| -- | US 5YR NOTE (CBT) Dec26 | -- | -- | 74 | 8.54% | $7.67M |
| -- | US 2YR NOTE (CBT) Dec26 | -- | -- | 25 | 5.66% | $5.09M |
| -- | US LONG BOND(CBT) Dec26 | -- | -- | 41 | 4.77% | $4.29M |
| -- | US Dollar | -- | -- | -4.02M | 4.47% | -$4.02M |
| -- | U.S. Treasury Bill, 0%, due 09/29/2026 | -- | -- | 4.00M | 4.45% | $4.00M |
| -- | U.S. Treasury Bill, 0%, due 10/08/2026 | -- | -- | 4.00M | 4.45% | $4.00M |
| -- | Fannie Mae or Freddie Mac TBA, 6%, due 05/01/2056 | -- | -- | 3.50M | 3.85% | $3.46M |
| -- | US 10yr Ultra Fut Dec26 | -- | -- | 26 | 3.06% | $2.75M |
| -- | US ULTRA BOND CBT Dec26 | -- | -- | 19 | 2.24% | $2.01M |
| -- | Freddiemac Strip Series 470, Class JA, 4.80%, due 08/25/2031 | -- | -- | 1.96M | 2.14% | $1.92M |
| -- | Gracie Point International Funding Series 2025-1A, Class D, Variable rate, due 08/15/2028 | -- | -- | 1.46M | 1.62% | $1.46M |
| -- | Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2056 | -- | -- | 1.51M | 1.62% | $1.46M |
| -- | Freddiemac Strip Series 459, Class GH, 4.80%, due 07/25/2031 | -- | -- | 1.46M | 1.59% | $1.43M |
| -- | Freddie Mac Series 4639, Class HZ, Variable rate, due 04/15/2053 | -- | -- | 1.66M | 1.44% | $1.30M |
| -- | Freddie Mac - SLST Series 2025-1, Class YF, Variable rate, due 05/25/2035 | -- | -- | 1.25M | 1.41% | $1.27M |
| -- | Fannie Mae Series 2025-49, Class FA, Variable rate, due 06/25/2055 | -- | -- | 1.24M | 1.35% | $1.21M |
| -- | Fannie Mae Series 2015-32, Class PB, 3%, due 05/25/2045 | -- | -- | 1.48M | 1.33% | $1.19M |
| -- | GNMA G2 MA7366, 2%, due 05/20/2051 | -- | -- | 1.52M | 1.32% | $1.18M |
| -- | Freddie Mac FR SL1523, 3.50%, due 07/01/2050 | -- | -- | 1.36M | 1.31% | $1.18M |
| -- | Fannie Mae FN AL9394, 3%, due 11/01/2046 | -- | -- | 1.39M | 1.31% | $1.17M |
| -- | Freddie Mac FR SL1390, 4%, due 07/01/2050 | -- | -- | 1.28M | 1.29% | $1.16M |
| -- | Fannie Mae FN FA1348, 4.50%, due 09/01/2052 | -- | -- | 1.19M | 1.25% | $1.12M |
| -- | Fannie Mae FN BM4963, 3%, due 05/01/2048 | -- | -- | 1.29M | 1.22% | $1.10M |
| -- | Fannie Mae Series 2024-84, Class FD, Variable rate, due 11/25/2054 | -- | -- | 1.05M | 1.15% | $1.04M |
| -- | Freddie Mac - SLST Series 2025-1, Class A2, 3%, due 05/25/2035 | -- | -- | 1.25M | 1.15% | $1.03M |
| -- | Pretium Mortgage Credit Partners LLC Series 2025-NPL6, Class A2, Variable rate, due 06/25/2055 | -- | -- | 1.00M | 1.11% | $1.00M |
| -- | PRP Advisors, LLC Series 2025-3, Class A2, Variable rate, due 05/25/2030 | -- | -- | 1.00M | 1.11% | $998.26K |
| -- | Mill City Mortgage Trust Series 2019-GS2, Class B2, Variable rate, due 08/25/2059 | -- | -- | 1.35M | 1.11% | $994.87K |
| -- | Fannie Mae Series 2022-65, Class FB, Variable rate, due 09/25/2052 | -- | -- | 1.01M | 1.10% | $992.97K |
