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To US Financial Professionals servicing non-US persons

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of January 23, 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% February Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - 1,518,344,894 $1,286,407,083 $1,286,407,083 17.81 $1,286,407,083
GNMA II TBA 30yr 2.5% February Delivery, 2.50%, 02/19/26 G2SF 21H022622 - - 740,243,414 $639,952,275 $639,952,275 8.87 $639,952,275
UMBS TBA 30yr 3% February Delivery, 3.00%, 02/12/26 FNCL 01F030629 - - 596,080,032 $527,014,623 $527,014,623 7.30 $527,014,623
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - 415,392,500 $424,950,681 $424,950,681 5.89 $424,950,681
GNMA II TBA 30yr 5% February Delivery, 5.00%, 02/19/26 G2SF 21H050623 - - 411,201,194 $410,447,462 $410,447,462 5.69 $410,447,462
UMBS TBA 30yr 2% February Delivery, 2.00%, 02/12/26 FNCL 01F020620 - - 402,248,255 $325,819,880 $325,819,880 4.52 $325,819,880
FNMA 30yr Pool#CB9430 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140QVPQ1 - - 182,782,552 $190,530,421 $190,530,421 2.65 $186,527,420
GNMA II TBA 30yr 5.5% February Delivery, 5.50%, 02/19/26 G2SF 21H052629 - - 183,586,000 $185,344,754 $185,344,754 2.58 $185,344,754
UMBS TBA 30yr 5% February Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - 183,632,000 $183,408,153 $183,408,153 2.55 $183,408,153
GNMA II TBA 30yr 3% February Delivery, 3.00%, 02/19/26 G2SF 21H030625 - - 203,159,962 $182,880,941 $182,880,941 2.54 $182,880,941
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - 182,589,445 $154,615,099 $154,615,099 2.14 $154,615,099
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.97%, 03/25/55 FNR 2025-12 3136BVFC7 - - 150,244,245 $152,040,502 $152,040,502 2.10 $151,390,934
FNMA 30yr Pool#FA2033 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140W2HK0 - - 125,804,161 $135,396,577 $135,396,577 1.87 $129,849,671
GNMA II TBA 30yr 3.5% February Delivery, 3.50%, 02/19/26 G2SF 21H032621 - - 147,859,377 $135,272,108 $135,272,108 1.87 $135,272,108
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - - 131,045,094 $133,608,690 $133,608,690 1.85 $132,382,617
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 148,489,322 $131,173,388 $131,173,388 1.82 $131,173,388
GNMA II TBA 30yr 4.5% February Delivery, 4.50%, 02/19/26 G2SF 21H042620 - - 127,692,488 $124,609,864 $124,609,864 1.72 $124,609,864
FHLMC 30yr Pool#SL3350 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427QWL2 - - 117,847,444 $122,303,521 $122,303,521 1.69 $121,812,490
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - - 117,110,671 $118,433,064 $118,433,064 1.64 $116,590,816
Freddie Mac Pool|5|01/01/2056, 5.00%, 01/01/56 FR 31427RKM1 - - 111,126,768 $112,648,092 $112,648,092 1.56 $112,262,235
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - - 111,948,465 $109,642,018 $109,642,018 1.52 $107,923,456
GNMA II TBA 30yr 4% February Delivery, 4.00%, 02/19/26 G2SF 21H040624 - - 114,954,688 $108,769,781 $108,769,781 1.51 $108,769,781
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - - 105,535,647 $103,419,258 $103,419,258 1.43 $101,741,206
FHLMC 30yr Pool#SD5238 5.500% 01-Apr-2054, 5.50%, 04/01/54 FR 3132DSZB1 - - 97,915,558 $102,191,181 $102,191,181 1.41 $100,523,193
UMBS TBA 30yr 6.5% February Delivery, 6.50%, 02/12/26 FNCL 01F062622 - - 92,975,000 $96,239,352 $96,239,352 1.33 $96,239,352
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - - 85,831,015 $90,140,378 $90,140,378 1.25 $88,533,226
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - - 86,081,507 $89,321,634 $89,321,634 1.24 $88,962,961
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - - 82,161,525 $83,673,915 $83,673,915 1.16 $81,796,810
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - - 75,065,265 $78,636,250 $78,636,250 1.09 $77,337,219
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - - 75,414,925 $78,622,164 $78,622,164 1.09 $77,644,004
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - - 80,242,311 $78,549,526 $78,549,526 1.09 $77,082,213
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - - 69,491,747 $72,689,949 $72,689,949 1.01 $71,528,186
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 78,300,000 $72,119,390 $72,119,390 1.00 $72,119,390
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - - 68,533,007 $71,559,668 $71,559,668 0.99 $70,539,806
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - - 65,485,152 $69,275,782 $69,275,782 0.96 $67,493,029
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - - 57,366,828 $60,381,218 $60,381,218 0.84 $58,970,754
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.62419% 25-FEB-2042, 7.62%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 58,159,745 $60,296,194 $60,296,194 0.83 $59,914,359
FHLMC 30yr Pool#SL2435 6.500% 01-Feb-2055, 6.50%, 02/01/55 FR 31427PV50 - - 55,406,710 $59,976,882 $59,976,882 0.83 $57,757,897
FHLMC 30yr Pool#QX7566 5.500% 01-Mar-2055, 5.50%, 03/01/55 FR 31426DMQ2 - - 55,412,400 $57,191,125 $57,191,125 0.79 $56,530,378
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - - 50,019,624 $52,479,780 $52,479,780 0.73 $51,457,893
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - - 51,304,347 $52,377,346 $52,377,346 0.72 $51,827,989
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - - 50,539,081 $51,512,673 $51,512,673 0.71 $51,054,913
FNMA 30yr Pool#FA3827 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4HD2 - - 50,839,639 $51,372,939 $51,372,939 0.71 $50,878,895
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 5.07%, 03/25/55 FNR 2025-9 3136BVDC9 - - 49,780,873 $50,460,808 $50,460,808 0.70 $50,241,830
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - - 47,026,090 $49,791,801 $49,791,801 0.69 $48,538,433
FNMA 30yr Pool#CB9613 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140QVVF8 - - 47,378,662 $48,830,585 $48,830,585 0.68 $48,349,361
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - 46,847,004 $48,178,542 $48,178,542 0.67 $47,422,437
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - - 44,666,476 $46,840,873 $46,840,873 0.65 $45,903,094
Fannie Mae Pool|5|01/01/2056, 5.00%, 01/01/56 FN 3140W4U47 - - 45,352,320 $45,986,960 $45,986,960 0.64 $45,829,487
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - - 42,496,185 $44,558,782 $44,558,782 0.62 $43,727,309
FNMA 30yr Pool#FS8121 4.000% 01-Jul-2052, 4.00%, 07/01/52 FN 3140XQAX5 - - 42,457,688 $41,324,818 $41,324,818 0.57 $40,767,794
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - - 48,290,385 $41,213,101 $41,213,101 0.57 $40,516,729
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - - 37,898,170 $40,481,618 $40,481,618 0.56 $39,059,985
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - 40,213,702 $40,412,039 $40,412,039 0.56 $39,846,529
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - - 40,094,609 $39,886,691 $39,886,691 0.55 $39,226,932
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - - 36,726,321 $39,326,965 $39,326,965 0.54 $37,882,901
FHLMC 30yr Pool#SD6787 4.000% 01-May-2053, 4.00%, 05/01/53 FR 3132DURG4 - - 40,189,593 $39,090,762 $39,090,762 0.54 $38,577,538
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 38,185,108 $38,923,833 $38,923,833 0.54 $38,708,622
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - - 38,677,997 $37,934,688 $37,934,688 0.52 $37,368,262
FHLMC 30yr Pool#SD7344 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVER2 - - 36,754,086 $37,843,078 $37,843,078 0.52 $37,702,698
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - - 37,732,261 $37,500,870 $37,500,870 0.52 $36,859,431
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - - 43,618,480 $36,984,179 $36,984,179 0.51 $36,600,274
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - - 34,978,010 $36,761,833 $36,761,833 0.51 $36,014,173
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - - 34,058,696 $36,473,183 $36,473,183 0.50 $35,102,807
FNMA 30yr Pool#FA2190 4.000% 01-Apr-2053, 4.00%, 04/01/53 FN 3140W2NG2 - - 37,355,525 $36,426,389 $36,426,389 0.50 $35,862,927
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - - 36,976,044 $36,230,187 $36,230,187 0.50 $35,508,429
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - - 32,014,168 $33,927,295 $33,927,295 0.47 $33,009,788
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - - 32,521,810 $33,869,415 $33,869,415 0.47 $33,474,854
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - - 31,595,110 $33,113,957 $33,113,957 0.46 $32,520,285
FNMA 30yr Pool#FA2446 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W2WG2 - - 32,529,436 $32,478,423 $32,478,423 0.45 $32,165,493
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - 32,089,463 $32,179,328 $32,179,328 0.45 $31,809,000
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - - 29,879,697 $31,564,422 $31,564,422 0.44 $30,786,979
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - - 29,574,223 $31,305,126 $31,305,126 0.43 $30,501,172
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - - 30,097,305 $31,076,330 $31,076,330 0.43 $30,404,496
FNMA 30yr Pool#BW7371 5.500% 01-Feb-2053, 5.50%, 02/01/53 FN 3140N0FM2 - - 29,664,329 $30,939,243 $30,939,243 0.43 $30,642,953
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - - 33,057,590 $30,814,453 $30,814,453 0.43 $30,290,949
