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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 08/10/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% September Delivery, 2.50%, 09/14/26 FNCL 01F022691 - 1,393,917,386 $1,138,360,754 $1,138,360,754 16.96 $1,138,360,754
GNMA II TBA 30yr 2.5% August Delivery, 2.50%, 08/20/26 G2SF 21H022689 - 710,603,414 $594,895,860 $594,895,860 8.87 $594,895,860
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - 593,303,862 $506,193,209 $506,193,209 7.55 $506,193,209
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 317,433,858 $308,750,330 $308,750,330 4.61 $304,282,526
UMBS TBA 30yr 2% September Delivery, 2.00%, 09/14/26 FNCL 01F020695 - 360,986,255 $281,527,404 $281,527,404 4.20 $281,527,404
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/14/26 FNCL 01F060691 - 232,421,092 $235,066,044 $235,066,044 3.51 $235,066,044
GNMA II TBA 30yr 5% August Delivery, 5.00%, 08/20/26 G2SF 21H050680 - 198,508,194 $192,723,864 $192,723,864 2.88 $192,723,864
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/14/26 FNCL 01F062697 - 174,168,000 $179,689,126 $179,689,126 2.69 $179,689,126
GNMA II TBA 30yr 5.5% August Delivery, 5.50%, 08/20/26 G2SF 21H052686 - 164,697,000 $164,013,343 $164,013,343 2.45 $164,013,343
GNMA II TBA 30yr 3% August Delivery, 3.00%, 08/20/26 G2SF 21H030682 - 182,289,962 $158,399,951 $158,399,951 2.37 $158,399,951
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/14/26 FNCL 01F032690 - 155,843,000 $138,440,012 $138,440,012 2.07 $138,440,012
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 139,544,616 $134,147,208 $134,147,208 2.01 $132,504,672
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 127,496,957 $126,211,885 $126,211,885 1.88 $124,187,483
GNMA II TBA 30yr 3.5% August Delivery, 3.50%, 08/20/26 G2SF 21H032688 - 132,283,377 $116,007,759 $116,007,759 1.73 $116,007,759
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 111,308,879 $107,236,920 $107,236,920 1.60 $106,361,894
GNMA II TBA 30yr 4.5% August Delivery, 4.50%, 08/20/26 G2SF 21H042687 - 113,901,488 $107,093,140 $107,093,140 1.59 $107,093,140
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,460,368 $106,489,929 $106,489,929 1.59 $105,645,032
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 104,852,216 $98,863,736 $98,863,736 1.47 $97,406,785
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 99,657,089 $93,914,746 $93,914,746 1.40 $92,580,559
GNMA II TBA 30yr 4% August Delivery, 4.00%, 08/20/26 G2SF 21H040681 - 102,070,688 $92,498,295 $92,498,295 1.38 $92,498,295
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 93,349,917 $91,522,398 $91,522,398 1.36 $90,623,795
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 84,578,380 $84,140,880 $84,140,880 1.25 $82,835,459
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 82,153,765 $83,747,478 $83,747,478 1.25 $82,331,034
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 83,613,315 $81,097,787 $81,097,787 1.21 $80,149,203
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 76,211,199 $78,073,560 $78,073,560 1.16 $76,337,126
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,868,982 $77,124,370 $77,124,370 1.15 $76,565,751
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 77,692,516 $75,496,305 $75,496,305 1.12 $74,239,569
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 70,785,574 $71,900,272 $71,900,272 1.07 $71,165,872
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 69,562,901 $71,890,602 $71,890,602 1.07 $69,936,630
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,815,419 $71,815,935 $71,815,935 1.07 $70,932,430
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 75,216,230 $70,542,861 $70,542,861 1.05 $69,555,725
FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 3142GXET0 - 68,480,503 $67,336,260 $67,336,260 1.00 $66,292,116
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 65,597,193 $66,756,756 $66,756,756 0.99 $65,810,099
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,114,423 $64,204,598 $64,204,598 0.96 $63,316,209
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 61,680,806 $63,571,726 $63,571,726 0.95 $61,971,098
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,727,576 $62,433,332 $62,433,332 0.93 $61,967,661
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 56,004,505 $59,085,531 $59,085,531 0.88 $57,058,824
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,935,302 $57,278,568 $57,278,568 0.85 $56,643,208
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,092,120 $56,437,499 $56,437,499 0.84 $55,818,831
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,631,601 $55,609,377 $55,609,377 0.83 $54,749,484
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,070,445 $55,207,620 $55,207,620 0.82 $54,819,942
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,965,701 $54,714,860 $54,714,860 0.81 $54,140,855
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,961,877 $49,119,037 $49,119,037 0.73 $48,665,002
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 46,577,654 $47,830,492 $47,830,492 0.71 $46,728,829
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,457,050 $47,789,394 $47,789,394 0.71 $47,199,237
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,591,639 $46,295,783 $46,295,783 0.69 $45,739,614
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,684,391 $45,103,105 $45,103,105 0.67 $44,780,810
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,378,084 $44,303,260 $44,303,260 0.66 $43,463,577
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 41,800,811 $42,400,871 $42,400,871 0.63 $41,907,968
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,768,466 $42,125,986 $42,125,986 0.63 $41,814,629
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,381,319 $41,020,509 $41,020,509 0.61 $40,606,709
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,988,373 $40,126,950 $40,126,950 0.60 $39,120,423
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,637,702 $37,544,565 $37,544,565 0.56 $36,979,104
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 37,237,245 $36,299,425 $36,299,425 0.54 $35,573,303
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 34,530,915 $34,841,555 $34,841,555 0.52 $34,741,108
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,015,950 $34,466,565 $34,466,565 0.51 $34,072,156
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 36,392,546 $34,366,011 $34,366,011 0.51 $33,832,257
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 34,000,000 $34,092,275 $34,092,275 0.51 $33,968,968
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 34,250,425 $34,078,211 $34,078,211 0.51 $33,544,621
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 35,424,585 $34,063,219 $34,063,219 0.51 $33,564,174
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,479,664 $34,039,382 $34,039,382 0.51 $33,613,188
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,542,533 $33,879,433 $33,879,433 0.50 $33,597,957
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,069,013 $33,808,412 $33,808,412 0.50 $33,246,677
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 32,040,413 $33,730,815 $33,730,815 0.50 $32,643,594
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 34,936,535 $32,834,340 $32,834,340 0.49 $32,301,879
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,767,711 $32,518,304 $32,518,304 0.48 $31,875,852
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,760,935 $31,280,532 $31,280,532 0.47 $30,860,774
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 29,330,256 $30,992,005 $30,992,005 0.46 $29,898,360
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,564,025 $30,299,934 $30,299,934 0.45 $29,934,187
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,208,625 $29,720,057 $29,720,057 0.44 $29,346,091
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 27,668,475 $29,201,380 $29,201,380 0.43 $28,189,351
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,364,760 $28,847,191 $28,847,191 0.43 $28,498,255
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,068,007 $28,012,141 $28,012,141 0.42 $27,339,438
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,778,854 $27,277,376 $27,277,376 0.41 $27,124,574
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 27,644,083 $27,035,892 $27,035,892 0.40 $26,519,640
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,742,389 $26,941,325 $26,941,325 0.40 $26,574,850
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 25,580,124 $26,880,269 $26,880,269 0.40 $26,159,625
