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For Financial Professionals in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of 05/08/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% June Delivery, 2.50%, 06/11/26 FNCL 01F022667 - 1,607,239,894 $1,352,371,828 $1,352,371,828 20.25 $1,352,371,828
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/26 G2SF 21H022655 - 710,603,414 $611,050,718 $611,050,718 9.15 $611,050,718
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 389,595,852 $397,835,804 $397,835,804 5.96 $397,835,804
Fannie Mae Pool|4.5|09/01/2053, 4.50%, 09/01/53 FN 3140W6HK1 - 326,561,984 $320,928,790 $320,928,790 4.81 $320,438,947
UMBS TBA 30yr 2% June Delivery, 2.00%, 06/11/26 FNCL 01F020661 - 360,986,255 $290,402,613 $290,402,613 4.36 $290,402,613
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/11/26 FNCL 01F030660 - 303,281,354 $266,306,504 $266,306,504 4.00 $266,306,504
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26 FNCL 01F042665 - 250,000,000 $241,248,000 $241,248,000 3.62 $241,248,000
GNMA II TBA 30yr 5% May Delivery, 5.00%, 05/20/26 G2SF 21H050656 - 198,508,194 $197,388,211 $197,388,211 2.96 $197,388,211
GNMA II TBA 30yr 5.5% May Delivery, 5.50%, 05/20/26 G2SF 21H052652 - 164,697,000 $166,115,041 $166,115,041 2.50 $166,115,041
GNMA II TBA 30yr 3% May Delivery, 3.00%, 05/20/26 G2SF 21H030658 - 182,289,962 $162,751,942 $162,751,942 2.44 $162,751,942
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/11/26 FNCL 01F062663 - 137,850,000 $143,182,038 $143,182,038 2.14 $143,182,038
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/11/26 FNCL 01F032666 - 155,843,000 $142,451,099 $142,451,099 2.13 $142,451,099
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 142,269,939 $139,882,287 $139,882,287 2.09 $138,186,964
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,543,577 $130,146,193 $130,146,193 1.95 $129,234,864
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/26 G2SF 21H032654 - 132,283,377 $120,109,470 $120,109,470 1.80 $120,109,470
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 113,522,360 $112,728,587 $112,728,587 1.69 $111,233,564
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 109,587,780 $110,680,134 $110,680,134 1.66 $109,326,624
GNMA II TBA 30yr 4.5% May Delivery, 4.50%, 05/20/26 G2SF 21H042653 - 113,901,488 $110,230,329 $110,230,329 1.65 $110,230,329
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 107,840,168 $104,301,242 $104,301,242 1.56 $102,676,861
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 102,210,033 $98,662,177 $98,662,177 1.48 $97,316,293
GNMA II TBA 30yr 4% May Delivery, 4.00%, 05/20/26 G2SF 21H040657 - 102,070,688 $95,592,466 $95,592,466 1.43 $95,592,466
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,135,019 $94,168,899 $94,168,899 1.41 $93,531,696
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 86,849,881 $87,778,598 $87,778,598 1.31 $86,880,539
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,818,154 $86,702,088 $86,702,088 1.30 $85,966,839
Freddie Mac Pool|4.5|09/01/2051, 4.50%, 09/01/51 FR 31427SZU5 - 85,518,720 $84,043,522 $84,043,522 1.26 $83,915,244
FNMA 30yr Pool#FA3182 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140W3RC5 - 76,475,873 $81,140,195 $81,140,195 1.21 $78,877,248
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,584,724 $79,636,361 $79,636,361 1.19 $79,074,656
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 79,915,763 $79,102,982 $79,102,982 1.18 $78,304,532
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 72,965,473 $75,645,211 $75,645,211 1.13 $74,660,964
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 72,445,571 $75,612,082 $75,612,082 1.13 $74,128,981
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 77,996,461 $75,235,078 $75,235,078 1.13 $74,177,323
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,922,329 $69,039,718 $69,039,718 1.03 $68,400,807
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 64,860,975 $67,538,625 $67,538,625 1.01 $66,317,577
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,843,836 $66,480,691 $66,480,691 0.99 $65,392,692
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 64,618,119 $64,834,389 $64,834,389 0.97 $64,175,373
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 60,250,578 $63,939,339 $63,939,339 0.96 $62,065,299
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 59,043,999 $60,366,177 $60,366,177 0.90 $59,064,842
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,694,083 $59,178,878 $59,178,878 0.89 $58,589,311
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,249,645 $59,032,097 $59,032,097 0.88 $58,218,699
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,737,615 $57,462,702 $57,462,702 0.86 $56,707,472
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,198,681 $57,029,500 $57,029,500 0.85 $56,418,155
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,309,240 $55,254,664 $55,254,664 0.83 $54,328,411
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,359,510 $50,749,796 $50,749,796 0.76 $50,239,499
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,548,595 $50,332,715 $50,332,715 0.75 $49,621,152
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,941,268 $49,176,624 $49,176,624 0.74 $48,824,637
