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For professional investors in Latam - other countries

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of October 9, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% November Delivery, 2.50%, 11/12/26 FNCL 01F0226B6 - 1,393,917,386 $1,088,472,451 $1,088,472,451 17.28 $1,088,472,451
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/26 G2SF 21H0226A4 - 710,603,414 $570,410,598 $570,410,598 9.05 $570,410,598
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 292,559,000 $294,443,080 $294,443,080 4.67 $294,443,080
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 311,715,549 $293,135,902 $293,135,902 4.66 $288,835,130
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/12/26 FNCL 01F0406B8 - 333,425,845 $291,199,462 $291,199,462 4.63 $291,199,462
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/12/26 FNCL 01F0306B9 - 348,803,862 $284,812,305 $284,812,305 4.52 $284,812,305
UMBS TBA 30yr 2% November Delivery, 2.00%, 11/12/26 FNCL 01F0206B0 - 360,986,255 $269,584,174 $269,584,174 4.28 $269,584,174
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - 206,411,092 $202,807,154 $202,807,154 3.22 $202,807,154
FNMA 30yr Pool#FA1943 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W2ER8 - 196,943,122 $193,168,253 $193,168,253 3.07 $190,457,449
GNMA II TBA 30yr 5% October Delivery, 5.00%, 10/20/26 G2SF 21H0506A5 - 198,508,194 $184,851,227 $184,851,227 2.94 $184,851,227
FNMA 30yr Pool#FA6706 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7NY2 - 162,577,921 $165,868,344 $165,868,344 2.63 $160,770,312
GNMA II TBA 30yr 5.5% October Delivery, 5.50%, 10/20/26 G2SF 21H0526A1 - 164,697,000 $158,133,495 $158,133,495 2.51 $158,133,495
GNMA II TBA 30yr 3% October Delivery, 3.00%, 10/20/26 G2SF 21H0306A7 - 182,289,962 $151,931,209 $151,931,209 2.41 $151,931,209
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/12/26 FNCL 01F0326B5 - 178,743,000 $151,750,662 $151,750,662 2.41 $151,750,662
FHLMC 30yr Pool#RJ6896 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXUW5 - 152,679,304 $149,491,017 $149,491,017 2.37 $147,556,950
FNMA 30yr Pool#FA5682 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6J45 - 130,602,965 $128,188,495 $128,188,495 2.04 $126,221,267
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 137,706,767 $127,257,868 $127,257,868 2.02 $125,620,732
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 126,171,633 $118,809,354 $118,809,354 1.89 $117,897,128
FHLMC 30yr Pool#SL6335 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 31427UBD4 - 115,312,726 $115,722,911 $115,722,911 1.84 $113,828,178
GNMA II TBA 30yr 3.5% October Delivery, 3.50%, 10/20/26 G2SF 21H0326A3 - 132,283,377 $110,364,551 $110,364,551 1.75 $110,364,551
GNMA II TBA 30yr 4.5% October Delivery, 4.50%, 10/20/26 G2SF 21H0426A2 - 114,736,488 $102,828,447 $102,828,447 1.63 $102,828,447
FHLMC 30yr Pool#SL6334 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBC6 - 101,489,017 $102,808,261 $102,808,261 1.63 $100,360,620
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 107,899,476 $101,487,478 $101,487,478 1.61 $100,638,646
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 109,042,977 $101,001,590 $101,001,590 1.60 $99,703,102
GNMA II TBA 30yr 4% October Delivery, 4.00%, 10/20/26 G2SF 21H0406A6 - 103,195,688 $89,103,491 $89,103,491 1.42 $89,103,491
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 92,091,831 $87,058,855 $87,058,855 1.38 $85,746,691
FNMA 30yr Pool#FA5913 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140W6SB9 - 82,105,144 $80,199,097 $80,199,097 1.27 $79,219,604
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 81,596,117 $79,427,281 $79,427,281 1.26 $78,501,138
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 82,252,532 $77,336,209 $77,336,209 1.23 $76,215,065
FNMA 30yr Pool#FA6336 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7BE9 - 76,165,252 $74,636,307 $74,636,307 1.19 $73,571,721
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,585,072 $73,781,073 $73,781,073 1.17 $73,170,549
FNMA 30yr Pool#FA6705 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140W7NX4 - 73,100,373 $73,310,650 $73,310,650 1.16 $72,159,271
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 74,478,223 $73,061,673 $73,061,673 1.16 $71,706,642
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 76,618,276 $71,001,451 $71,001,451 1.13 $70,055,679
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 69,396,688 $68,461,318 $68,461,318 1.09 $67,255,121
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,329,307 $68,291,673 $68,291,673 1.08 $67,706,682
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 68,210,692 $67,346,092 $67,346,092 1.07 $66,105,725
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 64,073,139 $63,399,468 $63,399,468 1.01 $62,002,920
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 64,598,073 $61,107,903 $61,107,903 0.97 $60,322,114
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,125,512 $59,837,028 $59,837,028 0.95 $58,947,027
FNMA 30yr Pool#FA5446 6.000% 01-Apr-2056, 6.00%, 04/01/56 FN 3140W6BQ4 - 59,519,296 $59,556,799 $59,556,799 0.95 $59,080,229
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 60,336,976 $59,316,889 $59,316,889 0.94 $58,512,961
FHLMC 30yr Pool#SL6343 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 31427UBM4 - 59,776,766 $58,888,508 $58,888,508 0.94 $57,756,181
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,182,798 $54,379,864 $54,379,864 0.86 $53,665,405
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 56,356,268 $53,538,246 $53,538,246 0.85 $52,973,324
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,457,874 $52,811,733 $52,811,733 0.84 $52,393,363
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 55,095,406 $52,566,530 $52,566,530 0.83 $51,706,411
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,051,461 $52,123,458 $52,123,458 0.83 $51,368,850
FNMA 30yr Pool#FA6720 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W7PE4 - 47,434,779 $48,234,740 $48,234,740 0.77 $46,926,035
FHLMC 30yr Pool#SL6196 6.000% 01-Jan-2056, 6.00%, 01/01/56 FR 31427T3E4 - 47,845,367 $48,055,582 $48,055,582 0.76 $47,441,999