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 25,490,120 $26,556,526 $26,556,526 0.40 $25,982,236
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,423,086 $25,704,900 $25,704,900 0.38 $25,361,464
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,082,321 $24,930,410 $24,930,410 0.37 $24,725,558
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,085,531 $24,456,573 $24,456,573 0.36 $24,125,329
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.11608% 25-FEB-2042, 12.12%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,360,901 $24,360,901 0.36 $24,243,038
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 23,187,202 $23,390,669 $23,390,669 0.35 $23,314,430
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,517,375 $22,907,815 $22,907,815 0.34 $22,554,582
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,369,240 $22,369,240 0.33 $21,922,829
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,027,995 $21,672,955 $21,672,955 0.32 $21,140,969
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,325,248 $21,526,720 $21,526,720 0.32 $21,352,999
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,332,495 $21,045,954 $21,045,954 0.31 $20,892,893
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,245,763 $20,706,719 $20,706,719 0.31 $20,608,752
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,300,761 $20,504,731 $20,504,731 0.31 $20,332,063
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 21,759,011 $20,487,317 $20,487,317 0.31 $20,213,930
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.11608% 25-OCT-2041, 11.12%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,477,068 $20,477,068 0.30 $20,188,593
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,959,444 $20,284,657 $20,284,657 0.30 $19,990,219
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,237,540 $20,237,540 0.30 $20,117,259
Connecticut Avenue Securities Trust 2023-R06 1B1 7.51608% 25-JUL-2043, 7.52%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,142,179 $20,142,179 0.30 $20,082,189
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 20,954,960 $19,696,395 $19,696,395 0.29 $19,480,737
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.48056% 25-FEB-2040, 10.48%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 18,982,000 $19,601,711 $19,601,711 0.29 $19,518,819
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 20,588,499 $19,551,826 $19,551,826 0.29 $19,126,534
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,148,299 $19,550,479 $19,550,479 0.29 $19,251,174
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,547,560 $19,547,560 0.29 $19,418,154
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,994,870 $19,418,064 $19,418,064 0.29 $18,978,165
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.86608% 25-MAR-2042, 8.87%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,374,397 $19,374,397 0.29 $19,304,844
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,984,475 $19,259,229 $19,259,229 0.29 $19,009,179
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,431,135 $18,928,159 $18,928,159 0.28 $18,897,933
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,684,629 $18,901,990 $18,901,990 0.28 $18,590,739
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 19,721,000 $18,582,863 $18,582,863 0.28 $18,333,588
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,733,568 $18,439,151 $18,439,151 0.27 $18,410,010
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,435,528 $18,270,029 $18,270,029 0.27 $18,006,461
RFT 2026-RR1 Trust|6.631|07/27/2030, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,845,000 $17,906,651 $17,906,651 0.27 $17,860,634
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,959,683 $17,802,745 $17,802,745 0.27 $17,429,155
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 18,833,992 $17,668,853 $17,668,853 0.26 $17,496,613
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,768,635 $17,429,407 $17,429,407 0.26 $17,294,899
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,032,159 $17,428,234 $17,428,234 0.26 $17,131,123
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,307,595 $17,307,595 0.26 $17,113,423
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,771,657 $17,269,456 $17,269,456 0.26 $16,826,092
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,278,155 $17,135,119 $17,135,119 0.26 $16,901,179
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 15,260,100 $16,430,771 $16,430,771 0.24 $15,607,238
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 16,193,451 $16,031,321 $16,031,321 0.24 $15,941,411
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.52%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,800,285 $15,800,285 0.24 $15,761,787
Connecticut Avenue Securities Trust 2022-R02 2B2 11.26608% 25-JAN-2042, 11.27%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,677,146 $15,677,146 0.23 $15,606,008
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,577,328 $15,577,328 0.23 $15,532,664
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,765,882 $15,497,552 $15,497,552 0.23 $15,085,448
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - 15,500,000 $15,350,162 $15,350,162 0.23 $15,350,162
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,687,215 $15,141,418 $15,141,418 0.23 $14,753,737
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,013,405 $14,792,848 $14,792,848 0.22 $14,571,831
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,133,815 $14,774,067 $14,774,067 0.22 $14,518,237
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 14,388,555 $14,606,770 $14,606,770 0.22 $14,412,330
GS Mortgage Securities MB FLTG 56, 5.03%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 14,411,654 $14,444,713 $14,444,713 0.22 $14,414,498
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 13,819,915 $14,209,597 $14,209,597 0.21 $14,097,950
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,098,477 $14,072,915 $14,072,915 0.21 $13,961,796
BMP Commercial Mortgage Trust 2024-MF23 A 5.04831% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,058,215 $14,058,215 0.21 $14,005,208
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.2744% 25-APR-2056, 5.27%, 04/25/56 GRADE 2026-HB1 795939AC1 - 13,995,261 $14,055,477 $14,055,477 0.21 $14,020,619
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,968,983 $13,968,983 0.21 $13,888,844
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,403,102 $13,962,552 $13,962,552 0.21 $13,898,538
Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,800,000 $13,836,129 $13,836,129 0.21 $13,800,000
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 13,502,699 $13,578,082 $13,578,082 0.20 $13,466,474
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 12,891,081 $13,515,436 $13,515,436 0.20 $13,133,763
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,579,326 $13,290,620 $13,290,620 0.20 $12,993,261
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,230,189 $13,189,115 $13,189,115 0.20 $12,957,552
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,808,241 $13,112,272 $13,112,272 0.20 $12,877,054
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,215,672 $13,074,506 $13,074,506 0.19 $13,053,948
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 12,662,379 $13,003,579 $13,003,579 0.19 $12,901,734
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,420,316 $12,670,040 $12,670,040 0.19 $12,487,044
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,180,773 $12,634,628 $12,634,628 0.19 $12,574,583
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,775,947 $12,557,903 $12,557,903 0.19 $12,423,124
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,748,321 $12,543,556 $12,543,556 0.19 $12,396,261
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.08888% 25-OCT-2057, 6.09%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,130,273 $12,535,162 $12,535,162 0.19 $12,504,387
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 11,933,701 $12,490,828 $12,490,828 0.19 $12,158,360
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,320,619 $12,296,790 $12,296,790 0.18 $12,224,920
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.26608% 25-FEB-2045, 5.27%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 11,998,722 $12,085,043 $12,085,043 0.18 $12,058,716
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,265,169 $11,875,183 $11,875,183 0.18 $11,818,627
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,532,877 $11,640,162 $11,640,162 0.17 $11,551,933
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,005,433 $11,534,133 $11,534,133 0.17 $11,340,599
