $2,729,393 0.04 $2,728,199
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.81608% 25-FEB-2050, 4.84%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,704,541 $2,672,793 $2,672,793 0.04 $2,671,708
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,540,258 $2,540,258 0.04 $2,539,125
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,474,986 $2,474,986 0.04 $2,451,951
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,464,496 $2,464,496 0.04 $2,454,734
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,705,643 $2,463,076 $2,463,076 0.04 $2,455,974
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,460,946 $2,460,946 0.04 $2,451,000
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,365,496 $2,456,993 $2,456,993 0.04 $2,445,461
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,286,964 $2,385,905 $2,385,905 0.04 $2,374,756
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,377,691 $2,377,691 0.04 $2,368,190
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,358,424 $2,358,424 0.03 $2,349,052
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,397,184 $2,346,728 $2,346,728 0.03 $2,337,738
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,666,678 $2,320,592 $2,320,592 0.03 $2,314,592
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,260,250 $2,250,954 $2,250,954 0.03 $2,241,759
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,981,721 $2,248,749 $2,248,749 0.03 $2,248,749
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,253,707 $2,238,645 $2,238,645 0.03 $2,237,659
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,253,132 $2,230,978 $2,230,978 0.03 $2,222,333
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.36608% 25-FEB-2042, 7.39%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 2,019,120 $2,045,606 $2,045,606 0.03 $2,044,362
Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.24%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,041,090 $2,043,586 $2,043,586 0.03 $2,042,695
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,038,793 $1,993,591 $1,993,591 0.03 $1,992,954
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,889,036 $1,970,511 $1,970,511 0.03 $1,961,302
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,810,487 $1,896,755 $1,896,755 0.03 $1,887,929
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.91608% 25-DEC-2031, 4.94%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,738,075 $1,886,182 $1,886,182 0.03 $1,741,117
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,019,375 $1,886,102 $1,886,102 0.03 $1,880,044
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.33888% 25-OCT-2057, 6.28%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,754,950 $1,816,285 $1,816,285 0.03 $1,815,366
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.16608% 25-FEB-2050, 5.19%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,763,812 $1,730,154 $1,730,154 0.03 $1,729,391
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,685,425 $1,702,424 $1,702,424 0.03 $1,698,759
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,681,885 $1,681,885 0.02 $1,674,965
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,676,638 $1,676,638 0.02 $1,669,944
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.96608% 25-FEB-2050, 4.99%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,588,918 $1,559,830 $1,559,830 0.02 $1,559,169
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,513,664 $1,555,393 $1,555,393 0.02 $1,551,824
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,658,474 $1,515,525 $1,515,525 0.02 $1,511,172
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,565,346 $1,430,545 $1,430,545 0.02 $1,426,436
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,397,563 $1,409,248 $1,409,248 0.02 $1,406,411
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 - 1,399,403 $1,404,279 $1,404,279 0.02 $1,403,488
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,335,205 $1,392,970 $1,392,970 0.02 $1,386,461
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,288,625 $1,338,469 $1,338,469 0.02 $1,332,187
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,223,001 $1,275,709 $1,275,709 0.02 $1,269,747
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,192,338 $1,198,506 $1,198,506 0.02 $1,196,056
Connecticut Avenue Securities Trust 2023-R02 1B2 11.51608% 25-JAN-2043, 11.54%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,188,601 $1,188,601 0.02 $1,187,553
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,165,512 $1,179,848 $1,179,848 0.02 $1,175,041
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,159,620 $1,151,869 $1,151,869 0.02 $1,147,098
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,148,804 $1,148,804 0.02 $1,143,893
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,329,156 $1,130,977 $1,130,977 0.02 $1,127,986
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,091,235 $1,100,145 $1,100,145 0.02 $1,097,922
