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To US Financial Professionals servicing non-US persons

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of March 3, 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% March Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - 1,384,437,894 $1,188,092,759 $1,188,092,759 17.53 $1,188,092,759
GNMA II TBA 30yr 2.5% March Delivery, 2.50%, 03/19/26 G2SF 21H022630 - - 727,391,414 $636,492,946 $636,492,946 9.40 $636,492,946
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 502,748,354 $450,703,844 $450,703,844 6.66 $450,703,844
GNMA II TBA 30yr 5% March Delivery, 5.00%, 03/19/26 G2SF 21H050631 - - 377,689,194 $377,893,146 $377,893,146 5.58 $377,893,146
UMBS TBA 30yr 2% March Delivery, 2.00%, 03/12/26 FNCL 01F020638 - - 369,488,255 $303,188,022 $303,188,022 4.48 $303,188,022
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/12/26 FNCL 01F060634 - - 282,272,985 $289,250,773 $289,250,773 4.28 $289,250,773
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 180,319,508 $185,324,090 $185,324,090 2.74 $184,414,979
GNMA II TBA 30yr 5.5% March Delivery, 5.50%, 03/19/26 G2SF 21H052637 - - 168,601,000 $170,538,225 $170,538,225 2.52 $170,538,225
GNMA II TBA 30yr 3% March Delivery, 3.00%, 03/19/26 G2SF 21H030633 - - 186,578,962 $169,643,376 $169,643,376 2.51 $169,643,376
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 162,615,000 $151,911,681 $151,911,681 2.25 $151,911,681
Fannie Mae REMIC Trust 2025-12 FC 4.79728% 25-MAR-2055, 4.77%, 03/25/55 FNR 2025-12 3136BVFC7 - - 147,955,514 $149,135,486 $149,135,486 2.21 $148,959,152
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 130,558,700 $132,761,019 $132,761,019 1.96 $132,162,625
GNMA II TBA 30yr 3.5% March Delivery, 3.50%, 03/19/26 G2SF 21H032639 - - 135,399,377 $126,196,146 $126,196,146 1.86 $126,196,146
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,025,491 $121,968,247 $121,968,247 1.80 $121,324,607
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 115,880,873 $116,141,761 $116,141,761 1.71 $115,663,752
GNMA II TBA 30yr 4.5% March Delivery, 4.50%, 03/19/26 G2SF 21H042638 - - 116,624,488 $114,478,014 $114,478,014 1.69 $114,478,014
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - - 110,795,592 $112,664,539 $112,664,539 1.66 $112,156,725
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 110,969,340 $108,311,618 $108,311,618 1.60 $107,904,730
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 104,789,291 $102,279,581 $102,279,581 1.51 $101,895,354
GNMA II TBA 30yr 4% March Delivery, 4.00%, 03/19/26 G2SF 21H040632 - - 104,502,688 $99,769,030 $99,769,030 1.47 $99,769,030
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/12/26 FNCL 01F062630 - - 92,975,000 $96,449,476 $96,449,476 1.42 $96,449,476
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 85,979,712 $89,517,058 $89,517,058 1.32 $89,044,170
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140W5BX1 - - 88,157,332 $89,495,730 $89,495,730 1.32 $89,458,998
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 84,462,925 $87,948,259 $87,948,259 1.30 $87,522,425
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 81,488,993 $81,672,452 $81,672,452 1.20 $81,336,310
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,185,172 $78,084,835 $78,084,835 1.15 $77,705,776
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 79,650,026 $77,769,833 $77,769,833 1.15 $77,477,783
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 74,633,621 $77,512,012 $77,512,012 1.14 $77,135,734
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 68,355,690 $70,869,817 $70,869,817 1.05 $70,525,190
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 67,366,489 $69,950,165 $69,950,165 1.03 $69,610,526
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 64,119,833 $66,611,651 $66,611,651 0.98 $66,258,992
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 65,500,000 $65,514,410 $65,514,410 0.97 $65,514,410
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - 60,997,300 $61,999,603 $61,999,603 0.91 $61,897,941
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 56,777,497 $58,749,280 $58,749,280 0.87 $58,463,027
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 53,813,484 $56,576,970 $56,576,970 0.83 $56,256,332
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - - 55,641,234 $56,555,527 $56,555,527 0.83 $56,462,791
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,057,213 $51,918,467 $51,918,467 0.77 $51,684,455
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 49,930,067 $51,709,026 $51,709,026 0.76 $51,457,295
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 49,927,383 $50,769,579 $50,769,579 0.75 $50,540,745
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,412,189 $50,747,849 $50,747,849 0.75 $50,516,793
Fannie Mae REMIC Trust 2025-9 FA 4.86721% 25-MAR-2055, 4.87%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,404,968 $49,872,013 $49,872,013 0.74 $49,811,896
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 46,871,612 $48,830,760 $48,830,760 0.72 $48,594,449
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - - 46,651,341 $48,347,700 $48,347,700 0.71 $48,112,500
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,574,429 $47,475,578 $47,475,578 0.70 $47,262,112
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - - 46,437,195 $47,335,690 $47,335,690 0.70 $47,122,853
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.41721% 25-FEB-2042, 7.42%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 45,174,272 $46,365,412 $46,365,412 0.68 $46,300,260
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - - 45,279,880 $46,123,148 $46,123,148 0.68 $45,915,615
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,294,932 $45,839,560 $45,839,560 0.68 $45,616,240
FHLMC 30yr Pool#SL4015 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427RN97 - - 42,661,411 $43,869,274 $43,869,274 0.65 $43,654,189
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - - 42,485,476 $43,153,219 $43,153,219 0.64 $43,135,516
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 41,794,062 $43,130,712 $43,130,712 0.64 $42,920,000
Fannie Mae Pool|5|11/01/2055, 5.00%, 11/01/55 FN 3140W3Y94 - - 42,355,710 $42,969,093 $42,969,093 0.63 $42,904,382
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,070,746 $40,934,297 $40,934,297 0.60 $40,824,135
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 39,954,231 $39,951,901 $39,951,901 0.59 $39,787,090
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 39,741,841 $39,363,723 $39,363,723 0.58 $39,218,003
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,502,164 $38,959,570 $38,959,570 0.57 $38,753,308
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 37,104,294 $37,671,412 $37,671,412 0.56 $37,610,701
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,380,785 $37,519,887 $37,519,887 0.55 $37,379,157
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 35,729,253 $37,140,776 $37,140,776 0.55 $36,944,265
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,455,728 $37,041,808 $37,041,808 0.55 $36,904,470
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,405,774 $36,965,262 $36,965,262 0.55 $36,865,791
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,609,187 $35,870,577 $35,870,577 0.53 $35,696,089
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,733,083 $35,860,240 $35,860,240 0.53 $35,725,552
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - - 34,174,007 $35,477,008 $35,477,008 0.52 $35,304,714
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 32,716,128 $33,987,539 $33,987,539 0.50 $33,807,600
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,167,448 $33,350,569 $33,350,569 0.49 $33,188,391
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 31,806,154 $33,031,313 $33,031,313 0.49 $32,856,379
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,143,393 $32,310,301 $32,310,301 0.48 $32,153,286
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 31,734,023 $31,739,052 $31,739,052 0.47 $31,608,149
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,792,878 $30,965,244 $30,965,244 0.46 $30,815,039
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,620,807 $30,878,869 $30,878,869 0.46 $30,729,531
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,023,188 $30,718,607 $30,718,607 0.45 $30,612,658
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,539,118 $30,684,215 $30,684,215 0.45 $30,521,750
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 29,922,662 $30,427,410 $30,427,410 0.45 $30,290,264
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,041,469 $30,241,494 $30,241,494 0.45 $30,103,804
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - - 29,602,971 $30,130,154 $30,130,154 0.44 $29,994,474
