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To US Financial Professionals servicing non-US persons

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 6, 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 $1,084,576,452 $1,084,576,452 17.35 $1,084,576,452
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/26 G2SF 21H0226A4 - 710,603,414 $568,399,591 $568,399,591 9.09 $568,399,591
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 314,408,679 $291,597,483 $291,597,483 4.66 $290,182,644
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/12/26 FNCL 01F0406B8 - 331,925,845 $288,912,902 $288,912,902 4.63 $288,912,902
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/12/26 FNCL 01F0306B9 - 348,803,862 $283,684,623 $283,684,623 4.54 $283,684,623
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 273,659,000 $274,537,445 $274,537,445 4.40 $274,537,445
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/12/26 FNCL 01F0206B0 - 360,986,255 $268,564,027 $268,564,027 4.30 $268,564,027
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - 206,411,092 $201,924,747 $201,924,747 3.23 $201,924,747
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W2ER8 - 198,413,556 $192,091,444 $192,091,444 3.08 $191,000,169
GNMA II TBA 30yr 5% October Delivery, 5.00%, 10/20/26 G2SF 21H0506A5 - 198,508,194 $184,374,808 $184,374,808 2.95 $184,374,808
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 166,545,168 $165,074,711 $165,074,711 2.64 $164,075,440
GNMA II TBA 30yr 5.5% October Delivery, 5.50%, 10/20/26 G2SF 21H0526A1 - 164,697,000 $157,551,456 $157,551,456 2.52 $157,551,456
GNMA II TBA 30yr 3% October Delivery, 3.00%, 10/20/26 G2SF 21H0306A7 - 182,289,962 $151,319,809 $151,319,809 2.42 $151,319,809
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/12/26 FNCL 01F0326B5 - 178,743,000 $151,077,158 $151,077,158 2.42 $151,077,158
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 153,652,544 $148,692,412 $148,692,412 2.38 $147,847,323
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 131,746,868 $127,493,884 $127,493,884 2.04 $126,769,276
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 138,634,676 $126,450,177 $126,450,177 2.02 $125,826,321
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 126,364,578 $118,192,435 $118,192,435 1.89 $117,560,613
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 116,413,983 $115,189,826 $115,189,826 1.84 $114,491,342
GNMA II TBA 30yr 3.5% October Delivery, 3.50%, 10/20/26 G2SF 21H0326A3 - 132,283,377 $109,851,820 $109,851,820 1.76 $109,851,820
GNMA II TBA 30yr 4.5% October Delivery, 4.50%, 10/20/26 G2SF 21H0426A2 - 114,736,488 $102,423,771 $102,423,771 1.64 $102,423,771
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 103,234,422 $102,322,948 $102,322,948 1.64 $101,703,541
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,132,907 $100,998,769 $100,998,769 1.62 $100,458,105
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 109,779,857 $100,369,768 $100,369,768 1.61 $99,875,759
GNMA II TBA 30yr 4% October Delivery, 4.00%, 10/20/26 G2SF 21H0406A6 - 103,195,688 $88,825,069 $88,825,069 1.42 $88,825,069
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 92,876,315 $86,586,492 $86,586,492 1.39 $86,122,111
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 82,568,216 $79,806,037 $79,806,037 1.28 $79,351,912
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 82,009,257 $79,095,673 $79,095,673 1.27 $78,644,622
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 82,949,518 $76,931,307 $76,931,307 1.23 $76,558,034
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 76,750,067 $74,234,243 $74,234,243 1.19 $73,812,118
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,747,421 $73,414,444 $73,414,444 1.18 $73,020,706
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 73,748,989 $72,973,478 $72,973,478 1.17 $72,530,984
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 75,362,677 $72,704,512 $72,704,512 1.16 $72,290,017
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 77,169,313 $70,554,529 $70,554,529 1.13 $70,207,267
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 70,164,672 $68,081,090 $68,081,090 1.09 $67,695,184
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,473,104 $67,987,403 $67,987,403 1.09 $67,599,801
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 69,020,085 $66,970,492 $66,970,492 1.07 $66,590,882
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 65,063,799 $63,037,624 $63,037,624 1.01 $62,679,773
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,014,278 $60,780,404 $60,780,404 0.97 $60,455,332
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,653,847 $59,508,567 $59,508,567 0.95 $59,190,298
FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,588,804 $59,308,040 $59,308,040 0.95 $58,950,507
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 60,761,016 $58,989,945 $58,989,945 0.94 $58,655,760
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 60,531,200 $58,555,810 $58,555,810 0.94 $58,222,888
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,570,020 $54,114,327 $54,114,327 0.87 $53,826,477
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,599,260 $53,282,013 $53,282,013 0.85 $52,999,017
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,534,774 $52,597,289 $52,597,289 0.84 $52,297,348
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 55,639,520 $52,299,707 $52,299,707 0.84 $52,021,510
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,471,835 $51,832,058 $51,832,058 0.83 $51,537,962
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 48,414,448 $47,997,993 $47,997,993 0.77 $47,707,507
FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 FR 31427T3E4 - 48,130,581 $47,850,939 $47,850,939 0.77 $47,562,156
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,701,644 $46,487,382 $46,487,382 0.74 $46,238,874
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,340,954 $45,214,689 $45,214,689 0.72 $44,972,985
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 46,103,956 $44,690,124 $44,690,124 0.72 $44,436,552