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,182,348 $1,053,408 $1,053,408 0.02 $1,050,748
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,028,698 $1,022,975 $1,022,975 0.02 $1,019,117
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,019,004 $1,007,020 $1,007,020 0.01 $1,003,203
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,067,311 $1,006,655 $1,006,655 0.01 $1,003,453
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 960,940 $998,109 $998,109 0.01 $993,424
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 963,100 $973,772 $973,772 0.01 $971,576
FREMF 2019-KF70 Mortgage Trust C 9.74627% 25-SEP-2029, 9.73%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $894,053 $894,053 0.01 $887,168
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 971,051 $883,994 $883,994 0.01 $881,445
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 963,368 $877,000 $877,000 0.01 $874,471
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 814,948 $850,117 $850,117 0.01 $846,145
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 847,245 $849,805 $849,805 0.01 $849,357
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.11608% 25-DEC-2031, 5.14%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 845,863 $848,051 $848,051 0.01 $847,688
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55767% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $803,166 $803,166 0.01 $802,646
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 772,562 $761,666 $761,666 0.01 $758,768
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $752,452 $752,452 0.01 $749,212
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 814,904 $736,330 $736,330 0.01 $734,496
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 722,652 $650,686 $650,686 0.01 $649,060
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 $624,111 $624,111 0.01 $623,750
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 624,905 $615,665 $615,665 0.01 $613,321
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 851,501 $607,787 $607,787 0.01 $607,110
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 636,618 $579,544 $579,544 0.01 $577,873
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 539,588 $561,669 $561,669 0.01 $559,039
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 579,461 $554,859 $554,859 0.01 $552,903
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 537,337 $545,487 $545,487 0.01 $545,162
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 563,398 $535,406 $535,406 0.01 $533,716
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 553,429 $519,519 $519,519 0.01 $517,858
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 587,723 $518,216 $518,216 0.01 $517,114
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 476,516 $480,215 $480,215 0.01 $479,046
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 488,996 $445,156 $445,156 0.01 $443,873
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 462,341 $438,506 $438,506 0.01 $437,119
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 420,910 $422,043 $422,043 0.01 $421,818
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 439,192 $415,003 $415,003 0.01 $414,180
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 400,603 $383,632 $383,632 0.01 $382,280
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.26608% 25-JAN-2034, 5.29%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 368,728 $369,818 $369,818 0.01 $369,655
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 389,730 $355,007 $355,007 0.01 $353,984
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 381,241 $344,376 $344,376 0.01 $343,375
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 376,529 $336,719 $336,719 0.00 $335,872
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 339,361 $317,828 $317,828 0.00 $316,810
Connecticut Avenue Securities Trust 2022-R01 1B1 6.76608% 25-DEC-2041, 6.79%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $312,183 $312,183 0.00 $312,008
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $298,481 $298,481 0.00 $298,304
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 307,698 $294,663 $294,663 0.00 $293,624
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 307,063 $274,921 $274,921 0.00 $274,230
Fannie Mae REMIC Trust 2012-126 SY 0.26944% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $255,514 $255,514 0.00 $255,505
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 286,957 $254,207 $254,207 0.00 $253,561
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 241,971 $234,326 $234,326 0.00 $233,509
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 226,634 $217,011 $217,011 0.00 $216,247
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 230,031 $208,871 $208,871 0.00 $208,267
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 198,976 $199,826 $199,826 0.00 $199,296
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 220,659 $198,685 $198,685 0.00 $198,188