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.91721% 25-MAR-2042, 8.92%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 28,504,473 $29,708,719 $29,708,719 0.44 $29,659,295
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,293,309 $29,480,578 $29,480,578 0.43 $29,359,743
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,049,157 $29,335,135 $29,335,135 0.43 $29,224,955
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 28,964,705 $28,969,296 $28,969,296 0.43 $28,849,817
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 28,971,616 $28,289,983 $28,289,983 0.42 $28,183,753
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,256,882 $27,998,053 $27,998,053 0.41 $27,860,633
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,526,088 $27,530,451 $27,530,451 0.41 $27,416,906
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 25,907,705 $25,911,811 $25,911,811 0.38 $25,804,942
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 25,409,085 $25,635,051 $25,635,051 0.38 $25,588,057
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $25,110,028 $25,110,028 0.37 $25,058,368
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,584,657 $25,075,505 $25,075,505 0.37 $24,962,825
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 23,980,979 $24,977,682 $24,977,682 0.37 $24,856,778
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.76721% 25-SEP-2041, 5.77%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 23,964,288 $24,144,116 $24,144,116 0.36 $24,117,243
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,670,441 $23,674,193 $23,674,193 0.35 $23,576,552
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.31721% 25-FEB-2045, 5.32%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,119,969 $23,119,969 0.34 $23,096,127
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 22,930,234 $23,089,134 $23,089,134 0.34 $22,973,527
FHLMC 30yr Pool#TA4415 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,363,662 $22,512,566 $22,512,566 0.33 $22,410,066
Fannie Mae Pool|5.5|01/01/2056, 5.50%, 01/01/56 FN 3140W42U0 - - 21,676,594 $22,456,321 $22,456,321 0.33 $22,419,892
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,611,681 $22,070,130 $22,070,130 0.33 $21,987,221
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - - 21,561,780 $21,978,970 $21,978,970 0.32 $21,880,145
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 20,726,013 $21,790,357 $21,790,357 0.32 $21,666,864
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,146,132 $21,786,206 $21,786,206 0.32 $21,701,958
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 20,646,664 $21,706,933 $21,706,933 0.32 $21,583,913
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,305,167 $21,688,920 $21,688,920 0.32 $21,661,300
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,553,134 $21,553,134 0.32 $21,108,399
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,048,351 $21,520,292 $21,520,292 0.32 $21,439,448
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 20,642,394 $21,471,277 $21,471,277 0.32 $21,367,205
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 21,938,187 $21,446,103 $21,446,103 0.32 $21,365,663
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.16721% 25-OCT-2041, 11.17%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $20,897,657 $20,897,657 0.31 $20,658,233
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.41721% 25-JUN-2042, 10.42%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,321,656 $20,736,218 $20,736,218 0.31 $20,697,080
RCKT Mortgage Trust 2026-CES2|5.255|02/01/2056, 5.25%, 02/01/56 RCKT 2026-CES2 74940EAD9 - - 20,600,000 $20,689,815 $20,689,815 0.31 $20,590,583
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,115,405 $20,662,384 $20,662,384 0.30 $20,560,969
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,661,954 $20,477,229 $20,477,229 0.30 $20,407,730
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,658,372 $20,427,927 $20,427,927 0.30 $20,328,816
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,001,803 $20,365,499 $20,365,499 0.30 $20,288,493
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 20,779,666 $20,313,569 $20,313,569 0.30 $20,237,377
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,544,339 $20,045,832 $20,045,832 0.30 $19,976,710
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,538,625 $20,027,135 $20,027,135 0.30 $20,009,164
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 19,819,501 $19,933,277 $19,933,277 0.29 $19,838,132
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,439,822 $19,478,298 $19,478,298 0.29 $19,389,252
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 19,669,887 $19,275,260 $19,275,260 0.28 $19,258,049
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,230,345 $19,154,953 $19,154,953 0.28 $19,084,442
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,609,980 $19,140,320 $19,140,320 0.28 $19,068,417
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,315,807 $18,920,235 $18,920,235 0.28 $18,827,893
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - 18,588,247 $18,591,193 $18,591,193 0.27 $18,514,517
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $18,492,727 $18,492,727 0.27 $18,258,870
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,865,512 $18,418,706 $18,418,706 0.27 $18,349,533
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,640,959 $18,309,833 $18,309,833 0.27 $18,220,893
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 17,995,557 $18,208,452 $18,208,452 0.27 $18,125,973
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,887,125 $17,889,960 $17,889,960 0.26 $17,816,176
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 17,130,065 $17,177,119 $17,177,119 0.25 $17,137,975
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,296,039 $16,929,097 $16,929,097 0.25 $16,839,469
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 16,731,173 $16,801,926 $16,801,926 0.25 $16,732,909
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 16,961,382 $16,551,106 $16,551,106 0.24 $16,488,914
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,511,716 $16,351,650 $16,351,650 0.24 $16,295,467
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - - 16,095,871 $16,198,770 $16,198,770 0.24 $16,132,375
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - - 16,014,217 $16,175,099 $16,175,099 0.24 $16,099,830
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,873,927 $16,054,656 $16,054,656 0.24 $16,011,403
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.21% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 15,910,743 $15,902,391 $15,902,391 0.23 $15,886,230
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.91721% 25-MAY-2042, 8.92%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $15,820,603 $15,820,603 0.23 $15,794,507
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,793,288 $15,793,288 0.23 $15,776,586
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,656,272 $15,656,272 0.23 $15,631,149
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 15,216,666 $15,439,517 $15,439,517 0.23 $15,335,753
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 14,817,924 $15,393,776 $15,393,776 0.23 $15,312,278
Saluda Grade Alternative Mortgage Trust 2026-RTL7|5.749|03/25/2031, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - - 15,370,000 $15,363,941 $15,363,941 0.23 $15,356,577
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,515,924 $15,068,324 $15,068,324 0.22 $14,988,486
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,461,305 $15,011,626 $15,011,626 0.22 $14,932,089
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,055,008 $14,841,894 $14,841,894 0.22 $14,786,693
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,128,953 $14,336,949 $14,336,949 0.21 $14,268,953
RCKT Mortgage Trust 2026-CES2|5.055|02/01/2056, 5.05%, 02/01/56 RCKT 2026-CES2 74940EAC1 - - 14,268,000 $14,324,708 $14,324,708 0.21 $14,258,594
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - - 14,236,754 $14,296,959 $14,296,959 0.21 $14,238,232
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,750,270 $14,118,093 $14,118,093 0.21 $14,048,769
BMP Commercial Mortgage Trust 2024-MF23 A 5.03159% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,028,340 $14,028,340 0.21 $13,995,076
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,418,220 $13,945,986 $13,945,986 0.21 $13,878,336
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,407,827 $13,924,926 $13,924,926 0.21 $13,857,329
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 13,959,645 $13,735,640 $13,735,640 0.20 $13,723,425
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 13,913,711 $13,718,568 $13,718,568 0.20 $13,666,275
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,097,976 $13,606,988 $13,606,988 0.20 $13,534,950