FHLMC 30yr Pool#TA2617 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 3142JQ4B2 - - 30,079,928 $30,362,927 $30,362,927 0.42 $30,103,154
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - 29,255,836 $29,519,275 $29,519,275 0.41 $29,000,139
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - - 30,214,590 $29,471,322 $29,471,322 0.41 $29,015,344
FNMA 30yr Pool#FS3883 4.500% 01-Feb-2053, 4.50%, 02/01/53 FN 3140XKJ50 - - 29,295,754 $29,446,331 $29,446,331 0.41 $28,991,179
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - - 29,517,381 $29,377,638 $29,377,638 0.41 $29,285,396
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - - 29,199,745 $28,630,950 $28,630,950 0.40 $28,054,314
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - - 27,479,940 $28,574,493 $28,574,493 0.40 $28,043,092
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - 27,794,565 $27,914,594 $27,914,594 0.39 $27,551,639
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.12419% 25-MAR-2042, 9.12%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 25,519,000 $26,899,551 $26,899,551 0.37 $26,699,050
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 26,385,429 $26,797,873 $26,797,873 0.37 $26,629,784
FNMA 30yr Pool#CB4798 5.000% 01-Oct-2052, 5.00%, 10/01/52 FN 3140QQKL8 - - 25,629,909 $26,133,238 $26,133,238 0.36 $25,780,156
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - 24,643,475 $25,314,794 $25,314,794 0.35 $24,962,359
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 23,665,826 $25,087,979 $25,087,979 0.35 $23,685,431
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - - 24,015,809 $25,084,358 $25,084,358 0.35 $24,783,276
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 24,600,000 $24,900,847 $24,900,847 0.34 $24,878,707
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.97419% 25-SEP-2041, 5.97%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 23,964,288 $24,253,741 $24,253,741 0.34 $24,130,458
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - 23,849,834 $24,012,775 $24,012,775 0.33 $23,641,385
FNMA 30yr Pool#FS9771 4.000% 01-Oct-2052, 4.00%, 10/01/52 FN 3140XR2D6 - - 24,204,600 $23,524,804 $23,524,804 0.33 $23,223,111
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.52419% 25-FEB-2045, 5.52%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 23,060,148 $23,209,538 $23,209,538 0.32 $23,099,842
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - 21,271,876 $23,069,274 $23,069,274 0.32 $22,170,387
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - 21,058,441 $22,676,354 $22,676,354 0.31 $21,947,937
Freddie Mac Pool|5|01/01/2056, 5.00%, 01/01/56 FR 3142JS3Z6 - - 22,393,277 $22,488,322 $22,488,322 0.31 $22,410,568
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 22,362,305 $22,378,894 $22,378,894 0.31 $22,059,821
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - - 21,166,107 $22,344,093 $22,344,093 0.31 $21,821,696
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 21,764,114 $22,316,420 $22,316,420 0.31 $22,187,589
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - - 22,704,735 $22,235,931 $22,235,931 0.31 $21,888,406
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - - 22,175,522 $21,744,063 $21,744,063 0.30 $21,378,221
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - - 22,143,576 $21,647,044 $21,647,044 0.30 $21,393,738
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - - 21,545,431 $21,588,128 $21,588,128 0.30 $21,556,271
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - - 20,450,829 $21,296,696 $21,296,696 0.29 $20,869,931
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.37419% 25-OCT-2041, 11.37%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 19,937,000 $21,175,427 $21,175,427 0.29 $20,784,022
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 20,244,000 $21,146,132 $21,146,132 0.29 $20,853,648
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 20,932,000 $21,096,117 $21,096,117 0.29 $20,928,641
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.62419% 25-JUN-2042, 10.62%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 19,236,656 $20,916,827 $20,916,827 0.29 $20,740,839
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - - 19,713,134 $20,725,357 $20,725,357 0.29 $20,315,997
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - - 21,805,126 $20,601,867 $20,601,867 0.29 $20,316,685
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - - 21,729,665 $20,594,564 $20,594,564 0.29 $19,913,130
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - - 21,010,440 $20,586,076 $20,586,076 0.28 $20,298,973
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - - 21,132,435 $20,484,994 $20,484,994 0.28 $20,189,786
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 19,866,588 $20,344,686 $20,344,686 0.28 $19,831,456
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 20,728,454 $20,210,102 $20,210,102 0.28 $20,147,628
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 20,102,669 $19,712,948 $19,712,948 0.27 $19,652,361
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - - 19,446,283 $19,400,252 $19,400,252 0.27 $19,124,976
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - - 18,935,692 $19,261,381 $19,261,381 0.27 $19,042,760
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - - 19,703,659 $19,232,675 $19,232,675 0.27 $18,995,232
FNMA 30yr Pool#DC4912 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140ASN61 - - 18,340,682 $18,897,795 $18,897,795 0.26 $18,704,218
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 18,242,689 $18,638,712 $18,638,712 0.26 $18,249,028
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - - 18,984,442 $18,399,364 $18,399,364 0.25 $18,233,864
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - - 17,672,452 $18,392,423 $18,392,423 0.25 $18,213,622
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - 17,993,896 $18,086,378 $18,086,378 0.25 $17,836,629
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 17,865,000 $17,897,564 $17,897,564 0.25 $17,800,423
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 17,634,279 $17,858,630 $17,858,630 0.25 $17,656,570
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - - 16,928,233 $17,640,494 $17,640,494 0.24 $17,460,192
FNMA 30yr Pool#CB4128 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140QPSS7 - - 17,348,038 $17,394,439 $17,394,439 0.24 $17,181,081
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 17,261,000 $17,368,032 $17,368,032 0.24 $17,262,203
FNMA 30yr Pool#CB8221 5.500% 01-Mar-2054, 5.50%, 03/01/54 FN 3140QUD37 - - 16,654,901 $17,251,352 $17,251,352 0.24 $16,996,128
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - - 14,476,772 $17,048,715 $17,048,715 0.24 $14,983,880
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - - 17,124,518 $17,022,586 $17,022,586 0.24 $16,969,072
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - - 17,174,541 $16,647,797 $16,647,797 0.23 $16,505,733
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - - 17,640,257 $16,406,245 $16,406,245 0.23 $16,223,529
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - - 18,994,140 $16,191,066 $16,191,066 0.22 $15,909,233
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - - 15,278,216 $16,163,443 $16,163,443 0.22 $15,746,589
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 9.12419% 25-MAY-2042, 9.12%, 05/25/42 STACR 2022-DNA4 35564KXA2 - - 15,050,000 $16,059,916 $16,059,916 0.22 $15,861,398
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - - 14,533,261 $15,878,408 $15,878,408 0.22 $14,974,604
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.53%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 15,693,000 $15,860,556 $15,860,556 0.22 $15,783,392
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 15,444,000 $15,761,631 $15,761,631 0.22 $15,675,095
FHLMC 30yr Pool#SL0644 4.500% 01-Mar-2053, 4.50%, 03/01/53 FR 31427MWE7 - - 15,555,170 $15,695,292 $15,695,292 0.22 $15,396,454
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 $15,558,486 $15,558,486 0.22 $15,385,547
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,138,819 $15,497,422 $15,497,422 0.21 $13,291,309
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 15,144,303 $14,981,042 $14,981,042 0.21 $14,792,364
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 14,386,619 $14,965,826 $14,965,826 0.21 $14,489,839
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 14,720,248 $14,828,215 $14,828,215 0.21 $14,699,374
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - - 13,563,151 $14,664,044 $14,664,044 0.20 $13,978,947
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 14,406,384 $14,531,093 $14,531,093 0.20 $14,483,402
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 13,771,759 $14,363,406 $14,363,406 0.20 $13,843,928
FNMA 30yr Pool#DC7019 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYR8 - - 13,768,957 $14,177,354 $14,177,354 0.20 $14,041,130
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - - 13,591,042 $14,054,304 $14,054,304 0.19 $14,002,394
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - - 13,576,977 $14,039,760 $14,039,760 0.19 $13,987,903
BMP Commercial Mortgage Trust 2024-MF23 A 5.05213% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - - 14,000,000 $14,031,184 $14,031,184 0.19 $14,009,572
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 14,228,807 $14,015,249 $14,015,249 0.19 $13,972,365