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 182,486 $181,889 $181,889 0.00 $181,478
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 187,072 $180,080 $180,080 0.00 $179,729
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 185,185 $164,145 $164,145 0.00 $163,729
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,487 $152,715 $152,715 0.00 $152,177
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 169,567 $152,680 $152,680 0.00 $152,299
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 153,213 $138,856 $138,856 0.00 $138,511
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 134,332 $121,764 $121,764 0.00 $121,462
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,789 $119,119 $119,119 0.00 $118,701
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.61608% 25-JUN-2043, 5.64%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $115,894 $115,894 0.00 $115,839
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 120,912 $112,557 $112,557 0.00 $112,285
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 108,054 $112,181 $112,181 0.00 $111,654
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,458 $105,216 $105,216 0.00 $104,846
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 106,674 $102,155 $102,155 0.00 $101,795
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 104,961 $96,382 $96,382 0.00 $96,107
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 100,689 $95,508 $95,508 0.00 $95,206
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 97,014 $89,085 $89,085 0.00 $88,831
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 87,876 $84,150 $84,150 0.00 $83,853
Fannie Mae REMIC Trust 2013-130 FN 4.08056% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 77,868 $77,306 $77,306 0.00 $77,279
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,915 $75,496 $75,496 0.00 $75,211
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 74,507 $71,343 $71,343 0.00 $71,092
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,877 $63,784 $63,784 0.00 $63,618
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 70,081 $62,745 $62,745 0.00 $62,587
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,618 $61,313 $61,313 0.00 $61,156
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 62,649 $55,638 $55,638 0.00 $55,497
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 57,687 $52,768 $52,768 0.00 $52,595
BX Commercial Mortgage Trust 2021-21M A 4.484% 15-OCT-2036, 4.48%, 10/15/36 BX 2021-21M 05609CAA5 - 48,462 $48,526 $48,526 0.00 $48,447
Fannie Mae REMIC Trust 2006-20 GF 4.08056% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 47,120 $46,821 $46,821 0.00 $46,805
Fannie Mae REMIC Trust 2010-109 BS 13.91236% 25-OCT-2040, 13.91%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $45,189 $45,189 0.00 $44,759
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 45,401 $43,879 $43,879 0.00 $43,777
Freddie Mac Multiclass Certificates, Series 3380 FM 4.32987% 15-OCT-2037, 4.34%, 10/15/37 FHR 3380 31397KTJ0 - 38,274 $38,239 $38,239 0.00 $38,179
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 39,833 $38,032 $38,032 0.00 $37,942
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 38,226 $37,360 $37,360 0.00 $37,274
Freddie Mac Multiclass Certificates, Series 3721 FB 4.23987% 15-SEP-2040, 4.25%, 09/15/40 FHR 3721 3137GAD20 - 36,589 $36,584 $36,584 0.00 $36,528
Ginnie Mae REMIC Trust 2008-013 FB 4.26693% 20-FEB-2038, 4.27%, 02/20/38 GNR 2008-13 38375PNL1 - 35,542 $35,477 $35,477 0.00 $35,443
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,332 $31,525 $31,525 0.00 $31,435
Ginnie Mae REMIC Trust 2007-040 FG 4.08693% 20-JUL-2037, 4.09%, 07/20/37 GNR 2007-40 38375KZS4 - 26,970 $26,687 $26,687 0.00 $26,663
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 26,615 $25,698 $25,698 0.00 $25,639
Ginnie Mae REMIC Trust 2004-069 CF 4.16693% 20-JUL-2034, 4.17%, 07/20/34 GNR 2004-69 38374JAT3 - 22,268 $22,232 $22,232 0.00 $22,212
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,174 $21,512 $21,512 0.00 $21,437
Fannie Mae REMIC Trust 2013-2 QF 4.23056% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,387 $21,308 $21,308 0.00 $21,300
Ginnie Mae REMIC Trust 2007-059 FA 4.26693% 20-OCT-2037, 4.27%, 10/20/37 GNR 2007-59 38375LPU8 - 21,287 $21,185 $21,185 0.00 $21,165
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 22,008 $21,107 $21,107 0.00 $21,057
Ginnie Mae REMIC Trust 2010-133 FD 4.18368% 16-OCT-2040, 4.18%, 10/16/40 GNR 2010-133 38377MHV1 - 17,208 $17,214 $17,214 0.00 $17,190
Ginnie Mae REMIC Trust 2008-016 FC 4.26693% 20-FEB-2038, 4.27%, 02/20/38 GNR 2008-16 383742FU2 - 17,149 $17,120 $17,120 0.00 $17,103
Ginnie Mae REMIC Trust 2007-037 FW 4.07693% 20-JUN-2037, 4.08%, 06/20/37 GNR 2007-37 38375KNR9 - 16,754 $16,609 $16,609 0.00 $16,593
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 3.92%, 08/20/35 GNR 2005-65 38374LL25 - 16,407 $16,212 $16,212 0.00 $16,198
