Please ensure Javascript is enabled for purposes of website accessibility Mortgage-Backed Securities ETF - Janus Henderson Investors - LatAm Chile PA
{{banner.link_text}}
For qualified investors in Chile

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of July 15, 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% August Delivery, 2.50%, 08/13/26 FNCL 01F022683 - 1,393,917,386 $1,154,548,317 $1,154,548,317 17.05 $1,154,548,317
GNMA II TBA 30yr 2.5% August Delivery, 2.50%, 08/20/26 G2SF 21H022689 - 710,603,414 $601,974,891 $601,974,891 8.90 $601,974,891
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/26 FNCL 01F030686 - 593,303,862 $513,333,621 $513,333,621 7.59 $513,333,621
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 320,303,731 $316,024,446 $316,024,446 4.68 $310,971,687
UMBS TBA 30yr 2% August Delivery, 2.00%, 08/13/26 FNCL 01F020687 - 360,986,255 $285,605,466 $285,605,466 4.23 $285,605,466
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 242,021,092 $246,316,966 $246,316,966 3.65 $246,316,966
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/26 FNCL 01F050684 - 246,872,871 $241,230,838 $241,230,838 3.57 $241,230,838
GNMA II TBA 30yr 5% August Delivery, 5.00%, 08/20/26 G2SF 21H050680 - 198,508,194 $194,730,385 $194,730,385 2.88 $194,730,385
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/26 FNCL 01F062689 - 174,168,000 $180,185,504 $180,185,504 2.67 $180,185,504
GNMA II TBA 30yr 5.5% August Delivery, 5.50%, 08/20/26 G2SF 21H052686 - 164,697,000 $165,087,332 $165,087,332 2.45 $165,087,332
GNMA II TBA 30yr 3% August Delivery, 3.00%, 08/20/26 G2SF 21H030682 - 182,289,962 $160,587,977 $160,587,977 2.38 $160,587,977
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/26 FNCL 01F032682 - 155,843,000 $140,420,465 $140,420,465 2.07 $140,420,465
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 140,485,899 $137,077,819 $137,077,819 2.02 $135,036,652
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 128,807,582 $128,410,581 $128,410,581 1.90 $127,067,054
GNMA II TBA 30yr 3.5% August Delivery, 3.50%, 08/20/26 G2SF 21H032688 - 132,283,377 $117,693,579 $117,693,579 1.74 $117,693,579
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 111,626,170 $109,295,906 $109,295,906 1.61 $107,881,992
GNMA II TBA 30yr 4.5% August Delivery, 4.50%, 08/20/26 G2SF 21H042687 - 113,901,488 $108,626,710 $108,626,710 1.60 $108,626,710
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,701,702 $108,497,968 $108,497,968 1.60 $107,231,847
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 105,839,864 $100,972,841 $100,972,841 1.49 $99,468,831
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 100,545,395 $95,840,838 $95,840,838 1.41 $94,493,063
GNMA II TBA 30yr 4% August Delivery, 4.00%, 08/20/26 G2SF 21H040681 - 102,070,688 $94,027,314 $94,027,314 1.39 $94,027,314
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 93,728,332 $92,944,285 $92,944,285 1.37 $92,073,074
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 85,410,454 $86,086,959 $86,086,959 1.27 $84,548,767
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,063,986 $85,392,750 $85,392,750 1.26 $84,220,464
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 84,141,851 $83,080,168 $83,080,168 1.23 $81,690,379
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 77,476,100 $79,359,081 $79,359,081 1.17 $78,500,525
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,988,941 $78,207,144 $78,207,144 1.15 $77,593,983
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 78,557,545 $77,145,922 $77,145,922 1.14 $75,922,559
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 71,084,791 $73,599,409 $73,599,409 1.09 $72,134,431
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 71,264,107 $73,418,770 $73,418,770 1.08 $72,206,393
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 71,086,019 $73,378,346 $73,378,346 1.08 $72,135,677
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 75,866,903 $72,789,315 $72,789,315 1.07 $71,207,893
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,140,488 $68,014,397 $68,014,397 1.00 $67,028,351
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 62,898,913 $65,201,621 $65,201,621 0.96 $63,780,006
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,638,880 $65,052,898 $65,052,898 0.96 $64,546,625
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,838,741 $63,291,399 $63,291,399 0.93 $62,776,441
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 57,649,623 $60,884,600 $60,884,600 0.90 $59,084,623
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 58,376,067 $58,369,028 $58,369,028 0.86 $57,788,345
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,247,499 $58,078,514 $58,078,514 0.86 $57,601,047
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,392,358 $57,492,321 $57,492,321 0.85 $56,757,217
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 55,155,234 $56,512,885 $56,512,885 0.83 $55,928,833
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,146,304 $56,365,225 $56,365,225 0.83 $55,523,172
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 54,208,801 $55,882,114 $55,882,114 0.82 $54,932,958
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 53,206,908 $53,660,048 $53,660,048 0.79 $52,671,228
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,137,613 $49,912,137 $49,912,137 0.74 $49,460,123
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 47,390,948 $49,239,519 $49,239,519 0.73 $48,024,027
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,776,670 $48,516,040 $48,516,040 0.72 $48,117,570
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.87776% 25-MAR-2042, 8.88%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 46,021,486 $47,603,989 $47,603,989 0.70 $47,365,658
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,867,927 $47,290,522 $47,290,522 0.70 $46,483,653
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,733,390 $46,688,905 $46,688,905 0.69 $45,356,201
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,968,761 $45,269,145 $45,269,145 0.67 $44,489,833
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 44,652,401 $45,024,082 $45,024,082 0.66 $44,202,846
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 42,037,182 $43,376,593 $43,376,593 0.64 $42,565,597
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,841,915 $43,252,034 $43,252,034 0.64 $42,366,440
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,564,459 $41,906,131 $41,906,131 0.62 $41,217,515
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 39,753,133 $40,964,301 $40,964,301 0.60 $40,253,349
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 40,352,881 $40,924,628 $40,924,628 0.60 $39,945,770
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,928,366 $38,129,245 $38,129,245 0.56 $37,728,786
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 37,796,005 $36,975,620 $36,975,620 0.55 $36,420,874
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 35,026,612 $35,406,291 $35,406,291 0.52 $35,272,562
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 36,763,319 $35,271,235 $35,271,235 0.52 $34,642,492
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 34,592,311 $34,903,815 $34,903,815 0.52 $34,243,317
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,789,990 $34,818,223 $34,818,223 0.51 $34,332,463
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 35,765,053 $34,793,842 $34,793,842 0.51 $34,194,567
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 32,909,685 $34,788,866 $34,788,866 0.51 $33,728,172
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,201,633 $34,732,242 $34,732,242 0.51 $34,653,863
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,618,678 $34,372,619 $34,372,619 0.51 $34,063,200
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,427,019 $34,348,785 $34,348,785 0.51 $33,920,603
Acacia 2026-1 LLC|5.44|07/15/2041, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 34,000,000 $34,014,536 $34,014,536 0.50 $33,999,123
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,312,470 $33,613,294 $33,613,294 0.50 $33,138,476
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 32,213,982 $33,539,251 $33,539,251 0.50 $32,649,740
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 30,223,898 $32,285,199 $32,285,199 0.48 $30,988,208
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,991,652 $31,758,883 $31,758,883 0.47 $31,407,680
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,759,159 $30,714,385 $30,714,385 0.45 $30,448,836