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 14,053,704 $13,901,217 $13,901,217 0.19 $13,719,001
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.09621% 25-OCT-2057, 6.10%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 13,232,587 $13,718,943 $13,718,943 0.19 $13,649,478
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - 13,478,236 $13,560,531 $13,560,531 0.19 $13,360,436
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - 13,235,525 $13,380,505 $13,380,505 0.19 $13,114,678
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - - 12,600,855 $13,343,643 $13,343,643 0.18 $12,987,150
FHLMC 30yr Pool#TA2596 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ3E7 - - 13,012,853 $13,271,444 $13,271,444 0.18 $13,221,742
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - - 12,432,329 $13,257,855 $13,257,855 0.18 $12,813,457
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - - 13,050,000 $13,104,436 $13,104,436 0.18 $13,084,737
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - - 12,172,316 $12,937,691 $12,937,691 0.18 $12,547,346
Connecticut Avenue Securities, Series 2021-R03 1M2 5.52419% 25-DEC-2041, 5.52%, 12/25/41 CAS 2021-R03 20754AAB9 - - 12,716,693 $12,842,494 $12,842,494 0.18 $12,782,001
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - - 11,823,515 $12,826,228 $12,826,228 0.18 $12,187,798
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 12,738,379 $12,650,841 $12,650,841 0.18 $12,474,017
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - 12,588,119 $12,640,149 $12,640,149 0.17 $12,478,098
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - - 14,663,169 $12,468,595 $12,468,595 0.17 $12,294,780
A&D Mortgage Trust 2026-NQM1|4.912|02/25/2071, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 12,414,000 $12,462,420 $12,462,420 0.17 $12,413,299
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 12,112,953 $12,338,053 $12,338,053 0.17 $12,080,958
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - - 11,437,460 $12,290,508 $12,290,508 0.17 $11,788,089
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - - 12,528,358 $12,225,547 $12,225,547 0.17 $12,077,912
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - - 11,680,061 $12,177,264 $12,177,264 0.17 $12,057,699
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 11,913,156 $12,034,015 $12,034,015 0.17 $11,938,480
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 11,877,352 $12,027,702 $12,027,702 0.17 $11,924,106
FHLMC 30yr Pool#SD1436 4.500% 01-Aug-2052, 4.50%, 08/01/52 FR 3132DNSZ7 - - 11,624,427 $11,865,535 $11,865,535 0.16 $11,497,394
Fannie Mae Pool|5|02/01/2056, 5.00%, 02/01/56 FN 3140U4WQ8 - - 11,807,108 $11,849,120 $11,849,120 0.16 $11,831,081
FNMA 30yr Pool#DF9041 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140U1BK0 - - 11,702,361 $11,811,367 $11,811,367 0.16 $11,711,397
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - - 12,482,022 $11,647,228 $11,647,228 0.16 $11,442,430
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - - 10,943,601 $11,443,962 $11,443,962 0.16 $11,326,946
FNMA 30yr Pool#DC5672 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140ATJS6 - - 10,860,041 $11,409,620 $11,409,620 0.16 $11,075,007
FNMA 30yr Pool#BY4134 5.500% 01-Jul-2053, 5.50%, 07/01/53 FN 3140NLSY6 - - 11,023,041 $11,349,927 $11,349,927 0.16 $11,243,373
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,063,184 $11,261,734 $11,261,734 0.16 $11,167,759
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - 11,075,151 $11,224,440 $11,224,440 0.16 $10,974,029
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - - 10,572,754 $11,214,335 $11,214,335 0.16 $11,025,434
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 11,119,727 $11,212,752 $11,212,752 0.16 $11,151,779
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.87419% 25-SEP-2042, 10.87%, 03/25/52 STACR 2022-DNA7 35564KL72 - - 10,000,000 $11,060,748 $11,060,748 0.15 $10,964,034
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 10,568,260 $10,959,559 $10,959,559 0.15 $10,580,465
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - 10,825,466 $10,881,042 $10,881,042 0.15 $10,730,851
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - 10,738,849 $10,857,129 $10,857,129 0.15 $10,644,991
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 10,475,000 $10,554,560 $10,554,560 0.15 $10,505,166
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - - 10,439,613 $10,502,715 $10,502,715 0.15 $10,487,263
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 10,078,083 $10,390,322 $10,390,322 0.14 $10,108,766
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - - 9,863,783 $10,298,475 $10,298,475 0.14 $10,166,222
Connecticut Avenue Securities Trust 2022-R02 2B2 11.52419% 25-JAN-2042, 11.52%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 9,637,000 $10,273,568 $10,273,568 0.14 $10,174,796
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.22419% 25-DEC-2041, 6.22%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 10,089,878 $10,269,318 $10,269,318 0.14 $10,215,239
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - - 9,894,101 $10,250,548 $10,250,548 0.14 $10,139,340
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - - 9,436,450 $10,247,107 $10,247,107 0.14 $9,840,479
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - - 10,415,919 $10,206,331 $10,206,331 0.14 $10,041,424
FHLMC 30yr Pool#SL0869 4.500% 01-May-2053, 4.50%, 05/01/53 FR 31427M6F3 - - 10,211,868 $10,201,391 $10,201,391 0.14 $10,080,898
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 9,960,000 $10,099,339 $10,099,339 0.14 $10,040,160
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - 9,757,380 $10,054,337 $10,054,337 0.14 $9,657,655
New Residential Mortgage Loan Trust 2026-NQM1|5.078|11/25/2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - 10,000,000 $10,014,983 $10,014,983 0.14 $9,974,077
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - - 9,383,719 $9,810,820 $9,810,820 0.14 $9,712,423
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 9,213,000 $9,721,535 $9,721,535 0.13 $9,486,092
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - - 10,103,505 $9,670,377 $9,670,377 0.13 $9,473,830
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.62419% 25-SEP-2042, 9.62%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 8,881,000 $9,624,144 $9,624,144 0.13 $9,550,543
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 9,287,496 $9,618,950 $9,618,950 0.13 $9,395,355
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 9,325,000 $9,401,285 $9,401,285 0.13 $9,355,105
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 9,195,583 $9,340,633 $9,340,633 0.13 $9,261,847
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.47%, 07/25/45 CAS 2025-R05 20753CAC4 - - 9,254,000 $9,323,649 $9,323,649 0.13 $9,280,027
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - - 8,184,687 $9,228,917 $9,228,917 0.13 $8,433,238
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - - 9,262,880 $9,184,637 $9,184,637 0.13 $9,148,744
FHLMC 30yr Pool#QZ2313 5.500% 01-Sep-2055, 5.50%, 09/01/55 FR 31426YSB3 - - 8,885,688 $9,151,588 $9,151,588 0.13 $9,062,996
FNMA 30yr Pool#FA1287 4.500% 01-Jul-2053, 4.50%, 07/01/53 FN 3140W1ND1 - - 9,017,927 $8,997,775 $8,997,775 0.12 $8,915,288
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 8,574,526 $8,890,064 $8,890,064 0.12 $8,612,056
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,753,684 $8,881,968 $8,881,968 0.12 $8,872,991
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - - 8,484,007 $8,860,834 $8,860,834 0.12 $8,745,400
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 8,394,323 $8,852,542 $8,852,542 0.12 $8,436,761
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 8,418,255 $8,836,966 $8,836,966 0.12 $8,476,133
Freddie Mac Multiclass Certificates, Series 5164 FA 4.0% 25-NOV-2051, 4.00%, 11/25/51 FHR 5164 3137H3PY2 - - 9,638,577 $8,739,113 $8,739,113 0.12 $8,705,721
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - - 8,317,534 $8,724,164 $8,724,164 0.12 $8,560,476
Fannie Mae Pool|5|01/01/2056, 5.00%, 01/01/56 FN 3140U4AP4 - - 8,528,526 $8,564,724 $8,564,724 0.12 $8,535,111
Connecticut Avenue Securities Trust 2022-R01 1B2 9.87419% 25-DEC-2041, 9.87%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 8,116,382 $8,505,403 $8,505,403 0.12 $8,436,391
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 $8,409,071 $8,409,071 0.12 $8,311,183
FHLMC 30yr Pool#QZ9092 5.000% 01-Nov-2055, 5.00%, 11/01/55 FR 31427KC60 - - 8,219,157 $8,298,447 $8,298,447 0.11 $8,225,504
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 8,435,878 $8,218,256 $8,218,256 0.11 $8,089,230
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - - 8,129,054 $8,202,906 $8,202,906 0.11 $8,141,344
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - - 7,767,886 $8,130,257 $8,130,257 0.11 $8,039,988
Fannie Mae REMIC Trust 2022-65 FB 4.67419% 25-SEP-2052, 4.67%, 09/25/52 FNR 2022-65 3136BPCQ2 - - 8,030,649 $8,050,454 $8,050,454 0.11 $8,017,728
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - - 7,617,898 $7,857,257 $7,857,257 0.11 $7,825,516
Brex Commercial Charge Card Master Trust Series 2024-1 A1 6.05% 15-JUL-2027, 6.05%, 07/15/27 BREX 2024-1 05601DAE3 - - 7,750,000 $7,779,675 $7,779,675 0.11 $7,765,348
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 7,733,321 $7,772,240 $7,772,240 0.11 $7,715,056