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,068,180 $48,229,923 $48,229,923 0.72 $47,249,142
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,414,983 $47,798,767 $47,798,767 0.72 $47,440,404
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89516% 25-MAR-2042, 8.90%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 45,421,486 $47,054,808 $47,054,808 0.70 $46,897,684
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,684,084 $46,236,604 $46,236,604 0.69 $45,700,211
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,474,342 $46,067,890 $46,067,890 0.69 $45,490,394
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,371,742 $44,815,625 $44,815,625 0.67 $44,348,168
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,035,220 $44,574,155 $44,574,155 0.67 $43,957,533
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,063,991 $42,437,640 $42,437,640 0.64 $42,089,482
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,423,491 $42,170,292 $42,170,292 0.63 $41,438,114
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 40,512,001 $42,044,492 $42,044,492 0.63 $41,214,895
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,664,782 $39,628,705 $39,628,705 0.59 $38,893,803
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,496,959 $38,218,635 $38,218,635 0.57 $37,573,251
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 34,875,596 $37,100,892 $37,100,892 0.56 $35,926,034
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 36,049,859 $36,512,231 $36,512,231 0.55 $36,407,366
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,532,038 $36,284,453 $36,284,453 0.54 $35,822,813
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39516% 25-FEB-2042, 7.40%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $36,081,638 $36,081,638 0.54 $35,980,185
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,703,646 $35,997,654 $35,997,654 0.54 $35,595,640
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,465,753 $35,870,961 $35,870,961 0.54 $35,321,765
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,222,181 $35,487,204 $35,487,204 0.53 $35,234,614
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 32,237,890 $34,994,556 $34,994,556 0.52 $33,235,564
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,683,473 $34,865,069 $34,865,069 0.52 $34,466,172
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,283,414 $34,756,487 $34,756,487 0.52 $34,036,188
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,971,989 $34,568,460 $34,568,460 0.52 $34,204,984
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 30,279,959 $32,923,742 $32,923,742 0.49 $31,191,978
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,318,019 $32,274,987 $32,274,987 0.48 $32,009,911
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,067,233 $31,463,645 $31,463,645 0.47 $31,076,316
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,234,507 $31,418,914 $31,418,914 0.47 $30,913,492
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 26,814,946 $30,836,187 $30,836,187 0.46 $27,676,331
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,946,771 $30,359,446 $30,359,446 0.45 $29,609,641
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,390,019 $29,599,586 $29,599,586 0.44 $29,319,980
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,838,840 $29,529,623 $29,529,623 0.44 $27,839,246
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,090,614 $29,518,803 $29,518,803 0.44 $29,075,159
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 31,500,919 $29,278,630 $29,278,630 0.44 $28,549,770
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,508,638 $28,530,484 $28,530,484 0.43 $28,061,388
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,517,199 $28,324,889 $28,324,889 0.42 $28,067,265
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,272,622 $27,076,133 $27,076,133 0.41 $26,890,446
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 25,326,642 $26,636,330 $26,636,330 0.40 $25,677,804
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,242,625 $25,945,186 $25,945,186 0.39 $25,315,783
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,486,030 $24,821,665 $24,821,665 0.37 $24,741,155
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,255,974 $24,483,966 $24,483,966 0.37 $24,278,414
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,332,401 $24,088,502 $24,088,502 0.36 $23,909,542
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29516% 25-FEB-2045, 5.30%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,111,372 $23,111,372 0.35 $23,063,885
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,484,667 $22,156,029 $22,156,029 0.33 $21,993,907
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,438,078 $21,607,155 $21,607,155 0.32 $21,445,646
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,174,592 $21,422,946 $21,422,946 0.32 $21,112,890
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,788,075 $21,359,247 $21,359,247 0.32 $21,258,780
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,853,111 $20,878,241 $20,878,241 0.31 $20,323,679
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,626,343 $20,812,659 $20,812,659 0.31 $20,590,890
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,548,996 $20,787,149 $20,787,149 0.31 $20,567,645