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 12,996,763 $13,346,942 $13,346,942 0.20 $13,281,416
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03821% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 12,866,419 $13,209,024 $13,209,024 0.19 $13,193,917
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,193,130 $13,193,130 0.19 $13,159,106
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 12,967,882 $12,967,125 $12,967,125 0.19 $12,913,633
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,263,166 $12,739,736 $12,739,736 0.19 $12,672,289
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,565,890 $12,738,498 $12,738,498 0.19 $12,711,905
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,119,326 $12,590,306 $12,590,306 0.19 $12,523,649
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,655,269 $12,545,614 $12,545,614 0.18 $12,497,472
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,510,131 $12,512,114 $12,512,114 0.18 $12,460,509
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 11,973,895 $12,439,223 $12,439,223 0.18 $12,373,366
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,598,651 $12,423,400 $12,423,400 0.18 $12,389,944
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,658,222 $12,145,340 $12,145,340 0.18 $12,086,563
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,424,927 $12,127,350 $12,127,350 0.18 $12,081,792
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,505,815 $11,952,953 $11,952,953 0.18 $11,889,671
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 11,903,761 $11,926,671 $11,926,671 0.18 $11,872,461
FNMA 30yr Pool#DG1554 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,797,617 $11,876,169 $11,876,169 0.18 $11,822,097
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 11,690,288 $11,828,077 $11,828,077 0.17 $11,768,056
FHLMC 30yr Pool#TA5410 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 3142JUAL4 - - 11,705,927 $11,783,869 $11,783,869 0.17 $11,730,217
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,678,806 $11,756,567 $11,756,567 0.17 $11,703,040
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,172,022 $11,606,188 $11,606,188 0.17 $11,544,742
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,467,111 $11,603,859 $11,603,859 0.17 $11,563,860
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,364,897 $11,499,637 $11,499,637 0.17 $11,440,162
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,377,028 $11,466,900 $11,466,900 0.17 $11,412,159
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,820,303 $11,333,626 $11,333,626 0.17 $11,274,115
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,004,486 $11,300,929 $11,300,929 0.17 $11,245,448
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,793,035 $11,082,045 $11,082,045 0.16 $11,027,630
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,026,924 $11,060,484 $11,060,484 0.16 $11,042,930
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.66721% 25-SEP-2042, 10.67%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $10,984,370 $10,984,370 0.16 $10,963,628
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 10,981,918 $10,981,278 $10,981,278 0.16 $10,935,977
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,388,133 $10,925,608 $10,925,608 0.16 $10,863,712
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,742,572 $10,744,275 $10,744,275 0.16 $10,699,962
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,682,254 $10,683,947 $10,683,947 0.16 $10,639,882
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - - 10,241,089 $10,636,057 $10,636,057 0.16 $10,584,425
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,496,677 $10,496,677 0.15 $10,482,337
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,871,225 $10,176,735 $10,176,735 0.15 $10,126,967
Connecticut Avenue Securities Trust 2022-R02 2B2 11.31721% 25-JAN-2042, 11.32%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,152,771 $10,152,771 0.15 $10,131,564
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,044,701 $10,132,145 $10,132,145 0.15 $10,106,465
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,716,074 $10,093,659 $10,093,659 0.15 $10,040,221
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,337,086 $10,089,512 $10,089,512 0.15 $10,051,610
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,034,241 $10,034,241 0.15 $10,017,060
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140U5ZY5 - - 9,902,885 $9,968,821 $9,968,821 0.15 $9,923,433
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 9,872,124 $9,901,346 $9,901,346 0.15 $9,855,393
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,348,845 $9,832,548 $9,832,548 0.14 $9,776,845
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 9,791,601 $9,828,054 $9,828,054 0.14 $9,800,975
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.41721% 25-SEP-2042, 9.42%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 9,166,000 $9,805,627 $9,805,627 0.14 $9,788,843
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,372,182 $9,728,838 $9,728,838 0.14 $9,677,291
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,740,403 $9,724,722 $9,724,722 0.14 $9,684,543
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,077,240 $9,592,944 $9,592,944 0.14 $9,560,612
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,563,573 $9,563,573 0.14 $9,250,331
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - - 9,418,000 $9,414,732 $9,414,732 0.14 $9,409,436
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,346,781 $9,346,781 0.14 $9,333,374
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,279,360 $9,279,360 0.14 $9,269,882
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,191,949 $9,139,441 $9,139,441 0.13 $9,129,100
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,872,996 $9,112,066 $9,112,066 0.13 $9,067,331
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 8,798,835 $8,925,799 $8,925,799 0.13 $8,880,567
Freddie Mac Multiclass Certificates, Series 5164 FA 3.94728% 25-NOV-2051, 3.92%, 11/25/51 FHR 5164 3137H3PY2 - - 9,594,188 $8,885,220 $8,885,220 0.13 $8,875,825
FNMA 30yr Pool#DG0913 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,519,479 $8,576,204 $8,576,204 0.13 $8,537,157
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,340,247 $8,481,973 $8,481,973 0.13 $8,462,016
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,149,521 $8,461,464 $8,461,464 0.12 $8,420,377
Connecticut Avenue Securities Trust 2022-R01 1B2 9.66721% 25-DEC-2041, 9.67%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,404,064 $8,404,064 0.12 $8,388,808
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,079,735 $8,393,729 $8,393,729 0.12 $8,349,291
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 8,254,619 $8,341,033 $8,341,033 0.12 $8,282,300
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,207,796 $8,262,446 $8,262,446 0.12 $8,224,827
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,171,634 $8,256,323 $8,256,323 0.12 $8,213,753
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,064,714 $8,148,270 $8,148,270 0.12 $8,107,773
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,755,151 $8,089,743 $8,089,743 0.12 $8,047,089
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,342,569 $8,061,816 $8,061,816 0.12 $8,038,874
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 7,748,988 $8,043,874 $8,043,874 0.12 $8,001,255
Fannie Mae REMIC Trust 2022-65 FB 4.46721% 25-SEP-2052, 4.47%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 7,945,648 $7,951,407 $7,951,407 0.12 $7,942,533
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,591,166 $7,887,929 $7,887,929 0.12 $7,846,178
Freddie Mac Pool|5|02/01/2056, 5.00%, 02/01/56 FR 3142JVPZ5 - - 7,764,697 $7,816,397 $7,816,397 0.12 $7,780,808
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 7,751,589 $7,787,853 $7,787,853 0.11 $7,762,242
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,553,275 $7,581,383 $7,581,383 0.11 $7,547,871
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,534,517 $7,534,517 0.11 $7,526,955
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,421,691 $7,421,691 0.11 $7,385,662
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,363,345 $7,401,341 $7,401,341 0.11 $7,367,619
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,100,157 $7,292,645 $7,292,645 0.11 $7,256,848
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,167,677 $7,186,875 $7,186,875 0.11 $7,152,413
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 6,942,374 $7,178,847 $7,178,847 0.11 $7,167,479
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 $7,050,723 $7,050,723 0.10 $7,016,895
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,833,323 $7,017,774 $7,017,774 0.10 $6,983,323
