EVMO Portfolio moves — Eaton Vance Mortgage Opportunities ETF

EVMO

Eaton Vance Mortgage Opportunities ETF

Morgan Stanley ETF Trust

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Dec 31, 2025 → Mar 31, 2026

Expand a category to see the positions behind it, ranked by weight.

Security	Shares Mar 2026	Δ shares	End %	Δ value
FNCL 5 4/26	30,000,000	30,000,000	3.11%	$29.57M
FNCL 5.5 4/26	25,000,000	25,000,000	2.64%	$25.11M
U.S. Treasury Bills	20,000,000	20,000,000	2.08%	$19.79M
U.S. Treasury Bills	15,000,000	15,000,000	1.55%	$14.73M
FNCL 4.5 4/26	15,000,000	15,000,000	1.52%	$14.47M
RAAC Trust, Series 2005-RP2, Class SB	11,508,146	11,508,146	1.11%	$10.52M
U.S. Treasury Bills	10,000,000	10,000,000	1.04%	$9.89M
U.S. Treasury Bills	10,000,000	10,000,000	1.04%	$9.88M
U.S. Treasury Bills	10,000,000	10,000,000	1.04%	$9.85M
RAAC Trust, Series 2005-RP1, Class SB	9,696,861	9,696,861	0.94%	$8.89M
FNCL 3 4/26	10,000,000	10,000,000	0.93%	$8.79M
FNCL 2.5 4/26	8,000,000	8,000,000	0.71%	$6.73M
Bayview Financial Revolving Asset Trust, Series 2004-B, Class A1	7,372,336	7,372,336	0.63%	$5.99M
VCC, Series 2026-MC1, Class A1	5,436,073	5,436,073	0.57%	$5.43M
U.S. Treasury Bills	5,224,700	5,224,700	0.55%	$5.19M
G2SF 4 4/23	5,400,000	5,400,000	0.53%	$5.05M
CAFL 2026-R1 Issuer LLC	5,000,000	5,000,000	0.53%	$5.00M
VelocitySBA Loan Trust 2026-1	5,000,000	5,000,000	0.52%	$4.93M
United States Treasury Bill	5,000,000	5,000,000	0.52%	$4.93M
Cascade Funding Mortgage Trust, Series 2024-RM5, Class M4A	7,412,603	7,412,603	0.50%	$4.78M
RCO X Mortgage LLC, Series 2026-1, Class A1	4,586,000	4,586,000	0.48%	$4.58M
Lafayette Federal Credit Union Asset Trust 2026-HI1	4,454,228	4,454,228	0.47%	$4.43M
Chase Home Lending Mortgage Trust, Series 2024-3, Class A2	4,012,435	4,012,435	0.43%	$4.05M
FNCL 2 4/26	5,000,000	5,000,000	0.42%	$4.02M
Sequoia Mortgage Trust, Series 2026-4, Class A1	4,000,000	4,000,000	0.42%	$3.99M
DATABANK ISSUER COLO 2026 1A A2 144A	4,000,000	4,000,000	0.42%	$3.98M
Chase Home Lending Mortgage Trust 2026-1	3,912,234	3,912,234	0.41%	$3.91M
G2SF 5 5/26	3,700,000	3,700,000	0.38%	$3.65M
EFMT 2026-RM1 A1	3,450,000	3,450,000	0.35%	$3.30M
Jyske Realkredit A/S, Series CCE	20,000,000	20,000,000	0.31%	$2.99M
Velocity Commercial Capital Loan Trust, Series 2026-1, Class M1	2,984,686	2,984,686	0.31%	$2.95M
OCEANVIEW MORTGAGE TRUST 2026-SBC1 SER 2026-1 CL A V/R REGD 144A P/P 5.10400000	2,954,567	2,954,567	0.31%	$2.93M
WMRK Commercial Mortgage Trust 2022-WMRK	2,633,855	2,633,855	0.28%	$2.64M
PMT Loan Trust, Series 2026-CNF3, Class A1	2,500,000	2,500,000	0.26%	$2.49M
Velocity Commercial Capital Loan Trust 2026-1 5.89	2,487,238	2,487,238	0.26%	$2.46M
BANK 2020-BNK30 2.91823% 12/15/2053	2,903,000	2,903,000	0.25%	$2.36M
Nykredit Realkredit A/S, Series 01E	15,000,000	15,000,000	0.23%	$2.19M
BAYC 2007-4A A2	927,496	927,496	0.18%	$1.72M
RCKT MORTGAGE TRUST 2025-1 RCKT 2025-1 A1	1,662,174	1,662,174	0.18%	$1.68M
CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-4 CHASE 2024-4 A4	893,102	893,102	0.09%	$899.88K
NALP Business Loan Trust 2026-1	866,677	866,677	0.09%	$865.35K
STAR Trust, Series 2021-SFR1, Class F	763,466	763,466	0.08%	$763.58K
RFMSI Trust, Series 2007-S6, Class 1A10	881,894	881,894	0.07%	$695.26K
Rate Mortgage Trust, Series 2025-J1, Class A4	636,934	636,934	0.07%	$641.91K
LMAT 2021-GS3 A1 144A 4.75% 07-25-61	592,751	592,751	0.06%	$596.56K
RFMSI Series 2007-S6 Trust	824,473	824,473	0.06%	$582.58K
JP Morgan Mortgage Trust 2020-2	269,470	269,470	0.03%	$242.42K
GNMA, Series 2018-H15, Class KI	6,195,590	6,195,590	0.02%	$217.80K
RFMSI Series 2007-S6 Trust	271,947	271,947	0.02%	$214.39K
LMAT 2021-GS5 A1 144A 6.25% 07-25-67	149,515	149,515	0.02%	$150.77K
RFMSI Series 2007-S6 Trust	824,473	824,473	0.01%	$70.00K
New Century Home Equity Loan Trust Series 2002-1	64,308	64,308	0.01%	$64.84K
Alternative Loan Trust 2005-2	66,963	66,963	0.01%	$64.26K
GSAMP TRUST GSAMP 2004 FM2 M1	32,212	32,212	0.00%	$32.80K
PRMI Securitization Trust 2021-1	9,621	9,621	0.00%	$8.00K
FNCL 4 4/26	0	0	0.00%	$0

Security	Shares Dec 2025	Δ shares	End %	Δ value
FNCL 3 1/26	40,000,000	-40,000,000	0.00%	-$35.37M
XIB 0 03/03/26	25,000,000	-25,000,000	0.00%	-$24.85M
U.S. Treasury Bills	10,000,000	-10,000,000	0.00%	-$9.97M
WI TREASURY SEC. 0.000000% 02/19/2026	10,000,000	-10,000,000	0.00%	-$9.95M
FNCL 4.5 1/26	10,000,000	-10,000,000	0.00%	-$9.76M
FNCL 2.5 1/26	8,000,000	-8,000,000	0.00%	-$6.76M
Finance of America HECM Buyout, Series 2024-HB1, Class M4	6,800,000	-6,800,000	0.00%	-$6.59M
G2SF 4 1/26	5,400,000	-5,400,000	0.00%	-$5.10M
U.S. Treasury Bills	5,000,000	-5,000,000	0.00%	-$5.00M
U.S. Treasury Bills	5,000,000	-5,000,000	0.00%	-$4.94M
U.S. Treasury Bills	5,000,000	-5,000,000	0.00%	-$4.92M
FNCL 2 1/26	5,000,000	-5,000,000	0.00%	-$4.04M
NYMT Loan Trust, Series 2024-BPL1, Class A1	3,950,000	-3,950,000	0.00%	-$3.96M
G2SF 5 1/26	3,700,000	-3,700,000	0.00%	-$3.69M
Banco Santander SA	3,000,000	-3,000,000	0.00%	-$3.00M
HSBC USA, Inc.	3,000,000	-3,000,000	0.00%	-$2.99M
GNMA, Series 2025-160, Class Z	2,889,972	-2,889,972	0.00%	-$2.90M
ACM Auto Trust, Series 2024-1A, Class B	2,501,224	-2,501,224	0.00%	-$2.52M
Finance of America Structured Securities Trust, Series 2024-S4, Class A1	2,415,953	-2,415,953	0.00%	-$2.35M
RPM 2025-6A A3 144A 5.013% 08-25-34	2,000,000	-2,000,000	0.00%	-$2.00M