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14516% 25-OCT-2041, 11.15%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,742,621 $20,742,621 0.31 $20,460,077
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,420,743 $20,718,981 $20,718,981 0.31 $20,290,824
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39516% 25-JUN-2042, 10.40%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,599,352 $20,599,352 0.31 $20,521,243
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,404,493 $20,404,493 0.31 $20,284,212
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 18,878,499 $20,331,379 $20,331,379 0.30 $19,764,947
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,545,413 $20,011,788 $20,011,788 0.30 $19,853,012
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,359,978 $19,977,608 $19,977,608 0.30 $19,824,284
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,296,774 $19,843,901 $19,843,901 0.30 $19,654,071
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,052,134 $19,774,485 $19,774,485 0.30 $19,316,298
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,206,415 $19,687,344 $19,687,344 0.29 $19,655,911
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,284,914 $19,610,783 $19,610,783 0.29 $19,361,130
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,839,381 $19,314,994 $19,314,994 0.29 $18,885,282
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,673,136 $19,090,693 $19,090,693 0.29 $18,598,162
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,249,306 $18,914,286 $18,914,286 0.28 $18,884,343
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,597,315 $18,443,282 $18,443,282 0.28 $18,089,336
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,124,027 $18,381,412 $18,381,412 0.28 $18,208,383
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,528,545 $18,067,347 $18,067,347 0.27 $17,923,355
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,868,568 $17,881,647 $17,881,647 0.27 $17,754,046
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 17,943,747 $17,874,850 $17,874,850 0.27 $17,775,222
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,528,882 $17,756,327 $17,756,327 0.27 $17,620,159
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,401,195 $17,401,195 0.26 $17,207,022
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,032,808 $16,761,756 $16,761,756 0.25 $16,635,682
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 16,574,897 $16,674,346 $16,674,346 0.25 $16,674,346
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,289,931 $16,266,975 $16,266,975 0.24 $16,001,694
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,897,535 $15,897,535 0.24 $15,785,459
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.89516% 25-MAY-2042, 8.90%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,735,004 $15,735,004 0.24 $15,682,943
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,178,433 $15,707,480 $15,707,480 0.24 $15,619,129
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,640,051 $15,640,051 0.23 $15,595,387
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,517,855 $15,583,513 $15,583,513 0.23 $15,274,408
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 $15,412,107 $15,412,107 0.23 $15,286,332
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,391,703 $15,389,053 $15,389,053 0.23 $15,306,698
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 15,089,712 $15,201,773 $15,201,773 0.23 $15,096,735
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,447,910 $15,037,520 $15,037,520 0.23 $14,908,572
JW Commercial Mortgage Trust 2026-MRCO A 5.15% 15-JUN-2039, 5.15%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,006,630 $15,006,630 0.22 $15,006,630
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,405,725 $14,954,661 $14,954,661 0.22 $14,841,326
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,208,509 $14,857,775 $14,857,775 0.22 $14,480,625
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,812,880 $14,549,148 $14,549,148 0.22 $14,228,918
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,823,661 $14,394,973 $14,394,973 0.22 $14,329,090
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,118,446 $14,118,446 0.21 $14,038,307
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 14,000,000 $14,110,272 $14,110,272 0.21 $14,075,371
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,904,675 $14,067,171 $14,067,171 0.21 $13,979,010
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.74516% 25-SEP-2041, 5.75%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 13,964,288 $14,052,076 $14,052,076 0.21 $14,020,876
BMP Commercial Mortgage Trust 2024-MF23 A 5.02665% 15-JUN-2041, 5.03%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,050,836 $14,050,836 0.21 $14,000,011
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,612,624 $13,996,887 $13,996,887 0.21 $13,617,429
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,878,026 $13,989,314 $13,989,314 0.21 $13,632,465
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,106,870 $13,598,714 $13,598,714 0.20 $13,417,536
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,575,265 $13,395,779 $13,395,779 0.20 $13,374,662
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,598,445 $13,392,868 $13,392,868 0.20 $13,330,920