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 6,980,213 $7,007,998 $7,007,998 0.10 $6,971,053
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,063,818 $6,974,972 $6,974,972 0.10 $6,967,908
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,897,600 $6,897,600 0.10 $6,887,137
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 6,826,844 $6,870,799 $6,870,799 0.10 $6,837,954
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,556,775 $6,809,339 $6,809,339 0.10 $6,773,277
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,591,156 $6,768,745 $6,768,745 0.10 $6,735,514
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,455,703 $6,708,180 $6,708,180 0.10 $6,675,633
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,407,604 $6,656,616 $6,656,616 0.10 $6,621,374
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,525,026 $6,572,445 $6,572,445 0.10 $6,555,257
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,537,477 $6,537,477 0.10 $6,528,977
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,284,484 $6,452,751 $6,452,751 0.10 $6,421,067
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 6,412,713 $6,426,397 $6,426,397 0.09 $6,418,258
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,137,273 $6,375,779 $6,375,779 0.09 $6,342,024
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,530,783 $6,374,371 $6,374,371 0.09 $6,350,424
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,364,158 $6,364,158 0.09 $6,353,034
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,409,748 $6,363,892 $6,363,892 0.09 $6,340,390
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,265,665 $6,343,152 $6,343,152 0.09 $6,306,825
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,317,673 $6,337,746 $6,337,746 0.09 $6,307,956
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,094,524 $6,331,369 $6,331,369 0.09 $6,297,849
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,299,579 $6,306,724 $6,306,724 0.09 $6,298,849
Connecticut Avenue Securities Trust 2022-R04 1B2 13.16721% 25-MAR-2042, 13.17%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,270,087 $6,270,087 0.09 $6,255,255
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,001,914 $6,235,159 $6,235,159 0.09 $6,202,149
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,890,384 $6,144,521 $6,144,521 0.09 $6,112,124
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,022,797 $6,116,710 $6,116,710 0.09 $6,086,852
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,826,450 $6,113,435 $6,113,435 0.09 $6,081,389
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,787,318 $6,012,224 $6,012,224 0.09 $5,980,394
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,106,037 $5,951,507 $5,951,507 0.09 $5,933,316
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 5,674,984 $5,890,944 $5,890,944 0.09 $5,859,732
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,854,622 $5,855,550 $5,855,550 0.09 $5,831,400
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,619,989 $5,838,392 $5,838,392 0.09 $5,807,482
Connecticut Avenue Securities, Series 2021-R02 2B2 9.86721% 25-NOV-2041, 9.87%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,806,991 $5,806,991 0.09 $5,796,216
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,568,420 $5,780,325 $5,780,325 0.09 $5,749,699
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,611,062 $5,769,142 $5,769,142 0.09 $5,740,853
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.01721% 25-APR-2042, 8.02%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,528,314 $5,729,010 $5,729,010 0.08 $5,720,392
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 5,692,946 $5,717,897 $5,717,897 0.08 $5,710,163
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,823,314 $5,705,491 $5,705,491 0.08 $5,684,138
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 5,597,000 $5,702,408 $5,702,408 0.08 $5,693,061
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,681,115 $5,681,115 0.08 $5,673,386
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,702,719 $5,657,890 $5,657,890 0.08 $5,635,673
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,608,554 $5,614,941 $5,614,941 0.08 $5,608,537
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,717,005 $5,609,707 $5,609,707 0.08 $5,588,744
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,290,072 $5,515,614 $5,515,614 0.08 $5,486,518
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,496,681 $5,487,832 $5,487,832 0.08 $5,465,158
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,396,042 $5,444,035 $5,444,035 0.08 $5,433,633
BX Trust 2021-SDMF A 4.363% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,361,657 $5,361,657 0.08 $5,350,622
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,322,951 $5,322,951 0.08 $5,313,517
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,060,417 $5,197,607 $5,197,607 0.08 $5,172,094
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 5,176,969 $5,194,090 $5,194,090 0.08 $5,166,903
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,930,948 $5,139,344 $5,139,344 0.08 $5,114,484
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 4,997,817 $5,132,476 $5,132,476 0.08 $5,107,278
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 4,929,634 $5,117,230 $5,117,230 0.08 $5,090,117
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 4,919,687 $5,110,876 $5,110,876 0.08 $5,083,817
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,940,009 $5,072,278 $5,072,278 0.07 $5,047,372
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 5,038,000 $5,068,085 $5,068,085 0.07 $5,051,253
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,166,262 $5,050,076 $5,050,076 0.07 $5,031,133
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 5,000,000 $5,033,077 $5,033,077 0.07 $5,008,639
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 4,768,178 $5,019,216 $5,019,216 0.07 $4,990,806
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,788,839 $4,979,734 $4,979,734 0.07 $4,955,590
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 4,810,000 $4,871,458 $4,871,458 0.07 $4,846,196
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,870,491 $4,870,491 0.07 $4,861,468
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,575,915 $4,844,318 $4,844,318 0.07 $4,817,054
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,652,525 $4,836,328 $4,836,328 0.07 $4,810,740
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - 4,804,500 $4,833,028 $4,833,028 0.07 $4,799,997
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - 4,779,074 $4,778,795 $4,778,795 0.07 $4,759,082
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,711,277 $4,734,175 $4,734,175 0.07 $4,714,741
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,528,088 $4,706,975 $4,706,975 0.07 $4,682,070
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,699,898 $4,699,898 0.07 $4,693,768
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,579,144 $4,624,164 $4,624,164 0.07 $4,603,176
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,442,445 $4,619,532 $4,619,532 0.07 $4,597,134
Connecticut Avenue Securities Trust 2022-R07 1M2 8.31721% 25-JUN-2042, 8.32%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,397,000 $4,595,849 $4,595,849 0.07 $4,588,738
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,407,579 $4,575,308 $4,575,308 0.07 $4,551,067
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,664,909 $4,553,184 $4,553,184 0.07 $4,536,080
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,526,647 $4,526,647 0.07 $4,514,939
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,258,853 $4,420,923 $4,420,923 0.07 $4,397,499
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,143,652 $4,304,682 $4,304,682 0.06 $4,281,892
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,107,823 $4,283,042 $4,283,042 0.06 $4,262,332
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,271,931 $4,271,931 0.06 $4,250,636
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,172,572 $4,250,143 $4,250,143 0.06 $4,228,303
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,078,915 $4,202,606 $4,202,606 0.06 $4,182,042
SREIT Commercial Mortgage Trust 2021-MFP B 4.8538% 15-NOV-2038, 4.85%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,200,803 $4,200,803 0.06 $4,191,189
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,014,471 $4,186,252 $4,186,252 0.06 $4,166,012
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.66721% 25-DEC-2041, 10.67%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,000,000 $4,183,087 $4,183,087 0.06 $4,174,791
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - - 4,016,525 $4,176,457 $4,176,457 0.06 $4,156,207
Ginnie Mae REMIC Trust 2023-116 LF 5.003% 20-AUG-2053, 4.96%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,129,032 $4,175,764 $4,175,764 0.06 $4,167,797