Danske Bank A/S	2,000,000	-2,000,000	0.00%	-$2.00M
LHOME Mortgage Trust, Series 2023-RTL3, Class A1	1,741,373	-1,741,373	0.00%	-$1.75M
Boston Lending Trust, Series 2022-2, Class M1	1,800,000	-1,800,000	0.00%	-$1.71M
ICAP Trust, Series 2025-RTL1, Class A1	1,500,000	-1,500,000	0.00%	-$1.52M
LHOME Mortgage Trust, Series 2023-RTL4, Class A1	1,500,000	-1,500,000	0.00%	-$1.51M
Ocwen Loan Investment Trust, Series 2024-HB1, Class M3	1,500,000	-1,500,000	0.00%	-$1.45M
Finance of America HECM Buyout, Series 2024-HB1, Class M2	1,250,000	-1,250,000	0.00%	-$1.25M
Cascade Funding Mortgage Trust, Series 2022-AB2, Class M2	1,080,092	-1,080,092	0.00%	-$1.03M
Ocwen Loan Investment Trust, Series 2023-HB1, Class M3	1,000,000	-1,000,000	0.00%	-$987.09K
CSMC Trust, Series 2021-BRIT, Class A	815,707	-815,707	0.00%	-$813.12K
WCMT 2015-SBC5 A	413,118	-413,118	0.00%	-$409.30K
Tailwind 2019-1 Limited	411,823	-411,823	0.00%	-$408.20K
Great Hall Mortgages No. 1 plc, Series 2007-1, Class BB	313,791	-313,791	0.00%	-$366.53K
RCO X Mortgage LLC, Series 2025-1, Class A1	344,534	-344,534	0.00%	-$345.52K
STARR 2019-1 A	150,356	-150,356	0.00%	-$150.01K
GNMA II, Single Family, 30 Year	98,645	-98,645	0.00%	-$101.51K
KSTRL 2018-1A A	65,330	-65,330	0.00%	-$65.37K
GNMA II, Single Family, 30 Year	43,097	-43,097	0.00%	-$43.81K
CHL Mortgage Pass-Through Trust Resecuritization, Series 2008-2R, Class A1	59,081	-59,081	0.00%	-$31.29K
GNMA II, Other	7,075	-7,075	0.00%	-$6.91K
GNMA II, Other	6,289	-6,289	0.00%	-$6.14K
Bear Stearns Asset-Backed Securities Trust, Series 2001-3, Class A3	2,993	-2,993	0.00%	-$2.99K
UMBS, 30 Year	7	-7	0.00%	-$7
GS Mortgage Securities Trust, Series 2014-GC24, Class XA	101,238	-101,238	0.00%	-$1
FNCL 5 1/26	0	0	0.00%	$0

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
UMBS Pool, 30 Year	5,193,839	11,711,355	6,517,516	1.24%	$6.50M
PNMSR 2024-GT1 A	4,000,000	9,900,000	5,900,000	1.05%	$5.89M
RCO VIII Mortgage LLC, Series 2025-3, Class A1	1,853,689	9,142,120	7,288,431	0.96%	$7.30M
SLM Student Loan Trust, Series 2004-10X, Class A8	5,281,652	7,094,068	1,812,416	0.81%	$1.86M
NZES 2025-FHT1 A 144A 6.545% 03-25-32	4,983,706	7,438,785	2,455,079	0.79%	$2.41M
RMF Buyout Issuance Trust, Series 2020-HB1, Class M5	8,141,660	8,264,396	122,737	0.69%	$57.30K
CFMT LLC, Series 2025-AB3, Class M4	7,417,580	7,492,004	74,423	0.63%	$83.25K
Brean Asset-Backed Securities Trust, Series 2023-SRM1, Class M4	6,015,059	6,075,410	60,351	0.54%	$31.59K
PNMAC GMSR Issuer Trust, Series 2025-GT1, Class A	3,300,000	4,500,000	1,200,000	0.48%	$1.20M
STAR Trust, Series 2022-SFR3, Class D	2,100,000	4,205,000	2,105,000	0.44%	$2.11M
Brean Asset-Backed Securities Trust, Series 2023-SRM1, Class M5	4,921,412	4,970,790	49,378	0.39%	$51.33K
RMF Proprietary Issuance Trust, Series 2022-1, Class A1	3,113,732	3,500,551	386,819	0.35%	$367.96K
Legacy Mortgage Asset Trust, Series 2021-GS2, Class A2	2,591,204	3,119,465	528,260	0.33%	$557.24K
Brean Asset-Backed Securities Trust, Series 2023-SRM1, Class M2	3,007,529	3,037,705	30,176	0.30%	$17.97K
Rate Mortgage Trust, Series 2024-J4, Class A1	2,345,423	2,618,611	273,188	0.28%	$252.15K
RMF Buyout Issuance Trust, Series 2021-HB1, Class M6	2,617,116	2,656,570	39,453	0.25%	$22.46K
NovaStar Mortgage Funding Trust, Series 2003-4, Class O	3,748,601	3,750,000	1,399	0.24%	$118.75K
MIC Trust (The), Series 2023-MIC, Class B	1,430,000	1,930,000	500,000	0.22%	$509.73K
PRKCM Trust, Series 2023-AFC1, Class A1	1,864,992	1,929,483	64,492	0.20%	$63.68K
CFMT LLC, Series 2025-AB3, Class M5	2,557,786	2,583,450	25,663	0.20%	$28.13K
VINE Trust, Series 2023-SFR1, Class E1	1,500,000	1,849,000	349,000	0.19%	$333.23K
Brean Asset-Backed Securities Trust, Series 2023-SRM1, Class M3	1,640,471	1,656,930	16,459	0.16%	$8.02K
Impac CMB Trust, Series 2005-7, Class A1	918,543	1,230,906	312,363	0.12%	$275.36K
Lehman ABS Manufactured Housing Contract Trust, Series 2002-A, Class C	988,416	1,104,556	116,140	0.11%	$78.86K
Boston Lending Trust, Series 2021-1, Class M1	1,173,150	1,179,026	5,876	0.11%	$6.28K
RMF Proprietary Issuance Trust, Series 2021-2, Class M1	1,092,284	1,096,173	3,889	0.11%	$11.07K
GNMA II, Other	807,168	813,368	6,201	0.08%	$824
GNMA, Series 2017-H22, Class KI	893,218	7,490,059	6,596,841	0.05%	$382.80K
FNMA, REMIC, Series 2020-47, Class GZ	558,088	560,883	2,795	0.04%	$1.07K
Lansdowne Mortgage Securities No. 1 plc, Series 1, Class A2	239,200	246,400	7,200	0.03%	$3.96K
EquiFirst Mortgage Loan Trust, Series 2004-2, Class M7	132,472	172,214	39,742	0.02%	$39.07K
GNMA, Series 2019-H14, Class DI	2,557,934	2,575,521	17,587	0.02%	-$3.58K
GNMA, Series 2019-H15, Class MI	1,724,129	1,727,286	3,158	0.01%	-$5.58K
GNMA, Series 2019-H15, Class CI	1,604,197	1,634,764	30,567	0.01%	$308
GNMA, Series 2019-H18, Class IH	1,272,315	1,297,304	24,990	0.01%	-$1.59K
GNMA, Series 2014-H07, Class BI	460,026	2,824,039	2,364,013	0.01%	$59.23K
GNMA, Series 2019-H12, Class DI	1,596,216	1,614,302	18,086	0.01%	-$1.20K
GNMA, Series 2017-H16, Class IB	506,602	2,111,364	1,604,762	0.01%	$46.60K
GNMA, Series 2017-H02, Class BI	148,757	622,583	473,826	0.00%	$17.96K
Reperforming Loan Trust, Series 2005-R2, Class 2A4	17,579	22,172	4,593	0.00%	$4.50K
Government National Mortgage Association	534,793	539,746	4,953	0.00%	-$614
GNMA, Series 2010-H15, Class WI	232,549	233,594	1,045	0.00%	$228
GNMA, Series 2012-H11, Class CI	83,972	85,351	1,379	0.00%	$356