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,195,319 $46,757,599 $46,757,599 0.74 $45,969,024
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 47,932,697 $45,472,115 $45,472,115 0.72 $44,789,207
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 45,658,457 $44,943,867 $44,943,867 0.71 $44,210,326
FHLMC 30yr Pool#SL6342 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 31427UBL6 - 49,117,750 $44,478,038 $44,478,038 0.71 $43,938,939
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,013,488 $44,223,689 $44,223,689 0.70 $43,559,091
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,244,281 $43,169,968 $43,169,968 0.69 $42,566,075
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 43,788,918 $41,714,297 $41,714,297 0.66 $41,182,683
FNMA 30yr Pool#FA6740 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140W7P20 - 42,310,209 $41,302,545 $41,302,545 0.66 $40,880,032
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 40,967,448 $40,615,184 $40,615,184 0.65 $39,643,696
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,290,947 $39,993,955 $39,993,955 0.64 $39,689,573
FNMA 30yr Pool#FA6796 5.500% 01-Jul-2056, 5.50%, 07/01/56 FN 3140W7RS1 - 39,558,901 $38,676,450 $38,676,450 0.61 $38,235,405
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,452,413 $37,712,232 $37,712,232 0.60 $37,244,144
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,048,135 $35,281,444 $35,281,444 0.56 $34,934,879
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 33,550,466 $33,725,850 $33,725,850 0.54 $33,622,156
FHLMC 30yr Pool#SL6006 6.000% 01-Jul-2056, 6.00%, 07/01/56 FR 31427TU87 - 33,535,626 $33,356,242 $33,356,242 0.53 $33,289,171
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 33,772,570 $32,841,580 $32,841,580 0.52 $32,502,721
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 32,861,607 $32,774,333 $32,774,333 0.52 $32,640,258
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 32,939,554 $32,450,764 $32,450,764 0.52 $31,713,764
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 33,784,598 $32,160,126 $32,160,126 0.51 $31,773,802
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 40,856,215 $32,079,821 $32,079,821 0.51 $31,710,811
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 32,768,745 $32,001,492 $32,001,492 0.51 $31,757,508
FNMA 30yr Pool#FA5891 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140W6RM6 - 32,161,352 $31,989,320 $31,989,320 0.51 $31,924,997
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,099,391 $30,720,708 $30,720,708 0.49 $30,116,142
FHLMC 30yr Pool#SL6340 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 31427UBJ1 - 29,857,254 $30,618,283 $30,618,283 0.49 $29,537,031
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 29,718,000 $29,949,207 $29,949,207 0.48 $28,910,728
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 29,909,064 $29,339,263 $29,339,263 0.47 $28,942,695
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,311,011 $28,877,271 $28,877,271 0.46 $28,506,956
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,028,020 $28,422,182 $28,422,182 0.45 $28,150,490
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 27,445,243 $27,131,896 $27,131,896 0.43 $26,615,560
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 27,885,614 $26,309,413 $26,309,413 0.42 $26,056,838
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,430,721 $26,011,858 $26,011,858 0.41 $25,697,125
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19029% 25-FEB-2042, 12.19%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,064,137 $24,064,137 0.38 $23,929,740
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 23,899,054 $23,223,891 $23,223,891 0.37 $23,007,843
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 23,135,562 $23,120,204 $23,120,204 0.37 $22,917,498
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 22,373,589 $22,492,749 $22,492,749 0.36 $22,414,587
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,444,712 $21,877,478 $21,877,478 0.35 $21,699,905
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,126,251 $20,704,396 $20,704,396 0.33 $20,412,137
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 20,641,982 $20,360,314 $20,360,314 0.32 $20,004,975
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19029% 25-OCT-2041, 11.19%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,279,525 $20,279,525 0.32 $19,978,039
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.55477% 25-FEB-2040, 10.55%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 19,687,000 $20,224,112 $20,224,112 0.32 $20,125,988
Connecticut Avenue Securities Trust 2023-R06 1B1 7.59029% 25-JUL-2043, 7.59%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,091,811 $20,091,811 0.32 $20,023,152
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 20,826,316 $20,015,268 $20,015,268 0.32 $19,916,835
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,825,440 $19,825,440 0.31 $19,414,114
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $19,782,054 $19,782,054 0.31 $19,658,766
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,257,683 $19,638,311 $19,638,311 0.31 $19,489,709
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,900,913 $19,301,520 $19,301,520 0.31 $19,146,465
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94029% 25-MAR-2042, 8.94%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,226,131 $19,226,131 0.31 $19,146,644
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,188,922 $18,612,786 $18,612,786 0.30 $18,581,071
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 18,911,814 $18,603,463 $18,603,463 0.30 $18,350,772
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,797,579 $18,269,721 $18,269,721 0.29 $18,116,334
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,554,407 $18,249,246 $18,249,246 0.29 $18,218,580
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,514,728 $18,195,639 $18,195,639 0.29 $17,888,890
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,331,882 $17,585,711 $17,585,711 0.28 $17,374,126
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,426,824 $17,366,805 $17,366,805 0.28 $17,318,656
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,380,784 $17,312,093 $17,312,093 0.27 $17,204,891