| -- | Madison Park Funding Ltd Series 2019-35A, Class D2R2, Variable rate, due 02/13/2039 | -- | -- | 1.00M | 1.10% | $992.64K |
| -- | PRP Advisors, LLC Series 2025-6, Class M1, Variable rate, due 08/25/2030 | -- | -- | 1.00M | 1.10% | $991.71K |
| -- | COLT Funding LLC Series 2021-HX1, Class B3A, Variable rate, due 10/25/2066 | -- | -- | 1.35M | 1.05% | $947.44K |
| -- | Farmer Mac Agricultural Real Estate Trust Series 2025-1, Class B, Variable rate, due 08/01/2055 | -- | -- | 1.03M | 0.97% | $875.93K |
| -- | Fannie Mae Variable rate, due 09/25/2052 | -- | -- | 889.96K | 0.96% | $866.94K |
| -- | Credit Suisse Mortgage Trust Series 2021-RBL4, Class A1, 1.79561% | -- | -- | 860.68K | 0.94% | $841.57K |
| -- | US 10YR NOTE (CBT)Dec26 | -- | -- | 8 | 0.93% | $838.88K |
| -- | Freddie Mac FR RE6055, 2.50%, due 08/01/2050 | -- | -- | 1.07M | 0.93% | $834.05K |
| -- | Fannie Mae Series 2022-66, Class CF, Variable rate, due 10/25/2052 | -- | -- | 842.78K | 0.92% | $822.38K |
| -- | Credit Suisse Mortgage Trust Series 2020-SPT1, Class M1, Variable rate, due 04/25/2065 | -- | -- | 837.00K | 0.91% | $816.23K |
| -- | GNMA Series 2025-206, Class IO, Variable rate, due 04/16/2064 | -- | -- | 13.45M | 0.88% | $790.43K |
| -- | Research-Driven Pagaya Motor Asset Trust I Series 2025-6A, Class C, 5.534%, due 08/25/2034 | -- | -- | 775.00K | 0.85% | $759.74K |
| -- | GNMA Series 2021-31, Class IO, Variable rate, due 01/16/2061 | -- | -- | 11.38M | 0.84% | $756.34K |
| -- | Gracie Point International Funding Series 2025-1A, Class A, Variable rate, due 08/15/2028 | -- | -- | 744.00K | 0.83% | $744.84K |
| -- | GNMA Series 2025-21, Class IO, Variable rate, due 04/16/2065 | -- | -- | 10.66M | 0.81% | $732.57K |
| -- | GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class B1, Variable rate, due 09/27/2060 | -- | -- | 755.00K | 0.77% | $694.30K |
| -- | GNMA Series 2024-47, Class AI, 0.75%, due 06/16/2064 | -- | -- | 13.81M | 0.77% | $692.81K |
| -- | REMIC FUNDING TRUST 98-1 Series 2026-2, Class A, 6.259%, due 11/27/2056 | -- | -- | 679.88K | 0.75% | $673.14K |
| -- | Freddie Mac Series 5435, Class BS, Variable rate, due 07/25/2054 | -- | -- | 833.76K | 0.74% | $665.48K |
| -- | Freddie Mac Series 4765, Class PZ, 3%, due 01/15/2048 | -- | -- | 808.30K | 0.69% | $615.40K |
| -- | GNMA Series 2053-153, Class IO, Variable rate, due 09/16/2067 | -- | -- | 8.22M | 0.66% | $588.95K |
| -- | GNMA Series 2017-38, Class Z, 4%, due 03/20/2047 | -- | -- | 698.53K | 0.64% | $575.00K |
| -- | Farmer Mac Agricultural Real Estate Trust Serues 2021-1, Class B, Variable rate, due 07/25/2051 | -- | -- | 697.37K | 0.60% | $538.77K |
| -- | REMIC FUNDING TRUST 98-1 Series 2025-3, Class A, 6.231%, due 12/27/2056 | -- | -- | 530.39K | 0.59% | $534.36K |