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,145,686 $4,174,922 $4,174,922 0.06 $4,154,914
Vista Point Securitization Trust 2026-CES1|5.376|02/25/2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - - 4,169,000 $4,174,497 $4,174,497 0.06 $4,169,516
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,936,469 $4,167,366 $4,167,366 0.06 $4,143,911
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,336,563 $4,129,509 $4,129,509 0.06 $4,115,595
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,113,928 $4,113,928 0.06 $4,108,182
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,941,401 $4,104,825 $4,104,825 0.06 $4,084,954
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 3,940,676 $4,093,818 $4,093,818 0.06 $4,072,144
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,031,237 $4,031,237 0.06 $4,025,998
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 $4,030,904 $4,030,904 0.06 $4,011,024
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 4,000,000 $4,028,535 $4,028,535 0.06 $4,009,534
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 3,922,218 $3,982,320 $3,982,320 0.06 $3,961,071
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,843,371 $3,963,831 $3,963,831 0.06 $3,944,454
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,801,121 $3,951,288 $3,951,288 0.06 $3,930,382
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 3,822,616 $3,949,084 $3,949,084 0.06 $3,835,126
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,423,322 $3,949,060 $3,949,060 0.06 $3,889,952
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,793,787 $3,941,788 $3,941,788 0.06 $3,920,922
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,898,835 $3,898,835 0.06 $3,879,923
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,671,412 $3,861,837 $3,861,837 0.06 $3,839,961
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,944,158 $3,855,688 $3,855,688 0.06 $3,841,227
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,648,216 $3,770,182 $3,770,182 0.06 $3,750,117
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,661,946 $3,760,612 $3,760,612 0.06 $3,742,150
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 3,665,867 $3,675,432 $3,675,432 0.05 $3,671,677
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,522,514 $3,659,405 $3,659,405 0.05 $3,640,031
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,487,302 $3,631,340 $3,631,340 0.05 $3,613,758
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,627,311 $3,627,886 $3,627,886 0.05 $3,612,923
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,348,323 $3,490,534 $3,490,534 0.05 $3,473,652
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,264,251 $3,481,372 $3,481,372 0.05 $3,461,922
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,338,708 $3,470,607 $3,470,607 0.05 $3,452,244
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,466,752 $3,467,301 $3,467,301 0.05 $3,453,001
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,538,116 $3,453,378 $3,453,378 0.05 $3,440,405
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,320,198 $3,449,227 $3,449,227 0.05 $3,430,966
OBX 2026-HE1 Trust|5.15786|02/25/2056, 5.16%, 02/25/56 OBX 2026-HE1 67124BAB1 - - 3,428,000 $3,430,234 $3,430,234 0.05 $3,427,287
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,378,883 $3,418,004 $3,418,004 0.05 $3,400,650
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,287,312 $3,412,410 $3,412,410 0.05 $3,394,330
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,361,464 $3,383,631 $3,383,631 0.05 $3,363,556
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,272,556 $3,382,647 $3,382,647 0.05 $3,366,148
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,424,725 $3,378,125 $3,378,125 0.05 $3,375,128
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,309,904 $3,323,176 $3,323,176 0.05 $3,308,224
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 3,216,543 $3,250,843 $3,250,843 0.05 $3,245,383
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,230,175 $3,236,908 $3,236,908 0.05 $3,213,220
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,311,976 $3,232,654 $3,232,654 0.05 $3,220,510
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,286,998 $3,214,816 $3,214,816 0.05 $3,202,764
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,121,439 $3,204,505 $3,204,505 0.05 $3,188,768
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,075,588 $3,158,942 $3,158,942 0.05 $3,143,436
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,176,040 $3,118,912 $3,118,912 0.05 $3,107,267
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,988,706 $3,106,778 $3,106,778 0.05 $3,090,340
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 5.83%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,055,787 $3,055,787 0.05 $3,007,000
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,050,371 $2,976,586 $2,976,586 0.04 $2,965,401
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,971,924 $2,971,924 0.04 $2,957,980
BX Trust 2021-BXMF C 4.96527% 15-OCT-2038, 4.97%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,962,845 $2,962,845 0.04 $2,955,909
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,768,014 $2,938,421 $2,938,421 0.04 $2,921,928
GWT Commercial Mortgage Trust 2024-WLF2 A 5.35089% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,906,122 $2,906,122 0.04 $2,898,795
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,785,688 $2,873,363 $2,873,363 0.04 $2,859,318
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,930,536 $2,864,803 $2,864,803 0.04 $2,854,057
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,723,808 $2,829,661 $2,829,661 0.04 $2,814,680
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,821,592 $2,822,039 $2,822,039 0.04 $2,810,400
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,680,137 $2,801,353 $2,801,353 0.04 $2,785,384
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.86721% 25-FEB-2050, 4.87%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,849,996 $2,788,115 $2,788,115 0.04 $2,785,401
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,783,346 $2,783,346 0.04 $2,767,974
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,692,999 $2,777,757 $2,777,757 0.04 $2,764,180
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 $2,761,086 $2,761,086 0.04 $2,756,204
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,871,150 $2,731,721 $2,731,721 0.04 $2,722,510
OBX 2026-HE1 Trust|5.30786|02/25/2056, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - - 2,707,000 $2,709,791 $2,709,791 0.04 $2,707,396
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,600,262 $2,699,214 $2,699,214 0.04 $2,684,913
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,570,212 $2,671,751 $2,671,751 0.04 $2,657,615
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,561,515 $2,670,182 $2,670,182 0.04 $2,657,268
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,599,408 $2,668,865 $2,668,865 0.04 $2,655,760
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,587,268 $2,660,300 $2,660,300 0.04 $2,647,256
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.96721% 25-DEC-2031, 4.97%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,623,509 $2,643,769 $2,643,769 0.04 $2,629,665
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,697,849 $2,640,270 $2,640,270 0.04 $2,630,378
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,615,634 $2,623,857 $2,623,857 0.04 $2,611,590
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,604,442 $2,616,911 $2,616,911 0.04 $2,613,492
Vista Point Securitization Trust 2026-CES1|5.226|02/25/2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - - 2,600,000 $2,607,108 $2,607,108 0.04 $2,604,089
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.91721% 25-SEP-2041, 9.92%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,570,268 $2,570,268 0.04 $2,565,439
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,529,008 $2,529,008 0.04 $2,516,850
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,528,901 $2,528,901 0.04 $2,516,970
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,775,057 $2,520,075 $2,520,075 0.04 $2,512,443
BX Trust 2021-BXMF G 7.123513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,505,481 $2,505,481 0.04 $2,481,796
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,172,161 $2,453,143 $2,453,143 0.04 $2,453,143
Fannie Mae Pool|5|03/01/2056, 5.00%, 03/01/56 FN 3140U7EF5 - - 2,434,096 $2,450,303 $2,450,303 0.04 $2,439,147
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,417,617 $2,440,071 $2,440,071 0.04 $2,428,991
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,303,381 $2,422,851 $2,422,851 0.04 $2,409,126