GNMA, Series 2010-H13, Class JI	66,927	68,466	1,539	0.00%	$201
GNMA, Series 2012-H28, Class SB	47,707	48,444	737	0.00%	$108
GNMA, Series 2012-H11, Class BI	26,303	26,699	397	0.00%	$99
GNMA, Series 2012-H08, Class XA	21,593	21,975	383	0.00%	-$71
GNMA, Series 2013-H04, Class BI	27,502	27,933	431	0.00%	$171
GNMA, Series 2013-H05, Class SA	69,703	71,051	1,348	0.00%	$130
GNMA, Series 2010-H17, Class JI	34,313	35,102	789	0.00%	$103
GNMA, Series 2012-H20, Class MI	15,345	15,591	246	0.00%	$28
GNMA, Series 2013-H01, Class TI	44,309	44,754	444	0.00%	$82
GNMA, Series 2012-H21, Class AS	15,715	15,905	190	0.00%	$24
GNMA, Series 2013-H20, Class XI	27,151	27,211	60	0.00%	-$50
GNMA, Series 2012-H21, Class SB	9,890	10,095	206	0.00%	$20
GNMA, Series 2012-H21, Class DS	5,348	5,413	65	0.00%	$11
GNMA, Series 2013-H07, Class MI	555	555	0	0.00%	$1
US ULTRA BOND CBT Sep25	1,132	2,408	1,276	-0.23%	-$1.44M

Security	Shares Dec 2025	Shares Mar 2026	Δ shares	End %	Δ value
FR SD8493	13,109,804	12,402,304	-707,500	1.31%	-$824.28K
FN MA5531	12,981,083	12,269,632	-711,451	1.30%	-$827.15K
UMBS, 30 Year	9,564,032	8,958,784	-605,248	0.96%	-$695.50K
UMBS Pool, 30 Year	9,159,523	8,994,380	-165,144	0.95%	-$250.63K
UMBS Pool, 30 Year	9,380,935	8,893,844	-487,091	0.94%	-$598.01K
UMBS, 30 Year	9,445,180	8,896,692	-548,488	0.94%	-$643.13K
UMBS Pool, 30 Year	8,872,864	8,551,299	-321,566	0.91%	-$385.25K
Nykredit Realkredit A/S, Series 01e	39,819,311	38,827,840	-991,471	0.62%	-$397.65K
Su Casita, Series 2007-CB1A, Class A	7,229,668	6,952,727	-276,940	0.60%	-$227.78K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4	5,518,482	5,340,511	-177,971	0.54%	-$144.23K
FR SD8533	5,440,986	5,093,063	-347,923	0.54%	-$403.80K
Nykredit Realkredit A/S, Series 01E	34,971,032	34,116,882	-854,150	0.54%	-$350.41K
UMBS, 30 Year	4,876,593	4,844,042	-32,551	0.51%	-$78.74K
RCO Trust, Series 2025-PR1, Class A	4,860,342	4,695,440	-164,901	0.49%	-$194.00K
FHLMC Gold Pool, Other	5,023,240	4,986,103	-37,137	0.46%	-$49.75K
CWHEQ Revolving Home Equity Loan Trust, Series 2005-F, Class 2A	4,736,893	4,288,849	-448,044	0.44%	-$427.27K
Champs Trust, Series 2025-1, Class A	4,130,045	3,943,402	-186,643	0.43%	-$235.22K
Champs Trust, Series 2025-2, Class A	4,018,339	3,922,905	-95,434	0.42%	-$150.84K
UMBS, 30 Year	4,076,432	3,795,420	-281,012	0.41%	-$319.88K
FNMA, Other	4,882,150	4,824,431	-57,719	0.40%	-$18.50K
Nordea Kredit Realkreditaktieselskab	25,000,000	24,913,923	-86,077	0.39%	-$193.00K
GNMA, Series 2025-180, Class ZE	3,677,176	3,558,965	-118,211	0.37%	-$147.66K
Saluda Grade Alternative Mortgage Trust, Series 2025-NPL2, Class A1	3,960,832	3,533,099	-427,732	0.37%	-$432.83K
RPIT 2019-1 A	3,895,898	3,620,762	-275,137	0.37%	-$268.23K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2	3,664,042	3,530,959	-133,084	0.36%	-$118.07K
VCC Trust, Series 2025-MC1, Class A1	3,726,230	3,362,016	-364,214	0.35%	-$359.26K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3	3,534,336	3,363,322	-171,014	0.35%	-$161.81K
NZES 2024-FNT1 A	3,439,772	3,251,509	-188,263	0.34%	-$234.56K
ACM Auto Trust, Series 2025-4A, Class A	4,000,000	3,198,391	-801,609	0.34%	-$805.59K
FNMA, Other	4,095,308	4,060,767	-34,541	0.34%	-$3.08K
FNMA, Other	3,897,034	3,834,354	-62,680	0.33%	-$68.99K
PRET LLC, Series 2025-NPL3, Class A1	3,085,710	3,003,335	-82,376	0.32%	-$98.46K
GNMA, Series 2025-173, Class LZ	2,995,365	2,932,083	-63,282	0.31%	-$85.02K
FHLMC Seasoned Credit Risk Transfer Trust, Series 2016-1, Class MT	3,338,741	3,290,580	-48,161	0.30%	-$47.80K
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-1 M	3,056,724	2,935,368	-121,356	0.30%	-$111.55K
EFMT, Series 2025-RM1, Class A1A	2,972,225	2,922,546	-49,678	0.30%	-$42.28K
GNMA II, Single Family, 30 Year	2,801,941	2,792,594	-9,346	0.30%	-$14.93K
FNMA, Other	2,692,374	2,685,293	-7,081	0.29%	-$28.93K
Nykredit Realkredit A/S, Series 01E	18,191,779	17,542,902	-648,877	0.28%	-$191.07K
PRPM LLC, Series 2025-2, Class A1	2,839,598	2,706,220	-133,378	0.28%	-$146.63K
CFMT LLC, Series 2024-NR1, Class A1	2,685,898	2,666,536	-19,362	0.28%	-$23.08K
EFMT, Series 2024-RM2, Class A1A	2,738,969	2,641,047	-97,922	0.27%	-$98.96K
Sequoia Mortgage Trust, Series 2025-S2, Class A1	2,835,440	2,758,602	-76,838	0.27%	-$96.74K
GNMA II, Single Family, 30 Year	3,959,731	2,498,284	-1,461,447	0.27%	-$1.50M
Eurohome Italy Mortgages Srl, Series 2007-1, Class A	2,367,988	2,244,026	-123,962	0.26%	-$150.99K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2025-2 SER 2025-2 CL MTU 3.25000000	2,938,267	2,895,611	-42,656	0.26%	-$30.19K
FHLMC Gold Pool, Other	3,372,787	2,788,026	-584,760	0.26%	-$517.07K
SCRT 2024-1 MT 3.0% 11-25-63	2,919,699	2,881,459	-38,240	0.26%	-$34.13K
EFMT, Series 2024-RM3, Class A1A	2,590,733	2,451,483	-139,250	0.25%	-$136.62K
Rate Mortgage Trust, Series 2025-J3, Class A1	2,457,064	2,343,755	-113,310	0.25%	-$137.65K
PRKCM Trust, Series 2024-HOME1, Class A1	2,478,808	2,309,777	-169,031	0.25%	-$191.28K
GNMA II, Single Family, 30 Year	2,716,398	2,286,502	-429,896	0.24%	-$440.71K
Nykredit Realkredit A/S, Series 01E*	15,000,000	14,995,035	-4,965	0.23%	-$106.75K
Realkredit Danmark A/S, Series 27S	14,971,818	14,682,216	-289,602	0.23%	-$147.68K
ACM Auto Trust, Series 2023-2A, Class B	2,977,497	2,095,584	-881,913	0.22%	-$900.28K
FHLMC Gold Pool, Other	2,087,574	2,084,816	-2,758	0.22%	-$19.67K