| -- | SFO Commerical Mortgage Trust Series 2021-555, Class D, Variable rate, due 05/15/2038 | -- | -- | 500.00K | 0.56% | $498.71K |
| -- | SG Capital Partners Series 2022-1, Class A1, Variable rate, due 03/27/2062 | -- | -- | 526.10K | 0.53% | $474.53K |
| -- | FHLMC Multifamily Structured Pass Through Certs. Series K-1510, Class X1, Variable rate, due 01/25/2 | -- | -- | 19.43M | 0.52% | $469.27K |
| -- | Fannie Mae FN BV9960, 4%, due 06/01/2052 | -- | -- | 482.33K | 0.48% | $431.58K |
| -- | MSWF Commercial Mortgage Trust Series 2023-1, Class XA, Variable rate, due 05/15/2056 | -- | -- | 9.45M | 0.45% | $403.13K |
| -- | NRTH PARK Mortgage Trust Series 2025-PARK, Class A, Variable rate, due 10/15/2040 | -- | -- | 400.00K | 0.45% | $401.72K |
| -- | BX Trust Series 2025-DELC, Class E, Variable rate, due 12/15/2030 | -- | -- | 400.00K | 0.45% | $401.23K |
| CAAA | First Trust AAA CMBS ETF | -- | -- | 20.00K | 0.44% | $395.73K |
| -- | PRP Advisors, LLC Series 2025-RCF6, Class M1, Variable rate, due 12/25/2055 | -- | -- | 400.00K | 0.43% | $384.97K |
| -- | Ellington Financial Mortgage Trust Series 2024-INV1, Class B2, Variable rate, due 03/25/2069 | -- | -- | 380.00K | 0.42% | $379.46K |
| -- | BINOM Securitization Trust Series 2021-INV1, Class B1, Variable rate, due 06/25/2056 | -- | -- | 522.00K | 0.42% | $375.05K |
| -- | Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class C, 5.473%, due 06/26/2034 | -- | -- | 375.00K | 0.41% | $370.22K |
| -- | Research-Driven Pagaya Motor Asset Trust I Series 2025-5A, Class D, 6.012%, due 06/26/2034 | -- | -- | 375.00K | 0.41% | $366.57K |
| -- | GNMA Series 2015-103, Class ZA, 3.50%, due 07/20/2045 | -- | -- | 443.21K | 0.40% | $356.42K |
| -- | GNMA Series 2031-39, Class DP, 2.50%, due 03/20/2043 | -- | -- | 460.00K | 0.39% | $348.74K |
| -- | Freddie Mac Series 4292, Class PB, 3.50%, due 01/15/2044 | -- | -- | 404.77K | 0.39% | $346.76K |
| -- | Freddie Mac Series 4753, Class HL, 3%, due 02/15/2048 | -- | -- | 415.00K | 0.39% | $346.14K |
| -- | REMIC FUNDING TRUST 98-1 Series 2025-3, Class B, 7.749%, due 12/27/2056 | -- | -- | 344.00K | 0.38% | $345.01K |
| -- | GNMA Series 2023-18, Class AZ, 4.75%, due 02/20/2053 | -- | -- | 385.18K | 0.36% | $319.89K |
| -- | Fannie Mae or Freddie Mac TBA, 4.50%, due 04/01/2056 | -- | -- | 350.00K | 0.35% | $317.95K |
| -- | Freddie Mac FR SD1382, 4%, due 08/01/2052 | -- | -- | 351.58K | 0.35% | $313.14K |
| -- | GNMA Series 2021-125, Class EL, 1.50%, due 07/20/2051 | -- | -- | 483.60K | 0.32% | $282.84K |
| -- | Fannie Mae Series 2024-73, Class FB, Variable rate, due 10/25/2054 | -- | -- | 268.16K | 0.30% | $265.99K |
| -- | GNMA Series 2015-39, Class ZA, 3.50%, due 03/20/2045 | -- | -- | 298.94K | 0.29% | $265.36K |