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,343,306 $2,416,750 $2,416,750 0.04 $2,404,936
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,312,763 $2,407,442 $2,407,442 0.04 $2,395,782
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,395,201 $2,395,201 0.04 $2,383,747
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,377,465 $2,380,903 $2,380,903 0.04 $2,369,936
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,285,964 $2,327,518 $2,327,518 0.03 $2,313,682
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,230,412 $2,318,527 $2,318,527 0.03 $2,306,260
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,274,406 $2,316,209 $2,316,209 0.03 $2,308,980
Connecticut Avenue Securities Trust 2022-R08 1M2 7.26721% 25-JUL-2042, 7.27%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,295,095 $2,295,095 0.03 $2,291,958
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,205,338 $2,292,463 $2,292,463 0.03 $2,280,333
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,273,231 $2,258,995 $2,258,995 0.03 $2,256,864
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,107,568 $2,187,771 $2,187,771 0.03 $2,176,179
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,057,518 $2,113,056 $2,113,056 0.03 $2,102,683
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,098,069 $2,047,820 $2,047,820 0.03 $2,040,127
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,087,999 $2,039,619 $2,039,619 0.03 $2,031,963
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,963,142 $2,039,433 $2,039,433 0.03 $2,028,636
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 1,963,992 $2,016,743 $2,016,743 0.03 $2,006,841
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,903,677 $2,001,436 $2,001,436 0.03 $1,990,094
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,973,488 $1,973,373 $1,973,373 0.03 $1,965,232
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 1,926,904 $1,957,365 $1,957,365 0.03 $1,951,648
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,945,305 $1,952,763 $1,952,763 0.03 $1,945,916
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 1,851,212 $1,947,229 $1,947,229 0.03 $1,936,199
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,866,642 $1,941,051 $1,941,051 0.03 $1,931,640
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28821% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,887,240 $1,935,769 $1,935,769 0.03 $1,933,462
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,843,775 $1,916,615 $1,916,615 0.03 $1,906,474
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,834,442 $1,905,732 $1,905,732 0.03 $1,895,643
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,940,930 $1,897,394 $1,897,394 0.03 $1,890,278
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,846,289 $1,892,172 $1,892,172 0.03 $1,889,169
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,795,416 $1,865,189 $1,865,189 0.03 $1,855,314
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,807,109 $1,823,717 $1,823,717 0.03 $1,818,290
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.21721% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,858,672 $1,804,624 $1,804,624 0.03 $1,802,738
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,730,120 $1,804,039 $1,804,039 0.03 $1,798,076
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,714,759 $1,801,292 $1,801,292 0.03 $1,791,075
Connecticut Avenue Securities Trust 2022-R06 1B2 14.26721% 25-MAY-2042, 14.27%, 05/25/42 CAS 2022-R06 20754NAR6 - - 1,596,475 $1,782,133 $1,782,133 0.03 $1,777,704
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,815,686 $1,774,959 $1,774,959 0.03 $1,768,302
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,763,258 $1,723,708 $1,723,708 0.03 $1,717,242
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,713,756 $1,713,756 0.03 $1,705,575
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,744,761 $1,702,557 $1,702,557 0.03 $1,696,160
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,750,642 $1,667,055 $1,667,055 0.02 $1,661,439
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,588,172 $1,659,709 $1,659,709 0.02 $1,650,246
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,650,989 $1,635,296 $1,635,296 0.02 $1,634,015
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.01721% 25-FEB-2050, 5.02%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,674,373 $1,626,835 $1,626,835 0.02 $1,625,202
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,565,540 $1,625,116 $1,625,116 0.02 $1,616,506
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,541,722 $1,611,451 $1,611,451 0.02 $1,602,265
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,631,576 $1,592,500 $1,592,500 0.02 $1,586,517
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,554,128 $1,576,638 $1,576,638 0.02 $1,572,012
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,653,770 $1,574,938 $1,574,938 0.02 $1,569,632
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,509,723 $1,569,366 $1,569,366 0.02 $1,561,062
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,488,187 $1,546,979 $1,546,979 0.02 $1,538,794
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,537,817 $1,504,997 $1,504,997 0.02 $1,499,358
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,494,234 $1,498,950 $1,498,950 0.02 $1,494,967
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,459,845 $1,498,933 $1,498,933 0.02 $1,491,573
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,483,615 $1,450,337 $1,450,337 0.02 $1,444,897
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,475,352 $1,439,665 $1,439,665 0.02 $1,434,256
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,380,132 $1,438,969 $1,438,969 0.02 $1,432,011
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,355,379 $1,391,964 $1,391,964 0.02 $1,385,131
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,386,283 $1,386,503 $1,386,503 0.02 $1,380,784
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,327,178 $1,341,053 $1,341,053 0.02 $1,334,380
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,292,599 $1,336,084 $1,336,084 0.02 $1,329,567
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,299,660 $1,324,400 $1,324,400 0.02 $1,320,068
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,309,321 $1,321,248 $1,321,248 0.02 $1,319,173
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.16721% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,276,774 $1,287,978 $1,287,978 0.02 $1,280,839
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,231,699 $1,286,790 $1,286,790 0.02 $1,279,451
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,253,409 $1,251,392 $1,251,392 0.02 $1,246,221
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,174,273 $1,222,204 $1,222,204 0.02 $1,216,283
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,175,673 $1,215,475 $1,215,475 0.02 $1,209,547
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,230,911 $1,203,229 $1,203,229 0.02 $1,198,716
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,359,152 $1,202,636 $1,202,636 0.02 $1,198,898
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,205,116 $1,176,253 $1,176,253 0.02 $1,171,834
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,172,138 $1,172,138 0.02 $1,166,136
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,196,057 $1,169,229 $1,169,229 0.02 $1,164,843
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,362,789 $1,168,678 $1,168,678 0.02 $1,167,096
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,137,050 $1,164,017 $1,164,017 0.02 $1,158,805
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,123,295 $1,157,442 $1,157,442 0.02 $1,151,779
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,096,755 $1,142,581 $1,142,581 0.02 $1,137,051
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,152,380 $1,124,780 $1,124,780 0.02 $1,120,555
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,216,522 $1,124,413 $1,124,413 0.02 $1,121,068
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.16721% 25-FEB-2042, 12.17%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - - 1,050,000 $1,119,241 $1,119,241 0.02 $1,116,402
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,087,248 $1,066,123 $1,066,123 0.02 $1,062,136
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,050,168 $1,064,125 $1,064,125 0.02 $1,060,362
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,050,999 $1,052,054 $1,052,054 0.02 $1,047,718
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 999,333 $1,026,213 $1,026,213 0.02 $1,021,175
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,023,258 $1,024,284 $1,024,284 0.02 $1,020,063
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,004,999 $1,012,093 $1,012,093 0.01 $1,008,974
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 966,443 $1,010,153 $1,010,153 0.01 $1,004,395