FNMA 30yr Pool#DD8495 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140B9NM7 - - 6,802,144 $7,715,558 $7,715,558 0.11 $6,937,875
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - - 6,974,944 $7,683,869 $7,683,869 0.11 $7,191,861
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - - 7,335,286 $7,595,837 $7,595,837 0.11 $7,554,464
Connecticut Avenue Securities Trust 2025-R01 1M2 5.37419% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 7,526,000 $7,565,101 $7,565,101 0.10 $7,530,272
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - - 7,206,435 $7,511,749 $7,511,749 0.10 $7,353,536
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 7,437,449 $7,472,035 $7,472,035 0.10 $7,412,438
COOPR Residential Mortgage Trust 2026-CES1|4.996|01/01/2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - - 7,410,000 $7,442,137 $7,442,137 0.10 $7,412,315
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 7,388,000 $7,433,542 $7,433,542 0.10 $7,373,494
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 7,056,005 $7,295,955 $7,295,955 0.10 $7,066,079
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 7,040,214 $7,184,870 $7,184,870 0.10 $7,035,152
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - 7,197,561 $7,131,524 $7,131,524 0.10 $7,106,733
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - - 6,841,443 $7,081,073 $7,081,073 0.10 $7,014,768
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 6,942,846 $7,013,811 $7,013,811 0.10 $6,959,502
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 6,534,163 $6,999,841 $6,999,841 0.10 $6,585,965
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 6,870,000 $6,922,619 $6,922,619 0.10 $6,886,580
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - - 6,781,560 $6,805,450 $6,805,450 0.09 $6,795,108
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - - 6,578,909 $6,801,286 $6,801,286 0.09 $6,776,159
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - - 6,492,761 $6,762,872 $6,762,872 0.09 $6,691,839
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - - 6,292,409 $6,705,878 $6,705,878 0.09 $6,485,310
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - - 6,196,933 $6,674,607 $6,674,607 0.09 $6,386,908
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 6,555,453 $6,589,832 $6,589,832 0.09 $6,538,313
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 6,565,886 $6,581,140 $6,581,140 0.09 $6,552,871
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - - 6,512,000 $6,540,097 $6,540,097 0.09 $6,510,820
FNMA 30yr Pool#DA1456 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140A1TN7 - - 6,294,508 $6,482,209 $6,482,209 0.09 $6,419,302
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 6,469,420 $6,465,706 $6,465,706 0.09 $6,372,833
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - - 6,584,910 $6,450,706 $6,450,706 0.09 $6,348,156
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - - 5,996,425 $6,433,781 $6,433,781 0.09 $6,181,175
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 6,294,371 $6,390,538 $6,390,538 0.09 $6,338,533
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 6,341,000 $6,388,097 $6,388,097 0.09 $6,349,782
Connecticut Avenue Securities Trust 2022-R04 1B2 13.37419% 25-MAR-2042, 13.37%, 03/25/42 CAS 2022-R04 20753YAL6 - - 5,793,401 $6,375,613 $6,375,613 0.09 $6,306,708
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 6,284,909 $6,319,496 $6,319,496 0.09 $6,273,455
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - - 6,040,450 $6,285,708 $6,285,708 0.09 $6,223,885
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - - 6,010,726 $6,258,660 $6,258,660 0.09 $6,194,992
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - - 5,898,947 $6,167,361 $6,167,361 0.09 $6,105,582
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 6,161,461 $6,082,173 $6,082,173 0.08 $5,977,309
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - - 5,837,298 $6,045,053 $6,045,053 0.08 $6,020,731
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - 5,951,101 $6,016,227 $6,016,227 0.08 $5,899,088
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - - 5,769,976 $5,956,768 $5,956,768 0.08 $5,893,790
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - - 5,637,788 $5,870,852 $5,870,852 0.08 $5,811,489
Connecticut Avenue Securities, Series 2021-R02 2B2 10.07419% 25-NOV-2041, 10.07%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 5,616,000 $5,868,239 $5,868,239 0.08 $5,819,520
FIGRE 2026-HE1 C|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE - - 5,835,000 $5,863,839 $5,863,839 0.08 $5,835,655
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - - 5,576,899 $5,830,787 $5,830,787 0.08 $5,772,253
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - - 5,864,729 $5,810,987 $5,810,987 0.08 $5,661,033
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 5,763,020 $5,786,681 $5,786,681 0.08 $5,763,017
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - - 5,398,231 $5,741,697 $5,741,697 0.08 $5,581,310
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - - 5,348,742 $5,709,127 $5,709,127 0.08 $5,457,922
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.22419% 25-APR-2042, 8.22%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 5,428,314 $5,701,645 $5,701,645 0.08 $5,647,434
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 5,743,603 $5,683,531 $5,683,531 0.08 $5,615,128
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - - 5,749,192 $5,649,541 $5,649,541 0.08 $5,561,602
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 5,590,522 $5,633,816 $5,633,816 0.08 $5,629,197
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - - 5,159,320 $5,627,303 $5,627,303 0.08 $5,316,185
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 5,750,000 $5,608,561 $5,608,561 0.08 $5,581,937
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - 5,514,224 $5,516,227 $5,516,227 0.08 $5,457,865
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 5,241,525 $5,376,649 $5,376,649 0.07 $5,242,355
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 5,293,684 $5,358,177 $5,358,177 0.07 $5,325,684
BX Trust 2021-SDMF A 4.384% 15-SEP-2034, 4.38%, 09/15/34 BX 2021-SDMF 12434CAA2 - - 5,355,350 $5,356,031 $5,356,031 0.07 $5,348,859
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - - 5,031,110 $5,325,174 $5,325,174 0.07 $5,185,345
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - - 5,018,424 $5,287,978 $5,287,978 0.07 $5,228,848
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - - 4,938,209 $5,149,175 $5,149,175 0.07 $5,100,249
FNMA 30yr Pool#DF0300 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140BQKN0 - - 5,004,023 $5,131,357 $5,131,357 0.07 $5,084,350
FHLMC 30yr Pool#QH2242 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CEP30 - - 4,954,521 $5,104,391 $5,104,391 0.07 $5,052,749
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 $5,075,988 $5,075,988 0.07 $5,066,244
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - - 5,213,160 $5,074,834 $5,074,834 0.07 $5,028,233
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - - 4,795,731 $4,991,643 $4,991,643 0.07 $4,943,480
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - - 4,774,945 $4,965,366 $4,965,366 0.07 $4,738,113
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 4,840,000 $4,904,092 $4,904,092 0.07 $4,873,013
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - - 4,581,355 $4,856,369 $4,856,369 0.07 $4,806,569
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - - 4,662,588 $4,848,848 $4,848,848 0.07 $4,789,054
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 $4,844,694 $4,844,694 0.07 $4,789,642
Kinetic ABS Issuer LLC|5.561|02/25/2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 4,810,000 $4,815,650 $4,815,650 0.07 $4,814,164
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - - 4,615,996 $4,792,715 $4,792,715 0.07 $4,741,199
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - - 4,461,884 $4,759,326 $4,759,326 0.07 $4,618,180
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 4,682,000 $4,716,608 $4,716,608 0.07 $4,695,494
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - - 4,447,873 $4,627,669 $4,627,669 0.06 $4,584,906
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - - 4,587,241 $4,620,216 $4,620,216 0.06 $4,604,288
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - - 4,674,545 $4,545,037 $4,545,037 0.06 $4,506,821
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - - 4,253,462 $4,529,559 $4,529,559 0.06 $4,384,512
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - - 4,500,000 $4,513,584 $4,513,584 0.06 $4,506,805
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - - 4,115,473 $4,512,677 $4,512,677 0.06 $4,251,438
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 4,390,153 $4,459,407 $4,459,407 0.06 $4,421,109
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - - 4,282,406 $4,456,969 $4,456,969 0.06 $4,412,454
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - - 4,364,775 $4,413,558 $4,413,558 0.06 $4,378,449
Connecticut Avenue Securities Trust 2022-R07 1M2 8.52419% 25-JUN-2042, 8.52%, 06/25/42 CAS 2022-R07 20754MCB1 - - 4,087,000 $4,321,350 $4,321,350 0.06 $4,291,350
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - - 4,149,507 $4,320,691 $4,320,691 0.06 $4,277,353
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 4,121,864 $4,306,901 $4,306,901 0.06 $4,131,067