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 10,781,565 $11,432,982 $11,432,982 0.17 $10,984,534
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,371,117 $11,300,135 $11,300,135 0.17 $11,259,565
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 11,933,221 $11,261,189 $11,261,189 0.17 $11,085,857
Connecticut Avenue Securities Trust 2022-R06 1B2 14.21608% 25-MAY-2042, 14.22%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,253,793 $11,253,793 0.17 $11,191,974
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 10,528,974 $11,100,754 $11,100,754 0.17 $10,727,188
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 10,329,779 $11,010,806 $11,010,806 0.16 $10,524,244
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,732,700 $10,703,610 $10,703,610 0.16 $10,644,366
Connecticut Avenue Securities Trust 2022-R04 1B2 13.11608% 25-MAR-2042, 13.12%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,678,511 $10,678,511 0.16 $10,623,213
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,629,614 $10,629,614 0.16 $10,596,224
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,503,081 $10,503,081 0.16 $10,477,587
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,482,564 $10,175,621 $10,175,621 0.15 $10,117,690
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,839,078 $10,156,391 $10,156,391 0.15 $10,071,197
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,817,401 $10,089,738 $10,089,738 0.15 $9,870,145
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,022,372 $10,074,821 $10,074,821 0.15 $10,012,449
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - $10,018,955 $10,018,955 0.15 $0
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,025,494 $10,006,038 $10,006,038 0.15 $9,947,567
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,338,463 $9,989,207 $9,989,207 0.15 $9,514,266
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,455,477 $9,902,940 $9,902,940 0.15 $9,633,482
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,907,234 $9,895,098 $9,895,098 0.15 $9,832,253
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,319,365 $9,871,834 $9,871,834 0.15 $9,684,703
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 9,778,437 $9,862,000 $9,862,000 0.15 $9,830,959
FHLMC 30yr Pool#TC0791 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 3133W42Y7 - 9,598,007 $9,784,674 $9,784,674 0.15 $9,768,677
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,565,223 $9,565,223 0.14 $9,299,070
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,358,023 $9,518,621 $9,518,621 0.14 $9,408,299
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,410,682 $9,410,682 0.14 $9,351,750
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,351,309 $9,351,309 0.14 $9,327,474
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.61608% 25-MAR-2042, 14.62%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,346,274 $9,346,274 0.14 $9,293,018
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,342,215 $9,342,215 0.14 $9,271,601
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.22%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,301,827 $9,301,827 0.14 $9,281,715
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 8,754,816 $9,231,418 $9,231,418 0.14 $8,919,631
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,748,307 $9,177,891 $9,177,891 0.14 $9,056,091
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,032,082 $9,032,082 0.13 $8,989,090
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,792,936 $9,029,515 $9,029,515 0.13 $8,959,148
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,459,197 $8,652,143 $8,652,143 0.13 $8,544,422
Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.62%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,381,377 $8,381,377 0.12 $8,348,480
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.36608% 25-JUN-2042, 10.37%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 7,918,000 $8,346,469 $8,346,469 0.12 $8,312,270
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.87%, 11/25/51 FHR 5164 3137H3PY2 - 9,226,862 $8,338,116 $8,338,116 0.12 $8,322,262
Connecticut Avenue Securities, Series 2021-R01 1B2 9.61608% 25-OCT-2041, 9.62%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,331,432 $8,331,432 0.12 $8,298,497
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,800,782 $8,265,951 $8,265,951 0.12 $8,106,588
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.86608% 25-SEP-2041, 9.87%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 8,130,878 $8,212,143 $8,212,143 0.12 $8,178,718
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 $8,173,793 $8,173,793 0.12 $8,145,289
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.36608% 25-FEB-2042, 7.37%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 7,989,120 $8,128,644 $8,128,644 0.12 $8,104,124
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,687,685 $7,904,710 $7,904,710 0.12 $7,842,349
Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.12%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,839,000 $7,859,259 $7,859,259 0.12 $7,842,548
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,996,549 $7,856,273 $7,856,273 0.12 $7,840,280
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,819,991 $7,846,274 $7,846,274 0.12 $7,789,434
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,583,917 $7,800,426 $7,800,426 0.12 $7,619,610
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,670,295 $7,662,048 $7,662,048 0.11 $7,614,254
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,870,583 $7,529,284 $7,529,284 0.11 $7,503,049
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,184,816 $7,482,051 $7,482,051 0.11 $7,320,075
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,390,116 $7,390,116 0.11 $7,346,445
Fannie Mae REMIC Trust 2022-65 FB 4.41608% 25-SEP-2052, 4.42%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,447,885 $7,385,543 $7,385,543 0.11 $7,370,925
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,355,357 $7,355,357 0.11 $7,307,985
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,345,787 $7,345,787 0.11 $7,326,568
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.41608% 25-NOV-2041, 11.42%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,071,465 $7,071,465 0.11 $7,038,596
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,957,177 $6,995,267 $6,995,267 0.10 $6,963,813
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 $6,918,196 $6,918,196 0.10 $6,877,192
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 6,856,341 $6,894,140 $6,894,140 0.10 $6,850,846
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,890,271 $6,890,271 0.10 $6,871,670
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,914,216 $6,841,586 $6,841,586 0.10 $6,803,204
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,859,398 $6,800,615 $6,800,615 0.10 $6,763,726
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 5,939,159 $6,649,516 $6,649,516 0.10 $6,079,273
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,580,756 $6,596,837 $6,596,837 0.10 $6,554,618
Connecticut Avenue Securities Trust 2023-R03 2B1 9.96608% 25-APR-2043, 9.97%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,546,346 $6,546,346 0.10 $6,521,323
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,510,132 $6,530,622 $6,530,622 0.10 $6,490,997
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,626,487 $6,529,456 $6,529,456 0.10 $6,517,676
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,607,795 $6,525,123 $6,525,123 0.10 $6,488,942
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,376,238 $6,490,483 $6,490,483 0.10 $6,384,535
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,441,094 $6,477,952 $6,477,952 0.10 $6,429,468
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,448,019 $6,448,019 0.10 $6,408,966
Connecticut Avenue Securities Trust 2022-R05 2B2 10.61608% 25-APR-2042, 10.62%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,419,087 $6,419,087 0.10 $6,391,866
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,336,778 $6,402,975 $6,402,975 0.10 $6,380,231
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 6,357,803 $6,378,464 $6,378,464 0.09 $6,354,403
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,252,227 $6,375,111 $6,375,111 0.09 $6,281,652
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,319,441 $6,319,441 0.09 $6,200,590
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,357,250 $6,280,765 $6,280,765 0.09 $6,243,717