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,752,790 $13,334,427 $13,334,427 0.20 $13,049,126
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 13,088,604 $13,286,999 $13,286,999 0.20 $13,007,028
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 13,063,687 $13,107,032 $13,107,032 0.20 $13,030,827
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,576,267 $13,081,519 $13,081,519 0.20 $12,955,059
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,963,036 $12,963,913 $12,963,913 0.19 $12,874,217
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01879% 25-OCT-2057, 6.02%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,541,821 $12,953,842 $12,953,842 0.19 $12,924,486
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 12,522,312 $12,542,664 $12,542,664 0.19 $12,497,987
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,779,449 $12,236,737 $12,236,737 0.18 $12,134,241
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14516% 25-FEB-2042, 12.15%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,519,000 $12,175,453 $12,175,453 0.18 $12,121,048
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,513,647 $12,140,301 $12,140,301 0.18 $12,082,599
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,406,102 $12,101,066 $12,101,066 0.18 $11,999,213
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,294,996 $12,082,924 $12,082,924 0.18 $11,635,196
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,602,490 $11,977,150 $11,977,150 0.18 $11,889,485
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,251,924 $11,872,781 $11,872,781 0.18 $11,590,827
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,253,256 $11,778,156 $11,778,156 0.18 $11,666,579
Connecticut Avenue Securities Trust 2023-R06 1B1 7.54516% 25-JUL-2043, 7.55%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,714,449 $11,714,449 0.18 $11,681,672
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 11,365,346 $11,481,692 $11,481,692 0.17 $11,445,612
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,414,892 $11,405,836 $11,405,836 0.17 $11,342,826
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,390,397 $11,179,199 $11,179,199 0.17 $10,703,351
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 11,013,415 $11,110,916 $11,110,916 0.17 $11,042,376
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,675,642 $10,939,615 $10,939,615 0.16 $10,580,823
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,845,789 $10,888,383 $10,888,383 0.16 $10,825,128
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,054,066 $10,870,859 $10,870,859 0.16 $10,356,890
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.64516% 25-SEP-2042, 10.65%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,831,128 $10,831,128 0.16 $10,789,730
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,707,107 $10,775,864 $10,775,864 0.16 $10,707,945
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,701,148 $10,701,148 0.16 $10,667,758
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 10,646,126 $10,680,625 $10,680,625 0.16 $10,650,495
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,508,263 $10,508,263 0.16 $10,482,769
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,154,833 $10,472,113 $10,472,113 0.16 $10,390,800
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,899,914 $10,344,128 $10,344,128 0.15 $10,262,133
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,060,319 $10,202,690 $10,202,690 0.15 $10,063,871
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,473,635 $10,178,946 $10,178,946 0.15 $9,915,228
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,760,953 $10,142,417 $10,142,417 0.15 $9,992,312
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29516% 25-JAN-2042, 11.30%, 01/25/42 CAS 2022-R02 20754BAJ0 - 9,637,000 $10,079,625 $10,079,625 0.15 $10,037,294
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $10,023,140 $10,023,140 0.15 $9,992,596
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,596,226 $9,912,056 $9,912,056 0.15 $9,814,440
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39516% 25-SEP-2042, 9.40%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,773,184 $9,773,184 0.15 $9,739,694
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,090,129 $9,743,412 $9,743,412 0.15 $9,607,021
BX Trust 2026-CIP|4.85|05/15/2038, 4.85%, 05/15/38 BX 2026-CIP 123917AA4 - 9,700,000 $9,700,000 $9,700,000 0.15 $9,700,000
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,207,457 $9,674,568 $9,674,568 0.14 $9,484,782
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,530,941 $9,488,058 $9,488,058 0.14 $9,434,282
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,108,478 $9,458,409 $9,458,409 0.14 $9,383,900
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14516% 25-MAR-2042, 13.15%, 03/25/42 CAS 2022-R04 20753YAL6 - 8,793,401 $9,424,871 $9,424,871 0.14 $9,379,919
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.64516% 25-MAR-2042, 14.65%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,677,740 $9,414,613 $9,414,613 0.14 $9,365,190
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,396,902 $9,396,902 0.14 $9,326,288
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,357,024 $9,357,024 0.14 $9,333,189