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,403,202 $30,366,188 $30,366,188 0.45 $29,815,084
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 28,491,930 $30,010,119 $30,010,119 0.44 $29,200,544
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,539,555 $29,359,299 $29,359,299 0.43 $28,939,340
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,582,632 $28,521,852 $28,521,852 0.42 $28,196,406
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,811,864 $28,030,464 $28,030,464 0.41 $27,550,858
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,020,702 $27,697,298 $27,697,298 0.41 $27,236,718
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,980,327 $27,594,449 $27,594,449 0.41 $27,196,168
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,127,498 $27,464,614 $27,464,614 0.41 $26,907,210
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 25,892,463 $27,220,608 $27,220,608 0.40 $26,568,839
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,643,905 $26,428,826 $26,428,826 0.39 $25,948,415
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,126,404 $25,177,416 $25,177,416 0.37 $24,947,180
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,268,746 $25,028,205 $25,028,205 0.37 $24,589,639
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 23,609,506 $23,871,479 $23,871,479 0.35 $23,769,592
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 23,423,147 $23,566,149 $23,566,149 0.35 $23,198,722
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,732,019 $23,225,763 $23,225,763 0.34 $23,032,482
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.27776% 25-FEB-2045, 5.28%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,140,858 $23,140,858 0.34 $23,069,863
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,158,944 $22,158,944 0.33 $21,840,812
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,429,636 $21,921,827 $21,921,827 0.32 $21,746,067
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,368,450 $21,689,868 $21,689,868 0.32 $21,640,899
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,366,899 $21,318,307 $21,318,307 0.31 $21,151,333
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.12776% 25-FEB-2042, 12.13%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 20,134,000 $21,109,135 $21,109,135 0.31 $20,966,697
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 21,935,104 $20,894,646 $20,894,646 0.31 $20,659,959
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,431,842 $20,893,378 $20,893,378 0.31 $20,782,201
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,349,147 $20,657,079 $20,657,079 0.30 $20,610,446
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.12776% 25-OCT-2041, 11.13%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,629,491 $20,629,491 0.30 $20,303,943
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 20,131,121 $20,435,754 $20,435,754 0.30 $20,389,620
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,338,487 $20,338,487 0.30 $20,203,171
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,077,079 $20,318,561 $20,318,561 0.30 $19,861,170
Connecticut Avenue Securities Trust 2023-R06 1B1 7.52776% 25-JUL-2043, 7.53%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,167,194 $20,167,194 0.30 $20,083,078
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 20,921,177 $20,141,148 $20,141,148 0.30 $19,704,974
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,329,755 $19,966,212 $19,966,212 0.29 $19,614,025
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,117,897 $19,703,506 $19,703,506 0.29 $19,361,651
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,317,212 $19,678,713 $19,678,713 0.29 $19,484,950
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,387,329 $19,387,329 0.29 $19,378,086
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,914,769 $19,342,287 $19,342,287 0.29 $19,053,756
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,768,110 $19,269,429 $19,269,429 0.28 $19,229,070
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 19,882,089 $19,080,108 $19,080,108 0.28 $18,735,118
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,619,089 $18,716,492 $18,716,492 0.28 $18,432,747
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,964,359 $18,664,813 $18,664,813 0.28 $18,626,094
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,248,046 $18,201,499 $18,201,499 0.27 $17,954,989
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 18,922,232 $18,027,377 $18,027,377 0.27 $17,822,233
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,110,972 $17,827,161 $17,827,161 0.26 $17,340,668
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,248,406 $17,811,377 $17,811,377 0.26 $17,510,214
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,804,280 $17,694,146 $17,694,146 0.26 $17,547,316
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,430,351 $17,436,672 $17,436,672 0.26 $17,297,117
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,345,958 $17,345,958 0.26 $17,137,916
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 15,978,308 $16,612,227 $16,612,227 0.25 $16,456,626
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 16,706,782 $16,570,308 $16,570,308 0.24 $16,465,953
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,798,791 $15,798,791 0.23 $15,748,915
Connecticut Avenue Securities Trust 2022-R02 2B2 11.27776% 25-JAN-2042, 11.28%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,733,367 $15,733,367 0.23 $15,633,670
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,097,912 $15,730,387 $15,730,387 0.23 $15,589,322
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,606,410 $15,606,410 0.23 $15,547,788
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,009,063 $15,349,554 $15,349,554 0.23 $15,255,978
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 15,216,666 $15,313,808 $15,313,808 0.23 $15,172,312
JW Commercial Mortgage Trust 2026-MRCO A 5.12539% 15-JUN-2039, 5.18%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,095,150 $15,095,150 0.22 $15,028,925
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,313,304 $15,072,558 $15,072,558 0.22 $14,884,857
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,184,030 $15,030,842 $15,030,842 0.22 $14,897,918
GS Mortgage Securities MB FLTG 56, 5.03%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 15,000,000 $15,017,145 $15,017,145 0.22 $14,998,276
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 13,839,333 $14,903,525 $14,903,525 0.22 $14,210,158
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 14,494,579 $14,706,240 $14,706,240 0.22 $14,673,023
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.19834% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 14,405,564 $14,475,303 $14,475,303 0.21 $14,431,620
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,142,346 $14,327,347 $14,327,347 0.21 $14,217,595
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,566,346 $14,139,240 $14,139,240 0.21 $14,066,408
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 12,679,722 $14,132,647 $14,132,647 0.21 $13,002,596
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,039,003 $14,039,003 0.21 $13,948,847
BMP Commercial Mortgage Trust 2024-MF23 A 4.99733% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,022,180 $14,022,180 0.21 $14,020,217
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,813,043 $13,918,844 $13,918,844 0.21 $13,886,889
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,185,342 $13,785,591 $13,785,591 0.20 $13,513,271
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,387,594 $13,536,633 $13,536,633 0.20 $13,252,530
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,807,931 $13,486,060 $13,486,060 0.20 $13,371,689
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,964,471 $13,362,159 $13,362,159 0.20 $13,155,905
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,293,638 $13,148,097 $13,148,097 0.19 $13,120,956
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,313,226 $12,949,468 $12,949,468 0.19 $12,881,238
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,526,921 $12,862,900 $12,862,900 0.19 $12,711,893
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,185,353 $12,854,640 $12,854,640 0.19 $12,488,411
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,839,484 $12,845,161 $12,845,161 0.19 $12,625,905
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,824,475 $12,747,350 $12,747,350 0.19 $12,611,071