Ellington Financial Mortgage Trust 2017-1|5.466|12/25/2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 4,250,000 $4,266,644 $4,266,644 0.06 $4,253,738
Ginnie Mae REMIC Trust 2023-116 LF 5.21765% 20-AUG-2053, 5.00%, 08/20/53 GNR 2023-116 38384EFT7 - - 4,220,913 $4,262,983 $4,262,983 0.06 $4,259,463
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - - 4,033,507 $4,220,387 $4,220,387 0.06 $4,167,858
FNMA 30yr Pool#BX0419 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PD3 - - 4,084,900 $4,218,397 $4,218,397 0.06 $4,178,192
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - - 4,399,336 $4,215,500 $4,215,500 0.06 $4,126,737
SREIT Commercial Mortgage Trust 2021-MFP B 4.8748% 15-NOV-2038, 4.87%, 11/15/38 SREIT 2021-MFP 78472UAC2 - - 4,194,208 $4,198,262 $4,198,262 0.06 $4,192,015
A&D MORTGAGE TR 2025-NQM4 A1, 5.22%, 10/25/70 ADMT 2025-NQM4 002941AA0 - - 4,125,670 $4,195,155 $4,195,155 0.06 $4,141,998
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 4,126,743 $4,192,369 $4,192,369 0.06 $4,155,108
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - - 3,941,296 $4,178,467 $4,178,467 0.06 $4,135,045
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - - 3,461,666 $4,165,429 $4,165,429 0.06 $3,640,550
Connecticut Avenue Securities Trust 2024-R06 1M2 5.47419% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 4,125,699 $4,162,771 $4,162,771 0.06 $4,143,323
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - - 3,925,021 $4,138,200 $4,138,200 0.06 $4,093,186
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 4,100,000 $4,121,263 $4,121,263 0.06 $4,101,470
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - - 3,946,601 $4,110,685 $4,110,685 0.06 $4,072,935
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - - 3,810,580 $4,055,344 $4,055,344 0.06 $3,930,582
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 4,000,000 $4,031,823 $4,031,823 0.06 $4,013,777
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 3,986,147 $4,015,138 $4,015,138 0.06 $3,966,418
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 - - 3,948,411 $4,010,042 $4,010,042 0.06 $3,986,959
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - - 3,852,989 $3,992,335 $3,992,335 0.06 $3,949,986
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - - 18,495,565 $3,964,044 $3,964,044 0.05 $3,864,887
FIGRE 2026-HE1 B|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE - - 3,918,000 $3,936,478 $3,936,478 0.05 $3,918,427
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - - 3,797,214 $3,916,391 $3,916,391 0.05 $3,900,570
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - - 3,975,640 $3,903,729 $3,903,729 0.05 $3,841,015
Ellington Financial Mortgage Trust 2017-1|5.316|12/25/2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 3,881,000 $3,895,868 $3,895,868 0.05 $3,884,406
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - - 3,656,224 $3,789,204 $3,789,204 0.05 $3,750,048
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - - 3,527,082 $3,777,094 $3,777,094 0.05 $3,635,209
FNMA 30yr Pool#DE2819 5.500% 01-Jun-2055, 5.50%, 06/01/55 FN 3140BFDZ5 - - 3,666,105 $3,774,221 $3,774,221 0.05 $3,739,259
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 3,540,130 $3,765,245 $3,765,245 0.05 $3,547,982
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,504,518 $3,701,851 $3,701,851 0.05 $3,526,039
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - 3,661,274 $3,677,510 $3,677,510 0.05 $3,629,275
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - - 3,326,889 $3,677,073 $3,677,073 0.05 $3,428,879
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - - 3,492,969 $3,639,234 $3,639,234 0.05 $3,604,221
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - - 3,412,417 $3,523,149 $3,523,149 0.05 $3,489,192
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - - 3,567,175 $3,505,926 $3,505,926 0.05 $3,438,920
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - - 3,354,975 $3,498,788 $3,498,788 0.05 $3,465,655
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - 3,474,460 $3,475,865 $3,475,865 0.05 $3,444,093
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - - 3,345,241 $3,473,389 $3,473,389 0.05 $3,435,976
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - - 3,292,065 $3,429,683 $3,429,683 0.05 $3,392,038
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - - 3,280,198 $3,397,270 $3,397,270 0.05 $3,364,279
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 3,435,909 $3,393,369 $3,393,369 0.05 $3,382,925
FNMA 30yr Pool#BX9422 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NEPG4 - - 3,278,623 $3,377,451 $3,377,451 0.05 $3,344,689
RCKT Mortgage Trust 2026-CES1|4.928|01/25/2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - - 3,350,000 $3,357,035 $3,357,035 0.05 $3,345,571
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - - 3,337,645 $3,267,105 $3,267,105 0.05 $3,217,890
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - - 3,331,728 $3,262,464 $3,262,464 0.05 $3,205,260
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - - 3,190,022 $3,122,681 $3,122,681 0.04 $3,089,165
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - - 2,994,647 $3,107,545 $3,107,545 0.04 $3,075,873
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - - 3,073,860 $3,037,816 $3,037,816 0.04 $2,954,158
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 3,007,000 $3,037,512 $3,037,512 0.04 $3,008,089
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - - 2,884,246 $3,019,959 $3,019,959 0.04 $2,988,438
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 5.17419% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - - 2,950,952 $2,971,495 $2,971,495 0.04 $2,958,347
BX Trust 2021-BXMF C 4.98627% 15-OCT-2038, 4.99%, 10/15/26 BX 2021-BXMF 05609RAJ3 - - 2,958,012 $2,960,876 $2,960,876 0.04 $2,956,370
COOPR Residential Mortgage Trust 2026-CES1|5.158|01/01/2061, 5.16%, 01/01/61 COOPR 2026-CES1 21689GAD0 - - 2,949,000 $2,955,401 $2,955,401 0.04 $2,943,147
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - - 2,771,287 $2,945,595 $2,945,595 0.04 $2,914,805
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - - 2,728,559 $2,934,844 $2,934,844 0.04 $2,801,798
GWT Commercial Mortgage Trust 2024-WLF2 A 5.37143% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - - 2,900,000 $2,916,541 $2,916,541 0.04 $2,911,781
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - - 2,803,953 $2,908,973 $2,908,973 0.04 $2,874,903
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - - 2,634,796 $2,900,057 $2,900,057 0.04 $2,714,905
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - - 2,947,593 $2,898,381 $2,898,381 0.04 $2,847,780
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - 2,844,771 $2,862,653 $2,862,653 0.04 $2,819,908
Chase Mortgage Reference Notes, Series 2021-CL1 M1 5.07419% 25-FEB-2050, 5.07%, 02/25/50 CHASE 2021-CL1 46591HBX7 - - 2,891,301 $2,860,591 $2,860,591 0.04 $2,847,465
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - - 2,696,876 $2,791,653 $2,791,653 0.04 $2,765,117
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 $2,778,753 $2,778,753 0.04 $2,761,937
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - - 2,635,885 $2,773,551 $2,773,551 0.04 $2,692,589
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - - 2,750,000 $2,773,035 $2,773,035 0.04 $2,761,210
FNMA 30yr Pool#CC0839 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140Y64Z0 - - - $2,768,298 $2,768,298 0.04 $0
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - - 2,878,617 $2,747,847 $2,747,847 0.04 $2,697,832
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 2,723,999 $2,746,569 $2,746,569 0.04 $2,734,249
Ellington Financial Mortgage Trust 2017-1|5.116|12/25/2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 2,726,000 $2,732,682 $2,732,682 0.04 $2,724,934
FNMA 30yr Pool#DA1511 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A1VD6 - - 2,607,706 $2,701,853 $2,701,853 0.04 $2,659,265
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - - 2,574,040 $2,682,521 $2,682,521 0.04 $2,655,101
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - - 2,565,015 $2,674,645 $2,674,645 0.04 $2,649,594
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - - 2,704,409 $2,623,567 $2,623,567 0.04 $2,616,055
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.12419% 25-SEP-2041, 10.12%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 2,504,211 $2,594,303 $2,594,303 0.04 $2,572,471
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - - 2,422,298 $2,552,596 $2,552,596 0.04 $2,526,079
PRPM 2026-RCF1 Trust|5.305|01/25/2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,500,000 $2,520,913 $2,520,913 0.03 $2,499,914
PRPM 2026-RCF1 Trust|5.206|01/25/2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,500,000 $2,520,604 $2,520,604 0.03 $2,499,997
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - - 2,781,066 $2,503,980 $2,503,980 0.03 $2,485,406
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - - 2,373,052 $2,486,976 $2,486,976 0.03 $2,432,792
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,488,884 $2,486,103 $2,486,103 0.03 $2,480,670
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - - 2,383,577 $2,482,986 $2,482,986 0.03 $2,458,640
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - - 3,202,154 $2,440,217 $2,440,217 0.03 $2,440,217
