| FNCL 6 11/24 | 6.02 | 23,491,000 |
| FNCL 3 11/24 | 3.05 | 13,917,000 |
| FNCL 2.5 11/24 | 3.00 | 14,234,000 |
| FN MA4256 2.5 2/1/2051 | 2.46 | 11,545,278 |
| FN FS9026 5.5 9/1/2053 | 2.45 | 9,597,539 |
| FR SD7512 3 2/1/2050 | 2.42 | 10,821,020 |
| FN CA7028 2.5 9/1/2050 | 2.41 | 11,210,784 |
| FR SD7535 2.5 2/1/2051 | 2.40 | 11,211,134 |
| FR SD5573 3 8/1/2052 | 2.12 | 9,535,707 |
| FN FS8660 5.5 8/1/2054 | 2.02 | 7,909,100 |
| FN CB8501 6 5/1/2054 | 1.92 | 7,343,237 |
| FR SD7553 3 3/1/2052 | 1.89 | 8,489,528 |
| FN FS7738 6 3/1/2054 | 1.82 | 6,965,728 |
| FR SD3530 6 8/1/2053 | 1.82 | 7,058,539 |
| FR SD7567 5.5 2/1/2054 | 1.81 | 7,057,606 |
| FR SD5525 5.5 6/1/2054 | 1.80 | 7,030,938 |
| FN MA5503 5.5 10/1/2044 | 1.73 | 6,794,938 |
| FR SD6570 5.5 10/1/2054 | 1.73 | 6,805,000 |
| FR SD6053 5.5 8/1/2054 | 1.65 | 6,494,854 |
| STACR 2024-DNA1 M2 6.8068 2/25/2044 | 1.54 | 6,000,000 |
| STACR 2024-HQA1 M2 6.8568 3/25/2044 | 1.54 | 6,000,000 |
| FN CA6032 2.5 6/1/2050 | 1.54 | 7,196,911 |
| JPMorgan US Government Money M | 1.43 | 5,632,912 |
| MSILF Government Portfolio | 1.43 | 5,632,912 |
| FR SD7550 3 2/1/2052 | 1.39 | 6,202,577 |
| FN FS0984 3 4/1/2052 | 1.35 | 6,068,043 |
| NRZT 2024-NQM1 A1 6.129 3/25/2064 | 1.31 | 5,094,775 |
| FN FM7529 3 5/1/2051 | 1.27 | 5,709,265 |
| FR SD5968 6 7/1/2054 | 1.24 | 4,766,334 |
| FN FS7819 2 3/1/2052 | 1.23 | 6,010,961 |
| FR SD4794 6.5 1/1/2054 | 1.21 | 4,538,760 |
| FR SD7565 5.5 9/1/2053 | 1.21 | 4,748,160 |
| FR SD4650 5 1/1/2054 | 1.20 | 4,805,404 |
| FN FS6476 2.5 11/1/2051 | 1.16 | 5,417,747 |
| FR RA2853 2.5 6/1/2050 | 1.13 | 5,304,156 |
| FN FS2141 3.5 6/1/2052 | 1.08 | 4,710,630 |
| FR SD3354 5 6/1/2053 | 1.00 | 4,046,998 |
| FN FS7114 5.5 2/1/2054 | 0.97 | 3,801,288 |
| FR SD4296 2 2/1/2052 | 0.96 | 4,673,168 |
| FN MA4492 2 12/1/2051 | 0.94 | 4,656,925 |
| FN MA4733 4.5 9/1/2052 | 0.89 | 3,680,251 |
| FN MA3357 4 5/1/2048 | 0.86 | 3,602,460 |
| CASH | 0.85 | 3,333,507 |
| FN FS2040 2 2/1/2052 | 0.79 | 3,914,502 |
| CAS 2024-R05 2M2 6.5568 7/25/2044 | 0.77 | 3,000,000 |
| FR SD5617 6 6/1/2054 | 0.74 | 2,861,031 |
| VERUS 2024-8 A2 5.618 10/25/2069 | 0.74 | 2,900,000 |
| FR SD4888 6 2/1/2054 | 0.72 | 2,764,855 |
| FR SD3745 6 9/1/2053 | 0.72 | 2,773,732 |
| FN CB7781 5.5 1/1/2054 | 0.72 | 2,831,818 |
| FR SD8288 5 1/1/2053 | 0.71 | 2,882,039 |
| FN MA5039 5.5 6/1/2053 | 0.67 | 2,669,535 |
| FHR 5092 FK 4 3/25/2051 | 0.66 | 3,133,981 |
| GNR 2020-151 MI 2.5 10/20/2050 | 0.62 | 17,042,283 |
| FR SD2912 5 5/1/2053 | 0.59 | 2,362,065 |
| FN FS5704 2 4/1/2052 | 0.56 | 2,760,435 |
| FHR 4631 GF 5.6243 11/15/2046 | 0.51 | 2,029,833 |
| CAS 2024-R01 1M2 6.6568 1/25/2044 | 0.51 | 2,000,000 |
| FR SD5726 3 7/1/2052 | 0.50 | 2,276,455 |
| FN CB8020 6.5 2/1/2054 | 0.48 | 1,861,511 |
| OBX 2024-NQM6 A1 6.447 2/25/2064 | 0.47 | 1,815,529 |
| FR SD3139 3.5 7/1/2052 | 0.46 | 2,019,134 |
| OBX 2024-NQM1 A2 6.253 11/25/2063 | 0.44 | 1,724,507 |
| VERUS 2024-1 A2 5.915 1/25/2069 | 0.43 | 1,684,015 |
| VERUS 2023-8 A1 6.2591 12/25/2068 | 0.42 | 1,629,667 |