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01282% 25-OCT-2057, 6.01%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,268,710 $12,692,586 $12,692,586 0.19 $12,649,554
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,557,487 $12,576,314 $12,576,314 0.19 $12,493,906
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,376,181 $11,977,196 $11,977,196 0.18 $11,912,994
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,156,262 $11,863,813 $11,863,813 0.18 $11,433,726
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,550,546 $11,800,583 $11,800,583 0.17 $11,703,217
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,159,740 $11,688,628 $11,688,628 0.17 $11,624,145
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,055,110 $11,488,237 $11,488,237 0.17 $11,354,315
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 10,830,837 $11,451,351 $11,451,351 0.17 $11,100,208
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 10,745,398 $11,396,250 $11,396,250 0.17 $11,012,850
Connecticut Avenue Securities Trust 2022-R06 1B2 14.22776% 25-MAY-2042, 14.23%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,350,690 $11,350,690 0.17 $11,264,072
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,370,529 $11,292,513 $11,292,513 0.17 $11,290,952
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,917,221 $10,907,019 $10,907,019 0.16 $10,839,223
Connecticut Avenue Securities Trust 2022-R04 1B2 13.12776% 25-MAR-2042, 13.13%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,746,354 $10,746,354 0.16 $10,668,868
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,655,081 $10,655,081 0.16 $10,613,741
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,512,244 $10,512,244 0.16 $10,478,784
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,495,802 $10,494,487 $10,494,487 0.15 $10,276,846
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,310,997 $10,385,832 $10,385,832 0.15 $10,313,642
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 10,288,976 $10,381,215 $10,381,215 0.15 $10,340,776
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,248,994 $10,261,459 $10,261,459 0.15 $10,194,213
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,858,580 $10,249,050 $10,249,050 0.15 $10,160,239
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,976,270 $10,217,836 $10,217,836 0.15 $10,130,115
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,749,095 $10,191,608 $10,191,608 0.15 $9,991,750
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,157,510 $10,187,979 $10,187,979 0.15 $10,115,493
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,660,871 $10,108,226 $10,108,226 0.15 $9,901,144
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,004,072 $10,004,072 0.15 $9,963,983
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 9,886,784 $9,952,010 $9,952,010 0.15 $9,787,245
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,438,543 $9,928,759 $9,928,759 0.15 $9,835,053
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,410,915 $9,848,111 $9,848,111 0.15 $9,549,315
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,495,068 $9,495,068 0.14 $9,428,770
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,492,544 $9,492,544 0.14 $9,277,574
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,826,520 $9,395,692 $9,395,692 0.14 $9,255,278
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.62776% 25-MAR-2042, 14.63%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,372,066 $9,372,066 0.14 $9,297,448
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,006,977 $9,366,701 $9,366,701 0.14 $9,231,176
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,365,456 $9,365,456 0.14 $9,286,015
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,359,647 $9,359,647 0.14 $9,328,364
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.23%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,310,094 $9,310,094 0.14 $9,281,874
Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 9,300,000 $9,301,873 $9,301,873 0.14 $9,300,000
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,293,157 $9,235,760 $9,235,760 0.14 $9,176,772
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,804,625 $9,106,619 $9,106,619 0.13 $9,028,825
New Residential Mortgage Loan Trust 2026-RPL1|4|12/25/2065, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $8,987,294 $8,987,294 0.13 $8,970,097
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,529,926 $8,874,611 $8,874,611 0.13 $8,727,067
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,903,250 $8,422,363 $8,422,363 0.12 $8,235,263
Connecticut Avenue Securities Trust 2022-R01 1B2 9.62776% 25-DEC-2041, 9.63%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,418,645 $8,418,645 0.12 $8,372,533
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.88%, 11/25/51 FHR 5164 3137H3PY2 - 9,284,403 $8,410,975 $8,410,975 0.12 $8,389,973
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.37776% 25-JUN-2042, 10.38%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 7,918,000 $8,392,445 $8,392,445 0.12 $8,344,512
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,309,705 $8,184,064 $8,184,064 0.12 $8,162,251
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.37776% 25-FEB-2042, 7.38%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 7,989,120 $8,155,828 $8,155,828 0.12 $8,121,445
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 8,147,748 $8,152,958 $8,152,958 0.12 $8,151,861
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,698,739 $7,972,408 $7,972,408 0.12 $7,905,027
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,717,774 $7,950,218 $7,950,218 0.12 $7,825,885
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,829,000 $7,940,679 $7,940,679 0.12 $7,874,934
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,864,062 $7,888,712 $7,888,712 0.12 $7,833,585
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,298,326 $7,671,866 $7,671,866 0.11 $7,479,981
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,960,217 $7,629,345 $7,629,345 0.11 $7,599,494
Connecticut Avenue Securities Trust 2025-R01 1M2 5.12776% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,585,000 $7,619,435 $7,619,435 0.11 $7,596,747
Fannie Mae REMIC Trust 2022-65 FB 4.42776% 25-SEP-2052, 4.43%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,539,876 $7,490,155 $7,490,155 0.11 $7,470,680
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,401,094 $7,401,094 0.11 $7,351,964
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,377,851 $7,377,851 0.11 $7,360,086
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 6,357,803 $7,367,419 $7,367,419 0.11 $6,359,783
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,360,994 $7,360,994 0.11 $7,335,769
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,098,815 $7,180,839 $7,180,839 0.11 $7,027,345
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,090,992 $7,137,545 $7,137,545 0.11 $7,087,172
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.42776% 25-NOV-2041, 11.43%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,112,608 $7,112,608 0.10 $7,066,544
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,035,210 $6,974,967 $6,974,967 0.10 $6,931,032
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 $6,967,220 $6,967,220 0.10 $6,921,090
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,957,177 $6,966,922 $6,966,922 0.10 $6,965,712
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,024,223 $6,954,648 $6,954,648 0.10 $6,912,151
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,899,085 $6,899,085 0.10 $6,874,671
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,710,276 $6,788,806 $6,788,806 0.10 $6,758,987
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,742,049 $6,783,821 $6,783,821 0.10 $6,737,654
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 6,467,167 $6,724,476 $6,724,476 0.10 $6,665,053
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,669,800 $6,692,874 $6,692,874 0.10 $6,644,735
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,681,100 $6,591,099 $6,591,099 0.10 $6,575,509
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,450,173 $6,558,795 $6,558,795 0.10 $6,505,819
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,442,914 $6,539,827 $6,539,827 0.10 $6,525,062
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,511,576 $6,511,576 0.10 $6,467,642
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,510,966 $6,468,624 $6,468,624 0.10 $6,425,936
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,307,226 $6,454,203 $6,454,203 0.10 $6,395,578