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,059,568 $6,183,879 $6,183,879 0.09 $6,166,239
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,068,842 $6,045,529 $6,045,529 0.09 $6,007,073
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 5,835,800 $5,989,310 $5,989,310 0.09 $5,944,308
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,625,094 $5,989,227 $5,989,227 0.09 $5,727,655
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,101,594 $5,984,630 $5,984,630 0.09 $5,957,512
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,895,085 $5,907,009 $5,907,009 0.09 $5,883,555
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,930,938 $5,885,978 $5,885,978 0.09 $5,825,390
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,696,551 $5,878,470 $5,878,470 0.09 $5,830,941
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,720,912 $5,877,475 $5,877,475 0.09 $5,828,612
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,194,177 $5,845,726 $5,845,726 0.09 $5,754,335
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,632,973 $5,785,341 $5,785,341 0.09 $5,739,452
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,495,513 $5,779,075 $5,779,075 0.09 $5,620,526
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,727,724 $5,727,724 0.09 $5,688,980
Connecticut Avenue Securities, Series 2021-R02 2B2 9.81608% 25-NOV-2041, 9.82%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,715,991 $5,715,991 0.09 $5,693,021
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,691,756 $5,691,756 0.08 $5,655,846
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,342,325 $5,671,322 $5,671,322 0.08 $5,442,897
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,452,964 $5,670,501 $5,670,501 0.08 $5,555,619
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,663,839 $5,663,839 0.08 $5,647,222
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,648,923 $5,636,021 $5,636,021 0.08 $5,603,078
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,659,614 $5,610,261 $5,610,261 0.08 $5,597,684
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,576,800 $5,576,800 0.08 $5,563,058
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,603,353 $5,539,408 $5,539,408 0.08 $5,507,382
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,685,081 $5,506,400 $5,506,400 0.08 $5,485,870
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,117,931 $5,505,431 $5,505,431 0.08 $5,214,279
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,692,892 $5,500,193 $5,500,193 0.08 $5,430,024
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,434,637 $5,434,637 0.08 $5,350,169
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,399,854 $5,399,854 0.08 $5,365,876
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 4,748,198 $5,375,715 $5,375,715 0.08 $4,837,585
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 - 5,332,818 $5,367,294 $5,367,294 0.08 $5,353,882
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,337,786 $5,337,786 0.08 $5,303,886
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 $5,302,126 $5,302,126 0.08 $5,283,048
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,278,454 $5,278,454 0.08 $5,242,550
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.46608% 25-NOV-2043, 5.47%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,259,951 $5,259,951 0.08 $5,248,053
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,106,044 $5,247,991 $5,247,991 0.08 $5,202,563
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,474,809 $5,246,618 $5,246,618 0.08 $5,220,765
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,547,943 $5,246,323 $5,246,323 0.08 $5,153,990
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.86608% 25-MAY-2042, 8.87%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 5,050,000 $5,229,148 $5,229,148 0.08 $5,210,493
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 4,542,246 $5,145,820 $5,145,820 0.08 $4,638,184
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,164,289 $5,116,996 $5,116,996 0.08 $5,085,815
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,397,586 $5,099,883 $5,099,883 0.08 $5,024,862
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,012,080 $5,064,460 $5,064,460 0.08 $5,022,895
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,888,376 $5,019,399 $5,019,399 0.07 $4,976,579
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $5,013,443 $5,013,443 0.07 $4,981,187
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,978,369 $4,978,369 0.07 $4,907,005
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 4,923,668 $4,963,882 $4,963,882 0.07 $4,929,279
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,945,993 $4,945,993 0.07 $4,916,371
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.73056% 25-OCT-2048, 14.73%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,923,709 $4,923,709 0.07 $4,898,655
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,919,064 $4,919,064 0.07 $4,909,284
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,916,654 $4,916,654 0.07 $4,906,467
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,913,200 $4,913,200 0.07 $4,899,971
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,847,877 $4,860,367 $4,860,367 0.07 $4,829,507
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,859,727 $4,859,727 0.07 $4,843,686
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,698,028 $4,828,600 $4,828,600 0.07 $4,789,025
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,820,970 $4,820,970 0.07 $4,792,002
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,747,795 $4,790,858 $4,790,858 0.07 $4,753,973
OBX 2026-HE2 Trust MB FLTG 56, 5.22%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,778,702 $4,778,702 0.07 $4,768,387
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,465,433 $4,748,608 $4,748,608 0.07 $4,549,497
Connecticut Avenue Securities Trust 2024-R01 1B1 6.31608% 25-JAN-2044, 6.32%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,742,071 $4,742,071 0.07 $4,729,978
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,667,760 $4,710,482 $4,710,482 0.07 $4,675,473
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,692,852 $4,692,852 0.07 $4,681,955
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,389,377 $4,684,604 $4,684,604 0.07 $4,472,009
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 4,931,941 $4,653,693 $4,653,693 0.07 $4,591,246
Connecticut Avenue Securities Trust 2023-R05 1B1 8.36608% 25-JUN-2043, 8.37%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,580,361 $4,580,361 0.07 $4,565,330
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.48056% 25-SEP-2048, 11.48%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,529,954 $4,529,954 0.07 $4,510,820
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,509,220 $4,509,220 0.07 $4,493,197
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,409,386 $4,447,568 $4,447,568 0.07 $4,415,124
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,535,696 $4,440,481 $4,440,481 0.07 $4,407,141
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,417,579 $4,430,623 $4,430,623 0.07 $4,417,849
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,348,632 $4,348,632 0.06 $4,320,224
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,180,206 $4,302,520 $4,302,520 0.06 $4,258,901
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,096,405 $4,290,938 $4,290,938 0.06 $4,175,749
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,061,597 $4,276,181 $4,276,181 0.06 $4,241,674
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,140,372 $4,258,211 $4,258,211 0.06 $4,218,637
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,237,399 $4,237,399 0.06 $4,208,773
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.52%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,218,444 $4,224,815 $4,224,815 0.06 $4,216,348
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,284,257 $4,219,617 $4,219,617 0.06 $4,198,196
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,209,936 $4,209,936 0.06 $4,184,124
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,058,655 $4,186,673 $4,186,673 0.06 $4,140,309
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,369,310 $4,184,607 $4,184,607 0.06 $4,059,051
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,953,885 $4,138,185 $4,138,185 0.06 $4,101,486
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,001,349 $4,107,949 $4,107,949 0.06 $4,076,677
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.61608% 25-DEC-2041, 10.62%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,103,943 $4,103,943 0.06 $4,086,250