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,058,309 $17,058,309 0.27 $16,944,579
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,784,896 $16,807,786 $16,807,786 0.27 $16,566,094
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,705,892 $16,667,038 $16,667,038 0.26 $16,535,638
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,713,177 $16,311,141 $16,311,141 0.26 $16,173,170
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.70%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,829,854 $15,829,854 0.25 $15,787,607
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,517,717 $15,517,717 0.25 $15,470,261
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34029% 25-JAN-2042, 11.34%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,487,688 $15,487,688 0.25 $15,406,533
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 14,981,707 $14,812,740 $14,812,740 0.24 $14,727,479
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,254,885 $14,187,891 $14,187,891 0.23 $14,045,076
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,359,005 $14,155,517 $14,155,517 0.22 $13,858,355
BMP Commercial Mortgage Trust 2024-MF23 A 5.1887% 15-JUN-2041, 5.19%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,042,669 $14,042,669 0.22 $13,988,187
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 17,796,236 $13,944,523 $13,944,523 0.22 $13,789,093
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,270,097 $13,846,207 $13,846,207 0.22 $13,781,199
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 13,798,633 $13,808,340 $13,808,340 0.22 $13,808,340
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,693,750 $13,693,750 0.22 $13,611,607
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,656,577 $13,586,650 $13,586,650 0.22 $13,550,896
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69029% 25-DEC-2041, 9.69%, 12/25/41 CAS 2022-R01 20754LAJ8 - 13,210,585 $13,387,145 $13,387,145 0.21 $13,326,694
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.45098% 25-APR-2056, 5.45%, 04/25/56 GRADE 2026-HB1 795939AC1 - 12,963,940 $13,020,210 $13,020,210 0.21 $12,986,840
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 12,982,810 $12,849,441 $12,849,441 0.20 $12,827,984
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,183,628 $12,496,741 $12,496,741 0.20 $12,398,963
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,448,576 $12,486,658 $12,486,658 0.20 $12,382,018
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,688,369 $12,469,812 $12,469,812 0.20 $12,296,808
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,018,274 $12,257,948 $12,257,948 0.19 $12,197,159
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.26546% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 11,803,752 $12,119,608 $12,119,608 0.19 $12,084,685
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,276,019 $12,009,745 $12,009,745 0.19 $11,897,183
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,670,569 $11,965,368 $11,965,368 0.19 $11,831,863
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,502,589 $11,796,667 $11,796,667 0.19 $11,675,365
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 11,872,327 $11,749,253 $11,749,253 0.19 $11,678,266
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,121,599 $11,680,448 $11,680,448 0.19 $11,623,156
Connecticut Avenue Securities Trust 2022-R06 1B2 14.29029% 25-MAY-2042, 14.29%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,107,788 $11,107,788 0.18 $11,037,360
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 11,009,970 $11,066,477 $11,066,477 0.18 $10,973,198
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 13,426,709 $10,893,538 $10,893,538 0.17 $10,412,428
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 10,811,423 $10,619,970 $10,619,970 0.17 $10,579,914
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19029% 25-MAR-2042, 13.19%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,537,401 $10,537,401 0.17 $10,474,376
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,390,308 $10,390,308 0.17 $10,355,328
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.54029% 25-NOV-2043, 5.54%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 10,295,588 $10,343,213 $10,343,213 0.16 $10,316,277
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69029% 25-JUN-2042, 15.69%, 06/25/42 CAS 2022-R07 20754MAL1 - 9,364,501 $10,097,131 $10,097,131 0.16 $10,027,746
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,184,561 $10,013,337 $10,013,337 0.16 $9,955,712
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 9,681,622 $9,704,228 $9,704,228 0.15 $9,679,192
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,726,447 $9,551,281 $9,551,281 0.15 $9,426,291
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,175,741 $9,491,570 $9,491,570 0.15 $9,434,250
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 9,422,044 $9,369,540 $9,369,540 0.15 $9,309,438
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 9,421,307 $9,354,372 $9,354,372 0.15 $9,298,052
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,349,476 $9,349,476 0.15 $9,324,151
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,422,871 $9,328,674 $9,328,674 0.15 $9,267,407
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.69029% 25-MAR-2042, 14.69%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,848,740 $9,271,676 $9,271,676 0.15 $9,210,291
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 8,738,786 $9,250,653 $9,250,653 0.15 $8,843,020
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 9,254,000 $9,243,960 $9,243,960 0.15 $9,178,310
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,237,535 $9,237,535 0.15 $9,165,156
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,188,735 $9,188,735 0.15 $9,128,331
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,134,396 $9,049,937 $9,049,937 0.14 $8,863,413
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,010,124 $9,010,124 0.14 $8,966,058
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 8,838,661 $8,876,085 $8,876,085 0.14 $8,846,690
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69029% 25-OCT-2041, 9.69%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,274,706 $8,274,706 0.13 $8,237,092