| GNR 2020-167 WI 4 8/20/2046 | 0.41 | 10,339,435 |
| OBX 2023-NQM5 A1A 6.567 6/25/2063 | 0.40 | 1,535,829 |
| CAS 2024-R02 1M2 6.6568 2/25/2044 | 0.38 | 1,500,000 |
| COLT 2024-5 A2 5.377 8/25/2069 | 0.38 | 1,496,499 |
| VERUS 2023-5 A1 6.476 6/25/2068 | 0.37 | 1,434,567 |
| GNR 2024-79 CI 3.5 2/20/2052 | 0.36 | 8,613,784 |
| GNR 2020-188 BI 2.5 12/20/2050 | 0.36 | 9,668,892 |
| GNR 2019-31 GF 5.3236 3/20/2049 | 0.34 | 1,349,559 |
| STACR 2023-HQA2 M1A 6.8568 6/25/2043 | 0.33 | 1,297,709 |
| FHR 5020 IH 3 8/25/2050 | 0.33 | 7,436,503 |
| FNS 427 C84 3.5 11/25/2040 | 0.33 | 9,033,722 |
| GNR 2024-61 IA 2.5 2/20/2051 | 0.32 | 8,766,453 |
| OBX 2023-NQM10 A1 6.465 10/25/2063 | 0.32 | 1,227,690 |
| GNR 2022-204 IO 3.5 4/20/2052 | 0.30 | 7,356,916 |
| FNR 2017-99 PY 4 12/25/2047 | 0.30 | 1,257,162 |
| FHR 5377 IO 2.5 12/25/2051 | 0.30 | 9,237,120 |
| GNR 2022-83 IO 2.5 11/20/2051 | 0.29 | 7,866,189 |
| GNR 2020-173 MI 2.5 11/20/2050 | 0.29 | 7,724,269 |
| GNR 2021-140 IH 2.5 8/20/2051 | 0.29 | 8,706,464 |
| GNR 2020-126 KI 2.5 8/20/2050 | 0.28 | 7,625,352 |
| GNR 2021-77 IW 2.5 12/20/2050 | 0.28 | 8,063,255 |
| FNS 437 C8 2.5 6/25/2052 | 0.28 | 7,083,894 |
| FHS 389 C19 2.5 4/15/2052 | 0.27 | 6,847,137 |
| GNR 2022-207 IO 3 8/20/2051 | 0.27 | 6,706,268 |
| GNR 2021-57 JI 3 3/20/2051 | 0.26 | 6,000,741 |
| GNR 2020-51 ID 3.5 4/20/2050 | 0.26 | 5,849,274 |
| STACR 2022-DNA3 M1B 7.7568 4/25/2042 | 0.26 | 1,000,000 |
| FNR 2021-94 IO 3 1/25/2052 | 0.26 | 5,849,868 |
| FNR 2023-51 BI 3.5 4/25/2053 | 0.25 | 5,130,013 |
| FNR 2024-9 BI 3 3/25/2051 | 0.25 | 5,720,121 |
| FNR 2021-88 KI 3.5 3/25/2046 | 0.25 | 5,697,100 |
| FHR 5188 IA 3 2/25/2052 | 0.24 | 5,993,161 |
| GNR 2023-24 IH 3.5 7/20/2051 | 0.24 | 5,035,338 |
| GNR 2024-24 BI 3 12/20/2051 | 0.24 | 5,901,472 |
| GNR 2016-116 DF 5.2736 9/20/2046 | 0.24 | 955,423 |
| GNR 2020-160 VI 2.5 10/20/2050 | 0.23 | 6,638,514 |
| OBX 2024-NQM4 A1 6.067 1/25/2064 | 0.23 | 895,494 |
| VERUS 2023-INV3 A1 6.876 11/25/2068 | 0.23 | 878,366 |
| FHR 5083 IH 2.5 3/25/2051 | 0.23 | 6,275,637 |
| CSMC 2021-RPL3 A1 2 1/25/2060 | 0.22 | 973,601 |
| CSMC 2018-RPL9 A 3.85 9/25/2057 | 0.21 | 877,444 |
| CIM 2023-R4 A1 5 5/25/2062 | 0.21 | 828,830 |
| VERUS 2023-7 A1 7.07 10/25/2068 | 0.21 | 797,400 |
| OBX 2023-NQM3 A1 5.9487 2/25/2063 | 0.19 | 754,443 |
| GNR 2021-115 MI 2.5 5/20/2051 | 0.19 | 6,640,023 |
| CAS 2023-R07 2M1 6.8068 9/25/2043 | 0.19 | 758,662 |
| DRMT 2022-2 A1 4.3 3/25/2067 | 0.19 | 788,597 |
| GNR 2021-206 AI 3.5 11/20/2051 | 0.18 | 3,874,667 |
| GNR 2020-183 JI 2.5 11/20/2050 | 0.15 | 3,896,008 |
| US 10yr Ultra Fut Dec24 0 12/19/2024 | 0.15 | -180 |
| FNR 2021-3 NI 2.5 2/25/2051 | 0.14 | 3,580,925 |
| GNR 2020-153 CI 2.5 10/20/2050 | 0.12 | 3,449,425 |
| GNR 2020-17 IG 3 2/20/2050 | 0.11 | 2,779,563 |
| FN MA5038 5 6/1/2053 | 0.11 | 456,028 |
| GNR 2021-142 IO 3 8/20/2051 | 0.09 | 2,081,984 |
| FHR 5008 DI 3 9/25/2050 | 0.04 | 1,291,866 |
| FN FS5600 2.5 6/1/2052 | 0.00 | 0 |
| FN FS6744 2.5 10/1/2051 | 0.00 | 0 |
| FR SD2969 2.5 5/1/2052 | 0.00 | 0 |