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,432,042 $44,257,014 $44,257,014 0.71 $44,059,286
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,394,381 $43,980,738 $43,980,738 0.70 $43,731,069
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,569,542 $42,986,098 $42,986,098 0.69 $42,740,965
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,070,007 $41,440,319 $41,440,319 0.66 $41,219,969
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,466,977 $41,081,099 $41,081,099 0.66 $40,847,530
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 41,679,059 $40,376,159 $40,376,159 0.65 $40,146,924
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,354,242 $39,811,891 $39,811,891 0.64 $39,600,119
FNMA 30yr Pool#FA6796 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7RS1 - 39,751,270 $38,468,041 $38,468,041 0.62 $38,249,409
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,678,603 $37,505,087 $37,505,087 0.60 $37,292,355
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,265,984 $35,068,530 $35,068,530 0.56 $34,955,365
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 33,550,466 $33,704,585 $33,704,585 0.54 $33,631,389
FHLMC 30yr Pool#SL6006 6.000% 01-Jul-2056, 6.00%, 07/01/56 FR 31427TU87 - 33,618,369 $33,319,210 $33,319,210 0.53 $33,251,973
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,750,194 $32,750,194 0.52 $32,640,948
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 33,899,300 $32,703,617 $32,703,617 0.52 $32,517,171
FNMA 30yr Pool#FA5891 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W6RM6 - 32,925,082 $32,632,091 $32,632,091 0.52 $32,566,241
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,467,803 $32,287,339 $32,287,339 0.52 $32,103,266
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,977,733 $31,950,257 $31,950,257 0.51 $31,780,369
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,108,372 $31,847,538 $31,847,538 0.51 $31,744,767
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,807,292 $31,833,059 $31,833,059 0.51 $31,652,619
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,507,284 $30,544,281 $30,544,281 0.49 $30,370,991
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 30,730,117 $30,465,781 $30,465,781 0.49 $30,281,400
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 29,718,000 $30,346,889 $30,346,889 0.49 $29,343,494
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,117,331 $29,179,436 $29,179,436 0.47 $29,013,791
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,507,901 $28,687,473 $28,687,473 0.46 $28,534,933
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,117,474 $28,268,754 $28,268,754 0.45 $28,108,608
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,788,093 $26,978,121 $26,978,121 0.43 $26,825,287
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,979,007 $26,169,572 $26,169,572 0.42 $26,029,677
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,623,591 $25,834,860 $25,834,860 0.41 $25,727,677
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19029% 25-FEB-2042, 12.19%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,050,259 $24,050,259 0.39 $23,955,391
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 23,965,099 $23,119,810 $23,119,810 0.37 $22,988,002
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 23,179,952 $23,022,357 $23,022,357 0.37 $22,883,277
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 22,373,589 $22,477,416 $22,477,416 0.36 $22,422,243
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,481,525 $21,761,897 $21,761,897 0.35 $21,638,249
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,285,447 $20,590,813 $20,590,813 0.33 $20,473,743
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19029% 25-OCT-2041, 11.19%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,268,899 $20,268,899 0.32 $19,998,399
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,866,991 $20,247,333 $20,247,333 0.32 $20,132,565
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.55477% 25-FEB-2040, 10.55%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 19,687,000 $20,196,175 $20,196,175 0.32 $20,126,911
Connecticut Avenue Securities Trust 2023-R06 1B1 7.59029% 25-JUL-2043, 7.59%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,076,236 $20,076,236 0.32 $20,027,770
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 20,826,316 $19,985,342 $19,985,342 0.32 $19,898,913
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $19,764,939 $19,764,939 0.32 $19,656,686
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,646,910 $19,646,910 0.31 $19,258,692
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,279,294 $19,558,821 $19,558,821 0.31 $19,447,285
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,931,173 $19,223,068 $19,223,068 0.31 $19,113,447
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94029% 25-MAR-2042, 8.94%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,213,341 $19,213,341 0.31 $19,157,233
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,188,922 $18,600,340 $18,600,340 0.30 $18,577,953
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,045,431 $18,500,719 $18,500,719 0.30 $18,395,969
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,554,407 $18,238,911 $18,238,911 0.29 $18,217,264
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,833,057 $18,174,980 $18,174,980 0.29 $18,071,398
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,704,632 $18,094,220 $18,094,220 0.29 $17,991,345
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,462,042 $17,449,955 $17,449,955 0.28 $17,378,338
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,426,824 $17,337,530 $17,337,530 0.28 $17,305,431
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,406,671 $17,211,929 $17,211,929 0.28 $17,140,506
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,043,513 $17,043,513 0.27 $16,943,653
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,940,493 $16,710,701 $16,710,701 0.27 $16,634,939
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,736,340 $16,580,268 $16,580,268 0.27 $16,491,586