MSILF-GOVT-INS	6,536,935	2,093,806	-4,443,128	0.22%	-$4.44M
Ellington Financial Mortgage Trust, Series 2022-4, Class A1	2,193,572	2,074,077	-119,495	0.22%	-$119.81K
GNMA II, 30 Year	5,571,929	1,984,780	-3,587,149	0.22%	-$3.68M
GNMA II, Single Family, 30 Year	1,994,841	1,989,592	-5,249	0.21%	-$6.75K
Saluda Grade Alternative Mortgage Trust, Series 2025-NPL1, Class A1	1,979,805	1,977,607	-2,198	0.21%	-$2.72K
GNMA II, Single Family, 30 Year	1,932,577	1,926,290	-6,287	0.21%	-$7.72K
Champs Trust, Series 2024-3, Class A	2,061,534	1,896,068	-165,466	0.21%	-$191.03K
GNMA II, 30 Year	1,993,084	1,895,960	-97,124	0.20%	-$95.30K
Harvest SBA Loan Trust, Series 2025-1, Class A	1,955,376	1,899,175	-56,201	0.20%	-$56.22K
Harvest SBA Loan Trust, Series 2024-1, Class A	1,957,125	1,873,405	-83,720	0.20%	-$84.98K
FHLMC Gold Pool, Other	2,240,206	2,226,008	-14,198	0.19%	-$21.57K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 10/25/2062 144A	2,144,634	2,120,131	-24,503	0.19%	-$22.53K
FNMA, Other	2,154,167	2,140,867	-13,300	0.18%	-$20.45K
UMBS Pool, 30 Year	1,748,396	1,625,059	-123,337	0.17%	-$141.26K
Harvest Commercial Capital Loan Trust, Series 2024-1, Class A	1,747,263	1,599,759	-147,504	0.17%	-$164.53K
FNMA, REMIC, Series 2025-99, Class ZK	1,907,629	1,626,664	-280,965	0.17%	-$266.05K
Champs Trust, Series 2024-2, Class A	1,776,393	1,581,225	-195,168	0.17%	-$215.28K
CMHAT 2022-MH1 A 144A 4.25% 08-25-54	1,682,119	1,655,839	-26,279	0.17%	-$25.61K
FNMA, REMIC, Series 2025-89, Class UZ	2,079,302	1,607,133	-472,169	0.17%	-$474.78K
FNMA, Other	1,745,181	1,726,097	-19,084	0.17%	-$30.54K
Realkredit Danmark A/S, Series CCS	10,734,418	10,428,680	-305,738	0.17%	-$115.18K
OBX Trust, Series 2025-J2, Class A1	1,838,056	1,570,051	-268,004	0.16%	-$288.13K
GNMA II, Single Family, 30 Year	1,497,459	1,493,950	-3,509	0.16%	-$1.34K
FNMA, Other	1,672,628	1,658,739	-13,889	0.16%	-$19.44K
Brean Asset-Backed Securities Trust, Series 2024-RM8, Class A1	1,531,055	1,515,780	-15,275	0.16%	-$19.86K
OBX Trust	1,732,411	1,705,732	-26,679	0.16%	-$32.39K
FHLMC Gold Pool, Other	1,807,962	1,794,113	-13,850	0.16%	-$16.05K
Freddie Mac Non Gold Pool	1,576,863	1,433,943	-142,919	0.15%	-$149.79K
Bayview Financial Revolving Asset Trust, Series 2005-E, Class M2	333,937	326,169	-7,768	0.15%	$52.34K
E-MAC Program BV, Series 2007-1, Class C	1,482,876	1,427,858	-55,018	0.15%	-$26.25K
GNMA II, Single Family, 30 Year	1,388,438	1,383,993	-4,446	0.15%	-$12.64K
Newtek Small Business Loan Trust, Series 2022-1, Class B	1,506,543	1,390,939	-115,604	0.15%	-$112.78K
FNMA, Other	1,587,294	1,577,581	-9,713	0.14%	-$8.86K
MASTR Asset Securitization Trust, Series 2002-NC1, Class M3	1,452,667	1,417,622	-35,045	0.14%	-$36.86K
LHIPO 2021-1 GA	1,515,633	1,509,931	-5,702	0.14%	-$15.11K
FHLMC Gold Pool, Other	1,429,516	1,420,755	-8,761	0.14%	-$22.86K
Newtek Alternative Loan Program Series 2024-1, Class A	1,364,417	1,331,627	-32,790	0.14%	-$47.61K
FNMA, REMIC, Series 2025-91, Class UZ	1,702,478	1,315,885	-386,593	0.14%	-$386.64K
ADMT 2023-NQM5 A1 7.049% 11/25/2068 144A	1,419,306	1,272,509	-146,797	0.14%	-$157.77K
Harvest SBA Loan Trust, Series 2023-1, Class A	1,347,781	1,231,900	-115,882	0.13%	-$122.14K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 MT 3.5% 05/25/2064	1,429,709	1,408,124	-21,584	0.13%	-$20.10K
FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HT	1,404,646	1,383,842	-20,804	0.13%	-$17.21K
FHLMC Gold Pool, Other	1,321,730	1,287,493	-34,236	0.13%	-$35.69K
FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-1, Class HT	1,385,282	1,368,337	-16,946	0.13%	-$13.82K
RiverView HECM Pass-Through Certificates, Series 2007-4X, Class A	1,345,352	1,315,355	-29,997	0.12%	-$28.47K
RMF Proprietary Issuance Trust, Series 2020-1, Class A	1,216,640	1,199,338	-17,302	0.12%	-$16.10K
SCRT 2018-1 HT 3.0% 05-25-57	1,332,764	1,307,471	-25,293	0.12%	-$24.23K
VERUS SECURITIZATION TRUST VERUS 2023 3 A1 144A	1,289,288	1,132,360	-156,928	0.12%	-$159.99K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1	1,223,348	1,174,449	-48,900	0.12%	-$47.72K
FHLMC Gold Pool, Other	1,359,276	1,348,968	-10,307	0.12%	-$11.11K
JOLAR 2019-1 A	1,165,168	1,095,211	-69,958	0.12%	-$66.06K
Multifamily Trust, Series 2016-1, Class A	1,507,165	1,095,561	-411,604	0.11%	-$411.17K
LSF11 Boson Investments Sarl Compartment 2, Series 2021-NPLA, Class A1	1,164,656	928,508	-236,148	0.11%	-$297.20K
Bear Stearns Asset-Backed Securities Trust, Series 2005-SD1, Class 1M6	1,131,713	868,580	-263,133	0.11%	-$298.44K
FNMA, Other	1,294,128	1,286,278	-7,850	0.11%	-$12.17K
PRKCM Trust, Series 2023-AFC4, Class A1	1,167,949	1,026,796	-141,154	0.11%	-$151.17K
GNMA II, Single Family, 30 Year	1,067,685	1,063,182	-4,503	0.11%	-$13.88K
SCRT 2017-3 HT 3.25% 07-25-56	1,161,965	1,145,611	-16,354	0.11%	-$13.85K
Bayview Commercial Asset Trust, Series 2007-3, Class M1	1,095,532	1,064,995	-30,537	0.10%	-$33.39K
FHLMC, REMIC, Series 5020, Class UI	7,921,389	7,813,495	-107,894	0.10%	-$26.13K
FHLMC Gold Pool, Other	1,133,074	1,126,154	-6,920	0.10%	-$11.66K
GNMA II, Single Family, 30 Year	1,128,966	940,169	-188,796	0.10%	-$190.72K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1	1,102,346	1,085,704	-16,642	0.10%	-$16.66K
Bayview Commercial Asset Trust, Series 2007-3, Class A1	1,009,636	981,494	-28,142	0.10%	-$26.23K
RPTOR 2019-1 A	1,227,843	989,150	-238,693	0.10%	-$193.06K