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79029% 25-JAN-2042, 10.79%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 8,059,000 $8,223,708 $8,223,708 0.13 $8,182,644
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 8,095,000 $8,084,631 $8,084,631 0.13 $8,023,535
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,699,118 $7,929,965 $7,929,965 0.13 $7,790,952
Freddie Mac Multiclass Certificates, Series 5164 FA 3.89319% 25-NOV-2051, 3.94%, 11/25/51 FHR 5164 3137H3PY2 - 9,093,119 $7,876,999 $7,876,999 0.13 $7,860,079
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,802,989 $7,545,391 $7,545,391 0.12 $7,487,951
REDWOOD FUNDING TRUST 2 AB 6.26%56, 6.26%, 11/27/56 RFT 2026-2 75805CAA0 - 7,580,078 $7,531,035 $7,531,035 0.12 $7,511,266
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 7,472,452 $7,453,724 $7,453,724 0.12 $7,426,577
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,646,323 $7,430,472 $7,430,472 0.12 $7,414,224
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,739,597 $7,355,682 $7,355,682 0.12 $7,329,238
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,353,344 $7,353,344 0.12 $7,308,580
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,289,722 $7,289,722 0.12 $7,269,302
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,432,016 $7,270,845 $7,270,845 0.12 $7,207,342
RCKT Mortgage Trust 2026-CES2 A1B 4.863% 25-FEB-2056, 4.86%, 02/01/56 RCKT 2026-CES2 74940EAB3 - 7,446,380 $7,236,584 $7,236,584 0.11 $7,195,343
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,295,296 $7,230,896 $7,230,896 0.11 $7,184,301
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,213,370 $7,213,370 0.11 $7,164,813
Fannie Mae REMIC Trust 2022-65 FB 4.49029% 25-SEP-2052, 4.49%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,310,723 $7,064,904 $7,064,904 0.11 $7,049,402
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49029% 25-NOV-2041, 11.49%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $6,996,709 $6,996,709 0.11 $6,959,215
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,890,698 $6,890,698 0.11 $6,870,935
GS Mortgage-Backed Securities Trust 2026-CES1 A2 5.272% 25-MAY-2056, 5.27%, 05/25/56 GSMBS 2026-CES1 36277LAB9 - 7,000,000 $6,770,568 $6,770,568 0.11 $6,728,539
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,738,510 $6,580,094 $6,580,094 0.10 $6,541,753
Connecticut Avenue Securities Trust 2023-R03 2B1 10.04029% 25-APR-2043, 10.04%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,525,872 $6,525,872 0.10 $6,497,301
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,554,115 $6,449,327 $6,449,327 0.10 $6,413,200
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 6,550,000 $6,392,122 $6,392,122 0.10 $6,348,505
Connecticut Avenue Securities Trust 2022-R05 2B2 10.69029% 25-APR-2042, 10.69%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,367,315 $6,367,315 0.10 $6,336,249
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,445,706 $6,361,351 $6,361,351 0.10 $6,318,964
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,327,060 $6,327,060 0.10 $6,287,031
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,264,661 $6,306,742 $6,306,742 0.10 $6,277,329
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - - $6,172,436 $6,172,436 0.10 $0
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,254,034 $6,089,865 $6,089,865 0.10 $6,054,764
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,045,550 $6,019,918 $6,019,918 0.10 $5,982,201
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,107,007 $5,970,811 $5,970,811 0.09 $5,922,389
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,051,909 $5,938,138 $5,938,138 0.09 $5,901,987
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 5,994,440 $5,840,909 $5,840,909 0.09 $5,813,601
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 5,741,405 $5,797,668 $5,797,668 0.09 $5,779,910
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,826,572 $5,736,317 $5,736,317 0.09 $5,698,472
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,776,596 $5,695,350 $5,695,350 0.09 $5,634,818
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,649,621 $5,693,258 $5,693,258 0.09 $5,672,015
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89029% 25-NOV-2041, 9.89%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,671,584 $5,671,584 0.09 $5,645,355
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,636,694 $5,636,694 0.09 $5,619,039
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 5,606,334 $5,620,137 $5,620,137 0.09 $5,598,104
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,565,564 $5,565,564 0.09 $5,528,756
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,564,296 $5,564,296 0.09 $5,524,584
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,546,323 $5,430,976 $5,430,976 0.09 $5,417,880
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,420,971 $5,420,971 0.09 $5,406,371
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,335,027 $5,313,285 $5,313,285 0.08 $5,291,242
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,285,367 $5,285,367 0.08 $5,250,540
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,283,799 $5,283,799 0.08 $5,249,051
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,334,223 $5,240,220 $5,240,220 0.08 $5,208,970
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,519,369 $5,184,621 $5,184,621 0.08 $5,164,191
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,210,268 $5,172,302 $5,172,302 0.08 $5,141,157
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,146,401 $5,146,401 0.08 $4,964,714
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,392,203 $5,052,957 $5,052,957 0.08 $5,026,857
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,412,051 $5,019,184 $5,019,184 0.08 $4,963,928
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,034,327 $4,975,086 $4,975,086 0.08 $4,939,796
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,929,655 $4,929,655 0.08 $4,857,272
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $4,904,717 $4,904,717 0.08 $4,871,655