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,090,888 $4,090,888 0.06 $4,080,673
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,084,397 $4,084,397 0.06 $4,074,436
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 4,052,359 $4,075,953 $4,075,953 0.06 $4,041,003
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,041,581 $4,036,670 $4,036,670 0.06 $4,020,724
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 3,835,873 $4,015,327 $4,015,327 0.06 $3,910,171
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 4,000,000 $4,013,066 $4,013,066 0.06 $4,010,021
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,976,518 $3,976,518 0.06 $3,951,691
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 $3,965,667 $3,965,667 0.06 $3,941,569
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,946,128 $3,946,128 0.06 $3,923,097
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,884,099 $3,937,822 $3,937,822 0.06 $3,904,966
Connecticut Avenue Securities Trust 2023-R08 1B1 7.16608% 25-OCT-2043, 7.17%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,934,628 $3,934,628 0.06 $3,923,431
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,868,224 $3,917,942 $3,917,942 0.06 $3,878,526
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,762,641 $3,913,409 $3,913,409 0.06 $3,835,520
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,837,967 $3,837,967 0.06 $3,815,044
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,095,809 $3,766,567 $3,766,567 0.06 $3,710,910
GS Mortgage Securities MB FLTG 56, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,747,337 $3,747,337 0.06 $3,738,806
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,684,786 $3,714,827 $3,714,827 0.06 $3,645,556
OBX 2026-HE2 Trust MB FLTG 56, 5.42%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,693,460 $3,693,460 0.06 $3,685,160
Connecticut Avenue Securities Trust 2023-R01 1B1 8.71608% 25-DEC-2042, 8.72%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,690,391 $3,690,391 0.05 $3,677,680
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,676,720 $3,688,540 $3,688,540 0.05 $3,665,213
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,662,353 $3,616,428 $3,616,428 0.05 $3,595,337
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,830,431 $3,611,611 $3,611,611 0.05 $2,955,922
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.71608% 25-JAN-2042, 10.72%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,500,000 $3,606,377 $3,606,377 0.05 $3,590,749
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,590,101 $3,593,690 $3,593,690 0.05 $3,572,688
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.36608% 25-FEB-2042, 8.37%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,579,379 $3,579,379 0.05 $3,567,179
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,446,387 $3,578,880 $3,578,880 0.05 $3,511,267
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,415,896 $3,566,775 $3,566,775 0.05 $3,482,059
Ginnie Mae REMIC Trust 2023-116 LF 4.92139% 20-AUG-2053, 4.92%, 08/20/53 GNR 2023-116 38384EFT7 - 3,526,355 $3,563,547 $3,563,547 0.05 $3,553,424
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,731,957 $3,520,769 $3,520,769 0.05 $3,469,406
Connecticut Avenue Securities Trust 2022-R07 1B2 15.61608% 25-JUN-2042, 15.62%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,513,617 $3,513,617 0.05 $3,492,755
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,456,116 $3,466,149 $3,466,149 0.05 $3,443,454
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,349,710 $3,440,061 $3,440,061 0.05 $3,412,770
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,273,391 $3,431,345 $3,431,345 0.05 $3,402,892
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,303,902 $3,392,515 $3,392,515 0.05 $3,366,100
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,349,991 $3,380,736 $3,380,736 0.05 $3,355,526
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,330,243 $3,377,286 $3,377,286 0.05 $3,339,112
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,317,952 $3,352,375 $3,352,375 0.05 $3,326,789
GS Mortgage Securities MB FLTG 56, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,335,039 $3,335,039 0.05 $3,327,654
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.46608% 25-JUN-2043, 7.47%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,287,461 $3,287,461 0.05 $3,277,724
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,190,320 $3,277,485 $3,277,485 0.05 $3,248,351
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,253,874 $3,229,154 $3,229,154 0.05 $3,224,092
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.11608% 25-MAR-2043, 9.12%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,219,458 $3,219,458 0.05 $3,208,062
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,133,009 $3,216,791 $3,216,791 0.05 $3,192,232
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,108,280 $3,193,659 $3,193,659 0.05 $3,169,455
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,353,160 $3,157,809 $3,157,809 0.05 $3,115,056
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 2,994,674 $3,115,692 $3,115,692 0.05 $3,052,678
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,092,794 $3,112,303 $3,112,303 0.05 $3,087,212
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,101,941 $3,101,941 0.05 $3,094,729
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,054,789 $3,084,088 $3,084,088 0.05 $3,059,837
OBX 2026 HE1 FLTG 2056 A1B, 5.12%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,071,469 $3,082,609 $3,082,609 0.05 $3,075,188
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,907,466 $3,077,366 $3,077,366 0.05 $3,052,991
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,823,388 $3,032,639 $3,032,639 0.05 $2,878,075
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,892,930 $2,974,723 $2,974,723 0.04 $2,948,964
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,890,060 $2,972,297 $2,972,297 0.04 $2,947,933
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,144,568 $2,936,246 $2,936,246 0.04 $2,907,831
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,794,974 $2,934,964 $2,934,964 0.04 $2,849,110
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,841,714 $2,919,860 $2,919,860 0.04 $2,896,756
GWT Commercial Mortgage Trust 2024-WLF2 A 5.36761% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,913,380 $2,913,380 0.04 $2,901,705
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,906,679 $2,906,679 0.04 $2,889,778
BX Trust 2021-BXMF C 4.98227% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,891,000 $2,900,946 $2,900,946 0.04 $2,890,145
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,006,679 $2,886,640 $2,886,640 0.04 $2,793,179
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,010,169 $2,868,193 $2,868,193 0.04 $2,804,259
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.98056% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,862,186 $2,862,186 0.04 $2,852,605
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 $2,763,544 $2,763,544 0.04 $2,754,865
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,946,014 $2,749,423 $2,749,423 0.04 $2,724,225
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,722,021 $2,746,142 $2,746,142 0.04 $2,725,563
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,745,057 $2,745,057 0.04 $2,739,539
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,660,236 $2,733,555 $2,733,555 0.04 $2,711,762
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.27%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,733,178 $2,733,178 0.04 $2,726,447
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.81608% 25-FEB-2050, 4.82%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,732,884 $2,702,660 $2,702,660 0.04 $2,697,163
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,794,534 $2,633,566 $2,633,566 0.04 $2,597,933
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,601,347 $2,614,327 $2,614,327 0.04 $2,595,496
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,466,204 $2,579,593 $2,579,593 0.04 $2,510,702
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,368,107 $2,567,229 $2,567,229 0.04 $2,413,975
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,543,063 $2,565,970 $2,565,970 0.04 $2,547,265
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,545,313 $2,545,313 0.04 $2,539,274
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,561,068 $2,473,123 $2,473,123 0.04 $2,384,077
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,365,496 $2,466,604 $2,466,604 0.04 $2,447,113