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,014,280 $965,101 $965,101 0.01 $961,847
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,002,328 $953,653 $953,653 0.01 $950,437
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 966,492 $944,813 $944,813 0.01 $941,269
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 917,895 $942,422 $942,422 0.01 $937,794
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 890,109 $927,159 $927,159 0.01 $922,671
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 919,425 $917,945 $917,945 0.01 $914,152
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 889,578 $898,158 $898,158 0.01 $894,698
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 914,965 $894,442 $894,442 0.01 $891,087
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 890,166 $893,453 $893,453 0.01 $889,781
FREMF 2019-KF70 Mortgage Trust C 9.79372% 25-SEP-2029, 9.79%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 890,414 $884,261 $884,261 0.01 $882,566
BX Commercial Mortgage Trust 2021-21M A 4.504% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,553 $863,553 0.01 $861,718
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 795,239 $836,485 $836,485 0.01 $831,747
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 802,037 $833,206 $833,206 0.01 $828,795
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 867,361 $809,551 $809,551 0.01 $807,166
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 794,608 $800,615 $800,615 0.01 $797,906
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 817,442 $800,232 $800,232 0.01 $797,235
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,026 $770,154 $770,154 0.01 $766,423
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 783,344 $731,500 $731,500 0.01 $729,346
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 722,020 $727,215 $727,215 0.01 $722,251
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 722,467 $723,192 $723,192 0.01 $720,212
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 695,334 $716,684 $716,684 0.01 $713,179
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.31721% 25-JAN-2034, 5.32%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 710,505 $714,175 $714,175 0.01 $713,440
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 704,631 $687,555 $687,555 0.01 $684,972
Fannie Mae Pool|5|08/01/2053, 5.00%, 08/01/53 FN 3140QSTW1 - - 655,748 $665,778 $665,778 0.01 $664,776
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 631,125 $656,457 $656,457 0.01 $655,311
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - - 620,000 $632,609 $632,609 0.01 $631,524
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 630,643 $625,153 $625,153 0.01 $622,552
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 644,873 $613,557 $613,557 0.01 $611,488
Connecticut Avenue Securities Trust 2022-R07 1B2 15.66721% 25-JUN-2042, 15.67%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $607,106 $607,106 0.01 $605,473
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 595,855 $601,183 $601,183 0.01 $600,227
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 586,663 $586,628 $586,628 0.01 $584,208
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 590,511 $579,428 $579,428 0.01 $577,263
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 582,900 $573,986 $573,986 0.01 $571,849
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 616,701 $559,590 $559,590 0.01 $558,176
Compass Datacenters Issuer II, Series 2025-1 A2_2501 5.463% 25-MAY-2050, 5.46%, 05/25/50 CMPDC 2025-1A 20469CAB1 - - 500,000 $507,284 $507,284 0.01 $506,602
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 513,601 $504,258 $504,258 0.01 $502,374
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 498,016 $479,696 $479,696 0.01 $478,555
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 496,555 $472,478 $472,478 0.01 $470,885
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $425,508 $425,508 0.01 $418,538
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 433,319 $422,941 $422,941 0.01 $421,352
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 423,414 $403,033 $403,033 0.01 $401,674
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,252 $400,770 $400,770 0.01 $399,103
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 417,196 $387,557 $387,557 0.01 $386,410
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 356,768 $370,632 $370,632 0.01 $368,670
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 385,938 $363,919 $363,919 0.01 $362,681
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 351,982 $344,861 $344,861 0.01 $343,570
Connecticut Avenue Securities Trust 2023-R05 1B1 8.41721% 25-JUN-2043, 8.42%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $336,054 $336,054 0.00 $335,543
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 325,132 $316,124 $316,124 0.00 $314,932
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 310,608 $307,933 $307,933 0.00 $306,652
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 301,479 $294,753 $294,753 0.00 $293,647
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 315,927 $293,236 $293,236 0.00 $292,367
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 297,356 $292,704 $292,704 0.00 $291,614
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 294,468 $287,415 $287,415 0.00 $286,336
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 285,811 $279,400 $279,400 0.00 $278,352
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 302,201 $278,099 $278,099 0.00 $277,268
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 264,936 $264,921 $264,921 0.00 $263,828
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 265,157 $259,210 $259,210 0.00 $258,238
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 268,567 $253,813 $253,813 0.00 $252,952
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,277 $248,858 $248,858 0.00 $247,838
Fannie Mae REMIC Trust 2012-126 SY 0.18824% 25-NOV-2042, 0.22%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $246,222 $246,222 0.00 $246,197
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 231,558 $230,368 $230,368 0.00 $229,731
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,615 $226,625 $226,625 0.00 $225,682
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 225,542 $225,529 $225,529 0.00 $224,598
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 228,447 $222,976 $222,976 0.00 $222,138
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 233,735 $218,266 $218,266 0.00 $217,623
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 220,089 $216,818 $216,818 0.00 $216,011
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 216,365 $210,744 $210,744 0.00 $210,248
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,242 $208,229 $208,229 0.00 $207,370
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 211,039 $205,925 $205,925 0.00 $205,151
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,438 $202,426 $202,426 0.00 $201,591
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 189,672 $177,119 $177,119 0.00 $176,597
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,060 $174,175 $174,175 0.00 $173,656
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,414 $171,404 $171,404 0.00 $170,696
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,003 $170,748 $170,748 0.00 $170,042
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,411 $162,402 $162,402 0.00 $161,732
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 160,920 $159,519 $159,519 0.00 $158,855
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 155,731 $155,888 $155,888 0.00 $155,245
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 157,322 $153,793 $153,793 0.00 $153,216
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 161,454 $151,035 $151,035 0.00 $150,591
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 151,666 $148,264 $148,264 0.00 $147,708
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,710 $134,529 $134,529 0.00 $133,969
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 141,443 $132,315 $132,315 0.00 $131,926
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,287 $129,420 $129,420 0.00 $128,920
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,465 $127,347 $127,347 0.00 $126,817
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 125,745 $125,137 $125,137 0.00 $124,618
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,336 $125,040 $125,040 0.00 $124,558
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 128,319 $119,341 $119,341 0.00 $118,989
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,772 $110,639 $110,639 0.00 $110,182
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,708 $106,780 $106,780 0.00 $106,336