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.80477% 25-OCT-2048, 14.80%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,889,360 $4,889,360 0.08 $4,860,822
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 4,851,963 $4,859,331 $4,859,331 0.08 $4,846,365
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,856,977 $4,856,977 0.08 $4,839,933
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,850,825 $4,850,825 0.08 $4,836,770
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,837,281 $4,837,281 0.08 $4,802,475
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 4,854,096 $4,830,788 $4,830,788 0.08 $4,812,618
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,804,561 $4,804,561 0.08 $4,774,198
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,803,274 $4,803,274 0.08 $4,769,858
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 4,951,185 $4,796,367 $4,796,367 0.08 $4,765,725
OBX 2026-HE2 Trust MB FLTG 56, 5.29%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,755,887 $4,755,887 0.08 $4,744,031
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,800,186 $4,738,843 $4,738,843 0.08 $4,707,523
Connecticut Avenue Securities Trust 2024-R01 1B1 6.39029% 25-JAN-2044, 6.39%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,732,146 $4,732,146 0.08 $4,718,280
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,707,830 $4,707,830 0.07 $4,678,138
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,683,489 $4,683,489 0.07 $4,671,910
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44029% 25-JUN-2043, 8.44%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,574,041 $4,574,041 0.07 $4,556,855
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,511,801 $4,511,801 0.07 $4,495,163
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.55477% 25-SEP-2048, 11.55%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,469,337 $4,469,337 0.07 $4,447,512
Connecticut Avenue Securities Trust 2023-R04 1B2 11.94029% 25-MAY-2043, 11.94%, 05/25/43 CAS 2023-R04 20754QAJ7 - 4,000,000 $4,460,674 $4,460,674 0.07 $4,438,120
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.05477% 25-JAN-2050, 9.05%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 3,965,595 $4,407,592 $4,407,592 0.07 $4,390,635
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,523,320 $4,250,601 $4,250,601 0.07 $4,218,654
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,232,446 $4,232,446 0.07 $4,203,328
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,167,818 $4,167,818 0.07 $4,141,361
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,053,442 $4,137,270 $4,137,270 0.07 $4,103,150
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,132,132 $4,132,132 0.07 $4,102,791
SWVP Trust 2026-PNCL C 5.98572% 15-OCT-2039, 5.80%, 10/15/43 SWVP 2026-PNCL 78504YAE2 - 4,090,000 $4,098,895 $4,098,895 0.07 $4,090,329
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69029% 25-DEC-2041, 10.69%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,063,775 $4,063,775 0.06 $4,043,583
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,063,032 $4,063,032 0.06 $4,052,178
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,067,456 $4,054,974 $4,054,974 0.06 $4,042,652
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,143,378 $4,029,635 $4,029,635 0.06 $4,008,400
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,926,775 $4,010,763 $4,010,763 0.06 $3,972,780
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,003,939 $4,003,939 0.06 $3,993,356
Connecticut Avenue Securities Trust 2023-R08 1B1 7.24029% 25-OCT-2043, 7.24%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,922,703 $3,922,703 0.06 $3,909,882
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 3,934,456 $3,903,865 $3,903,865 0.06 $3,887,744
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - 4,000,000 $3,901,064 $3,901,064 0.06 $3,876,364
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,899,276 $3,899,276 0.06 $3,873,829
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,845,235 $3,845,235 0.06 $3,821,629
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,807,477 $3,807,477 0.06 $3,783,980
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,826,661 $3,777,518 $3,777,518 0.06 $3,708,571
GS Mortgage Securities MB FLTG 56, 5.54%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,739,018 $3,739,018 0.06 $3,729,246
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,689,521 $3,689,521 0.06 $3,679,985
Connecticut Avenue Securities Trust 2023-R01 1B1 8.79029% 25-DEC-2042, 8.79%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,681,370 $3,681,370 0.06 $3,666,842
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,463,033 $3,587,778 $3,587,778 0.06 $3,517,713
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.44029% 25-FEB-2042, 8.44%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,546,427 $3,546,427 0.06 $3,532,477
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,467,947 $3,444,081 $3,444,081 0.05 $3,421,529
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,470,063 $3,442,419 $3,442,419 0.05 $3,421,611
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,511,226 $3,393,983 $3,393,983 0.05 $3,373,257
GS Mortgage Securities MB FLTG 56, 5.39%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,327,268 $3,327,268 0.05 $3,318,807
Ginnie Mae REMIC Trust 2023-116 LF 4.93884% 20-AUG-2053, 4.95%, 08/20/53 GNR 2023-116 38384EFT7 - 3,332,619 $3,312,559 $3,312,559 0.05 $3,302,482
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.54029% 25-JUN-2043, 7.54%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,253,612 $3,253,612 0.05 $3,242,467
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,259,870 $3,239,186 $3,239,186 0.05 $3,217,245
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,141,042 $3,204,212 $3,204,212 0.05 $3,174,128
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,219,422 $3,200,227 $3,200,227 0.05 $3,194,906
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.19029% 25-MAR-2043, 9.20%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,186,412 $3,186,412 0.05 $3,173,382
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,177,462 $3,176,941 $3,176,941 0.05 $3,148,396
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,074,225 $3,074,225 0.05 $3,066,562