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,746,306 $16,224,804 $16,224,804 0.26 $16,132,699
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.70%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,819,405 $15,819,405 0.25 $15,789,583
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,507,778 $15,507,778 0.25 $15,474,280
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34029% 25-JAN-2042, 11.34%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,479,619 $15,479,619 0.25 $15,422,333
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 14,981,707 $14,812,586 $14,812,586 0.24 $14,737,722
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,319,277 $14,093,689 $14,093,689 0.23 $14,024,752
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,590,284 $14,042,745 $14,042,745 0.22 $13,984,679
BMP Commercial Mortgage Trust 2024-MF23 A 5.1887% 15-JUN-2041, 5.19%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,036,280 $14,036,280 0.22 $13,991,887
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,900,778 $13,871,444 $13,871,444 0.22 $13,826,692
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,798,633 $13,808,340 $13,808,340 0.22 $13,808,340
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,270,097 $13,799,270 $13,799,270 0.22 $13,742,190
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,681,259 $13,681,259 0.22 $13,609,135
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,656,577 $13,571,359 $13,571,359 0.22 $13,549,357
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69029% 25-DEC-2041, 9.69%, 12/25/41 CAS 2022-R01 20754LAJ8 - 13,210,585 $13,380,342 $13,380,342 0.21 $13,337,670
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.45098% 25-APR-2056, 5.45%, 04/25/56 GRADE 2026-HB1 795939AC1 - 12,963,940 $13,011,450 $13,011,450 0.21 $12,987,895
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 12,982,810 $12,842,423 $12,842,423 0.21 $12,827,276
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,206,238 $12,418,212 $12,418,212 0.20 $12,352,181
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,484,158 $12,405,385 $12,405,385 0.20 $12,344,706
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,781,467 $12,401,914 $12,401,914 0.20 $12,331,616
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,018,274 $12,227,935 $12,227,935 0.20 $12,174,560
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.26546% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,803,752 $12,120,322 $12,120,322 0.19 $12,095,670
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,311,522 $11,945,924 $11,945,924 0.19 $11,878,211
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,731,669 $11,902,554 $11,902,554 0.19 $11,838,896
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,552,489 $11,735,043 $11,735,043 0.19 $11,672,281
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 11,872,327 $11,724,370 $11,724,370 0.19 $11,662,040
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,121,599 $11,665,744 $11,665,744 0.19 $11,615,440
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29029% 25-MAY-2042, 14.29%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,086,286 $11,086,286 0.18 $11,036,573
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 11,009,970 $11,058,549 $11,058,549 0.18 $10,976,645
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,868,669 $10,744,356 $10,744,356 0.17 $10,709,684
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,811,423 $10,608,959 $10,608,959 0.17 $10,576,321
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19029% 25-MAR-2042, 13.19%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,520,195 $10,520,195 0.17 $10,475,707
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,379,099 $10,379,099 0.17 $10,352,069
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.54029% 25-NOV-2043, 5.54%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 10,295,588 $10,333,906 $10,333,906 0.17 $10,314,892
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69029% 25-JUN-2042, 15.69%, 06/25/42 CAS 2022-R07 20754MAL1 - 9,364,501 $10,132,262 $10,132,262 0.16 $10,083,285
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,184,561 $10,015,856 $10,015,856 0.16 $9,965,259
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 9,681,622 $9,697,097 $9,697,097 0.16 $9,679,424
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,790,219 $9,499,493 $9,499,493 0.15 $9,445,647
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,188,477 $9,436,878 $9,436,878 0.15 $9,397,719
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,422,044 $9,370,013 $9,370,013 0.15 $9,317,240
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,421,307 $9,355,505 $9,355,505 0.15 $9,306,053
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,342,057 $9,342,057 0.15 $9,324,181
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,422,871 $9,318,805 $9,318,805 0.15 $9,265,010
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.69029% 25-MAR-2042, 14.69%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,265,376 $9,265,376 0.15 $9,222,046
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,234,127 $9,234,127 0.15 $9,176,484
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,079,880 $9,229,648 $9,229,648 0.15 $9,170,629
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,226,413 $9,226,413 0.15 $9,162,861
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,180,703 $9,180,703 0.15 $9,127,664
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,263,114 $8,998,182 $8,998,182 0.14 $8,947,235
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $8,968,571 $8,968,571 0.14 $8,929,879
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 8,838,661 $8,871,572 $8,871,572 0.14 $8,848,858
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69029% 25-OCT-2041, 9.69%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,264,587 $8,264,587 0.13 $8,238,036
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79029% 25-JAN-2042, 10.79%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 8,059,000 $8,219,452 $8,219,452 0.13 $8,190,466