GNMA II, Other	896,657	895,622	-1,035	0.10%	-$182
European Residential Loan Securitisation DAC, Series 2019-NPL1, Class A	782,555	737,374	-45,181	0.09%	-$67.88K
GNMA II, Single Family, 30 Year	994,642	987,681	-6,961	0.09%	-$7.31K
Champs Trust, Series 2024-1, Class A	910,365	829,019	-81,346	0.09%	-$92.57K
LSF11 Boson Investments Sarl Compartment 2, Series 2021-NPLX, Class A1	855,064	681,690	-173,374	0.08%	-$218.20K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	6,176,139	6,079,163	-96,976	0.08%	-$8.31K
Freddie Mac Whole Loan Securities Trust 2017-SC02	905,528	897,406	-8,122	0.08%	-$8.95K
SCRT 2017-4 HT FRN 06-25-57	851,249	836,232	-15,017	0.08%	-$15.64K
FortiFi, Series 2023-1A, Class A	748,556	727,724	-20,831	0.08%	-$25.39K
GITST 2025-NPL1 A1	1,029,630	718,307	-311,323	0.08%	-$312.89K
Bayview Financial Revolving Asset Trust, Series 2005-E, Class A1	667,875	652,339	-15,536	0.08%	-$12.85K
SCRT 2019-1 MT 3.5% 07-25-58	799,229	788,541	-10,687	0.07%	-$11.14K
PRPM Trust, Series 2022-INV1, Class A1	706,300	688,491	-17,810	0.07%	-$19.70K
FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MT	783,143	771,194	-11,950	0.07%	-$11.28K
GNMA II, Single Family, 30 Year	605,674	603,961	-1,713	0.07%	$1.39K
FHLMC Gold Pool, Other	798,531	789,498	-9,033	0.07%	-$2.95K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2	670,144	655,194	-14,949	0.07%	-$13.45K
FHLMC Whole Loan Securities Trust, Series 2017-SC02, Class 2A2	687,756	684,856	-2,901	0.06%	-$3.04K
GNMA II, Single Family, 30 Year	717,081	712,144	-4,937	0.06%	-$2.13K
Seasoned Credit Risk Transfer Trust, Series 2025-1, Class MAU	670,702	658,325	-12,377	0.06%	-$14.53K
NWSB 2022-1 A	645,661	596,117	-49,544	0.06%	-$49.67K
GNMA II, Other	739,223	581,482	-157,742	0.06%	-$160.57K
GNMA, Series 2017-H22, Class GI	8,804,470	7,498,132	-1,306,338	0.06%	-$106.06K
Bayview Commercial Asset Trust, Series 2005-3A, Class B1	499,568	476,992	-22,576	0.06%	-$12.50K
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 SER 2019-4 CL M55D 4.00000000	599,663	586,152	-13,511	0.06%	-$12.10K
GNMA II, Single Family, 30 Year	555,029	507,668	-47,361	0.06%	-$46.09K
SHNTN 2015-1A A	554,572	527,186	-27,387	0.06%	-$13.27K
GNMA II, Single Family, 30 Year	529,819	527,867	-1,952	0.06%	-$4.36K
NWSB 2023-1 A	568,807	509,629	-59,178	0.05%	-$59.64K
UMBS, 30 Year	539,394	530,976	-8,418	0.05%	-$12.32K
GNMA II, Single Family, 30 Year	486,405	484,808	-1,597	0.05%	-$3.38K
Bayview Commercial Asset Trust, Series 2006-3A, Class M3	582,160	520,642	-61,518	0.05%	-$56.71K
Prosil Acquisition S.A., Series 2019-1, Class A	535,525	495,347	-40,178	0.05%	-$37.16K
Brean Asset-Backed Securities Trust, Series 2023-SRM1, Class A	556,000	484,568	-71,432	0.05%	-$72.12K
FNMA, Other	595,455	590,182	-5,274	0.05%	-$6.79K
GNMA II, Single Family, 30 Year	453,818	452,458	-1,360	0.05%	$128
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3	532,947	526,663	-6,284	0.05%	-$6.26K
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL M5TW 3.00000000	520,886	508,603	-12,283	0.05%	-$10.60K
GNMA II, Other	485,750	483,125	-2,626	0.05%	-$4.55K
GNMA, Series 2022-H11, Class IG	8,458,835	8,430,063	-28,772	0.05%	$10.15K
GNMA II, Single Family, 30 Year	441,805	439,955	-1,850	0.05%	-$2.74K
Delta Funding Home Equity Loan Trust, Series 1999-3, Class A1A	486,425	459,746	-26,678	0.05%	-$23.59K
GNMA II, Other	480,935	477,907	-3,028	0.05%	$690
Freddie Mac Whole Loan Securities Trust	512,621	502,718	-9,903	0.05%	-$9.68K
GNMA, Series 2017-H25	14,657,554	12,927,505	-1,730,050	0.04%	-$91.89K
FNMA, Other	513,672	509,784	-3,888	0.04%	-$5.34K
Newgate Funding plc, Series 2007-3X, Class D	316,103	305,801	-10,302	0.04%	-$24.33K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1	458,445	451,194	-7,251	0.04%	-$6.92K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2	453,026	444,003	-9,022	0.04%	-$8.79K
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4	419,867	409,172	-10,694	0.04%	-$10.63K
GNMA, Series 2016-H13, Class EI	8,746,329	7,439,005	-1,307,325	0.04%	-$80.32K
Countrywide Asset-Backed Certificates, Series 2004-SD2, Class M2	390,253	361,751	-28,502	0.04%	-$28.70K
FHLMC, REMIC, Series 5536, Class CZ	2,596,951	376,899	-2,220,052	0.04%	-$2.21M
GFMT 2019-1 A22	464,422	373,863	-90,559	0.04%	-$87.59K
TDA 27 FTA, Series 27, Class A3	340,098	321,886	-18,213	0.04%	-$25.00K
GNMA, Series 2017-H14, Class EI	12,855,119	11,035,472	-1,819,647	0.04%	-$60.96K
FHLMC Gold Pool, Other	429,629	423,833	-5,796	0.04%	-$2.33K
Quest Trust, Series 2002-X1, Class M2	301,659	295,233	-6,425	0.04%	-$10.34K
GNMA II, Other	388,538	379,978	-8,560	0.04%	-$10.85K
Bayview Commercial Asset Trust, Series 2005-3A, Class M1	352,824	336,880	-15,944	0.04%	-$15.94K
FHLMC Gold Pool, Other	351,212	349,327	-1,885	0.03%	-$3.86K
Freddie Mac Pool	401,539	394,769	-6,770	0.03%	-$5.56K
Bayview Commercial Asset Trust, Series 2006-3A, Class M2	379,639	339,522	-40,117	0.03%	-$37.27K
Amortizing Residential Collateral Trust, Series 2001-BC6W, Class A	342,501	318,380	-24,120	0.03%	-$24.01K
GNMA II POOL MA6210 G2 10/49 FIXED 3.5	353,316	345,338	-7,978	0.03%	-$4.74K
FNMA, Other	347,467	335,218	-12,249	0.03%	-$12.71K
Bayview Commercial Asset Trust, Series 2006-3A, Class A2	334,880	299,492	-35,387	0.03%	-$33.46K
GNMA, Series 2019-H18, Class IE	8,791,887	7,829,676	-962,211	0.03%	-$47.33K
GNMA, Series 2017-H15, Class XI	12,821,316	10,389,261	-2,432,055	0.03%	-$52.08K