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,900,686 $2,967,346 $2,967,346 0.05 $2,942,455
GWT Commercial Mortgage Trust 2024-WLF2 A 5.508% 15-MAY-2041, 5.51%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,913,906 $2,913,906 0.05 $2,901,926
OBX 2026 HE1 FLTG 2056 A1B, 5.19%, 02/25/56 OBX 2026-HE1 67124BAB1 - 2,909,789 $2,913,616 $2,913,616 0.05 $2,906,484
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,821,853 $2,881,132 $2,881,132 0.05 $2,856,458
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 2,851,870 $2,846,064 $2,846,064 0.05 $2,838,684
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,842,978 $2,842,978 0.05 $2,825,655
New Residential Mortgage Loan Trust 2024-RTL1 A2 8.101% 25-MAR-2039, 8.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,750,000 $2,762,342 $2,762,342 0.04 $2,751,822
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,740,374 $2,740,374 0.04 $2,733,673
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.34%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,715,494 $2,715,494 0.04 $2,708,667
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.89029% 25-FEB-2050, 4.89%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,683,875 $2,634,809 $2,634,809 0.04 $2,628,671
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,556,126 $2,568,354 $2,568,354 0.04 $2,557,944
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,497,533 $2,497,533 0.04 $2,491,117
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,416,670 $2,416,670 0.04 $2,400,102
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,412,983 $2,412,983 0.04 $2,398,160
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,409,863 $2,409,863 0.04 $2,394,758
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,360,623 $2,401,617 $2,401,617 0.04 $2,381,684
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,327,116 $2,327,116 0.04 $2,312,688
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,281,173 $2,324,956 $2,324,956 0.04 $2,305,201
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,322,426 $2,322,426 0.04 $2,308,195
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,390,332 $2,245,088 $2,245,088 0.04 $2,227,803
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,608,718 $2,191,906 $2,191,906 0.03 $2,154,407
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,190,409 $2,166,549 $2,166,549 0.03 $2,153,787
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,196,567 $2,160,358 $2,160,358 0.03 $2,146,789
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,188,494 $2,160,020 $2,160,020 0.03 $2,154,592
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 2,942,880 $2,157,876 $2,157,876 0.03 $2,157,876
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,000,162 $1,931,177 $1,931,177 0.03 $1,927,635
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,883,868 $1,922,487 $1,922,487 0.03 $1,905,935
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,861,403 $1,867,184 $1,867,184 0.03 $1,862,534
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,574,783 $1,840,211 $1,840,211 0.03 $1,594,095
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 1,990,691 $1,803,285 $1,803,285 0.03 $1,769,296
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.51546% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,731,369 $1,782,576 $1,782,576 0.03 $1,777,249
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24029% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,750,334 $1,706,521 $1,706,521 0.03 $1,702,189
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,659,649 $1,659,649 0.03 $1,649,141
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,649,156 $1,649,156 0.03 $1,638,991
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.99029% 25-DEC-2031, 4.99%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,616,811 $1,623,038 $1,623,038 0.03 $1,619,228
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,602,343 $1,617,203 $1,617,203 0.03 $1,609,966
Chase Mortgage Reference Notes, Series 2021-CL1 M2 5.04029% 25-FEB-2050, 5.04%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,576,777 $1,538,252 $1,538,252 0.02 $1,534,499
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,478,367 $1,506,593 $1,506,593 0.02 $1,499,352
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,087,999 $1,353,449 $1,353,449 0.02 $1,099,459
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,318,416 $1,326,528 $1,326,528 0.02 $1,320,969
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,285,991 $1,308,313 $1,308,313 0.02 $1,297,465
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,220,030 $1,244,858 $1,244,858 0.02 $1,234,329
Rithm Capital Corp. 8.0% 15-JUL-2030, 8.00%, 07/15/30 RITM 64828TAC6 - 1,227,000 $1,205,340 $1,205,340 0.02 $1,181,618
Connecticut Avenue Securities Trust 2023-R02 1B2 11.59029% 25-JAN-2043, 11.59%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,189,059 $1,189,059 0.02 $1,183,093
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 1,170,383 $1,176,348 $1,176,348 0.02 $1,172,596
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,138,808 $1,138,808 0.02 $1,131,350
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,162,424 $1,137,203 $1,137,203 0.02 $1,128,343
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,130,907 $1,117,354 $1,117,354 0.02 $1,110,290
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,098,567 $1,104,774 $1,104,774 0.02 $1,100,085
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,317,919 $1,085,090 $1,085,090 0.02 $1,072,938
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,023,143 $1,029,424 $1,029,424 0.02 $1,025,096
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 968,595 $988,316 $988,316 0.02 $924,839
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 959,059 $975,664 $975,664 0.02 $967,616
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 980,341 $968,738 $968,738 0.02 $963,161
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 B2 13.44029% 25-APR-2042, 13.44%, 04/25/42 STACR 2022-DNA3 35564KWG0 - 895,000 $940,900 $940,900 0.01 $935,219
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 915,624 $923,820 $923,820 0.01 $919,484