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,068,097 $8,068,097 0.13 $8,014,452
Freddie Mac Multiclass Certificates, Series 5164 FA 3.89319% 25-NOV-2051, 3.94%, 11/25/51 FHR 5164 3137H3PY2 - 9,093,119 $7,922,471 $7,922,471 0.13 $7,910,528
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,780,695 $7,909,034 $7,909,034 0.13 $7,858,460
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,580,078 $7,524,671 $7,524,671 0.12 $7,511,492
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,811,512 $7,510,004 $7,510,004 0.12 $7,467,041
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,472,452 $7,448,295 $7,448,295 0.12 $7,426,175
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,646,323 $7,423,333 $7,423,333 0.12 $7,411,863
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,347,991 $7,347,991 0.12 $7,308,687
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,739,597 $7,334,540 $7,334,540 0.12 $7,311,321
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,283,930 $7,283,930 0.12 $7,269,516
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,446,380 $7,242,106 $7,242,106 0.12 $7,205,894
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,448,888 $7,231,766 $7,231,766 0.12 $7,190,797
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,295,296 $7,221,798 $7,221,798 0.12 $7,180,886
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,210,363 $7,210,363 0.12 $7,167,727
Fannie Mae REMIC Trust 2022-65 FB 4.49029% 25-SEP-2052, 4.49%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,310,723 $7,075,982 $7,075,982 0.11 $7,065,039
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49029% 25-NOV-2041, 11.49%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $6,992,608 $6,992,608 0.11 $6,966,142
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,885,556 $6,885,556 0.11 $6,871,606
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 $6,763,698 $6,763,698 0.11 $6,726,794
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,738,510 $6,584,568 $6,584,568 0.11 $6,550,902
Connecticut Avenue Securities Trust 2023-R03 2B1 10.04029% 25-APR-2043, 10.04%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,520,060 $6,520,060 0.10 $6,499,892
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,554,115 $6,446,727 $6,446,727 0.10 $6,415,005
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,380,269 $6,380,269 0.10 $6,341,971
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,445,706 $6,356,268 $6,356,268 0.10 $6,319,051
Connecticut Avenue Securities Trust 2022-R05 2B2 10.69029% 25-APR-2042, 10.69%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,354,586 $6,354,586 0.10 $6,332,657
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,320,014 $6,320,014 0.10 $6,284,867
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,264,661 $6,302,179 $6,302,179 0.10 $6,278,214
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,254,034 $6,094,376 $6,094,376 0.10 $6,063,556
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,045,550 $6,019,669 $6,019,669 0.10 $5,986,552
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,117,128 $5,938,825 $5,938,825 0.10 $5,905,181
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,051,909 $5,931,675 $5,931,675 0.09 $5,899,932
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 5,994,440 $5,824,734 $5,824,734 0.09 $5,800,756
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,741,405 $5,801,261 $5,801,261 0.09 $5,788,726
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,826,572 $5,727,294 $5,727,294 0.09 $5,694,065
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,776,596 $5,690,096 $5,690,096 0.09 $5,633,637
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,649,621 $5,688,591 $5,688,591 0.09 $5,672,175
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89029% 25-NOV-2041, 9.89%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,667,860 $5,667,860 0.09 $5,649,345
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,633,256 $5,633,256 0.09 $5,620,793
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 5,606,334 $5,616,074 $5,616,074 0.09 $5,598,121
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,563,232 $5,563,232 0.09 $5,530,913
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,558,006 $5,558,006 0.09 $5,523,137
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 $5,425,329 $5,425,329 0.09 $5,416,085
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,412,017 $5,412,017 0.09 $5,401,711
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,335,027 $5,308,702 $5,308,702 0.08 $5,290,741
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,278,118 $5,278,118 0.08 $5,247,538
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,277,735 $5,277,735 0.08 $5,247,225
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,334,223 $5,233,436 $5,233,436 0.08 $5,205,997
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,230,359 $5,230,359 0.08 $5,056,641
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,519,369 $5,179,997 $5,179,997 0.08 $5,162,059
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,210,268 $5,172,076 $5,172,076 0.08 $5,144,729
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,392,203 $5,028,033 $5,028,033 0.08 $5,005,116
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,439,468 $4,989,489 $4,989,489 0.08 $4,965,011
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,034,327 $4,969,833 $4,969,833 0.08 $4,938,847
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,929,679 $4,929,679 0.08 $4,862,393
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,902,673 $4,902,673 0.08 $4,873,643
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 $4,886,424 $4,886,424 0.08 $4,866,280
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,852,145 $4,852,145 0.08 $4,840,115
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 - 4,851,963 $4,851,538 $4,851,538 0.08 $4,842,386
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,846,838 $4,846,838 0.08 $4,836,916
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 4,854,096 $4,834,725 $4,834,725 0.08 $4,819,919