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - - 2,421,992 $2,438,152 $2,438,152 0.03 $2,429,742
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - - 2,306,006 $2,430,324 $2,430,324 0.03 $2,404,805
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - - 2,379,764 $2,425,291 $2,425,291 0.03 $2,420,912
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - - 2,318,997 $2,415,535 $2,415,535 0.03 $2,391,670
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1|5.032|12/25/2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 2,400,000 $2,407,152 $2,407,152 0.03 $2,397,423
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 2,380,125 $2,402,008 $2,402,008 0.03 $2,382,918
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,362,830 $2,401,205 $2,401,205 0.03 $2,377,369
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - - 2,338,652 $2,320,353 $2,320,353 0.03 $2,312,801
Connecticut Avenue Securities Trust 2022-R08 1M2 7.47419% 25-JUL-2042, 7.47%, 07/25/42 CAS 2022-R08 20755DAB2 - - 2,220,000 $2,316,061 $2,316,061 0.03 $2,301,773
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - - 2,210,435 $2,295,795 $2,295,795 0.03 $2,270,389
Connecticut Avenue Securities, Series 2021-R01 1M2 5.42419% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 2,235,883 $2,250,873 $2,250,873 0.03 $2,240,430
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 2,219,417 $2,225,253 $2,225,253 0.03 $2,220,731
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - - 2,113,931 $2,204,679 $2,204,679 0.03 $2,178,127
FNMA 30yr Pool#FA0517 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W0SF3 - - 2,017,925 $2,163,373 $2,163,373 0.03 $2,058,033
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - - 2,064,911 $2,133,159 $2,133,159 0.03 $2,112,524
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - - 1,904,142 $2,091,907 $2,091,907 0.03 $1,962,516
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - - 2,116,132 $2,075,202 $2,075,202 0.03 $2,040,048
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - - 1,966,734 $2,051,983 $2,051,983 0.03 $2,027,329
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - - 2,019,471 $2,050,148 $2,050,148 0.03 $2,046,679
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - - 2,102,070 $2,041,618 $2,041,618 0.03 $2,024,844
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - 1,978,018 $2,022,526 $2,022,526 0.03 $1,959,958
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.34621% 25-OCT-2057, 6.35%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 1,940,949 $2,008,444 $2,008,444 0.03 $1,997,837
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - - 1,906,150 $2,008,065 $2,008,065 0.03 $1,986,664
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - - 1,923,650 $2,003,243 $2,003,243 0.03 $1,982,918
FIGRE Trust 2024-HE1 B 6.506% 25-MAR-2054, 6.51%, 03/25/54 FIGRE 2024-HE1 31684HAB6 - - 1,932,803 $1,985,244 $1,985,244 0.03 $1,974,416
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - - 1,966,729 $1,970,892 $1,970,892 0.03 $1,967,858
FNMA 30yr Pool#BW0972 4.500% 01-Jul-2052, 4.50%, 07/01/52 FN 3140MSCJ2 - - 1,964,636 $1,960,800 $1,960,800 0.03 $1,943,860
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - - 1,980,091 $1,951,273 $1,951,273 0.03 $1,912,978
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - - 1,868,804 $1,944,242 $1,944,242 0.03 $1,926,379
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - - 1,920,175 $1,934,174 $1,934,174 0.03 $1,930,835
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - - 1,846,667 $1,916,978 $1,916,978 0.03 $1,896,755
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.42419% 25-FEB-2050, 5.42%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 1,885,610 $1,854,233 $1,854,233 0.03 $1,845,426
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - - 1,767,456 $1,835,815 $1,835,815 0.03 $1,832,288
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - - 1,836,309 $1,814,415 $1,814,415 0.03 $1,774,127
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - - 1,717,291 $1,806,038 $1,806,038 0.02 $1,786,352
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - - 1,606,484 $1,771,300 $1,771,300 0.02 $1,655,329
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - - 1,772,047 $1,736,008 $1,736,008 0.02 $1,712,041
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 1,700,000 $1,710,422 $1,710,422 0.02 $1,696,786
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - - 1,748,029 $1,693,449 $1,693,449 0.02 $1,679,500
NRZ MSR-Collateralized Notes, Series 2021-FHT1 A 3.104% 25-JUL-2026, 3.10%, 07/25/26 NZES 2021-FHT1 62955MAB2 - - 1,701,401 $1,685,683 $1,685,683 0.02 $1,681,136
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.22419% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBY5 - - 1,698,639 $1,668,953 $1,668,953 0.02 $1,661,311
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - - 1,589,860 $1,664,718 $1,664,718 0.02 $1,647,193
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - - 1,754,974 $1,660,645 $1,660,645 0.02 $1,646,230
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - - 1,587,630 $1,657,724 $1,657,724 0.02 $1,637,627
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - - 1,633,576 $1,655,944 $1,655,944 0.02 $1,653,129
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - - 1,645,164 $1,617,938 $1,617,938 0.02 $1,586,014
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - - 1,543,208 $1,615,765 $1,615,765 0.02 $1,598,955
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - - 1,670,148 $1,590,862 $1,590,862 0.02 $1,566,788
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - - 1,495,857 $1,572,385 $1,572,385 0.02 $1,554,079
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - - 1,489,896 $1,545,792 $1,545,792 0.02 $1,530,308
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - - 1,500,028 $1,522,957 $1,522,957 0.02 $1,514,768
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - - 1,461,845 $1,505,108 $1,505,108 0.02 $1,490,827
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - - 1,541,703 $1,495,739 $1,495,739 0.02 $1,491,457
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - - 1,495,997 $1,468,806 $1,468,806 0.02 $1,445,339
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.37419% 25-DEC-2031, 5.37%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - - 1,436,130 $1,447,572 $1,447,572 0.02 $1,440,926
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - - 1,382,563 $1,442,408 $1,442,408 0.02 $1,428,394
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - - 1,478,467 $1,432,547 $1,432,547 0.02 $1,420,506
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - 1,389,851 $1,424,618 $1,424,618 0.02 $1,377,704
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - - 1,357,192 $1,405,172 $1,405,172 0.02 $1,391,576
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 1,377,108 $1,386,625 $1,386,625 0.02 $1,375,085
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - - 1,359,865 $1,381,503 $1,381,503 0.02 $1,378,879
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - - 1,295,052 $1,348,375 $1,348,375 0.02 $1,335,137
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - - 1,233,118 $1,290,238 $1,290,238 0.02 $1,276,574
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - 1,256,113 $1,254,624 $1,254,624 0.02 $1,243,275
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 1,240,113 $1,247,742 $1,247,742 0.02 $1,245,514
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - - 1,175,786 $1,224,391 $1,224,391 0.02 $1,213,000
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.07%, 05/25/45 CAS 2025-R04 20755TAB7 - - 1,215,388 $1,223,008 $1,223,008 0.02 $1,217,698
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - - 1,177,320 $1,216,839 $1,216,839 0.02 $1,205,436
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - - 1,238,618 $1,213,741 $1,213,741 0.02 $1,194,693
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - - 1,447,139 $1,212,971 $1,212,971 0.02 $1,211,998
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,205,445 $1,201,203 $1,201,203 0.02 $1,198,769
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - - 1,363,485 $1,200,377 $1,200,377 0.02 $1,188,645
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - - 1,161,060 $1,193,666 $1,193,666 0.02 $1,182,241
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - - 1,202,167 $1,184,532 $1,184,532 0.02 $1,161,459
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - - 1,209,718 $1,180,478 $1,180,478 0.02 $1,166,223
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - - 1,125,746 $1,170,549 $1,170,549 0.02 $1,156,591
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - - 1,153,052 $1,167,533 $1,167,533 0.02 $1,165,140
Ellington Financial Mortgage Trust 2017-1|5.616|12/25/2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 1,166,000 $1,166,661 $1,166,661 0.02 $1,163,023
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - - 1,097,966 $1,143,902 $1,143,902 0.02 $1,133,466
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - - 1,162,767 $1,138,151 $1,138,151 0.02 $1,120,961
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - 1,221,598 $1,126,166 $1,126,166 0.02 $1,114,847
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - - 892,264 $1,078,994 $1,078,994 0.01 $920,969
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - 1,065,595 $1,068,144 $1,068,144 0.01 $1,058,566