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,343,022 $9,343,022 0.14 $9,261,129
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.25%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,287,907 $9,287,907 0.14 $9,269,031
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 9,245,446 $9,280,118 $9,280,118 0.14 $9,247,773
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,815,129 $9,263,704 $9,263,704 0.14 $9,095,818
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,705,017 $9,094,282 $9,094,282 0.14 $8,577,034
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 8,901,229 $8,945,845 $8,945,845 0.13 $8,912,158
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,282,381 $8,901,833 $8,901,833 0.13 $8,668,446
Freddie Mac Multiclass Certificates, Series 5164 FA 3.9119% 25-NOV-2051, 3.90%, 11/25/51 FHR 5164 3137H3PY2 - 9,420,551 $8,611,426 $8,611,426 0.13 $8,595,117
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,289,567 $8,365,320 $8,365,320 0.13 $8,313,666
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64516% 25-DEC-2041, 9.65%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,364,528 $8,364,528 0.13 $8,334,084
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,848,495 $8,269,749 $8,269,749 0.12 $8,024,751
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,719,367 $8,026,121 $8,026,121 0.12 $7,965,493
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,447,689 $7,958,674 $7,958,674 0.12 $7,672,010
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - 8,000,000 $7,896,816 $7,896,816 0.12 $7,896,816
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,161,099 $7,862,387 $7,862,387 0.12 $7,835,184
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,408,994 $7,814,841 $7,814,841 0.12 $7,680,076
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,751,589 $7,804,835 $7,804,835 0.12 $7,769,789
Fannie Mae REMIC Trust 2022-65 FB 4.44516% 25-SEP-2052, 4.45%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,756,130 $7,717,927 $7,717,927 0.12 $7,702,603
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,618,577 $7,680,875 $7,680,875 0.11 $7,632,768
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,478,229 $7,588,302 $7,588,302 0.11 $7,561,461
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,526,000 $7,549,972 $7,549,972 0.11 $7,534,914
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,350,214 $7,466,279 $7,466,279 0.11 $7,352,809
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,412,428 $7,412,428 0.11 $7,368,756
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 7,297,303 $7,331,926 $7,331,926 0.11 $7,287,509
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 7,331,000 $7,329,912 $7,329,912 0.11 $7,284,354
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,310,449 $7,288,011 $7,288,011 0.11 $7,248,697
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,230,576 $7,222,435 $7,222,435 0.11 $7,182,298
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 7,099,521 $7,163,528 $7,163,528 0.11 $7,102,299
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,792,101 $7,043,872 $7,043,872 0.11 $6,886,276
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,805,030 $6,980,674 $6,980,674 0.10 $6,927,934
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 $6,964,063 $6,964,063 0.10 $6,923,059
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,900,959 $6,900,959 0.10 $6,882,358
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,823,418 $6,851,009 $6,851,009 0.10 $6,807,233
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,853,199 $6,805,435 $6,805,435 0.10 $6,765,496
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,596,311 $6,760,890 $6,760,890 0.10 $6,741,687
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,842,799 $6,755,414 $6,755,414 0.10 $6,743,250
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,334,868 $6,569,402 $6,569,402 0.10 $6,479,934
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,500,000 $6,547,708 $6,547,708 0.10 $6,513,889
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,513,608 $6,513,608 0.10 $6,474,556
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,500,000 $6,500,439 $6,500,439 0.10 $6,490,142
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,219,926 $6,462,904 $6,462,904 0.10 $6,413,158
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,443,052 $6,443,052 0.10 $6,424,169
Connecticut Avenue Securities Trust 2022-R06 1B2 14.24516% 25-MAY-2042, 14.25%, 05/25/42 CAS 2022-R06 20754NAR6 - 5,846,475 $6,401,005 $6,401,005 0.10 $6,368,616
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,077,055 $6,310,851 $6,310,851 0.09 $6,260,093
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 6,305,082 $6,309,717 $6,309,717 0.09 $6,272,947
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,327,127 $6,256,428 $6,256,428 0.09 $6,228,308
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,157,451 $6,207,960 $6,207,960 0.09 $6,146,094
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 - 6,173,934 $6,201,812 $6,201,812 0.09 $6,186,284
Connecticut Avenue Securities Trust 2023-R03 2B1 9.99516% 25-APR-2043, 10.00%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,173,246 $6,173,246 0.09 $6,151,378