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,828,272 $4,828,272 0.08 $4,797,711
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,804,035 $4,804,035 0.08 $4,777,375
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,794,408 $4,794,408 0.08 $4,765,067
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 4,951,185 $4,792,273 $4,792,273 0.08 $4,765,368
OBX 2026-HE2 Trust MB FLTG 56, 5.29%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,754,927 $4,754,927 0.08 $4,746,558
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,800,186 $4,735,068 $4,735,068 0.08 $4,707,568
Connecticut Avenue Securities Trust 2024-R01 1B1 6.39029% 25-JAN-2044, 6.39%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,730,853 $4,730,853 0.08 $4,721,065
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,704,103 $4,704,103 0.08 $4,678,032
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,680,511 $4,680,511 0.07 $4,672,338
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44029% 25-JUN-2043, 8.44%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,570,172 $4,570,172 0.07 $4,558,041
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,509,204 $4,509,204 0.07 $4,495,647
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.55477% 25-SEP-2048, 11.55%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,463,014 $4,463,014 0.07 $4,447,608
Connecticut Avenue Securities Trust 2023-R04 1B2 11.94029% 25-MAY-2043, 11.94%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,454,218 $4,454,218 0.07 $4,438,297
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,228,698 $4,228,698 0.07 $4,203,131
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,529,483 $4,228,572 $4,228,572 0.07 $4,205,925
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,163,213 $4,163,213 0.07 $4,139,982
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,057,532 $4,128,243 $4,128,243 0.07 $4,101,869
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,127,513 $4,127,513 0.07 $4,101,749
SWVP Trust 2026-PNCL C 5.8% 15-OCT-2039, 5.80%, 10/15/43 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,095,598 $4,095,598 0.07 $4,090,326
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69029% 25-DEC-2041, 10.69%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,061,654 $4,061,654 0.07 $4,047,400
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,059,809 $4,059,809 0.06 $4,052,147
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,067,456 $4,051,975 $4,051,975 0.06 $4,042,454
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,143,378 $4,037,709 $4,037,709 0.06 $4,019,064
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,000,474 $4,000,474 0.06 $3,993,003
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,935,641 $3,999,819 $3,999,819 0.06 $3,974,238
Connecticut Avenue Securities Trust 2023-R08 1B1 7.24029% 25-OCT-2043, 7.24%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,920,529 $3,920,529 0.06 $3,911,479
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 $3,896,945 $3,896,945 0.06 $3,875,257
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,896,666 $3,896,666 0.06 $3,874,322
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,882,849 $3,882,849 0.06 $3,869,714
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,843,010 $3,843,010 0.06 $3,822,282
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,802,181 $3,802,181 0.06 $3,781,549
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,871,433 $3,756,468 $3,756,468 0.06 $3,735,175
GS Mortgage Securities MB FLTG 56, 5.54%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,735,239 $3,735,239 0.06 $3,728,341
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,685,490 $3,685,490 0.06 $3,678,759
Connecticut Avenue Securities Trust 2023-R01 1B1 8.79029% 25-DEC-2042, 8.79%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,678,259 $3,678,259 0.06 $3,668,003
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,618,949 $3,606,072 $3,606,072 0.06 $3,544,406
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.44029% 25-FEB-2042, 8.44%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,549,222 $3,549,222 0.06 $3,539,375
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,470,063 $3,441,347 $3,441,347 0.06 $3,423,077
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,467,947 $3,439,785 $3,439,785 0.06 $3,419,983
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,511,226 $3,390,338 $3,390,338 0.05 $3,372,139
GS Mortgage Securities MB FLTG 56, 5.39%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,328,067 $3,328,067 0.05 $3,322,095
Ginnie Mae REMIC Trust 2023-116 LF 4.93884% 20-AUG-2053, 4.95%, 08/20/53 GNR 2023-116 38384EFT7 - 3,332,619 $3,303,509 $3,303,509 0.05 $3,295,722
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.54029% 25-JUN-2043, 7.54%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,263,067 $3,263,067 0.05 $3,255,200
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,259,870 $3,235,796 $3,235,796 0.05 $3,216,531
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,219,422 $3,198,353 $3,198,353 0.05 $3,194,597
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,147,838 $3,196,381 $3,196,381 0.05 $3,175,920
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.19029% 25-MAR-2043, 9.20%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,183,340 $3,183,340 0.05 $3,174,143
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,184,260 $3,161,557 $3,161,557 0.05 $3,142,451
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,071,921 $3,071,921 0.05 $3,066,512
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,904,087 $2,961,639 $2,961,639 0.05 $2,942,763
OBX 2026 HE1 FLTG 2056 A1B, 5.19%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,909,789 $2,911,459 $2,911,459 0.05 $2,906,425
GWT Commercial Mortgage Trust 2024-WLF2 A 5.508% 15-MAY-2041, 5.51%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,911,258 $2,911,258 0.05 $2,901,497
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,825,617 $2,874,859 $2,874,859 0.05 $2,856,492
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,851,870 $2,843,629 $2,843,629 0.05 $2,838,420