GNMA, Series 2017-H21, Class DI	13,754,590	9,868,449	-3,886,141	0.03%	-$95.80K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 03/25/2058	313,864	309,492	-4,372	0.03%	-$4.28K
Pioneer Aircraft Finance Ltd., Series 2019-1, Class B	2,366,072	267,090	-2,098,981	0.03%	-$2.08M
GNMA, Series 2020-H22, Class NI	5,699,674	5,624,031	-75,643	0.03%	-$25.39K
GNMA II, Other	252,485	251,507	-977	0.03%	-$1.46K
GNMA, Series 2015-H03, Class CI	11,405,214	8,346,707	-3,058,507	0.03%	-$83.26K
FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class HT	297,784	293,680	-4,104	0.03%	-$3.90K
FNMA, Other	325,780	318,468	-7,311	0.03%	-$4.08K
GNMA II, Other	301,530	296,486	-5,044	0.03%	-$5.09K
Resloc UK plc, Series 2007-1X, Class C1A	231,355	221,554	-9,800	0.03%	-$15.37K
Freddie Mac Whole Loan Securities Trust 2016-SC02	280,277	277,561	-2,716	0.03%	-$3.01K
GNMA, Series 2016-H17, Class DI	7,962,883	7,128,817	-834,066	0.02%	-$33.46K
GNMA II, Single Family, 30 Year	225,596	224,946	-650	0.02%	$161
IMS Ecuadorian Mortgage Trust, Series 2021-1, Class GA	252,440	232,600	-19,840	0.02%	-$23.95K
ECAF LTD ECAF 2015 1A A2 144A	251,947	239,783	-12,164	0.02%	-$10.46K
GNMA II, Single Family, 30 Year	213,675	212,810	-865	0.02%	-$102
GNMA, Series 2021-194, Class NI	1,529,952	1,518,987	-10,965	0.02%	-$3.39K
GSR Mortgage Loan Trust, Series 2005-7F, Class 3A10	211,060	206,732	-4,328	0.02%	-$6.91K
Seasoned Credit Risk Transfer Trust	217,203	211,639	-5,564	0.02%	-$6.14K
FNMA, Other	249,050	247,156	-1,895	0.02%	-$1.83K
GNMA II POOL MA6531 G2 03/50 FIXED 3	234,397	229,931	-4,466	0.02%	-$4.64K
MESC 11PA B3	234,045	210,305	-23,740	0.02%	-$24.40K
FNMA, Other	245,162	241,449	-3,713	0.02%	-$4.15K
FNMA, Other	228,722	223,470	-5,252	0.02%	-$5.78K
Saxon Asset Securities Trust, Series 2002-3, Class M1	211,072	211,072	-0	0.02%	-$3.92K
GNMA, Series 2016-H20, Class CI	4,595,278	4,081,782	-513,496	0.02%	-$35.44K
ABFC Trust, Series 2004-OPT2, Class A1A	204,474	188,417	-16,056	0.02%	-$15.91K
FNMA, 30 Year	200,885	199,293	-1,592	0.02%	-$3.42K
FNMA, REMIC, Series 2010-68, Class BA	185,181	180,723	-4,458	0.02%	-$4.70K
Shenton Aircraft Investment I Ltd., Series 2015-1A, Class B	180,363	175,255	-5,108	0.02%	$21.19K
GNMA, Series 2015-H15, Class AI	6,257,380	3,621,870	-2,635,510	0.02%	-$99.62K
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 M55D 4% 10/25/2058	177,797	174,719	-3,078	0.02%	-$2.73K
Eurosail-NL BV, Series 2007-NL2X, Class M	177,466	143,400	-34,066	0.02%	-$42.85K
FHLMC Gold Pool, Other	174,763	172,606	-2,157	0.02%	-$2.74K
CSFB Mortgage-Backed Pass-Through Certificates Trust, Series 2004-AR4, Class 3A1	172,884	169,837	-3,047	0.02%	-$4.27K
CWMBS, Inc.	162,268	160,162	-2,105	0.02%	-$3.70K
FHLMC Gold Pool, 30 Year	160,111	158,002	-2,109	0.02%	-$3.00K
GNMA II POOL MA6275 G2 11/49 FIXED 3.5	173,731	172,603	-1,128	0.02%	$214
GNMA, Series 2016-H13, Class IK	2,939,675	1,687,528	-1,252,146	0.02%	-$106.63K
FNMA, Other	163,570	162,623	-947	0.02%	-$2.09K
ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT4 M1	155,746	143,725	-12,021	0.02%	-$10.68K
FNMA, Other	164,940	163,626	-1,314	0.02%	-$1.99K
GNMA II, Single Family, 30 Year	140,898	140,541	-357	0.02%	-$422
GNMA II, Other	148,138	147,271	-867	0.01%	-$2.01K
E-MAC Program BV, Series 2008-1, Class B	128,840	127,934	-906	0.01%	-$7.47K
GSAA Trust, Series 2004-CW1, Class 2A1	135,213	132,869	-2,344	0.01%	-$4.06K
FREDDIE MAC POOL FR RE6028	152,935	150,100	-2,835	0.01%	-$3.02K
GNMA, Series 2016-H13, Class CI	4,442,936	3,472,183	-970,753	0.01%	-$45.59K
Falcon Aerospace Ltd., Series 2019-1, Class A	133,940	131,481	-2,459	0.01%	-$2.32K
Government National Mortgage Association	150,091	146,506	-3,585	0.01%	-$3.61K
GNMA, Series 2018-H03, Class XI	3,525,393	3,064,657	-460,736	0.01%	-$6.40K
GNMA, Series 2017-H09, Class HI	2,919,938	2,112,984	-806,955	0.01%	-$46.44K
Eurohome Mortgages plc, Series 2007-1, Class A	122,382	117,013	-5,369	0.01%	-$6.55K
FNMA, Other	181,694	148,603	-33,091	0.01%	-$29.18K
Financial Asset Securities Corp. AAA Trust, Series 2005-1A, Class 1A3B	129,113	125,632	-3,481	0.01%	-$2.89K
MASTR Adjustable Rate Mortgages Trust, Series 2004-5, Class 5A1	137,192	135,046	-2,146	0.01%	-$5.33K
Government National Mortgage Association	140,374	138,477	-1,897	0.01%	-$2.66K
GNMA, Series 2017-H01, Class DI	2,411,241	2,091,869	-319,372	0.01%	-$29.65K
SCRT 2017-3 MT 3.0% 07-25-56	139,111	137,443	-1,667	0.01%	-$1.32K
FNMA, 30 Year	129,225	128,228	-996	0.01%	-$2.17K
New Century Home Equity Loan Trust, Series 2003-5, Class AII	179,348	179,348	-0	0.01%	$1.48K
WAMU MORTGAGE PASS THROUGH CER WAMU 2001 AR5 1A	131,290	118,575	-12,715	0.01%	-$13.36K
Structured Adjustable Rate Mortgage Loan Trust, Series 2005-4, Class 6A1	131,911	129,968	-1,943	0.01%	-$2.36K
Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC2, Class 1A2	407,403	406,710	-692	0.01%	-$3.28K
GNMA II, Single Family, 30 Year	126,939	123,727	-3,212	0.01%	-$3.93K
UMBS, 30 Year	125,271	121,254	-4,018	0.01%	-$5.00K
GNMA II, Other	136,460	134,186	-2,274	0.01%	-$2.30K
GNMA II, Single Family, 30 Year	106,669	106,420	-249	0.01%	-$298
CHL Mortgage Pass-Through Trust, Series 2003-48, Class 1A1	114,877	112,573	-2,304	0.01%	-$2.86K
E-MAC NL BV, Series NL04-I, Class A	96,124	92,540	-3,584	0.01%	-$5.81K
FHLMC Gold Pool, Other	112,625	111,331	-1,294	0.01%	-$2.05K