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - 1,090,430 $1,064,034 $1,064,034 0.01 $1,054,184
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - 1,053,159 $1,055,765 $1,055,765 0.01 $1,046,213
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - - 1,003,901 $1,037,908 $1,037,908 0.01 $1,023,915
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - - 1,009,004 $1,018,058 $1,018,058 0.01 $1,015,786
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - - 967,340 $1,012,788 $1,012,788 0.01 $1,002,285
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - - 1,016,906 $961,025 $961,025 0.01 $953,117
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - - 976,510 $960,500 $960,500 0.01 $943,443
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - - 1,004,462 $950,666 $950,666 0.01 $941,379
FNMA 30yr Pool#DA3522 5.500% 01-Oct-2053, 5.50%, 10/01/53 FN 3140A34G5 - - 920,688 $947,872 $947,872 0.01 $938,892
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - - 938,221 $944,658 $944,658 0.01 $942,806
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - 921,190 $919,883 $919,883 0.01 $911,786
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - - 917,278 $909,214 $909,214 0.01 $886,187
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - - 895,219 $893,005 $893,005 0.01 $890,207
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - - 803,097 $868,218 $868,218 0.01 $827,721
BX Commercial Mortgage Trust 2021-21M A 4.525% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - - 862,801 $863,103 $863,103 0.01 $861,910
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - 873,625 $822,728 $822,728 0.01 $804,309
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - - 819,808 $798,996 $798,996 0.01 $792,047
FREMF 2019-KF70 Mortgage Trust C 10.12306% 25-SEP-2029, 10.12%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - - 789,970 $787,431 $787,431 0.01 $780,323
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - - 740,865 $771,025 $771,025 0.01 $763,961
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.52419% 25-JAN-2034, 5.52%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 751,181 $757,101 $757,101 0.01 $753,528
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - - 799,122 $752,512 $752,512 0.01 $737,864
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - 724,310 $747,304 $747,304 0.01 $719,533
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - - 696,268 $721,752 $721,752 0.01 $713,908
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 666,844 $700,308 $700,308 0.01 $696,139
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - - 710,094 $685,915 $685,915 0.01 $683,942
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 668,058 $676,798 $676,798 0.01 $673,105
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 $635,681 $635,681 0.01 $631,944
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - - 631,534 $627,210 $627,210 0.01 $621,977
Connecticut Avenue Securities Trust 2022-R07 1B2 15.87419% 25-JUN-2042, 15.87%, 06/25/42 CAS 2022-R07 20754MAL1 - - 536,201 $623,651 $623,651 0.01 $616,321
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - - 646,190 $610,378 $610,378 0.01 $605,608
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - 587,929 $587,999 $587,999 0.01 $582,561
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - - 585,793 $580,641 $580,641 0.01 $568,993
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - - 592,044 $577,997 $577,997 0.01 $572,726
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - - 619,419 $572,996 $572,996 0.01 $555,940
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - 515,828 $504,369 $504,369 0.01 $499,335
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 $502,487 $502,487 0.01 $500,135
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - - 504,193 $489,095 $489,095 0.01 $480,921
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - - 497,805 $470,500 $470,500 0.01 $466,578
Connecticut Avenue Securities Trust 2022-R01 1M1 4.87419% 25-DEC-2041, 4.87%, 12/25/41 CAS 2022-R01 20754LAA7 - - 467,323 $469,285 $469,285 0.01 $467,323
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M1A 5.17419% 25-FEB-2042, 5.17%, 02/25/42 STACR 2022-DNA2 35564KRE1 - - 445,093 $447,564 $447,564 0.01 $445,581
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - - 435,098 $423,465 $423,465 0.01 $419,455
Gracie Point International Funding, Series 2023-2 A 6.44671% 01-MAR-2027, 6.45%, 03/01/27 GPIF 2023-2A 38410JAA0 - - 418,538 $423,454 $423,454 0.01 $419,257
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - - 434,064 $410,305 $410,305 0.01 $406,979
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - - 404,857 $402,186 $402,186 0.01 $398,793
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - - 419,092 $388,476 $388,476 0.01 $383,636
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - - 364,317 $379,559 $379,559 0.01 $375,488
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - - 386,706 $361,998 $361,998 0.01 $359,159
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - - 353,116 $344,416 $344,416 0.00 $340,852
Connecticut Avenue Securities Trust 2023-R05 1B1 8.62419% 25-JUN-2043, 8.62%, 06/25/43 CAS 2023-R05 207942AC7 - - 312,000 $337,471 $337,471 0.00 $335,154
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - - 327,082 $316,497 $316,497 0.00 $312,994
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - - 311,083 $309,037 $309,037 0.00 $306,424
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - - 321,128 $303,560 $303,560 0.00 $295,362
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - - 302,390 $293,499 $293,499 0.00 $290,741
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - 292,625 $292,568 $292,568 0.00 $289,954
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - - 298,279 $292,396 $292,396 0.00 $289,588
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - - 296,579 $289,689 $289,689 0.00 $285,916
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - - 287,758 $282,749 $282,749 0.00 $278,014
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - - 303,248 $277,526 $277,526 0.00 $274,990
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - - 266,034 $260,118 $260,118 0.00 $257,025
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - - 269,184 $252,753 $252,753 0.00 $250,473
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - - 247,974 $248,843 $248,843 0.00 $246,441
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - - 239,665 $246,922 $246,922 0.00 $237,716
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - 226,950 $229,683 $229,683 0.00 $224,878
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - - 228,940 $227,374 $227,374 0.00 $225,476
Fannie Mae REMIC Trust 2012-126 SY 0.01133% 25-NOV-2042, 0.01%, 11/25/42 FNR 2012-126 3136A9ZR2 - - 473,554 $226,206 $226,206 0.00 $226,201
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - - 229,545 $224,812 $224,812 0.00 $221,292
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - - 223,971 $221,471 $221,471 0.00 $217,675
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - - 236,936 $221,019 $221,019 0.00 $218,773
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - - 221,515 $220,839 $220,839 0.00 $214,121
Connecticut Avenue Securities, Series 2021-R03 1M1 4.72419% 25-DEC-2041, 4.72%, 12/25/41 CAS 2021-R03 20754AAA1 - - 219,733 $220,637 $220,637 0.00 $219,743
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - 208,732 $208,752 $208,752 0.00 $206,827
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - - 212,610 $205,370 $205,370 0.00 $204,779
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - 202,831 $202,769 $202,769 0.00 $200,980
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - - 190,738 $179,152 $179,152 0.00 $176,117
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - 171,758 $174,082 $174,082 0.00 $170,190
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - 171,356 $173,978 $173,978 0.00 $169,592
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - - 189,677 $173,704 $173,704 0.00 $172,173
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - 162,730 $166,201 $166,201 0.00 $161,245
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - - 161,155 $160,059 $160,059 0.00 $158,716
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - 156,210 $156,779 $156,779 0.00 $155,179
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - - 158,468 $155,226 $155,226 0.00 $153,102
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - - 162,277 $154,416 $154,416 0.00 $149,956
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - - 152,322 $148,791 $148,791 0.00 $147,164
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - - 135,911 $134,989 $134,989 0.00 $133,854
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - - 142,174 $132,782 $132,782 0.00 $131,381
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - - 136,599 $128,467 $128,467 0.00 $128,088
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - - 128,654 $127,782 $127,782 0.00 $126,709
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - - 126,067 $124,707 $124,707 0.00 $124,313
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - - 131,652 $124,089 $124,089 0.00 $123,723
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - - 129,173 $121,076 $121,076 0.00 $118,917