FREMF 2019-KF70 Mortgage Trust C 9.75966% 25-SEP-2029, 9.76%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $892,499 $892,499 0.01 $888,395
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 813,200 $829,629 $829,629 0.01 $822,728
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.60477% 25-FEB-2050, 8.60%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $800,517 $800,517 0.01 $797,556
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 789,030 $792,584 $792,584 0.01 $790,222
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.19029% 25-DEC-2031, 5.19%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 786,848 $790,227 $790,227 0.01 $788,298
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $749,007 $749,007 0.01 $744,087
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 759,700 $718,675 $718,675 0.01 $712,969
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 715,023 $629,237 $629,237 0.01 $622,960
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 $618,044 $618,044 0.01 $615,995
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 620,285 $588,005 $588,005 0.01 $582,702
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 538,058 $548,399 $548,399 0.01 $543,619
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 796,939 $533,513 $533,513 0.01 $532,198
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 521,946 $531,092 $531,092 0.01 $529,302
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 556,578 $516,814 $516,814 0.01 $509,494
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 585,193 $500,717 $500,717 0.01 $499,051
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 428,219 $402,396 $402,396 0.01 $395,655
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 398,870 $400,566 $400,566 0.01 $399,357
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 396,798 $400,051 $400,051 0.01 $398,030
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 379,653 $327,418 $327,418 0.01 $325,107
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 365,962 $325,311 $325,311 0.01 $314,894
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34029% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 310,226 $311,787 $311,787 0.00 $311,005
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $300,332 $300,332 0.00 $299,844
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 296,323 $260,376 $260,376 0.00 $255,836
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69029% 25-JUN-2043, 5.69%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 248,029 $248,770 $248,770 0.00 $248,103
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 283,114 $244,157 $244,157 0.00 $240,358
Fannie Mae REMIC Trust 2012-126 SY 0.24233% 25-NOV-2042, 0.20%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $232,892 $232,892 0.00 $232,848
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 240,717 $224,576 $224,576 0.00 $222,723
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 228,984 $199,407 $199,407 0.00 $197,966
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 217,484 $191,382 $191,382 0.00 $189,482
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 163,393 $173,955 $173,955 0.00 $162,528
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 177,510 $173,768 $173,768 0.00 $168,294
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 177,178 $157,794 $157,794 0.00 $149,829
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 167,381 $147,450 $147,450 0.00 $145,830
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 151,378 $134,078 $134,078 0.00 $132,680
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 132,824 $117,656 $117,656 0.00 $116,427
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,126 $114,278 $114,278 0.00 $113,313
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 118,414 $108,707 $108,707 0.00 $107,048
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 101,221 $106,283 $106,283 0.00 $102,088
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 104,884 $105,483 $105,483 0.00 $104,903
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,013 $101,170 $101,170 0.00 $100,387
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 103,087 $92,194 $92,194 0.00 $90,669
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 95,493 $85,254 $85,254 0.00 $83,989
Fannie Mae REMIC Trust 2013-130 FN 4.15477% 25-OCT-2042, 4.15%, 10/25/42 FNR 2013-130 3136AHG53 - 77,136 $76,583 $76,583 0.00 $76,432
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,572 $72,757 $72,757 0.00 $72,154
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,461 $60,696 $60,696 0.00 $60,237
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 68,812 $60,214 $60,214 0.00 $59,410
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,196 $58,885 $58,885 0.00 $58,437
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 53,279 $47,620 $47,620 0.00 $47,377
Fannie Mae REMIC Trust 2006-20 GF 4.10767% 25-APR-2036, 4.15%, 04/25/36 FNR 2006-20 31395BU43 - 46,397 $45,953 $45,953 0.00 $45,862
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 43,682 $42,492 $42,492 0.00 $41,498
Fannie Mae REMIC Trust 2010-109 BS 13.63989% 25-OCT-2040, 12.61%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $38,377 $38,377 0.00 $37,736
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34098% 15-OCT-2037, 4.35%, 10/15/37 FHR 3380 31397KTJ0 - 37,934 $37,780 $37,780 0.00 $37,656
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 38,894 $36,959 $36,959 0.00 $36,351
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 35,872 $36,061 $36,061 0.00 $34,704
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25098% 15-SEP-2040, 4.26%, 09/15/40 FHR 3721 3137GAD20 - 35,996 $35,882 $35,882 0.00 $35,767
Ginnie Mae REMIC Trust 2008-013 FB 4.26693% 20-FEB-2038, 4.51%, 02/20/38 GNR 2008-13 38375PNL1 - 35,093 $34,774 $34,774 0.00 $34,682
Aspire Mortgage Trust 2026-1 A1 4.855% 25-JAN-2066, 4.86%, 01/25/66 SPIRE 2026-1 04539FAA6 - - $32,432 $32,432 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 33,794 $30,413 $30,413 0.00 $29,857
Ginnie Mae REMIC Trust 2007-040 FG 4.08693% 20-JUL-2037, 4.33%, 07/20/37 GNR 2007-40 38375KZS4 - 26,694 $26,333 $26,333 0.00 $26,266