Ginnie Mae REMIC Trust 2004-059 FP 4.05368% 16-AUG-2034, 4.05%, 08/16/34 GNR 2004-59 38374HYS3 - 15,576 $15,532 $15,532 0.00 $15,510
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,648 $13,897 $13,897 0.00 $13,862
Freddie Mac Multiclass Certificates, Series 2426 FL 4.38987% 15-MAR-2032, 4.40%, 03/15/32 FHR 2426 31339W7G5 - 13,662 $13,727 $13,727 0.00 $13,706
Ginnie Mae REMIC Trust 2005-048 AF 3.96693% 20-JUN-2035, 3.97%, 06/20/35 GNR 2005-48 38374LHM6 - 13,504 $13,388 $13,388 0.00 $13,376
Fannie Mae REMIC Trust 2002-53 FK 4.13056% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 13,207 $13,185 $13,185 0.00 $13,180
Fannie Mae REMIC Trust 2005-83 KT 4.03056% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 11,660 $11,581 $11,581 0.00 $11,577
Fannie Mae REMIC Trust 2007-89 GF 4.25056% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 10,766 $10,779 $10,779 0.00 $10,775
Freddie Mac Multiclass Certificates, Series 2551 FD 4.13987% 15-JAN-2033, 4.15%, 01/15/33 FHR 2551 31393JAZ1 - 9,924 $9,921 $9,921 0.00 $9,906
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 10,664 $9,458 $9,458 0.00 $9,434
Ginnie Mae REMIC Trust 2012-075 FP 4.06693% 20-JUL-2041, 4.07%, 07/20/41 GNR 2012-75 38378EZ55 - 9,309 $9,333 $9,333 0.00 $9,324
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 9,006 $9,034 $9,034 0.00 $9,013
Ginnie Mae REMIC Trust 2007-061 FA 4.26693% 20-OCT-2037, 4.27%, 10/20/37 GNR 2007-61 38375LLN8 - 8,612 $8,571 $8,571 0.00 $8,563
Fannie Mae REMIC Trust 2010-123 FL 4.16056% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 7,545 $7,526 $7,526 0.00 $7,524
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.08987% 15-FEB-2032, 4.10%, 02/15/32 FHR 2410 31339NJN7 - 7,419 $7,420 $7,420 0.00 $7,409
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,367 $7,100 $7,100 0.00 $7,086
Fannie Mae REMIC Trust 2012-100 FG 4.13056% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,821 $6,782 $6,782 0.00 $6,780
Freddie Mac Multiclass Certificates, Series 3028 FM 3.98987% 15-SEP-2035, 4.00%, 09/15/35 FHR 3028 31396AFB5 - 6,425 $6,414 $6,414 0.00 $6,404
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,636 $6,399 $6,399 0.00 $6,386
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,557 $6,317 $6,317 0.00 $6,305
Fannie Mae REMIC Trust 2003-87 FG 4.23056% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,313 $6,315 $6,315 0.00 $6,313
Ginnie Mae REMIC Trust 2007-018 FD 4.06693% 20-APR-2037, 4.07%, 04/20/37 GNR 2007-18 38375JC86 - 6,289 $6,232 $6,232 0.00 $6,226
Ginnie Mae REMIC Trust 2010-006 FG 4.35368% 16-JAN-2040, 4.35%, 01/16/40 GNR 2010-6 38376TSC7 - 5,910 $5,925 $5,925 0.00 $5,916
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,691 $5,476 $5,476 0.00 $5,466
Fannie Mae REMIC Trust 2002-16 VF 4.28056% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 5,384 $5,397 $5,397 0.00 $5,395
Fannie Mae REMIC Trust 2010-95 FB 4.13056% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 4,687 $4,677 $4,677 0.00 $4,676
Freddie Mac Multiclass Certificates, Series 3738 FD 4.03987% 15-AUG-2040, 4.05%, 08/15/40 FHR 3738 3137GAYQ4 - 1,955 $1,957 $1,957 0.00 $1,955
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,016 $910 $910 0.00 $908
Freddie Mac Multiclass Certificates, Series 2469 FE 4.23987% 15-JUL-2032, 4.25%, 07/15/32 FHR 2469 31392RC58 - 548.00 $549 $549 0.00 $548
Ginnie Mae REMIC Trust 2010-125 VF 4.11693% 20-JUN-2040, 4.12%, 06/20/40 GNR 2010-125 38377JYJ6 - 283.00 $283 $283 0.00 $282
Ginnie Mae REMIC Trust 1999-27 FE 4.15368% 16-AUG-2029, 4.15%, 08/16/29 GNR 1999-27 3837H2WA3 - 180.00 $180 $180 0.00 $180
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -2,080 $-220,886,251 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 2,561 $526,745,681 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -2,997 $-330,185,109 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -306.00 $-33,985,125 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -2,561 $-277,428,328 $0 0.00 $0
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - -79,188,287 $-67,973,325 $-67,973,325 -1.01 $-67,973,325
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - -207,845,155 $-190,842,798 $-190,842,798 -2.83 $-190,842,798
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 FNCL 01F050692 - -279,013,463 $-270,806,840 $-270,806,840 -4.01 $-270,806,840
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - -526,888,829 $-484,185,016 $-484,185,016 -7.17 $-484,185,016
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/13/26 FNCL 01F0426A6 - -581,152,333 $-548,467,163 $-548,467,163 -8.12 $-548,467,163
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - -574,122,913 $-570,739,033 $-570,739,033 -8.45 $-570,739,033
SEGREGATED CASH SEGCASH $0.00 23,770,137 $23,770,137 $23,770,137 0.35 $23,770,137
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,101,566,352 $-2,101,566,352 $-2,101,566,352 -31.13 $-2,101,566,352

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