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - - 110,987 $110,160 $110,160 0.00 $109,813
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - - 107,878 $107,173 $107,173 0.00 $106,262
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - - 112,099 $107,124 $107,124 0.00 $105,872
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - 105,747 $105,728 $105,728 0.00 $104,781
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - - 105,571 $103,369 $103,369 0.00 $102,360
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - - 104,228 $99,906 $99,906 0.00 $98,438
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - 89,550 $89,575 $89,575 0.00 $88,767
Fannie Mae REMIC Trust 2013-130 FN 4.33867% 25-OCT-2042, 4.34%, 10/25/42 FNR 2013-130 3136AHG53 - - 89,468 $89,094 $89,094 0.00 $88,760
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - - 77,369 $79,184 $79,184 0.00 $78,428
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - - 82,172 $73,425 $73,425 0.00 $72,825
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - - 76,339 $70,936 $70,936 0.00 $70,214
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - - 72,184 $70,356 $70,356 0.00 $67,150
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - - 71,104 $64,973 $64,973 0.00 $64,436
RCKT Mortgage Trust 2025-CES7 A1A 5.377% 25-JUL-2055, 5.38%, 07/25/55 RCKT 2025-CES7 74943AAA0 - - - $63,457 $63,457 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - 65,846 $61,324 $61,324 0.00 $60,144
Fannie Mae REMIC Trust 2010-109 BS 11.93742% 25-OCT-2040, 11.94%, 10/25/40 FNR 2010-109 31398NTM6 - - 41,248 $54,840 $54,840 0.00 $54,243
Fannie Mae REMIC Trust 2006-20 GF 4.33867% 25-APR-2036, 4.34%, 04/25/36 FNR 2006-20 31395BU43 - - 53,691 $53,665 $53,665 0.00 $53,464
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - - 51,650 $51,418 $51,418 0.00 $50,303
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - - 46,800 $47,377 $47,377 0.00 $45,873
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - 42,701 $42,684 $42,684 0.00 $42,311
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - - 43,136 $42,341 $42,341 0.00 $41,676
Freddie Mac Multiclass Certificates, Series 3721 FB 4.59833% 15-SEP-2040, 4.32%, 09/15/40 FHR 3721 3137GAD20 - - 40,818 $40,914 $40,914 0.00 $40,860
Freddie Mac Multiclass Certificates, Series 3380 FM 4.68833% 15-OCT-2037, 4.41%, 10/15/37 FHR 3380 31397KTJ0 - - 40,641 $40,771 $40,771 0.00 $40,716
Ginnie Mae REMIC Trust 2008-013 FB 4.34838% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-13 38375PNL1 - - 38,727 $38,737 $38,737 0.00 $38,709
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - - 36,998 $35,102 $35,102 0.00 $34,761
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - - 32,495 $31,976 $31,976 0.00 $31,473
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - - 30,860 $30,587 $30,587 0.00 $30,027
Ginnie Mae REMIC Trust 2007-040 FG 4.16838% 20-JUL-2037, 4.11%, 07/20/37 GNR 2007-40 38375KZS4 - - 29,313 $29,120 $29,120 0.00 $29,099
Ginnie Mae REMIC Trust 2004-069 CF 4.24838% 20-JUL-2034, 4.19%, 07/20/34 GNR 2004-69 38374JAT3 - - 25,117 $25,597 $25,597 0.00 $25,101
Fannie Mae REMIC Trust 2013-2 QF 4.48867% 25-FEB-2043, 4.49%, 02/25/43 FNR 2013-2 3136AB4P5 - - 23,671 $23,780 $23,780 0.00 $23,688
Ginnie Mae REMIC Trust 2007-059 FA 4.34838% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-59 38375LPU8 - - 23,369 $23,356 $23,356 0.00 $23,339
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - - 22,571 $22,809 $22,809 0.00 $22,594
Ginnie Mae REMIC Trust 2010-133 FD 4.22186% 16-OCT-2040, 4.22%, 10/16/40 GNR 2010-133 38377MHV1 - - 20,668 $20,698 $20,698 0.00 $20,674
Ginnie Mae REMIC Trust 2008-016 FC 4.34838% 20-FEB-2038, 4.29%, 02/20/38 GNR 2008-16 383742FU2 - - 18,814 $19,134 $19,134 0.00 $18,812
Ginnie Mae REMIC Trust 2007-037 FW 4.15838% 20-JUN-2037, 4.10%, 06/20/37 GNR 2007-37 38375KNR9 - - 18,702 $18,581 $18,581 0.00 $18,568
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 17,973 $18,008 $18,008 0.00 $17,788
Ginnie Mae REMIC Trust 2004-059 FP 4.09186% 16-AUG-2034, 4.09%, 08/16/34 GNR 2004-59 38374HYS3 - - 17,727 $17,713 $17,713 0.00 $17,693
Fannie Mae REMIC Trust 2002-53 FK 4.38867% 25-APR-2032, 4.39%, 04/25/32 FNR 2002-53 31392EHN3 - - 16,155 $16,195 $16,195 0.00 $16,134
Freddie Mac Multiclass Certificates, Series 2426 FL 4.74833% 15-MAR-2032, 4.47%, 03/15/32 FHR 2426 31339W7G5 - - 16,026 $16,110 $16,110 0.00 $16,089
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - 16,608 $15,545 $15,545 0.00 $15,170
Ginnie Mae REMIC Trust 2005-048 AF 4.04838% 20-JUN-2035, 3.99%, 06/20/35 GNR 2005-48 38374LHM6 - - 15,154 $15,366 $15,366 0.00 $15,023
Fannie Mae REMIC Trust 2005-83 KT 4.28867% 25-OCT-2035, 4.29%, 10/25/35 FNR 2005-83 31394FUL7 - - 13,838 $13,814 $13,814 0.00 $13,763
Fannie Mae REMIC Trust 2007-89 GF 4.50867% 25-SEP-2037, 4.51%, 09/25/37 FNR 2007-89 31396XPM0 - - 13,055 $13,139 $13,139 0.00 $13,088
Freddie Mac Multiclass Certificates, Series 2551 FD 4.49833% 15-JAN-2033, 4.22%, 01/15/33 FHR 2551 31393JAZ1 - - 11,561 $11,561 $11,561 0.00 $11,546
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - 12,303 $11,332 $11,332 0.00 $11,228
Ginnie Mae REMIC Trust 2012-075 FP 4.14838% 20-JUL-2041, 4.09%, 07/20/41 GNR 2012-75 38378EZ55 - - 10,790 $10,801 $10,801 0.00 $10,794
Ginnie Mae REMIC Trust 2007-061 FA 4.34838% 20-OCT-2037, 4.29%, 10/20/37 GNR 2007-61 38375LLN8 - - 9,602 $9,597 $9,597 0.00 $9,590
Fannie Mae REMIC Trust 2010-123 FL 4.41867% 25-NOV-2040, 4.42%, 11/25/40 FNR 2010-123 31398N2W3 - - 9,092 $9,122 $9,122 0.00 $9,088
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - 8,954 $9,092 $9,092 0.00 $9,061
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.17183% 15-FEB-2032, 4.17%, 02/15/32 FHR 2410 31339NJN7 - - 8,951 $8,939 $8,939 0.00 $8,928
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - - 8,809 $8,798 $8,798 0.00 $8,523
Freddie Mac Multiclass Certificates, Series 3028 FM 4.34833% 15-SEP-2035, 4.07%, 09/15/35 FHR 3028 31396AFB5 - - 7,855 $7,837 $7,837 0.00 $7,827
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - - 7,814 $7,773 $7,773 0.00 $7,558
Fannie Mae REMIC Trust 2003-87 FG 4.48867% 25-SEP-2033, 4.49%, 09/25/33 FNR 2003-87 31393E4W6 - - 7,702 $7,744 $7,744 0.00 $7,714
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - - 7,766 $7,741 $7,741 0.00 $7,515
Fannie Mae REMIC Trust 2012-100 FG 4.38867% 25-SEP-2042, 4.39%, 09/25/42 FNR 2012-100 3136A8QW3 - - 7,515 $7,512 $7,512 0.00 $7,484
Ginnie Mae REMIC Trust 2007-018 FD 4.14838% 20-APR-2037, 4.09%, 04/20/37 GNR 2007-18 38375JC86 - - 6,842 $6,868 $6,868 0.00 $6,791
Fannie Mae REMIC Trust 2002-16 VF 4.53867% 25-APR-2032, 4.54%, 04/25/32 FNR 2002-16 31392CWW0 - - 6,800 $6,839 $6,839 0.00 $6,812
Ginnie Mae REMIC Trust 2010-006 FG 4.39186% 16-JAN-2040, 4.39%, 01/16/40 GNR 2010-6 38376TSC7 - - 6,638 $6,667 $6,667 0.00 $6,658
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - - 6,686 $6,652 $6,652 0.00 $6,458
Fannie Mae REMIC Trust 2010-95 FB 4.38867% 25-SEP-2040, 4.39%, 09/25/40 FNR 2010-95 31398NEX8 - - 5,830 $5,849 $5,849 0.00 $5,827
Freddie Mac Multiclass Certificates, Series 3738 FD 4.39833% 15-AUG-2040, 4.12%, 08/15/40 FHR 3738 3137GAYQ4 - - 5,712 $5,717 $5,717 0.00 $5,710
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - 4,393 $4,437 $4,437 0.00 $4,353
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - - 1,648 $1,530 $1,530 0.00 $1,516
Ginnie Mae REMIC Trust 1999-27 FE 4.19186% 16-AUG-2029, 4.19%, 08/16/29 GNR 1999-27 3837H2WA3 - - 1,447 $1,449 $1,449 0.00 $1,446
Freddie Mac Multiclass Certificates, Series 2469 FE 4.59833% 15-JUL-2032, 4.32%, 07/15/32 FHR 2469 31392RC58 - - 1,330 $1,331 $1,331 0.00 $1,329
Ginnie Mae REMIC Trust 2010-125 VF 4.19838% 20-JUN-2040, 4.14%, 06/20/40 GNR 2010-125 38377JYJ6 - - 338.00 $337 $337 0.00 $337
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -1,745 $-194,867,422 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -2,057 $-234,883,688 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -312.00 $-36,845,250 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 4,505 $489,637,188 $0 0.00 $0
UMBS TBA 30yr 3.5% February Delivery, 3.50%, 02/12/26 FNCL 01F032625 - - -45,653,000 $-42,138,084 $-42,138,084 -0.58 $-42,138,084
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - -50,000,000 $-46,053,250 $-46,053,250 -0.64 $-46,053,250
UMBS TBA 30yr 6% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - -138,828,515 $-142,022,959 $-142,022,959 -1.97 $-142,022,959
UMBS TBA 30yr 2.5% February Delivery, 2.50%, 02/12/26 FNCL 01F022626 - - -182,589,445 $-154,697,629 $-154,697,629 -2.14 $-154,697,629
UMBS TBA 30yr 4.5% February Delivery, 4.50%, 02/12/26 FNCL 01F042624 - - -396,884,257 $-388,519,524 $-388,519,524 -5.38 $-388,519,524
UMBS TBA 30yr 5.5% February Delivery, 5.50%, 02/12/26 FNCL 01F052623 - - -484,320,442 $-490,626,294 $-490,626,294 -6.79 $-490,626,294
UMBS TBA 30yr 5% February Delivery, 5.00%, 02/12/26 FNCL 01F050627 - - -494,059,660 $-493,457,401 $-493,457,401 -6.83 $-493,457,401
UMBS TBA 30yr 4% February Delivery, 4.00%, 02/12/26 FNCL 01F040628 - - -677,221,155 $-644,353,581 $-644,353,581 -8.92 $-644,353,581
SEGREGATED CASH SEGCASH - $0.00 16,095,039 $16,095,039 $16,095,039 0.22 $16,095,039
ALMSUM ALMSUM - $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - - -2,505,687,273 $-2,505,687,273 $-2,505,687,273 -34.68 $-2,505,687,273

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