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,439,043 $6,439,043 0.10 $6,347,961
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 5,841,866 $6,405,396 $6,405,396 0.09 $5,989,521
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,245,440 $6,391,984 $6,391,984 0.09 $6,368,121
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,226,181 $6,230,770 $6,230,770 0.09 $6,186,385
Connecticut Avenue Securities Trust 2023-R03 2B1 9.97776% 25-APR-2043, 9.98%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,126,048 $6,126,048 0.09 $6,093,303
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,206,749 $6,101,474 $6,101,474 0.09 $6,070,441
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,706,055 $6,079,431 $6,079,431 0.09 $5,880,652
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,731,583 $6,074,328 $6,074,328 0.09 $5,874,252
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,895,085 $6,070,866 $6,070,866 0.09 $5,888,420
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,848,051 $6,049,137 $6,049,137 0.09 $5,993,772
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,257,825 $5,972,218 $5,972,218 0.09 $5,894,042
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,961,441 $5,946,566 $5,946,566 0.09 $5,881,602
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 5,817,666 $5,863,551 $5,863,551 0.09 $5,807,105
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,847,146 $5,851,952 $5,851,952 0.09 $5,813,590
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,531,102 $5,839,375 $5,839,375 0.09 $5,668,664
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,616,820 $5,838,799 $5,838,799 0.09 $5,784,962
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,641,267 $5,833,570 $5,833,570 0.09 $5,784,915
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,534,175 $5,813,332 $5,813,332 0.09 $5,671,814
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,783,467 $5,750,251 $5,750,251 0.08 $5,733,382
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,744,597 $5,744,597 0.08 $5,704,198
Connecticut Avenue Securities, Series 2021-R02 2B2 9.82776% 25-NOV-2041, 9.83%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,741,825 $5,741,825 0.08 $5,709,630
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,738,233 $5,738,233 0.08 $5,723,704
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,714,692 $5,714,692 0.08 $5,670,067
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,738,840 $5,707,113 $5,707,113 0.08 $5,670,212
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,117,375 $5,684,865 $5,684,865 0.08 $5,247,683
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,676,103 $5,676,103 0.08 $5,654,293
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 - 5,613,636 $5,655,257 $5,655,257 0.08 $5,636,726
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,651,220 $5,651,220 0.08 $5,633,185
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,373,684 $5,643,728 $5,643,728 0.08 $5,507,331
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,734,441 $5,602,619 $5,602,619 0.08 $5,543,932
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,742,637 $5,575,244 $5,575,244 0.08 $5,551,915
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,252,153 $5,530,230 $5,530,230 0.08 $5,382,878
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,483,316 $5,483,316 0.08 $5,445,090
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,382,945 $5,394,076 $5,394,076 0.08 $5,357,687
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,346,381 $5,346,381 0.08 $5,308,244
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,615,394 $5,338,830 $5,338,830 0.08 $5,288,678
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,508,126 $5,296,028 $5,296,028 0.08 $5,266,766
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,017,225 $5,286,435 $5,286,435 0.08 $5,154,230
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,292,767 $5,283,167 $5,283,167 0.08 $5,282,434
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,271,974 $5,271,974 0.08 $5,258,510
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.47776% 25-NOV-2043, 5.48%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,263,090 $5,263,090 0.08 $5,246,398
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.87776% 25-MAY-2042, 8.88%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 5,050,000 $5,255,076 $5,255,076 0.08 $5,228,923
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,268,984 $5,250,396 $5,250,396 0.08 $5,214,606
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,448,448 $5,221,860 $5,221,860 0.08 $5,142,194
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,170,527 $5,220,076 $5,220,076 0.08 $5,179,196
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,022,965 $5,102,734 $5,102,734 0.08 $5,091,223
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,898,557 $5,061,663 $5,061,663 0.07 $5,018,785
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $5,055,657 $5,055,657 0.07 $5,019,370
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $5,017,792 $5,017,792 0.07 $4,941,331
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,959,644 $4,959,644 0.07 $4,926,319
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,928,516 $4,928,516 0.07 $4,911,153
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,866,007 $4,882,528 $4,882,528 0.07 $4,847,681
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,633,931 $4,879,077 $4,879,077 0.07 $4,749,270
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,706,242 $4,868,981 $4,868,981 0.07 $4,826,291
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,865,881 $4,865,881 0.07 $4,844,827
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 4,915,394 $4,856,049 $4,856,049 0.07 $4,833,316
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,755,630 $4,854,886 $4,854,886 0.07 $4,816,264
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,571,796 $4,833,909 $4,833,909 0.07 $4,685,500
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,066,743 $4,778,361 $4,778,361 0.07 $4,251,003
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,674,215 $4,774,483 $4,774,483 0.07 $4,735,997
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 4,972,334 $4,757,066 $4,757,066 0.07 $4,693,392
OBX 2026-HE2 Trust MB FLTG 56, 5.20%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,754,817 $4,754,817 0.07 $4,741,103
Connecticut Avenue Securities Trust 2024-R01 1B1 6.32776% 25-JAN-2044, 6.33%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,751,060 $4,751,060 0.07 $4,734,099
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,697,966 $4,697,966 0.07 $4,683,663
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,605,563 $4,627,694 $4,627,694 0.07 $4,611,205
Connecticut Avenue Securities Trust 2023-R05 1B1 8.37776% 25-JUN-2043, 8.38%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,595,114 $4,595,114 0.07 $4,574,041
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,961,985 $4,546,169 $4,546,169 0.07 $4,120,910
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.49224% 25-SEP-2048, 11.49%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,532,156 $4,532,156 0.07 $4,505,341
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,414,859 $4,506,961 $4,506,961 0.07 $4,471,148
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,543,804 $4,504,099 $4,504,099 0.07 $4,468,593
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,492,662 $4,492,662 0.07 $4,492,045
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,152,284 $4,449,208 $4,449,208 0.07 $4,258,017
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,183,847 $4,411,153 $4,411,153 0.07 $4,289,650
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,387,224 $4,394,945 $4,394,945 0.06 $4,383,358
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,385,181 $4,385,181 0.06 $4,353,222
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,195,879 $4,339,540 $4,339,540 0.06 $4,301,113
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,329,198 $4,278,235 $4,278,235 0.06 $4,253,884
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,077,866 $4,276,426 $4,276,426 0.06 $4,187,133
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,262,761 $4,262,761 0.06 $4,230,557
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,475,095 $4,246,878 $4,246,878 0.06 $4,214,796
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,227,660 $4,227,660 0.06 $4,198,621
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 3,915,060 $4,206,119 $4,206,119 0.06 $4,014,066