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,464,327 $2,464,327 0.04 $2,449,866
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,705,643 $2,459,627 $2,459,627 0.04 $2,442,444
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,459,492 $2,459,492 0.04 $2,454,643
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,456,325 $2,456,325 0.04 $2,441,589
BX Trust 2021-BXMF G 7.140513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,432,500 $2,443,487 $2,443,487 0.04 $2,430,461
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,396,640 $2,418,532 $2,418,532 0.04 $2,400,600
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,286,964 $2,396,791 $2,396,791 0.04 $2,377,441
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,233,927 $2,384,257 $2,384,257 0.04 $2,275,982
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,382,008 $2,382,008 0.04 $2,367,933
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,341,803 $2,363,505 $2,363,505 0.04 $2,345,672
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,361,464 $2,361,464 0.04 $2,347,580
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,397,184 $2,344,003 $2,344,003 0.03 $2,327,179
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,666,678 $2,321,808 $2,321,808 0.03 $2,306,979
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,255,349 $2,318,641 $2,318,641 0.03 $2,299,033
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,321,107 $2,318,250 $2,318,250 0.03 $2,304,261
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,255,064 $2,316,599 $2,316,599 0.03 $2,298,743
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,286,703 $2,311,126 $2,311,126 0.03 $2,290,481
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,327,173 $2,310,234 $2,310,234 0.03 $2,297,005
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,318,440 $2,309,295 $2,309,295 0.03 $2,303,884
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,012,368 $2,261,657 $2,261,657 0.03 $2,261,657
Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.22%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,242,211 $2,249,163 $2,249,163 0.03 $2,244,290
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,040,117 $2,051,700 $2,051,700 0.03 $2,036,434
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,947,831 $2,036,766 $2,036,766 0.03 $1,985,559
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 1,894,906 $2,025,615 $2,025,615 0.03 $1,931,609
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,056,937 $2,012,371 $2,012,371 0.03 $2,008,942
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,889,036 $1,979,398 $1,979,398 0.03 $1,963,180
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,810,487 $1,906,341 $1,906,341 0.03 $1,890,758
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,019,375 $1,883,132 $1,883,132 0.03 $1,870,238
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.91608% 25-DEC-2031, 4.92%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,874,993 $1,882,131 $1,882,131 0.03 $1,878,290
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 1,991,450 $1,875,941 $1,875,941 0.03 $1,850,039
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,853,423 $1,869,404 $1,869,404 0.03 $1,855,835
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.33888% 25-OCT-2057, 6.34%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,779,262 $1,843,748 $1,843,748 0.03 $1,839,049
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,755,361 $1,803,612 $1,803,612 0.03 $1,789,361
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 $1,801,597 $1,801,597 0.03 $1,793,868
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,877,754 $1,760,434 $1,760,434 0.03 $1,745,651
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.16608% 25-FEB-2050, 5.17%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,782,296 $1,749,770 $1,749,770 0.03 $1,745,933
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,658,040 $1,708,578 $1,708,578 0.03 $1,691,397
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,642,816 $1,688,355 $1,688,355 0.03 $1,673,743
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,687,592 $1,687,592 0.03 $1,677,340
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,676,471 $1,676,471 0.02 $1,666,555
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 - 1,659,425 $1,670,485 $1,670,485 0.02 $1,665,478
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,737,511 $1,632,644 $1,632,644 0.02 $1,615,274
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,547,663 $1,592,588 $1,592,588 0.02 $1,585,289
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.96608% 25-FEB-2050, 4.97%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,605,569 $1,577,388 $1,577,388 0.02 $1,574,066
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,669,122 $1,574,399 $1,574,399 0.02 $1,551,696
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,658,474 $1,524,459 $1,524,459 0.02 $1,502,620
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,480,157 $1,522,676 $1,522,676 0.02 $1,509,797
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 $1,495,248 $1,495,248 0.02 $1,489,240
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,601,865 $1,493,134 $1,493,134 0.02 $1,481,270
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,451,921 $1,491,089 $1,491,089 0.02 $1,479,254
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,543,526 $1,455,018 $1,455,018 0.02 $1,433,922
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,404,314 $1,442,377 $1,442,377 0.02 $1,431,514
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,395,151 $1,437,759 $1,437,759 0.02 $1,422,174
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,565,346 $1,435,549 $1,435,549 0.02 $1,418,367
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,335,205 $1,400,171 $1,400,171 0.02 $1,388,028
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,382,457 $1,362,040 $1,362,040 0.02 $1,286,918
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,341,528 $1,349,619 $1,349,619 0.02 $1,339,107
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,288,625 $1,343,705 $1,343,705 0.02 $1,333,086
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,409,527 $1,331,143 $1,331,143 0.02 $1,310,364
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,259,068 $1,313,548 $1,313,548 0.02 $1,286,804
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 $1,287,640 $1,287,640 0.02 $1,282,386
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,374,182 $1,279,671 $1,279,671 0.02 $1,270,727
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,223,001 $1,277,716 $1,277,716 0.02 $1,267,404
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,237,755 $1,248,798 $1,248,798 0.02 $1,239,057
Connecticut Avenue Securities Trust 2023-R02 1B2 11.51608% 25-JAN-2043, 11.52%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,192,941 $1,192,941 0.02 $1,187,711
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - $1,188,582 $1,188,582 0.02 $0
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,165,512 $1,180,941 $1,180,941 0.02 $1,172,021
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,184,704 $1,180,178 $1,180,178 0.02 $1,172,958
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,165,040 $1,176,828 $1,176,828 0.02 $1,168,143
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 $1,175,060 $1,175,060 0.02 $1,170,322
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,144,975 $1,156,743 $1,156,743 0.02 $1,148,024
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,150,796 $1,150,796 0.02 $1,143,520
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,329,156 $1,135,053 $1,135,053 0.02 $1,124,291
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,105,849 $1,115,223 $1,115,223 0.02 $1,106,681
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,169,016 $1,104,212 $1,104,212 0.02 $1,088,261
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,140,882 $1,079,024 $1,079,024 0.02 $1,059,870
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,127,830 $1,062,409 $1,062,409 0.02 $1,048,485
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,182,348 $1,055,970 $1,055,970 0.02 $1,047,142
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,028,698 $1,046,091 $1,046,091 0.02 $1,015,261
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,047,290 $1,037,641 $1,037,641 0.02 $1,031,828
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 $1,029,560 $1,029,560 0.02 $1,024,928
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,081,013 $1,024,355 $1,024,355 0.02 $1,004,252