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 111,201 $106,648 $106,648 0.00 $106,291
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,508 $105,502 $105,502 0.00 $105,067
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,218 $103,449 $103,449 0.00 $103,063
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 103,161 $98,937 $98,937 0.00 $98,606
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,358 $89,372 $89,372 0.00 $89,004
Fannie Mae REMIC Trust 2013-130 FN 4.13169% 25-OCT-2042, 4.13%, 10/25/42 FNR 2013-130 3136AHG53 - - 85,546 $85,182 $85,182 0.00 $85,094
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,204 $78,750 $78,750 0.00 $78,396
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 81,925 $73,768 $73,768 0.00 $73,542
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 75,799 $70,354 $70,354 0.00 $70,146
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 70,893 $65,137 $65,137 0.00 $64,942
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 69,228 $65,059 $65,059 0.00 $64,805
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,276 $60,509 $60,509 0.00 $60,329
Fannie Mae REMIC Trust 2010-109 BS 13.24697% 25-OCT-2040, 13.25%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $59,450 $59,450 0.00 $58,954
Fannie Mae REMIC Trust 2006-20 GF 4.16176% 25-APR-2036, 4.13%, 04/25/36 FNR 2006-20 31395BU43 - - 52,007 $51,877 $51,877 0.00 $51,823
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 50,756 $49,890 $49,890 0.00 $49,750
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 45,583 $45,022 $45,022 0.00 $44,896
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,622 $42,620 $42,620 0.00 $42,444
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 42,668 $41,636 $41,636 0.00 $41,518
Freddie Mac Multiclass Certificates, Series 3380 FM 4.41183% 15-OCT-2037, 4.36%, 10/15/37 FHR 3380 31397KTJ0 - - 40,332 $40,536 $40,536 0.00 $40,443
Freddie Mac Multiclass Certificates, Series 3721 FB 4.32183% 15-SEP-2040, 4.27%, 09/15/40 FHR 3721 3137GAD20 - - 40,071 $40,178 $40,178 0.00 $40,087
Ginnie Mae REMIC Trust 2008-013 FB 4.28984% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,146 $38,240 $38,240 0.00 $38,177
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,295 $34,579 $34,579 0.00 $34,462
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,135 $31,420 $31,420 0.00 $31,332
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 29,988 $29,458 $29,458 0.00 $29,376
Ginnie Mae REMIC Trust 2007-040 FG 4.10172% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,080 $28,972 $28,972 0.00 $28,925
Ginnie Mae REMIC Trust 2004-069 CF 4.18984% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - - 24,692 $24,699 $24,699 0.00 $24,659
Ginnie Mae REMIC Trust 2007-059 FA 4.28172% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,142 $23,196 $23,196 0.00 $23,158
Fannie Mae REMIC Trust 2013-2 QF 4.31176% 25-FEB-2043, 4.28%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,101 $23,123 $23,123 0.00 $23,098
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,517 $22,783 $22,783 0.00 $22,690
Ginnie Mae REMIC Trust 2010-133 FD 4.20413% 16-OCT-2040, 4.20%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,351 $20,400 $20,400 0.00 $20,357
Ginnie Mae REMIC Trust 2008-016 FC 4.28984% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - - 18,502 $18,549 $18,549 0.00 $18,518
Ginnie Mae REMIC Trust 2007-037 FW 4.09172% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,372 $18,294 $18,294 0.00 $18,265
Ginnie Mae REMIC Trust 2004-059 FP 4.07413% 16-AUG-2034, 4.07%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,407 $17,411 $17,411 0.00 $17,375
Ginnie Mae REMIC Trust 2005-065 FA 3.93984% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - - 17,507 $17,361 $17,361 0.00 $17,335
Freddie Mac Multiclass Certificates, Series 2426 FL 4.47183% 15-MAR-2032, 4.42%, 03/15/32 FHR 2426 31339W7G5 - - 15,730 $15,827 $15,827 0.00 $15,790
Fannie Mae REMIC Trust 2002-53 FK 4.21176% 25-APR-2032, 4.18%, 04/25/32 FNR 2002-53 31392EHN3 - - 15,431 $15,431 $15,431 0.00 $15,415
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,530 $15,323 $15,323 0.00 $15,278
Ginnie Mae REMIC Trust 2005-048 AF 3.98172% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - - 14,871 $14,778 $14,778 0.00 $14,755
Connecticut Avenue Securities, Series 2021-R03 1M1 4.51721% 25-DEC-2041, 4.52%, 12/25/41 CAS 2021-R03 20754AAA1 - - 13,600 $13,615 $13,615 0.00 $13,603
Fannie Mae REMIC Trust 2005-83 KT 4.11176% 25-OCT-2035, 4.08%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,248 $13,194 $13,194 0.00 $13,181
Fannie Mae REMIC Trust 2007-89 GF 4.33176% 25-SEP-2037, 4.30%, 09/25/37 FNR 2007-89 31396XPM0 - - 12,602 $12,640 $12,640 0.00 $12,626
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,259 $11,355 $11,355 0.00 $11,322
Freddie Mac Multiclass Certificates, Series 2551 FD 4.22183% 15-JAN-2033, 4.17%, 01/15/33 FHR 2551 31393JAZ1 - - 11,249 $11,262 $11,262 0.00 $11,238
Ginnie Mae REMIC Trust 2012-075 FP 4.08172% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,561 $10,604 $10,604 0.00 $10,587
Ginnie Mae REMIC Trust 2007-061 FA 4.28984% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,399 $9,421 $9,421 0.00 $9,406
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,929 $9,099 $9,099 0.00 $9,058
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.17183% 15-FEB-2032, 4.12%, 02/15/32 FHR 2410 31339NJN7 - - 8,717 $8,722 $8,722 0.00 $8,703
Fannie Mae REMIC Trust 2010-123 FL 4.24176% 25-NOV-2040, 4.21%, 11/25/40 FNR 2010-123 31398N2W3 - - 8,652 $8,656 $8,656 0.00 $8,647
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,619 $8,401 $8,401 0.00 $8,381
Freddie Mac Multiclass Certificates, Series 3028 FM 4.07183% 15-SEP-2035, 4.02%, 09/15/35 FHR 3028 31396AFB5 - - 7,638 $7,637 $7,637 0.00 $7,621
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,636 $7,441 $7,441 0.00 $7,424
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,632 $7,440 $7,440 0.00 $7,422
Fannie Mae REMIC Trust 2003-87 FG 4.31176% 25-SEP-2033, 4.28%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,358 $7,382 $7,382 0.00 $7,374
Fannie Mae REMIC Trust 2012-100 FG 4.21176% 25-SEP-2042, 4.18%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,369 $7,354 $7,354 0.00 $7,346
Ginnie Mae REMIC Trust 2007-018 FD 4.08984% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - - 6,794 $6,760 $6,760 0.00 $6,749
Ginnie Mae REMIC Trust 2010-006 FG 4.37413% 16-JAN-2040, 4.37%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,523 $6,566 $6,566 0.00 $6,552
Fannie Mae REMIC Trust 2002-16 VF 4.36176% 25-APR-2032, 4.33%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,459 $6,478 $6,478 0.00 $6,471
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,546 $6,372 $6,372 0.00 $6,357
Fannie Mae REMIC Trust 2010-95 FB 4.21176% 25-SEP-2040, 4.18%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,522 $5,524 $5,524 0.00 $5,518
Freddie Mac Multiclass Certificates, Series 3738 FD 4.12183% 15-AUG-2040, 4.07%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,294 $5,304 $5,304 0.00 $5,292
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,349 $4,349 $4,349 0.00 $4,331
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,621 $1,505 $1,505 0.00 $1,500
Ginnie Mae REMIC Trust 1999-27 FE 4.17413% 16-AUG-2029, 4.17%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,212 $1,215 $1,215 0.00 $1,212
Freddie Mac Multiclass Certificates, Series 2469 FE 4.32183% 15-JUL-2032, 4.27%, 07/15/32 FHR 2469 31392RC58 - - 1,201 $1,203 $1,203 0.00 $1,200
Ginnie Mae REMIC Trust 2010-125 VF 4.13172% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - - 331.00 $331 $331 0.00 $330
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 2,035 $222,991,484 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 4,171 $870,728,834 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -668.00 $-80,347,875 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -929.00 $-107,618,844 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -1,578 $-178,338,656 $0 0.00 $0
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - -354,858,314 $-348,481,155 $-348,481,155 -5.14 $-348,481,155
UMBS TBA 30yr 5.5% March Delivery, 5.50%, 03/12/26 FNCL 01F052631 - - -469,657,479 $-476,129,359 $-476,129,359 -7.02 $-476,129,359
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - -543,048,893 $-523,645,756 $-523,645,756 -7.72 $-523,645,756
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - -714,283,400 $-714,440,542 $-714,440,542 -10.53 $-714,440,542
SEGREGATED CASH SEGCASH - $0.00 8,650,144 $8,650,144 $8,650,144 0.13 $8,650,144
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,304,177,095 $-2,304,177,095 $-2,304,177,095 -33.98 $-2,304,177,095

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