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,005,923 $4,141,020 $4,141,020 0.06 $4,106,393
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.62776% 25-DEC-2041, 10.63%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,127,719 $4,127,719 0.06 $4,102,921
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,098,236 $4,098,236 0.06 $4,084,828
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,097,908 $4,097,908 0.06 $4,084,834
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,041,581 $4,028,612 $4,028,612 0.06 $4,027,999
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,883,929 $4,015,444 $4,015,444 0.06 $3,940,504
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,009,325 $4,009,325 0.06 $3,981,395
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,893,177 $3,986,740 $3,986,740 0.06 $3,950,663
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 $3,982,405 $3,982,405 0.06 $3,955,295
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,965,718 $3,965,718 0.06 $3,939,808
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,815,183 $3,944,965 $3,944,965 0.06 $3,911,662
Connecticut Avenue Securities Trust 2023-R08 1B1 7.17776% 25-OCT-2043, 7.18%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,940,218 $3,940,218 0.06 $3,924,517
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,854,278 $3,854,278 0.06 $3,828,489
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,135,422 $3,852,537 $3,852,537 0.06 $3,797,144
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,855,322 $3,774,150 $3,774,150 0.06 $3,695,548
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,737,084 $3,758,281 $3,758,281 0.06 $3,731,608
GS Mortgage Securities MB FLTG 56, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,741,967 $3,741,967 0.06 $3,736,848
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,714,302 $3,727,462 $3,727,462 0.06 $3,703,018
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,736,599 $3,712,783 $3,712,783 0.05 $3,688,574
Ginnie Mae REMIC Trust 2023-116 LF 4.92513% 20-AUG-2053, 4.91%, 08/20/53 GNR 2023-116 38384EFT7 - 3,640,214 $3,686,631 $3,686,631 0.05 $3,673,726
OBX 2026-HE2 Trust MB FLTG 56, 5.40%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,681,445 $3,681,445 0.05 $3,670,408
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,462,256 $3,651,785 $3,651,785 0.05 $3,619,127
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,490,802 $3,649,483 $3,649,483 0.05 $3,577,688
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,477,531 $3,648,497 $3,648,497 0.05 $3,565,472
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.72776% 25-JAN-2042, 10.73%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,500,000 $3,619,545 $3,619,545 0.05 $3,597,643
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,766,618 $3,601,940 $3,601,940 0.05 $3,549,326
Connecticut Avenue Securities Trust 2022-R07 1B2 15.62776% 25-JUN-2042, 15.63%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,546,514 $3,546,514 0.05 $3,517,286
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,512,859 $3,536,890 $3,536,890 0.05 $3,510,938
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,354,645 $3,467,520 $3,467,520 0.05 $3,438,142
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,278,177 $3,444,364 $3,444,364 0.05 $3,412,444
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,347,984 $3,438,524 $3,438,524 0.05 $3,396,751
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,354,707 $3,426,825 $3,426,825 0.05 $3,399,048
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,308,269 $3,419,616 $3,419,616 0.05 $3,390,548
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,323,238 $3,399,575 $3,399,575 0.05 $3,371,645
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,037,509 $3,342,075 $3,342,075 0.05 $3,114,322
GS Mortgage Securities MB FLTG 56, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,330,779 $3,330,779 0.05 $3,326,348
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,198,146 $3,298,763 $3,298,763 0.05 $3,269,470
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,136,664 $3,244,234 $3,244,234 0.05 $3,216,535
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,259,878 $3,233,939 $3,233,939 0.05 $3,227,284
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,380,917 $3,228,973 $3,228,973 0.05 $3,177,403
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.12776% 25-MAR-2043, 9.13%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,226,839 $3,226,839 0.05 $3,210,862
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,111,746 $3,220,476 $3,220,476 0.05 $3,194,188
OBX 2026 HE1 FLTG 2056 A1B, 5.13%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,175,579 $3,182,613 $3,182,613 0.05 $3,173,114
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,098,956 $3,151,532 $3,151,532 0.05 $3,125,691
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.47776% 25-JUN-2043, 7.48%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,000,000 $3,147,033 $3,147,033 0.05 $3,133,947
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,060,347 $3,127,839 $3,127,839 0.05 $3,100,798
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,106,473 $3,106,473 0.05 $3,097,008
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,910,825 $3,084,447 $3,084,447 0.05 $3,057,692
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,958,454 $3,061,882 $3,061,882 0.05 $3,033,268
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,861,860 $3,028,253 $3,028,253 0.04 $2,934,862
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,158,960 $3,007,328 $3,007,328 0.04 $2,966,040
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,899,371 $3,001,022 $3,001,022 0.04 $2,972,691
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,895,132 $2,996,367 $2,996,367 0.04 $2,970,708
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,086,512 $2,951,239 $2,951,239 0.04 $2,906,982
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,934,937 $2,948,359 $2,948,359 0.04 $2,927,803
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,845,852 $2,945,305 $2,945,305 0.04 $2,918,446
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,060,556 $2,922,739 $2,922,739 0.04 $2,890,471
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,916,817 $2,916,817 0.04 $2,897,803
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31663% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,907,728 $2,907,728 0.04 $2,907,296
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,664,274 $2,906,442 $2,906,442 0.04 $2,731,649
BX Trust 2021-BXMF C 4.93127% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,891,000 $2,891,111 $2,891,111 0.04 $2,890,711
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.99224% 25-JAN-2050, 8.99%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,853,569 $2,853,569 0.04 $2,840,138
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,958,079 $2,813,020 $2,813,020 0.04 $2,777,427
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,725,947 $2,783,367 $2,783,367 0.04 $2,760,703
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,367,889 $2,772,849 $2,772,849 0.04 $2,453,962
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,750,000 $2,765,786 $2,765,786 0.04 $2,754,395
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,747,991 $2,747,991 0.04 $2,739,713
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.82776% 25-FEB-2050, 4.83%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,768,000 $2,739,324 $2,739,324 0.04 $2,731,554
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.28%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,724,348 $2,724,348 0.04 $2,716,014
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,688,338 $2,703,011 $2,703,011 0.04 $2,681,118
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,817,670 $2,692,675 $2,692,675 0.04 $2,655,122
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,518,392 $2,633,886 $2,633,886 0.04 $2,580,203
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.97776% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,604,122 $2,604,122 0.04 $2,592,356
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,546,213 $2,600,520 $2,600,520 0.04 $2,579,867
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,504,889 $2,590,768 $2,590,768 0.04 $2,568,234
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,554,828 $2,554,828 0.04 $2,546,901
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.87776% 25-SEP-2041, 9.88%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,541,491 $2,541,491 0.04 $2,527,062