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,067,311 $1,006,798 $1,006,798 0.01 $998,583
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 960,940 $1,001,972 $1,001,972 0.01 $994,095
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 915,384 $920,817 $920,817 0.01 $918,238
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.11608% 25-DEC-2031, 5.12%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 912,497 $916,620 $916,620 0.01 $914,675
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 891,918 $899,873 $899,873 0.01 $893,392
FREMF 2019-KF70 Mortgage Trust C 9.74627% 25-SEP-2029, 9.75%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $889,141 $889,141 0.01 $885,525
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 880,851 $886,030 $886,030 0.01 $879,261
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 971,051 $882,393 $882,393 0.01 $876,589
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 934,620 $877,598 $877,598 0.01 $868,868
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 963,368 $876,065 $876,065 0.01 $869,653
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 814,948 $851,292 $851,292 0.01 $844,536
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - $844,513 $844,513 0.01 $0
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 835,140 $842,620 $842,620 0.01 $836,520
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 835,557 $813,538 $813,538 0.01 $802,356
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 822,530 $809,359 $809,359 0.01 $764,663
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.53056% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $804,957 $804,957 0.01 $802,367
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 772,562 $765,960 $765,960 0.01 $755,333
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 798,167 $754,939 $754,939 0.01 $742,014
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $753,945 $753,945 0.01 $749,145
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 814,904 $743,286 $743,286 0.01 $731,702
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 734,893 $741,470 $741,470 0.01 $736,108
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 695,891 $714,889 $714,889 0.01 $708,991
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 919,777 $695,831 $695,831 0.01 $694,369
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 687,038 $692,529 $692,529 0.01 $686,590
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 722,652 $653,430 $653,430 0.01 $647,164
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 $627,019 $627,019 0.01 $625,090
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 666,938 $626,067 $626,067 0.01 $617,096
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 624,905 $624,267 $624,267 0.01 $609,901
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 636,618 $578,525 $578,525 0.01 $574,689
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 $570,676 $570,676 0.01 $567,906
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 539,588 $564,211 $564,211 0.01 $559,577
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 550,870 $560,517 $560,517 0.01 $558,739
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 579,461 $554,196 $554,196 0.01 $550,445
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - - $546,292 $546,292 0.01 $0
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 563,398 $540,846 $540,846 0.01 $531,129
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 553,429 $532,468 $532,468 0.01 $515,213
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 590,284 $518,614 $518,614 0.01 $516,975
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 462,341 $450,168 $450,168 0.01 $434,504
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 446,708 $449,235 $449,235 0.01 $447,960
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 488,996 $444,567 $444,567 0.01 $441,427
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.26608% 25-JAN-2034, 5.27%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 430,190 $432,123 $432,123 0.01 $431,179
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 439,192 $426,612 $426,612 0.01 $413,411
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 423,973 $397,230 $397,230 0.01 $393,867
BX Commercial Mortgage Trust 2021-21M A 4.521% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $383,512 $383,512 0.01 $382,216
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 400,603 $383,193 $383,193 0.01 $380,581
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - - $370,040 $370,040 0.01 $0
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 389,730 $361,438 $361,438 0.01 $352,041
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 381,241 $343,561 $343,561 0.01 $341,290
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 328,808 $343,480 $343,480 0.01 $334,998
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 376,529 $337,240 $337,240 0.01 $334,549
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - $325,731 $325,731 0.00 $0
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 321,413 $323,733 $323,733 0.00 $322,022
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 339,361 $318,231 $318,231 0.00 $315,263
Connecticut Avenue Securities Trust 2022-R01 1B1 6.76608% 25-DEC-2041, 6.77%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $312,946 $312,946 0.00 $312,072
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $298,455 $298,455 0.00 $297,990
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 307,698 $294,349 $294,349 0.00 $292,319
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 307,063 $275,875 $275,875 0.00 $273,350
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 282,203 $263,872 $263,872 0.00 $261,781
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 277,313 $260,779 $260,779 0.00 $257,621
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 286,957 $257,894 $257,894 0.00 $252,894
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 272,293 $256,936 $256,936 0.00 $254,657
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 241,971 $234,580 $234,580 0.00 $232,638
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 244,908 $231,560 $231,560 0.00 $227,678
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $229,957 $229,957 0.00 $229,900
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 226,634 $216,754 $216,754 0.00 $215,285
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 230,031 $208,371 $208,371 0.00 $206,943
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 216,117 $203,721 $203,721 0.00 $200,770
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 220,659 $199,509 $199,509 0.00 $197,609
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 206,763 $197,551 $197,551 0.00 $194,069
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 182,486 $190,235 $190,235 0.00 $181,377
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 200,487 $188,584 $188,584 0.00 $185,692
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 187,072 $184,725 $184,725 0.00 $179,303
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 185,185 $164,356 $164,356 0.00 $163,074
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 169,567 $158,791 $158,791 0.00 $151,854
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,487 $152,540 $152,540 0.00 $151,500
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 148,713 $140,599 $140,599 0.00 $138,251
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 153,213 $139,308 $139,308 0.00 $137,947
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 147,117 $138,181 $138,181 0.00 $136,767
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 $132,459 $132,459 0.00 $131,844
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - $129,136 $129,136 0.00 $0
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 134,560 $122,446 $122,446 0.00 $121,560
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 134,332 $122,138 $122,138 0.00 $120,947
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 108,054 $120,942 $120,942 0.00 $111,731
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - - $120,284 $120,284 0.00 $0
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,789 $119,741 $119,741 0.00 $118,791
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.61608% 25-JUN-2043, 5.62%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $116,156 $116,156 0.00 $115,886
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 120,912 $113,881 $113,881 0.00 $112,231
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 122,600 $112,178 $112,178 0.00 $111,331