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.05477% 25-JAN-2050, 9.05%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,839,303 $2,839,303 0.05 $2,831,575
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,837,262 $2,837,262 0.05 $2,822,051
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 $2,764,851 $2,764,851 0.04 $2,757,425
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,739,474 $2,739,474 0.04 $2,734,744
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.34%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,714,760 $2,714,760 0.04 $2,709,941
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89029% 25-FEB-2050, 4.89%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,683,875 $2,634,144 $2,634,144 0.04 $2,629,811
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,556,126 $2,566,609 $2,566,609 0.04 $2,558,127
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,494,563 $2,494,563 0.04 $2,490,034
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,413,573 $2,413,573 0.04 $2,399,025
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,411,488 $2,411,488 0.04 $2,398,472
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,408,317 $2,408,317 0.04 $2,395,054
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,363,067 $2,395,107 $2,395,107 0.04 $2,379,747
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,323,598 $2,323,598 0.04 $2,310,930
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,320,660 $2,320,660 0.04 $2,308,165
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,284,025 $2,319,248 $2,319,248 0.04 $2,304,402
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,393,991 $2,233,426 $2,233,426 0.04 $2,221,456
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,637,234 $2,175,260 $2,175,260 0.03 $2,167,348
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,190,409 $2,166,696 $2,166,696 0.03 $2,155,490
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,196,567 $2,162,107 $2,162,107 0.03 $2,150,193
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,188,494 $2,157,411 $2,157,411 0.03 $2,153,580
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,942,880 $2,151,669 $2,151,669 0.03 $2,151,669
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,000,162 $1,935,559 $1,935,559 0.03 $1,933,059
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,886,460 $1,917,222 $1,917,222 0.03 $1,904,960
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,861,403 $1,866,431 $1,866,431 0.03 $1,863,148
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,807,978 $1,839,486 $1,839,486 0.03 $1,827,734
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,015,529 $1,791,911 $1,791,911 0.03 $1,783,848
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.51546% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,731,369 $1,781,784 $1,781,784 0.03 $1,778,023
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24029% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,750,334 $1,705,949 $1,705,949 0.03 $1,702,891
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,656,935 $1,656,935 0.03 $1,647,708
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,647,844 $1,647,844 0.03 $1,638,919
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99029% 25-DEC-2031, 4.99%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,616,811 $1,621,996 $1,621,996 0.03 $1,619,306
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,602,343 $1,616,199 $1,616,199 0.03 $1,610,303
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04029% 25-FEB-2050, 5.04%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,576,777 $1,537,789 $1,537,789 0.02 $1,535,140
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,478,367 $1,505,455 $1,505,455 0.02 $1,499,555
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,332,609 $1,353,160 $1,353,160 0.02 $1,344,498
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,318,416 $1,327,981 $1,327,981 0.02 $1,323,452
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,287,312 $1,304,766 $1,304,766 0.02 $1,296,399
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,221,520 $1,241,439 $1,241,439 0.02 $1,233,499
Rithm Capital Corp. 8.0% 15-JUL-2030, 8.00%, 07/15/30 RITM 64828TAC6 - 1,227,000 $1,226,521 $1,226,521 0.02 $1,204,163
Connecticut Avenue Securities Trust 2023-R02 1B2 11.59029% 25-JAN-2043, 11.59%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,187,881 $1,187,881 0.02 $1,183,670
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 - 1,170,383 $1,175,641 $1,175,641 0.02 $1,172,992
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,137,493 $1,137,493 0.02 $1,130,945
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,163,996 $1,131,466 $1,131,466 0.02 $1,125,064
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,130,907 $1,115,901 $1,115,901 0.02 $1,109,698
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,098,567 $1,104,046 $1,104,046 0.02 $1,100,226
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,325,549 $1,077,918 $1,077,918 0.02 $1,073,941
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,023,143 $1,030,330 $1,030,330 0.02 $1,026,804
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,177,297 $1,010,447 $1,010,447 0.02 $1,006,915
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,026,316 $980,772 $980,772 0.02 $975,640
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 960,002 $973,019 $973,019 0.02 $966,779
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 980,341 $968,757 $968,757 0.02 $963,860
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 B2 13.44029% 25-APR-2042, 13.44%, 04/25/42 STACR 2022-DNA3 35564KWG0 - 895,000 $939,233 $939,233 0.02 $935,224
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,023,987 $930,923 $930,923 0.01 $926,827
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 915,624 $924,233 $924,233 0.01 $920,699
FREMF 2019-KF70 Mortgage Trust C 9.75966% 25-SEP-2029, 9.76%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $891,526 $891,526 0.01 $888,629