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,712,285 $2,539,444 $2,539,444 0.04 $2,482,334
Connecticut Avenue Securities, Series 2021-R01 1B2 9.62776% 25-OCT-2041, 9.63%, 10/25/41 CAS 2021-R01 20754RAJ5 - 2,469,000 $2,513,289 $2,513,289 0.04 $2,499,423
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,638,473 $2,500,612 $2,500,612 0.04 $2,489,589
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,326,845 $2,492,578 $2,492,578 0.04 $2,384,760
Connecticut Avenue Securities Trust 2024-R06 1M2 5.22776% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,468,872 $2,479,784 $2,479,784 0.04 $2,472,255
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,476,110 $2,476,110 0.04 $2,459,841
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,467,932 $2,467,932 0.04 $2,451,354
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,399,910 $2,450,914 $2,450,914 0.04 $2,431,643
BX Trust 2021-BXMF G 7.089513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,432,500 $2,430,145 $2,430,145 0.04 $2,429,663
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,289,782 $2,404,988 $2,404,988 0.04 $2,383,567
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,345,309 $2,395,398 $2,395,398 0.04 $2,376,319
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,392,909 $2,392,909 0.04 $2,377,074
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,392,089 $2,382,842 $2,382,842 0.04 $2,367,545
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,371,633 $2,378,625 $2,378,625 0.04 $2,362,545
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,400,676 $2,376,477 $2,376,477 0.04 $2,358,310
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,370,214 $2,370,214 0.03 $2,354,594
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,672,603 $2,368,362 $2,368,362 0.03 $2,336,962
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,370,206 $2,366,399 $2,366,399 0.03 $2,359,137
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,293,342 $2,343,992 $2,343,992 0.03 $2,323,655
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,259,899 $2,341,497 $2,341,497 0.03 $2,317,048
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,257,872 $2,334,985 $2,334,985 0.03 $2,314,970
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,301,340 $2,301,340 0.03 $2,292,981
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,012,368 $2,298,375 $2,298,375 0.03 $2,277,567
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,812,981 $2,297,110 $2,297,110 0.03 $1,895,125
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,241,802 $2,230,083 $2,230,083 0.03 $2,215,982
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 1,975,875 $2,133,981 $2,133,981 0.03 $2,025,841
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,042,902 $2,077,494 $2,077,494 0.03 $2,060,526
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,985,863 $2,053,228 $2,053,228 0.03 $2,036,082
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,095,357 $2,049,225 $2,049,225 0.03 $2,044,641
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.92776% 25-DEC-2031, 4.93%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,015,411 $2,024,906 $2,024,906 0.03 $2,019,113
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,891,597 $1,987,359 $1,987,359 0.03 $1,969,430
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 - 1,936,013 $1,952,615 $1,952,615 0.03 $1,944,947
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,023,281 $1,934,202 $1,934,202 0.03 $1,900,746
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,008,444 $1,919,585 $1,919,585 0.03 $1,891,688
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,337,692 $1,906,177 $1,906,177 0.03 $1,392,480
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,855,656 $1,894,304 $1,894,304 0.03 $1,879,315
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26282% 25-OCT-2057, 6.26%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,799,568 $1,867,002 $1,867,002 0.03 $1,860,428
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,757,897 $1,817,983 $1,817,983 0.03 $1,802,351
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,646,458 $1,806,831 $1,806,831 0.03 $1,687,438
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,777,198 $1,798,929 $1,798,929 0.03 $1,798,632
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,884,171 $1,790,344 $1,790,344 0.03 $1,775,576
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.17776% 25-FEB-2050, 5.18%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,805,197 $1,773,555 $1,773,555 0.03 $1,768,103
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,664,137 $1,727,301 $1,727,301 0.03 $1,708,727
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,682,977 $1,682,977 0.02 $1,671,821
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,747,127 $1,664,412 $1,664,412 0.02 $1,646,338
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,606,595 $1,641,435 $1,641,435 0.02 $1,508,307
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,684,356 $1,609,774 $1,609,774 0.02 $1,587,188
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.97776% 25-FEB-2050, 4.98%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,626,200 $1,598,783 $1,598,783 0.02 $1,594,061
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,547,663 $1,587,446 $1,587,446 0.02 $1,587,166
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,673,817 $1,564,170 $1,564,170 0.02 $1,536,899
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,483,154 $1,535,740 $1,535,740 0.02 $1,521,871
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,454,066 $1,502,702 $1,502,702 0.02 $1,490,257
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,557,715 $1,496,127 $1,496,127 0.02 $1,467,161
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,479,621 $1,491,695 $1,491,695 0.02 $1,491,464
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,576,409 $1,477,444 $1,477,444 0.02 $1,447,580
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,401,404 $1,454,947 $1,454,947 0.02 $1,436,843
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,405,807 $1,453,353 $1,453,353 0.02 $1,441,357
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,277,327 $1,433,236 $1,433,236 0.02 $1,314,257
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,146,688 $1,395,938 $1,395,938 0.02 $1,163,391
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,451,206 $1,374,963 $1,374,963 0.02 $1,369,001
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,343,831 $1,367,494 $1,367,494 0.02 $1,355,424
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,423,993 $1,361,633 $1,361,633 0.02 $1,341,845
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,289,930 $1,348,603 $1,348,603 0.02 $1,336,818
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,323,000 $1,305,867 $1,305,867 0.02 $1,297,011
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,377,009 $1,302,629 $1,302,629 0.02 $1,292,766
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,278,409 $1,282,620 $1,282,620 0.02 $1,282,418
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,224,472 $1,281,713 $1,281,713 0.02 $1,270,294
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,239,923 $1,268,980 $1,268,980 0.02 $1,255,314
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,213,103 $1,214,916 $1,214,916 0.02 $1,206,599
Connecticut Avenue Securities Trust 2023-R02 1B2 11.52776% 25-JAN-2043, 11.53%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,197,130 $1,197,130 0.02 $1,189,801
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,167,302 $1,193,481 $1,193,481 0.02 $1,183,756
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,166,598 $1,193,169 $1,193,169 0.02 $1,183,591
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,163,048 $1,172,151 $1,172,151 0.02 $1,171,969
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,335,471 $1,153,632 $1,153,632 0.02 $1,140,524
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,151,724 $1,151,724 0.02 $1,143,539
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,179,736 $1,131,306 $1,131,306 0.02 $1,112,236
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,107,625 $1,130,338 $1,130,338 0.02 $1,120,948
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,154,919 $1,106,349 $1,106,349 0.02 $1,087,781
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,136,712 $1,084,616 $1,084,616 0.02 $1,071,137
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,187,223 $1,072,483 $1,072,483 0.02 $1,062,861