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,458 $105,184 $105,184 0.00 $104,415
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 106,674 $102,051 $102,051 0.00 $101,343
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 104,961 $97,140 $97,140 0.00 $95,581
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 100,689 $96,498 $96,498 0.00 $94,626
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 97,014 $89,328 $89,328 0.00 $88,345
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 87,876 $84,050 $84,050 0.00 $83,476
Fannie Mae REMIC Trust 2013-130 FN 4.08056% 25-OCT-2042, 4.08%, 10/25/42 FNR 2013-130 3136AHG53 - 79,487 $79,035 $79,035 0.00 $78,891
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,915 $75,516 $75,516 0.00 $74,923
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 74,507 $71,261 $71,261 0.00 $70,776
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 70,081 $64,633 $64,633 0.00 $62,387
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,877 $63,870 $63,870 0.00 $63,409
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,618 $61,504 $61,504 0.00 $61,062
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 63,976 $58,338 $58,338 0.00 $58,054
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 62,649 $56,274 $56,274 0.00 $55,287
Fannie Mae REMIC Trust 2006-20 GF 4.09224% 25-APR-2036, 4.08%, 04/25/36 FNR 2006-20 31395BU43 - 47,826 $47,554 $47,554 0.00 $47,467
Fannie Mae REMIC Trust 2010-109 BS 13.78751% 25-OCT-2040, 13.91%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $45,479 $45,479 0.00 $44,847
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 45,401 $44,704 $44,704 0.00 $43,746
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - $38,857 $38,857 0.00 $0
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.33%, 10/15/37 FHR 3380 31397KTJ0 - 38,629 $38,673 $38,673 0.00 $38,552
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 38,226 $38,642 $38,642 0.00 $37,224
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 39,833 $38,448 $38,448 0.00 $37,843
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.24%, 09/15/40 FHR 3721 3137GAD20 - 37,165 $37,228 $37,228 0.00 $37,114
Ginnie Mae REMIC Trust 2008-013 FB 4.28409% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - 36,100 $36,053 $36,053 0.00 $35,963
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,332 $31,510 $31,510 0.00 $31,258
Ginnie Mae REMIC Trust 2007-040 FG 4.10409% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - 27,245 $27,007 $27,007 0.00 $26,943
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 26,615 $26,824 $26,824 0.00 $25,620
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - $23,661 $23,661 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.18409% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - 22,666 $22,669 $22,669 0.00 $22,614
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.23%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,694 $21,633 $21,633 0.00 $21,592
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,174 $21,508 $21,508 0.00 $21,339
Ginnie Mae REMIC Trust 2007-059 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - 21,517 $21,449 $21,449 0.00 $21,396
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 22,008 $21,374 $21,374 0.00 $21,005
Ginnie Mae REMIC Trust 2010-133 FD 4.24964% 16-OCT-2040, 4.25%, 10/16/40 GNR 2010-133 38377MHV1 - 17,521 $17,553 $17,553 0.00 $17,501
Ginnie Mae REMIC Trust 2008-016 FC 4.28409% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - 17,416 $17,399 $17,399 0.00 $17,355
Ginnie Mae REMIC Trust 2007-037 FW 4.09409% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - 17,045 $16,912 $16,912 0.00 $16,871
Ginnie Mae REMIC Trust 2005-065 FA 3.93409% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 16,644 $16,456 $16,456 0.00 $16,417
Ginnie Mae REMIC Trust 2004-059 FP 4.11964% 16-AUG-2034, 4.12%, 08/16/34 GNR 2004-59 38374HYS3 - 15,901 $15,880 $15,880 0.00 $15,835
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.39%, 03/15/32 FHR 2426 31339W7G5 - 14,061 $14,150 $14,150 0.00 $14,106
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,648 $13,933 $13,933 0.00 $13,809
Ginnie Mae REMIC Trust 2005-048 AF 3.98409% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - 13,730 $13,636 $13,636 0.00 $13,604
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.13%, 04/25/32 FNR 2002-53 31392EHN3 - 13,520 $13,517 $13,517 0.00 $13,492
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - $13,325 $13,325 0.00 $0
Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.03%, 10/25/35 FNR 2005-83 31394FUL7 - 11,921 $11,861 $11,861 0.00 $11,840
Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.25%, 09/25/37 FNR 2007-89 31396XPM0 - 11,421 $11,451 $11,451 0.00 $11,429
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.14%, 01/15/33 FHR 2551 31393JAZ1 - 10,194 $10,207 $10,207 0.00 $10,176
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 10,664 $9,803 $9,803 0.00 $9,400
Ginnie Mae REMIC Trust 2012-075 FP 4.08409% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - 9,525 $9,563 $9,563 0.00 $9,540
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - $9,292 $9,292 0.00 $0
Ginnie Mae REMIC Trust 2007-061 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - 8,763 $8,736 $8,736 0.00 $8,714
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.16%, 11/25/40 FNR 2010-123 31398N2W3 - 7,746 $7,739 $7,739 0.00 $7,724
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.05749% 15-FEB-2032, 4.09%, 02/15/32 FHR 2410 31339NJN7 - 7,595 $7,607 $7,607 0.00 $7,584
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,367 $7,368 $7,368 0.00 $7,069
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.13%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,869 $6,840 $6,840 0.00 $6,827
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.99%, 09/15/35 FHR 3028 31396AFB5 - 6,617 $6,614 $6,614 0.00 $6,594
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,636 $6,524 $6,524 0.00 $6,371
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,557 $6,484 $6,484 0.00 $6,290
Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.23%, 09/25/33 FNR 2003-87 31393E4W6 - 6,466 $6,478 $6,478 0.00 $6,465
Ginnie Mae REMIC Trust 2007-018 FD 4.08409% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - 6,429 $6,376 $6,376 0.00 $6,361
Ginnie Mae REMIC Trust 2010-006 FG 4.41964% 16-JAN-2040, 4.42%, 01/16/40 GNR 2010-6 38376TSC7 - 6,044 $6,061 $6,061 0.00 $6,043
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,691 $5,638 $5,638 0.00 $5,453
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.28%, 04/25/32 FNR 2002-16 31392CWW0 - 5,573 $5,595 $5,595 0.00 $5,584
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.13%, 09/25/40 FNR 2010-95 31398NEX8 - 4,817 $4,815 $4,815 0.00 $4,806
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.04%, 08/15/40 FHR 3738 3137GAYQ4 - 2,582 $2,589 $2,589 0.00 $2,582
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,016 $912 $912 0.00 $905
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.24%, 07/15/32 FHR 2469 31392RC58 - 614.00 $615 $615 0.00 $613
Ginnie Mae REMIC Trust 1999-27 FE 4.21964% 16-AUG-2029, 4.22%, 08/16/29 GNR 1999-27 3837H2WA3 - 296.00 $297 $297 0.00 $296
Ginnie Mae REMIC Trust 2010-125 VF 4.13409% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - 291.00 $292 $292 0.00 $291
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-232,406,625 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,879 $592,601,666 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-33,645,312 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -3,027 $-333,301,078 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-278,415,375 $0 0.00 $0
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 FNCL 01F050692 - -279,013,463 $-269,590,341 $-269,590,341 -4.01 $-269,590,341
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - -278,059,547 $-275,371,545 $-275,371,545 -4.10 $-275,371,545
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - -548,543,829 $-501,315,302 $-501,315,302 -7.47 $-501,315,302
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/14/26 FNCL 01F042699 - -581,152,333 $-546,409,884 $-546,409,884 -8.14 $-546,409,884
SEGREGATED CASH SEGCASH $0.00 39,225,755 $39,225,755 $39,225,755 0.58 $39,225,755
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,174,581,712 $-2,174,581,712 $-2,174,581,712 -32.39 $-2,174,581,712
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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