TIAA Bank Mortgage Loan Trust, Series 2018-3, Class A1	106,202	105,181	-1,021	0.01%	-$607
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3	114,781	113,303	-1,478	0.01%	-$1.49K
FHLMC Gold Pool, 30 Year	104,571	101,886	-2,685	0.01%	-$3.41K
MASTR Alternative Loan Trust	109,776	108,201	-1,575	0.01%	-$2.47K
GNMA II POOL MA6081 G2 08/49 FIXED 3.5	107,898	105,576	-2,322	0.01%	-$1.34K
Real Estate Asset Liquidity Trust, Series 2020-1A, Class X	5,508,960	5,129,058	-379,902	0.01%	-$8.75K
FNMA, Other	110,382	109,563	-819	0.01%	-$1.19K
FNMA, Other	109,721	108,884	-837	0.01%	-$1.20K
GNMA II, Other	90,193	89,915	-278	0.01%	$147
GNMA, Series 2014-H20, Class MI	1,325,872	1,047,587	-278,285	0.01%	-$24.37K
FNMA, 30 Year	97,658	96,503	-1,155	0.01%	-$2.02K
Conseco Finance Corp., Series 1996-4, Class M1	192,271	89,101	-103,169	0.01%	-$103.51K
Credit Suisse First Boston Mortgage Securities Corp., Series 2002-AR2, Class 2B	132,840	98,558	-34,282	0.01%	-$35.18K
FG G60038	96,396	93,824	-2,572	0.01%	-$3.51K
GNMA II POOL MA6465 G2 02/50 FIXED 3.5	96,268	95,659	-609	0.01%	$434
FNMA, 30 Year	94,812	93,080	-1,733	0.01%	-$2.53K
GNMA II, Single Family, 30 Year	93,203	92,292	-911	0.01%	-$1.53K
GNMA, Series 2012-128, Class IG	530,351	518,389	-11,962	0.01%	-$812
Flagstar Mortgage Trust, Series 2020-1INV, Class A3	97,415	95,827	-1,588	0.01%	-$1.46K
COUNTRYWIDE ALTERNATIVE LOAN T RUST SER 2004-2CB CL 1A9 REGD 5.75000000	85,845	81,165	-4,680	0.01%	-$5.62K
FNMA, Other	80,816	80,361	-455	0.01%	-$1.28K
ASSET BACKED FUNDING CERTIFICA ABFC 2005 WF1 M5	86,833	76,159	-10,674	0.01%	-$9.94K
GNMA II, Other	82,729	82,212	-517	0.01%	$379
GOVERNMENT NAT MTG ASSN HECM VAR 05/20/2067	2,596,139	2,168,352	-427,787	0.01%	-$11.90K
RCKT Mortgage Trust, Series 2024-INV1, Class A1	75,465	70,456	-5,009	0.01%	-$5.40K
Alternative Loan Trust, Series 2007-11T1, Class A37	70,081	70,079	-2	0.01%	-$2.04K
FNMA, Other	77,486	76,001	-1,486	0.01%	-$1.65K
FREDDIE MAC POOL FR QU7914	85,811	85,270	-541	0.01%	-$824
FNMA, Other	75,230	74,547	-683	0.01%	-$918
FHLMC, REMIC, Series 3995, Class JB	75,084	73,714	-1,370	0.01%	-$1.58K
GNMA, Series 2018-H11, Class AI	2,395,098	2,043,518	-351,580	0.01%	-$14.48K
FNMA, Other	71,425	70,844	-581	0.01%	-$1.31K
GNMA II, Other	67,194	66,841	-353	0.01%	-$667
Citigroup Mortgage Loan Trust, Series 2005-11, Class A3	80,010	66,453	-13,557	0.01%	-$13.87K
Terwin Mortgage Trust TMTS, Series 2004-3HE, Class M1	76,587	65,367	-11,220	0.01%	-$11.12K
J.P. Morgan Mortgage Trust, Series 2020-INV2, Class A3	76,689	74,098	-2,591	0.01%	-$2.34K
UMBS, 30 Year	63,298	61,365	-1,933	0.01%	-$2.55K
MASTR Reperforming Loan Trust, Series 2005-2, Class 1A3	90,927	90,533	-394	0.01%	-$1.92K
ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A	73,788	61,454	-12,334	0.01%	-$12.33K

Top 300 of 502, by weight.

Security	Shares Dec 2025	Shares Mar 2026	End %	Δ value
OLIT, Series 2025-HB2, Class M4	9,000,000	9,000,000	0.79%	$49.75K
CSMC Trust, Series 2021-BPNY, Class A	7,581,132	7,581,132	0.78%	$84.02K
ACM Auto Trust, Series 2024-2A, Class B	7,320,000	7,320,000	0.78%	-$25.10K
loanDepot GMSR Trust, Series 2025-FT1, Class A	7,000,000	7,000,000	0.74%	-$9.88K
RMF Buyout Issuance Trust, Series 2021-HB1, Class M4	5,250,000	5,250,000	0.53%	-$9.18K
loanDepot GMSR Trust, Series 2025-GT1, Class A	5,000,000	5,000,000	0.52%	-$45.79K
Finance of America HECM Buyout, Series 2025-HB1, Class M4	5,000,000	5,000,000	0.51%	-$17.58K
Cascade Funding Mortgage Trust, Series 2025-HB16, Class M4	5,000,000	5,000,000	0.50%	$17.06K
Prpm Fundido DAC, Series 2025-1A, Class C	4,000,000	4,000,000	0.48%	-$62.55K
NovaStar Mortgage Funding Trust, Series 2003-3, Class O	7,335,225	7,335,225	0.46%	-$172.26K
CFMT LLC, Series 2024-HB14, Class M4	4,500,000	4,500,000	0.45%	$19.11K
Towd Point Mortgage Trust, Series 2019-MH1, Class B4	4,305,379	4,305,379	0.45%	-$4.36K
FMC Issuer Trust-FMSR, Series 2024-FT1, Class A	4,100,000	4,100,000	0.43%	-$52.68K
CoreVest American Finance Trust, Series 2020-3, Class XB	62,473,000	62,473,000	0.42%	-$190.86K
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1	3,800,000	3,800,000	0.40%	-$27.65K
CFMT LLC, Series 2024-HB14, Class M5	4,000,000	4,000,000	0.39%	$35.42K
FMC GMSR Issuer Trust, Series 2022-GT1, Class A	3,524,925	3,524,925	0.37%	-$5.99K
PRPM Fundido DAC, Series 2025-2A, Class E	3,319,000	3,319,000	0.37%	-$15.22K
LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A	3,200,000	3,200,000	0.34%	-$1.97K
FCT Marsollier Mortgages, Series 2009-1, Class R	2,750,000	2,750,000	0.33%	$80.51K
ACM Auto Trust, Series 2025-4A, Class B	3,000,000	3,000,000	0.32%	$76.43K
Realkredit Danmark A/S, Series 28S	19,964,035	19,964,035	0.31%	-$154.59K
CFMT LLC, Series 2024-HB13, Class M4	3,000,000	3,000,000	0.30%	$17.84K
Onity Loan Investment Trust, Series 2024-HB2, Class M4	3,000,000	3,000,000	0.30%	-$18.87K
CFMT LLC, Series 2023-HB12, Class M3	2,900,000	2,900,000	0.30%	$4.45K
Saluda Grade Alternative Mortgage Trust, Series 2020-SEQ1, Class M1	2,500,000	2,500,000	0.27%	-$36.45K
ACM Auto Trust, Series 2025-1A, Class B	2,500,000	2,500,000	0.27%	-$8.49K
CFMT LLC, Series 2023-HB12, Class M4	2,500,000	2,500,000	0.26%	$7.92K
EFMT, Series 2025-RM3, Class A1A	2,500,000	2,500,000	0.25%	$12.51K
OLIT, Series 2025-HB2, Class M3	2,500,000	2,500,000	0.24%	-$3.63K
MR 225 North Calvert Owner LP	3,015,947	3,015,947	0.23%	-$10.25K