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,077,621 $1,066,284 $1,066,284 0.02 $1,064,041
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,053,709 $1,060,491 $1,060,491 0.02 $1,051,496
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,096,261 $1,052,526 $1,052,526 0.02 $1,032,532
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,015,542 $1,026,007 $1,026,007 0.02 $1,025,828
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,070,771 $1,023,978 $1,023,978 0.02 $1,015,152
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 961,871 $1,005,581 $1,005,581 0.01 $996,835
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 984,034 $991,514 $991,514 0.01 $987,875
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.12776% 25-DEC-2031, 5.13%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 980,833 $986,212 $986,212 0.01 $983,279
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 973,073 $915,852 $915,852 0.01 $890,575
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 892,944 $911,911 $911,911 0.01 $904,747
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 882,230 $897,285 $897,285 0.01 $889,841
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 939,181 $892,466 $892,466 0.01 $885,001
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 966,025 $890,972 $890,972 0.01 $884,124
FREMF 2019-KF70 Mortgage Trust C 9.70615% 25-SEP-2029, 9.71%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $889,593 $889,593 0.01 $884,551
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 815,813 $855,563 $855,563 0.01 $847,917
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 836,132 $853,922 $853,922 0.01 $847,183
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 842,535 $830,611 $830,611 0.01 $819,650
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 863,434 $820,101 $820,101 0.01 $813,669
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.54224% 25-FEB-2050, 8.54%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $804,630 $804,630 0.01 $800,998
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 919,777 $786,494 $786,494 0.01 $711,801
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 778,871 $776,584 $776,584 0.01 $770,227
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 807,513 $766,994 $766,994 0.01 $760,929
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $756,785 $756,785 0.01 $751,385
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 735,760 $751,410 $751,410 0.01 $745,485
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 823,750 $751,209 $751,209 0.01 $744,055
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 697,143 $720,687 $720,687 0.01 $714,496
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - - $708,862 $708,862 0.01 $0
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 688,771 $701,854 $701,854 0.01 $695,767
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 726,500 $665,170 $665,170 0.01 $658,614
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 564,871 $662,962 $662,962 0.01 $568,710
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 672,926 $642,054 $642,054 0.01 $632,214
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 635,754 $635,481 $635,481 0.01 $628,748
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - - $633,531 $633,531 0.01 $0
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 $628,818 $628,818 0.01 $626,286
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 637,974 $588,182 $588,182 0.01 $583,886
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 567,767 $579,520 $579,520 0.01 $577,115
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 540,321 $566,368 $566,368 0.01 $561,291
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 580,311 $562,198 $562,198 0.01 $558,084
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 570,587 $548,513 $548,513 0.01 $543,289
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 568,175 $540,549 $540,549 0.01 $536,239
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 592,797 $524,862 $524,862 0.01 $523,010
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.27776% 25-JAN-2034, 5.28%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 494,991 $497,500 $497,500 0.01 $495,976
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 472,699 $476,022 $476,022 0.01 $474,252
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 475,905 $456,980 $456,980 0.01 $452,786
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 490,230 $452,108 $452,108 0.01 $448,668
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 451,147 $432,104 $432,104 0.01 $425,210
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 425,447 $404,575 $404,575 0.01 $400,715
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 401,210 $388,750 $388,750 0.01 $385,880
BX Commercial Mortgage Trust 2021-21M A 4.47% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $382,268 $382,268 0.01 $382,220
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 397,589 $369,658 $369,658 0.01 $364,094
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 335,067 $352,834 $352,834 0.01 $343,407
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 382,027 $349,359 $349,359 0.01 $346,902
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 377,962 $341,475 $341,475 0.01 $338,638
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 340,816 $324,756 $324,756 0.00 $320,986
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 321,413 $322,513 $322,513 0.00 $322,447
Connecticut Avenue Securities Trust 2022-R01 1B1 6.77776% 25-DEC-2041, 6.78%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $313,648 $313,648 0.00 $312,422
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 308,188 $298,636 $298,636 0.00 $296,412
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $298,069 $298,069 0.00 $297,493
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 283,037 $282,319 $282,319 0.00 $267,084
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 308,562 $280,577 $280,577 0.00 $277,919
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 279,231 $268,003 $268,003 0.00 $262,999
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 273,358 $266,397 $266,397 0.00 $259,090
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 290,991 $264,257 $264,257 0.00 $258,710
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 247,692 $241,120 $241,120 0.00 $233,403
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 242,701 $238,268 $238,268 0.00 $236,200
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $235,619 $235,619 0.00 $235,543
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 230,563 $225,511 $225,511 0.00 $210,147
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 226,968 $219,885 $219,885 0.00 $218,274
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 218,100 $207,632 $207,632 0.00 $205,421
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 221,821 $203,046 $203,046 0.00 $201,094
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 209,317 $200,869 $200,869 0.00 $199,052
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 190,715 $198,475 $198,475 0.00 $189,530
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 202,482 $193,033 $193,033 0.00 $190,232
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 191,964 $189,252 $189,252 0.00 $184,094
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 185,848 $166,421 $166,421 0.00 $165,035
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 175,922 $161,473 $161,473 0.00 $159,484
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,728 $154,750 $154,750 0.00 $153,610
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 150,395 $144,044 $144,044 0.00 $141,719
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 154,061 $141,354 $141,354 0.00 $139,986
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 147,874 $140,859 $140,859 0.00 $139,343
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 131,815 $132,025 $132,025 0.00 $132,001
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 116,440 $129,950 $129,950 0.00 $120,623
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 88,010 $124,970 $124,970 0.00 $84,637
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 134,847 $124,408 $124,408 0.00 $123,447
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 135,073 $123,985 $123,985 0.00 $122,749
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,119 $121,309 $121,309 0.00 $120,281
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.62776% 25-JUN-2043, 5.63%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $115,936 $115,936 0.00 $115,557