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 25,814 $24,975 $24,975 0.00 $24,488
Ginnie Mae REMIC Trust 2004-069 CF 4.16693% 20-JUL-2034, 4.41%, 07/20/34 GNR 2004-69 38374JAT3 - 21,813 $21,748 $21,748 0.00 $21,690
Fannie Mae REMIC Trust 2013-2 QF 4.25767% 25-FEB-2043, 4.30%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,109 $20,922 $20,922 0.00 $20,879
Ginnie Mae REMIC Trust 2007-059 FA 4.26693% 20-OCT-2037, 4.51%, 10/20/37 GNR 2007-59 38375LPU8 - 20,998 $20,827 $20,827 0.00 $20,769
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 21,416 $20,527 $20,527 0.00 $20,157
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 21,091 $19,708 $19,708 0.00 $19,545
Ginnie Mae REMIC Trust 2008-016 FC 4.26693% 20-FEB-2038, 4.51%, 02/20/38 GNR 2008-16 383742FU2 - 16,928 $16,783 $16,783 0.00 $16,736
Ginnie Mae REMIC Trust 2010-133 FD 4.40599% 16-OCT-2040, 4.41%, 10/16/40 GNR 2010-133 38377MHV1 - 16,479 $16,502 $16,502 0.00 $16,450
Ginnie Mae REMIC Trust 2007-037 FW 4.07693% 20-JUN-2037, 4.32%, 06/20/37 GNR 2007-37 38375KNR9 - 16,469 $16,219 $16,219 0.00 $16,176
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 4.16%, 08/20/35 GNR 2005-65 38374LL25 - 16,261 $16,002 $16,002 0.00 $15,961
Ginnie Mae REMIC Trust 2004-059 FP 4.27599% 16-AUG-2034, 4.28%, 08/16/34 GNR 2004-59 38374HYS3 - 15,200 $15,128 $15,128 0.00 $15,081
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40098% 15-MAR-2032, 4.41%, 03/15/32 FHR 2426 31339W7G5 - 13,299 $13,360 $13,360 0.00 $13,316
Ginnie Mae REMIC Trust 2005-048 AF 3.96693% 20-JUN-2035, 4.21%, 06/20/35 GNR 2005-48 38374LHM6 - 13,325 $13,190 $13,190 0.00 $13,156
Fannie Mae REMIC Trust 2002-53 FK 4.15767% 25-APR-2032, 4.20%, 04/25/32 FNR 2002-53 31392EHN3 - 12,854 $12,848 $12,848 0.00 $12,822
Fannie Mae REMIC Trust 2005-83 KT 4.05767% 25-OCT-2035, 4.10%, 10/25/35 FNR 2005-83 31394FUL7 - 11,478 $11,383 $11,383 0.00 $11,360
Fannie Mae REMIC Trust 2007-89 GF 4.27767% 25-SEP-2037, 4.32%, 09/25/37 FNR 2007-89 31396XPM0 - 10,462 $10,457 $10,457 0.00 $10,436
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15098% 15-JAN-2033, 4.16%, 01/15/33 FHR 2551 31393JAZ1 - 9,636 $9,624 $9,624 0.00 $9,594
Ginnie Mae REMIC Trust 2012-075 FP 4.06693% 20-JUL-2041, 4.31%, 07/20/41 GNR 2012-75 38378EZ55 - 9,178 $9,226 $9,226 0.00 $9,202
Ginnie Mae REMIC Trust 2007-061 FA 4.26693% 20-OCT-2037, 4.51%, 10/20/37 GNR 2007-61 38375LLN8 - 8,522 $8,454 $8,454 0.00 $8,430
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - - $7,861 $7,861 0.00 $0
Fannie Mae REMIC Trust 2010-123 FL 4.18767% 25-NOV-2040, 4.23%, 11/25/40 FNR 2010-123 31398N2W3 - 7,342 $7,323 $7,323 0.00 $7,308
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.11298% 15-FEB-2032, 4.11%, 02/15/32 FHR 2410 31339NJN7 - 7,239 $7,250 $7,250 0.00 $7,227
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - - $6,887 $6,887 0.00 $0
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 6,965 $6,865 $6,865 0.00 $6,614
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - - $6,641 $6,641 0.00 $0
Fannie Mae REMIC Trust 2012-100 FG 4.15767% 25-SEP-2042, 4.20%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,703 $6,620 $6,620 0.00 $6,606
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00098% 15-SEP-2035, 4.01%, 09/15/35 FHR 3028 31396AFB5 - 6,236 $6,226 $6,226 0.00 $6,208
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,336 $6,210 $6,210 0.00 $6,022
Fannie Mae REMIC Trust 2003-87 FG 4.25767% 25-SEP-2033, 4.30%, 09/25/33 FNR 2003-87 31393E4W6 - 6,159 $6,166 $6,166 0.00 $6,153
Ginnie Mae REMIC Trust 2007-018 FD 4.06693% 20-APR-2037, 4.31%, 04/20/37 GNR 2007-18 38375JC86 - 6,195 $6,093 $6,093 0.00 $6,077
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,201 $6,076 $6,076 0.00 $5,885
Ginnie Mae REMIC Trust 2010-006 FG 4.57599% 16-JAN-2040, 4.58%, 01/16/40 GNR 2010-6 38376TSC7 - 5,803 $5,774 $5,774 0.00 $5,754
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,457 $5,311 $5,311 0.00 $5,172
Fannie Mae REMIC Trust 2002-16 VF 4.30767% 25-APR-2032, 4.35%, 04/25/32 FNR 2002-16 31392CWW0 - 5,202 $5,223 $5,223 0.00 $5,212
Fannie Mae REMIC Trust 2010-95 FB 4.15767% 25-SEP-2040, 4.20%, 09/25/40 FNR 2010-95 31398NEX8 - 4,560 $4,556 $4,556 0.00 $4,546
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - - $3,177 $3,177 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05098% 15-AUG-2040, 4.06%, 08/15/40 FHR 3738 3137GAYQ4 - 1,407 $1,411 $1,411 0.00 $1,407
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,009 $878 $878 0.00 $871
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - - $862 $862 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25098% 15-JUL-2032, 4.26%, 07/15/32 FHR 2469 31392RC58 - 489.00 $490 $490 0.00 $489
Ginnie Mae REMIC Trust 2010-125 VF 4.11693% 20-JUN-2040, 4.36%, 06/20/40 GNR 2010-125 38377JYJ6 - 275.00 $275 $275 0.00 $275
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - - $239 $239 0.00 $0
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - - $118 $118 0.00 $0
Ginnie Mae REMIC Trust 1999-27 FE 4.37599% 16-AUG-2029, 4.38%, 08/16/29 GNR 1999-27 3837H2WA3 - 104.00 $104 $104 0.00 $104
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - -669.00 $-69,743,250 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -1,891 $-199,411,859 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -3,813 $-398,815,969 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 881.00 $179,434,923 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 1,626 $168,443,438 $0 0.00 $0
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/12/26 FNCL 01F0506B7 - -380,266,227 $-352,928,888 $-352,928,888 -5.61 $-352,928,888
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/12/26 FNCL 01F0426B4 - -532,090,096 $-478,784,778 $-478,784,778 -7.60 $-478,784,778
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/12/26 FNCL 01F0526B3 - -1,145,750,370 $-1,095,715,451 $-1,095,715,451 -17.40 $-1,095,715,451
SEGREGATED CASH SEGCASH $0.00 124,370,747 $124,370,747 $124,370,747 1.98 $124,370,747
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -1,980,023,424 $-1,980,023,424 $-1,980,023,424 -31.45 $-1,980,023,424
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 1,367 $325,533,962 $0 0.00 $0

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