Rain City Mortgage Trust, Series 2024-RTL1, Class A1	2,122,000	2,122,000	0.23%	-$15.31K
RMF Proprietary Issuance Trust, Series 2022-2, Class M2	2,250,000	2,250,000	0.22%	$1.42K
Cloud Capital Holdco LP, Series 2024-1A, Class A2	2,000,000	2,000,000	0.21%	-$14.52K
FMC GMSR Issue Trust Series 2020-GT1, Class A	2,000,000	2,000,000	0.21%	-$20.41K
Onity Loan Investment Trust, Series 2024-HB2, Class M3	2,000,000	2,000,000	0.21%	-$14.10K
European Residential Loan Securitisation DAC, Series 2019-NPL1, Class C	1,570,455	1,570,455	0.20%	-$17.11K
RMF Buyout Issuance Trust, Series 2021-HB1, Class M3	2,000,000	2,000,000	0.20%	-$4.54K
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 TSFR1M+450 05/17/2024 144A	1,900,443	1,900,443	0.20%	-$2.85K
Ocwen Loan Investmetn Trust Series 24-HB1 Class M4	2,000,000	2,000,000	0.20%	$21.77K
PRPM LLC, Series 2024-RCF3, Class M2	2,000,000	2,000,000	0.20%	$21.01K
STAR Trust, Series 2024-SFR4, Class D	1,850,000	1,850,000	0.20%	-$4.95K
STAR Trust, Series 2025-SFR6, Class D	1,850,000	1,850,000	0.19%	-$6.89K
RMF Proprietary Issuance Trust, Series 2022-2, Class M3	2,000,000	2,000,000	0.19%	$8.17K
Boston Lending Trust, Series 2021-1, Class A	2,005,853	2,005,853	0.19%	$2.79K
CFMT LLC, Series 2024-HB15, Class M4	1,750,000	1,750,000	0.18%	$3.61K
ATLX Trust, Series 2024-RPL2, Class A2	1,700,000	1,700,000	0.17%	$5.06K
CFMT LLC, Series 2022-HB9, Class M3	1,650,000	1,650,000	0.17%	$3.27K
RMF Buyout Issuance Trust, Series 2020-HB1, Class M4	1,662,000	1,662,000	0.16%	-$8.56K
Harvest Commercial Capital Loan Trust, Series 2019-1, Class M5	1,500,000	1,500,000	0.16%	-$8.28K
ATLX Trust, Series 2024-RPL1, Class A2	1,500,000	1,500,000	0.15%	-$295
ATLX Trust, Series 2024-RPL1, Class M1	1,500,000	1,500,000	0.15%	$11.46K
Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2B	2,000,000	2,000,000	0.15%	-$10.43K
HCCLT 2020-1 M5	1,554,000	1,554,000	0.15%	-$16.67K
GMAC Financiera SA de CV Sociedad Financiera de Objeto Ltdo, Series 2007-2U, Class A	15,560,707	15,560,707	0.15%	-$16.73K
RMF Buyout Issuance Trust, Series 2021-HB1, Class M5	1,500,000	1,500,000	0.15%	-$10.21K
Cascade Funding Mortgage Trust, Series 2024-RM5, Class M2	1,500,000	1,500,000	0.14%	-$17.50K
Harvest Commercial Capital Loan Trust, Series 2019-1, Class M6	1,380,000	1,380,000	0.14%	-$6.21K
RMF Buyout Issuance Trust, Series 2022-HB1, Class M4	1,500,000	1,500,000	0.14%	-$9.38K
Velocity Commercial Capital Loan Trust, Series 2025-4, Class M2	1,220,553	1,220,553	0.13%	-$7.42K
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-3 M	1,200,000	1,200,000	0.12%	$5.85K
FMC GMSR Issue Trust Series 2021-GT1, Class A	1,200,000	1,200,000	0.12%	-$7.20K
Velocity Commercial Capital Loan Trust, Series 2021-1, Class M3	1,497,860	1,497,860	0.12%	$1.42K
RMF Buyout Issuance Trust, Series 2020-HB1, Class M3	1,200,000	1,200,000	0.11%	-$9.98K
E-MAC De BV, Series DE07-1, Class C	1,500,000	1,500,000	0.10%	-$15.42K
CFMT LLC, Series 2023-HB11, Class M4	1,000,000	1,000,000	0.10%	$3.11K
FMC GMSR Issuer Trust, Series 2021-GT1, Class B	1,000,000	1,000,000	0.10%	$4.57K
NCMS 2019-10K E VAR 05/15/2039 144A	1,000,000	1,000,000	0.10%	-$4.71K
CSFB Mortgage Securities	1,020,000	1,020,000	0.10%	$4.50K
ACE Securities Corp. Net Interest Margin Trust, Series 2000-1, Class CTFS	1,467,404	1,467,404	0.10%	-$36.99K
Palatino SPV, Series 1, Class AR	710,271	710,271	0.08%	-$11.28K
Prime Mortgage Trust, Series 2006-CL1, Class M3	695,000	695,000	0.06%	-$3.08K
Eurosail-NL BV, Series 2007-NL2X, Class B	500,000	500,000	0.06%	-$24.73K
Eurosail-NL BV, Series 2007-NL1X, Class C	500,000	500,000	0.06%	-$33.34K
RMF Buyout Issuance Trust, Series 2021-HB1, Class M2	500,000	500,000	0.05%	$734
Mansard Mortgages plc, Series 2006-1X, Class M2	347,749	347,749	0.05%	-$9.97K
Sutherland Commercial Mortgage Trust, Series 2021-SB10, Class B	506,289	506,289	0.05%	-$2.93K
ABFS Mortgage Loan Trust, Class X	3,324,696	3,324,696	0.04%	$0
Alba plc, Series 2005-1, Class C	252,175	252,175	0.03%	-$2.52K
Banna RMBS DAC, Series 2019-1, Class C	200,000	200,000	0.03%	$5.01K
Amortizing Residential Collateral Trust, Series 2002-BC7, Class A1	272,782	272,782	0.03%	$193
Residential Asset Securitization Trust, Series 2007-A2, Class 2A4	13,203,545	13,203,545	0.03%	-$2.91K
RBSSP Resecuritization Trust, Series 2009-8, Class 7A1	34,174	34,174	0.03%	-$6.49K
EMF-NL Prime BV, Series 2008-APRX, Class A3	200,000	200,000	0.02%	-$2.57K
METAL LLC, Series 2017-1, Class A	221,441	221,441	0.02%	$0
UBS Commercial Mortgage Trust, Series 2018-C9, Class XA	8,162,471	8,162,471	0.01%	-$17.25K
DP Facilities Data Center Subordinated Pass Through Trust	350,000	350,000	0.01%	$1.75K
E-MAC Program II BV, Series 2008-NL4, Class B	85,578	85,578	0.01%	-$1.89K
CSFB Mortgage-Backed Pass-Through Certificates Trust, Series 2005-10, Class 4A1	470,334	470,334	0.01%	-$2.03K
E-MAC NL BV, Series NL05-I, Class B	52,923	52,923	0.01%	$390
Oakwood Mortgage Investors, Inc., Series 2001-C, Class A4	848,508	848,508	0.01%	-$4.81K
FHLMC, REMIC, Series 4286, Class SC	56,035	56,035	0.00%	$655
Tricolor Auto Securitization Trust, Series 2025-2A, Class E	500,000	500,000	0.00%	$6.61K
GSR Mortgage Loan Trust, Series 2005-2F, Class 3A1	35,916	35,916	0.00%	-$386
MASTR Asset Securitization Trust, Series 2005-2, Class 4A1	909	909	0.00%	-$1
GNMA, Series 2012-H28, Class SC	97,783	97,783	0.00%	$0

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