| -- | Pretium Mortgage Credit Partners LLC Series 2025-NPL9, Class A2, Variable rate, due 08/25/2055 | -- | -- | 250.00K | 0.28% | $250.00K |
| SCIO | First Trust Structured Credit Income Opportunities ETF | -- | -- | 12.00K | 0.27% | $239.88K |
| -- | Research-Driven Pagaya Motor Asset Trust I Series 2025-3A, Class E, 11.089%, due 02/27/2034 | -- | -- | 229.88K | 0.26% | $231.00K |
| -- | FHLMC Multifamily Structured Pass Through Certs. Series K546, Class X1, Variable rate, due 05/25/203 | -- | -- | 3.81M | 0.12% | $107.99K |
| -- | Freddie Mac FG G67706, 3.50%, due 12/01/2047 | -- | -- | 90.73K | 0.09% | $80.08K |
| -- | Freddie Mac FR SD0499, 3%, due 08/01/2050 | -- | -- | 82.30K | 0.08% | $69.63K |
| -- | Freddie Mac FG G61748, 3.50%, due 11/01/2048 | -- | -- | 78.35K | 0.08% | $68.98K |
| -- | Freddie Mac FG G60659, 3.50%, due 08/01/2046 | -- | -- | 66.38K | 0.07% | $58.76K |
| -- | Fannie Mae Series 2006-56, Class FE, Variable rate, due 07/25/2036 | -- | -- | 55.86K | 0.06% | $55.57K |
| -- | Fannie Mae FN CA0995, 3.50%, due 01/01/2048 | -- | -- | 38.63K | 0.04% | $33.57K |
| -- | Colony American Finance Ltd Series 2021-2, Class XA, Variable rate, due 07/15/2054 | -- | -- | 641.88K | 0.02% | $20.70K |
| -- | COMM Mortgage Trust Series 2012-CR4, Class XA, Variable rate, due 10/15/2045 | -- | -- | 938.01K | 0.02% | $17.77K |
| -- | Fannie Mae FN BE3619, 4%, due 05/01/2047 | -- | -- | 19.01K | 0.02% | $17.19K |
| -- | Wells Fargo Commercial Mortgage Trust Series 2016-C37, Class XEF, Variable rate, due 12/15/2049 | -- | -- | 5.82M | 0.02% | $16.85K |
| -- | SMRT Series 2022-MINI, Class XCP, Variable rate, due 01/15/2039 | -- | -- | 105.00M | 0.01% | $13.65K |
| -- | JP Morgan Chase Commercial Mortgage Sec Trust Series 2017-JP5, Class XA, Variable rate, due 03/15/20 | -- | -- | 8.38M | 0.01% | $12.13K |
| -- | Gracechurch Mortgage Finance Plc Series 2020-GRCE, Class X, 0.30091%, due 12/10/2040 | -- | -- | 1.00M | 0.01% | $10.58K |
| -- | COMM Mortgage Trust Series 2015-LC21 Class XE, Variable rate, due 07/10/2048 | -- | -- | 7.00M | 0.00% | $1.18K |
| -- | JPMBB Commercial Mortgage Securities Trust Series 2015-C32, Class XA, Variable rate, due 11/15/2048 | -- | -- | 243.52K | 0.00% | $38.06 |
| -- | JPMDB Commercial Mortgage Securities Trust Series 2016-C2, Class XA, Variable rate, due 06/15/2049 | -- | -- | 1.42M | 0.00% | $287.21 |
| -- | COMM Mortgage Trust Series 2014-UBS3, Class XB, Variable rate, due 06/10/2047 | -- | -- | 9.86M | 0.00% | $375.55 |
| -- | WF-RBS COMMERCIAL MORTGAGE TRUST Series 2014-C22, Class XA, Variable rate, due 09/15/2057 | -- | -- | 4.09K | 0.00% | $0.29 |
| -- | Citigroup Commercial Mortgage Trust Series 2016-P3, Class XA, Variable rate, due 04/15/2049 | -- | -- | 244.64K | 0.00% | $52.72 |