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 814,077 $827,352 $827,352 0.01 $822,060
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.60477% 25-FEB-2050, 8.60%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $800,126 $800,126 0.01 $798,035
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 789,030 $792,207 $792,207 0.01 $790,539
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19029% 25-DEC-2031, 5.19%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 786,848 $789,707 $789,707 0.01 $788,346
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $747,847 $747,847 0.01 $743,527
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 761,074 $715,390 $715,390 0.01 $711,584
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 797,883 $693,173 $693,173 0.01 $690,779
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 718,847 $625,047 $625,047 0.01 $622,890
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 $617,105 $617,105 0.01 $615,658
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 622,048 $584,769 $584,769 0.01 $581,658
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 538,850 $546,907 $546,907 0.01 $543,404
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 796,939 $532,240 $532,240 0.01 $531,169
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 521,946 $530,524 $530,524 0.01 $529,261
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 561,346 $513,082 $513,082 0.01 $510,836
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 585,193 $501,180 $501,180 0.01 $499,717
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 460,719 $418,409 $418,409 0.01 $416,566
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 433,730 $401,321 $401,321 0.01 $400,237
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 398,870 $400,358 $400,358 0.01 $399,505
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 396,798 $399,752 $399,752 0.01 $398,105
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 380,448 $325,607 $325,607 0.01 $324,275
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 375,105 $321,944 $321,944 0.01 $320,819
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34029% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 310,226 $311,563 $311,563 0.00 $311,010
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $299,429 $299,429 0.00 $299,053
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 299,842 $258,674 $258,674 0.00 $257,775
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69029% 25-JUN-2043, 5.69%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 248,029 $248,577 $248,577 0.00 $248,106
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 285,939 $242,646 $242,646 0.00 $241,789
Fannie Mae REMIC Trust 2012-126 SY 0.24233% 25-NOV-2042, 0.20%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $231,283 $231,283 0.00 $231,252
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 241,334 $223,512 $223,512 0.00 $222,426
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 229,511 $197,662 $197,662 0.00 $196,859
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 218,639 $190,109 $190,109 0.00 $189,453
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 174,235 $173,826 $173,826 0.00 $173,303
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 182,468 $173,278 $173,278 0.00 $172,822
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 184,519 $155,451 $155,451 0.00 $154,898
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 168,427 $146,449 $146,449 0.00 $145,944
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 152,256 $133,205 $133,205 0.00 $132,749
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 133,598 $116,882 $116,882 0.00 $116,481
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,458 $113,707 $113,707 0.00 $113,151
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 119,665 $108,170 $108,170 0.00 $107,811
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 104,648 $106,018 $106,018 0.00 $105,338
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 104,884 $105,409 $105,409 0.00 $104,936
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,236 $100,803 $100,803 0.00 $100,311
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 104,198 $91,538 $91,538 0.00 $91,174
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 96,374 $84,665 $84,665 0.00 $84,328
Fannie Mae REMIC Trust 2013-130 FN 4.15477% 25-OCT-2042, 4.15%, 10/25/42 FNR 2013-130 3136AHG53 - 77,136 $76,529 $76,529 0.00 $76,422
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,744 $72,382 $72,382 0.00 $72,004
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,668 $60,347 $60,347 0.00 $60,126
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 69,379 $59,854 $59,854 0.00 $59,645
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,407 $58,575 $58,575 0.00 $58,367
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 62,176 $52,762 $52,762 0.00 $52,576
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 53,279 $47,530 $47,530 0.00 $47,317
Fannie Mae REMIC Trust 2006-20 GF 4.10767% 25-APR-2036, 4.15%, 04/25/36 FNR 2006-20 31395BU43 - 46,397 $45,929 $45,929 0.00 $45,865
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 44,524 $42,450 $42,450 0.00 $42,316
Fannie Mae REMIC Trust 2010-109 BS 13.63989% 25-OCT-2040, 13.64%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $38,496 $38,496 0.00 $37,933
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34098% 15-OCT-2037, 4.35%, 10/15/37 FHR 3380 31397KTJ0 - 37,934 $37,761 $37,761 0.00 $37,660
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 39,367 $36,862 $36,862 0.00 $36,744
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 37,103 $35,974 $35,974 0.00 $35,863
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25098% 15-SEP-2040, 4.26%, 09/15/40 FHR 3721 3137GAD20 - 35,996 $35,857 $35,857 0.00 $35,763
Ginnie Mae REMIC Trust 2008-013 FB 4.26693% 20-FEB-2038, 4.51%, 02/20/38 GNR 2008-13 38375PNL1 - 35,093 $34,753 $34,753 0.00 $34,682
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - - $32,432 $32,432 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,214 $30,214 $30,214 0.00 $30,094