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 122,155 $115,223 $115,223 0.00 $113,523
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 122,902 $113,924 $113,924 0.00 $113,006
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,680 $107,049 $107,049 0.00 $106,211
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 106,848 $103,541 $103,541 0.00 $102,766
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 74,619 $103,038 $103,038 0.00 $71,761
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 102,108 $99,135 $99,135 0.00 $97,155
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 106,108 $99,076 $99,076 0.00 $97,899
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 97,619 $91,700 $91,700 0.00 $90,066
Fannie Mae REMIC Trust 2013-130 FN 4.09224% 25-OCT-2042, 4.09%, 10/25/42 FNR 2013-130 3136AHG53 - 80,849 $80,433 $80,433 0.00 $80,240
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,085 $76,571 $76,571 0.00 $75,925
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 72,089 $65,635 $65,635 0.00 $64,930
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,091 $64,830 $64,830 0.00 $64,304
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,828 $62,422 $62,422 0.00 $61,946
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 66,142 $60,859 $60,859 0.00 $60,529
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 63,426 $57,378 $57,378 0.00 $56,508
Fannie Mae REMIC Trust 2006-20 GF 4.07658% 25-APR-2036, 4.09%, 04/25/36 FNR 2006-20 31395BU43 - 48,494 $48,259 $48,259 0.00 $48,144
Fannie Mae REMIC Trust 2010-109 BS 14.22498% 25-OCT-2040, 13.79%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $47,617 $47,617 0.00 $46,884
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 46,205 $45,824 $45,824 0.00 $44,573
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 39,514 $39,783 $39,783 0.00 $38,524
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 40,304 $39,020 $39,020 0.00 $38,318
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.33%, 10/15/37 FHR 3380 31397KTJ0 - 38,629 $38,587 $38,587 0.00 $38,582
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.24%, 09/15/40 FHR 3721 3137GAD20 - 37,165 $36,959 $36,959 0.00 $36,955
Ginnie Mae REMIC Trust 2008-013 FB 4.21712% 20-FEB-2038, 4.25%, 02/20/38 GNR 2008-13 38375PNL1 - 36,450 $36,393 $36,393 0.00 $36,282
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,450 $32,382 $32,382 0.00 $31,782
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 22,302 $29,808 $29,808 0.00 $21,307
Ginnie Mae REMIC Trust 2007-040 FG 4.03712% 20-JUL-2037, 4.07%, 07/20/37 GNR 2007-40 38375KZS4 - 27,686 $27,492 $27,492 0.00 $27,412
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 27,728 $27,340 $27,340 0.00 $26,725
Ginnie Mae REMIC Trust 2004-069 CF 4.11712% 20-JUL-2034, 4.15%, 07/20/34 GNR 2004-69 38374JAT3 - 23,100 $23,015 $23,015 0.00 $22,946
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.24%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,977 $21,935 $21,935 0.00 $21,880
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,232 $21,861 $21,861 0.00 $21,678
Ginnie Mae REMIC Trust 2007-059 FA 4.21712% 20-OCT-2037, 4.25%, 10/20/37 GNR 2007-59 38375LPU8 - 21,743 $21,720 $21,720 0.00 $21,654
Ginnie Mae REMIC Trust 2008-016 FC 4.21712% 20-FEB-2038, 4.25%, 02/20/38 GNR 2008-16 383742FU2 - 17,660 $17,635 $17,635 0.00 $17,581
Ginnie Mae REMIC Trust 2010-133 FD 4.1776% 16-OCT-2040, 4.18%, 10/16/40 GNR 2010-133 38377MHV1 - 17,521 $17,564 $17,564 0.00 $17,501
Ginnie Mae REMIC Trust 2007-037 FW 4.02712% 20-JUN-2037, 4.06%, 06/20/37 GNR 2007-37 38375KNR9 - 17,430 $17,284 $17,284 0.00 $17,233
Ginnie Mae REMIC Trust 2005-065 FA 3.86712% 20-AUG-2035, 3.90%, 08/20/35 GNR 2005-65 38374LL25 - 16,802 $16,623 $16,623 0.00 $16,576
Ginnie Mae REMIC Trust 2004-059 FP 4.0476% 16-AUG-2034, 4.05%, 08/16/34 GNR 2004-59 38374HYS3 - 15,901 $15,913 $15,913 0.00 $15,858
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,720 $14,280 $14,280 0.00 $14,005
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.39%, 03/15/32 FHR 2426 31339W7G5 - 14,061 $14,110 $14,110 0.00 $14,108
Ginnie Mae REMIC Trust 2005-048 AF 3.91712% 20-JUN-2035, 3.95%, 06/20/35 GNR 2005-48 38374LHM6 - 14,073 $13,923 $13,923 0.00 $13,883
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.14%, 04/25/32 FNR 2002-53 31392EHN3 - 13,859 $13,876 $13,876 0.00 $13,843
Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.04%, 10/25/35 FNR 2005-83 31394FUL7 - 12,260 $12,207 $12,207 0.00 $12,178
Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.26%, 09/25/37 FNR 2007-89 31396XPM0 - 11,660 $11,657 $11,657 0.00 $11,628
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,031 $10,412 $10,412 0.00 $9,817
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.14%, 01/15/33 FHR 2551 31393JAZ1 - 10,194 $10,179 $10,179 0.00 $10,178
Ginnie Mae REMIC Trust 2012-075 FP 4.01712% 20-JUL-2041, 4.05%, 07/20/41 GNR 2012-75 38378EZ55 - 9,636 $9,671 $9,671 0.00 $9,643
Ginnie Mae REMIC Trust 2007-061 FA 4.21712% 20-OCT-2037, 4.25%, 10/20/37 GNR 2007-61 38375LLN8 - 8,879 $8,870 $8,870 0.00 $8,843
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.17%, 11/25/40 FNR 2010-123 31398N2W3 - 7,973 $7,971 $7,971 0.00 $7,951
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,645 $7,607 $7,607 0.00 $7,339
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.10733% 15-FEB-2032, 4.09%, 02/15/32 FHR 2410 31339NJN7 - 7,595 $7,584 $7,584 0.00 $7,583
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.14%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,067 $7,036 $7,036 0.00 $7,019
Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.24%, 09/25/33 FNR 2003-87 31393E4W6 - 6,654 $6,679 $6,679 0.00 $6,663
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,732 $6,670 $6,670 0.00 $6,461
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,769 $6,653 $6,653 0.00 $6,502
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.99%, 09/15/35 FHR 3028 31396AFB5 - 6,617 $6,587 $6,587 0.00 $6,586
Ginnie Mae REMIC Trust 2007-018 FD 4.01712% 20-APR-2037, 4.05%, 04/20/37 GNR 2007-18 38375JC86 - 6,513 $6,454 $6,454 0.00 $6,435
Ginnie Mae REMIC Trust 2010-006 FG 4.3476% 16-JAN-2040, 4.35%, 01/16/40 GNR 2010-6 38376TSC7 - 6,044 $6,061 $6,061 0.00 $6,039
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.29%, 04/25/32 FNR 2002-16 31392CWW0 - 5,756 $5,782 $5,782 0.00 $5,767
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,860 $5,781 $5,781 0.00 $5,618
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.14%, 09/25/40 FNR 2010-95 31398NEX8 - 4,951 $4,951 $4,951 0.00 $4,939
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.04%, 08/15/40 FHR 3738 3137GAYQ4 - 2,582 $2,582 $2,582 0.00 $2,582
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,020 $926 $926 0.00 $919
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.24%, 07/15/32 FHR 2469 31392RC58 - 614.00 $613 $613 0.00 $613
Ginnie Mae REMIC Trust 2010-125 VF 4.06712% 20-JUN-2040, 4.10%, 06/20/40 GNR 2010-125 38377JYJ6 - 298.00 $299 $299 0.00 $298
Ginnie Mae REMIC Trust 1999-27 FE 4.1476% 16-AUG-2029, 4.15%, 08/16/29 GNR 1999-27 3837H2WA3 - 296.00 $298 $298 0.00 $296
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-233,688,657 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,879 $593,636,303 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-280,783,672 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -1,861 $-207,297,953 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-34,465,000 $0 0.00 $0
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 FNCL 01F050692 - -246,872,871 $-240,965,203 $-240,965,203 -3.56 $-240,965,203
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/26 FNCL 01F052680 - -278,059,547 $-277,832,650 $-277,832,650 -4.10 $-277,832,650
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/26 FNCL 01F050684 - -464,850,561 $-454,226,866 $-454,226,866 -6.71 $-454,226,866
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/26 FNCL 01F040685 - -548,543,829 $-508,820,479 $-508,820,479 -7.51 $-508,820,479
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/26 FNCL 01F042681 - -581,152,333 $-553,671,383 $-553,671,383 -8.17 $-553,671,383
SEGREGATED CASH SEGCASH $0.00 29,872,307 $29,872,307 $29,872,307 0.44 $29,872,307
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,226,089,984 $-2,226,089,984 $-2,226,089,984 -32.86 $-2,226,089,984

Choose region

Country

Language

What type of investor are you?