Ginnie Mae REMIC Trust 2007-040 FG 4.08693% 20-JUL-2037, 4.33%, 07/20/37 GNR 2007-40 38375KZS4 - 26,694 $26,317 $26,317 0.00 $26,266
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 26,211 $24,954 $24,954 0.00 $24,875
Ginnie Mae REMIC Trust 2004-069 CF 4.16693% 20-JUL-2034, 4.41%, 07/20/34 GNR 2004-69 38374JAT3 - 21,813 $21,734 $21,734 0.00 $21,689
Fannie Mae REMIC Trust 2013-2 QF 4.25767% 25-FEB-2043, 4.30%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,109 $20,902 $20,902 0.00 $20,872
Ginnie Mae REMIC Trust 2007-059 FA 4.26693% 20-OCT-2037, 4.51%, 10/20/37 GNR 2007-59 38375LPU8 - 20,998 $20,813 $20,813 0.00 $20,769
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,712 $20,475 $20,475 0.00 $20,410
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 21,145 $19,611 $19,611 0.00 $19,516
Ginnie Mae REMIC Trust 2008-016 FC 4.26693% 20-FEB-2038, 4.51%, 02/20/38 GNR 2008-16 383742FU2 - 16,928 $16,773 $16,773 0.00 $16,737
Ginnie Mae REMIC Trust 2010-133 FD 4.40599% 16-OCT-2040, 4.41%, 10/16/40 GNR 2010-133 38377MHV1 - 16,479 $16,489 $16,489 0.00 $16,447
Ginnie Mae REMIC Trust 2007-037 FW 4.07693% 20-JUN-2037, 4.32%, 06/20/37 GNR 2007-37 38375KNR9 - 16,469 $16,208 $16,208 0.00 $16,175
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 4.16%, 08/20/35 GNR 2005-65 38374LL25 - 16,261 $15,989 $15,989 0.00 $15,957
Ginnie Mae REMIC Trust 2004-059 FP 4.27599% 16-AUG-2034, 4.28%, 08/16/34 GNR 2004-59 38374HYS3 - 15,200 $15,121 $15,121 0.00 $15,083
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40098% 15-MAR-2032, 4.41%, 03/15/32 FHR 2426 31339W7G5 - 13,299 $13,357 $13,357 0.00 $13,321
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,560 $13,204 $13,204 0.00 $13,157
Ginnie Mae REMIC Trust 2005-048 AF 3.96693% 20-JUN-2035, 4.21%, 06/20/35 GNR 2005-48 38374LHM6 - 13,325 $13,183 $13,183 0.00 $13,156
Fannie Mae REMIC Trust 2002-53 FK 4.15767% 25-APR-2032, 4.20%, 04/25/32 FNR 2002-53 31392EHN3 - 12,854 $12,843 $12,843 0.00 $12,825
Fannie Mae REMIC Trust 2005-83 KT 4.05767% 25-OCT-2035, 4.10%, 10/25/35 FNR 2005-83 31394FUL7 - 11,478 $11,376 $11,376 0.00 $11,360
Fannie Mae REMIC Trust 2007-89 GF 4.27767% 25-SEP-2037, 4.32%, 09/25/37 FNR 2007-89 31396XPM0 - 10,462 $10,450 $10,450 0.00 $10,436
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15098% 15-JAN-2033, 4.16%, 01/15/33 FHR 2551 31393JAZ1 - 9,636 $9,622 $9,622 0.00 $9,598
Ginnie Mae REMIC Trust 2012-075 FP 4.06693% 20-JUL-2041, 4.31%, 07/20/41 GNR 2012-75 38378EZ55 - 9,178 $9,189 $9,189 0.00 $9,170
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 10,595 $8,991 $8,991 0.00 $8,959
Ginnie Mae REMIC Trust 2007-061 FA 4.26693% 20-OCT-2037, 4.51%, 10/20/37 GNR 2007-61 38375LLN8 - 8,522 $8,448 $8,448 0.00 $8,430
Fannie Mae REMIC Trust 2010-123 FL 4.18767% 25-NOV-2040, 4.23%, 11/25/40 FNR 2010-123 31398N2W3 - 7,342 $7,317 $7,317 0.00 $7,307
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.11298% 15-FEB-2032, 4.11%, 02/15/32 FHR 2410 31339NJN7 - 7,239 $7,248 $7,248 0.00 $7,229
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,195 $6,844 $6,844 0.00 $6,826
Fannie Mae REMIC Trust 2012-100 FG 4.15767% 25-SEP-2042, 4.20%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,703 $6,631 $6,631 0.00 $6,622
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00098% 15-SEP-2035, 4.01%, 09/15/35 FHR 3028 31396AFB5 - 6,236 $6,224 $6,224 0.00 $6,209
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,505 $6,193 $6,193 0.00 $6,176
Fannie Mae REMIC Trust 2003-87 FG 4.25767% 25-SEP-2033, 4.30%, 09/25/33 FNR 2003-87 31393E4W6 - 6,159 $6,163 $6,163 0.00 $6,154
Ginnie Mae REMIC Trust 2007-018 FD 4.06693% 20-APR-2037, 4.31%, 04/20/37 GNR 2007-18 38375JC86 - 6,195 $6,088 $6,088 0.00 $6,075
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,373 $6,059 $6,059 0.00 $6,043
Ginnie Mae REMIC Trust 2010-006 FG 4.57599% 16-JAN-2040, 4.58%, 01/16/40 GNR 2010-6 38376TSC7 - 5,803 $5,770 $5,770 0.00 $5,754
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,580 $5,296 $5,296 0.00 $5,282
Fannie Mae REMIC Trust 2002-16 VF 4.30767% 25-APR-2032, 4.35%, 04/25/32 FNR 2002-16 31392CWW0 - 5,202 $5,220 $5,220 0.00 $5,212
Fannie Mae REMIC Trust 2010-95 FB 4.15767% 25-SEP-2040, 4.20%, 09/25/40 FNR 2010-95 31398NEX8 - 4,560 $4,553 $4,553 0.00 $4,546
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - $4,113 $4,113 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05098% 15-AUG-2040, 4.06%, 08/15/40 FHR 3738 3137GAYQ4 - 1,407 $1,410 $1,410 0.00 $1,407
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,013 $874 $874 0.00 $871
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25098% 15-JUL-2032, 4.26%, 07/15/32 FHR 2469 31392RC58 - 489.00 $490 $490 0.00 $489
Ginnie Mae REMIC Trust 2010-125 VF 4.11693% 20-JUN-2040, 4.36%, 06/20/40 GNR 2010-125 38377JYJ6 - 275.00 $275 $275 0.00 $275
Ginnie Mae REMIC Trust 1999-27 FE 4.37599% 16-AUG-2029, 4.38%, 08/16/29 GNR 1999-27 3837H2WA3 - 104.00 $104 $104 0.00 $104
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -1,891 $-198,939,109 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -3,813 $-398,458,500 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 1,626 $168,418,031 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -306.00 $-31,661,438 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 881.00 $179,434,923 $0 0.00 $0
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/12/26 FNCL 01F0506B7 - -380,266,227 $-351,366,374 $-351,366,374 -5.63 $-351,366,374
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/12/26 FNCL 01F0426B4 - -532,090,096 $-476,758,047 $-476,758,047 -7.63 $-476,758,047
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - -1,145,750,370 $-1,090,748,623 $-1,090,748,623 -17.46 $-1,090,748,623
SEGREGATED CASH SEGCASH $0.00 136,902,228 $136,902,228 $136,902,228 2.19 $136,902,228
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -1,986,245,701 $-1,986,245,701 $-1,986,245,701 -31.80 $-1,986,245,701
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $325,499,788 $0 0.00 $0

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