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,366,465 $6,150,976 $6,150,976 0.09 $6,061,643
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,868,880 $6,129,711 $6,129,711 0.09 $6,083,611
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,869,686 $6,096,559 $6,096,559 0.09 $6,048,331
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,787,640 $6,088,119 $6,088,119 0.09 $5,662,736
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,843,268 $6,068,415 $6,068,415 0.09 $6,019,265
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 6,005,831 $6,017,665 $6,017,665 0.09 $5,996,016
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,584,036 $6,006,211 $6,006,211 0.09 $5,752,225
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 6,040,489 $6,000,602 $6,000,602 0.09 $5,966,077
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,991,291 $5,975,454 $5,975,454 0.09 $5,962,140
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,737,113 $5,962,262 $5,962,262 0.09 $5,909,912
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,636,952 $5,897,596 $5,897,596 0.09 $5,848,915
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,653,858 $5,868,784 $5,868,784 0.09 $5,824,819
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84516% 25-NOV-2041, 9.85%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,773,847 $5,773,847 0.09 $5,752,345
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,702,563 $5,763,657 $5,763,657 0.09 $5,723,581
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,546,623 $5,758,663 $5,758,663 0.09 $5,714,342
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,879,329 $5,712,532 $5,712,532 0.09 $5,691,301
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,674,203 $5,710,148 $5,710,148 0.09 $5,676,053
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,692,183 $5,692,183 0.09 $5,675,566
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,470,283 $5,678,695 $5,678,695 0.08 $5,635,045
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,600,593 $5,600,593 0.08 $5,586,852
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,665,983 $5,479,947 $5,479,947 0.08 $5,412,156
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,465,235 $5,472,855 $5,472,855 0.08 $5,439,857
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,180,895 $5,463,487 $5,463,487 0.08 $5,336,941
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,069,150 $5,451,765 $5,451,765 0.08 $5,165,852
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,607,493 $5,414,067 $5,414,067 0.08 $5,387,587
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,563,980 $5,413,650 $5,413,650 0.08 $5,321,495
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,170,379 $5,386,106 $5,386,106 0.08 $5,342,154
BX Trust 2021-SDMF A 4.358% 15-SEP-2034, 4.36%, 09/15/34 BX 2021-SDMF 12434CAA2 - 5,355,350 $5,370,585 $5,370,585 0.08 $5,353,728
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,314,246 $5,314,246 0.08 $5,297,475
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,911,191 $5,099,264 $5,099,264 0.08 $5,059,695
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - 5,038,000 $5,069,781 $5,069,781 0.08 $5,046,749
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,687,098 $5,061,281 $5,061,281 0.08 $4,803,036
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,988,816 $5,013,017 $5,013,017 0.08 $4,998,592
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,987,836 $4,987,836 0.07 $4,958,214
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,798,045 $4,983,450 $4,983,450 0.07 $4,942,560
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,368,311 $4,981,430 $4,981,430 0.07 $4,568,087
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,779,859 $4,981,378 $4,981,378 0.07 $4,846,133
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,957,223 $4,957,223 0.07 $4,916,444
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,927,348 $4,944,777 $4,944,777 0.07 $4,913,412
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,915,362 $4,925,274 $4,925,274 0.07 $4,915,345
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,769,392 $4,919,781 $4,919,781 0.07 $4,883,776
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,026,551 $4,896,125 $4,896,125 0.07 $4,803,462
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,865,771 $4,865,771 0.07 $4,849,730
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,562,794 $4,836,236 $4,836,236 0.07 $4,798,888
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - 4,804,500 $4,833,487 $4,833,487 0.07 $4,793,450
Connecticut Avenue Securities Trust 2024-R01 1B1 6.34516% 25-JAN-2044, 6.35%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,736,973 $4,736,973 0.07 $4,725,635
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,701,380 $4,701,380 0.07 $4,690,482
Connecticut Avenue Securities Trust 2022-R07 1M2 8.29516% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,579,642 $4,579,642 0.07 $4,565,458
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,425,704 $4,564,788 $4,564,788 0.07 $4,531,845
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,557,920 $4,556,179 $4,556,179 0.07 $4,521,336
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,352,663 $4,523,575 $4,523,575 0.07 $4,487,366
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,516,030 $4,516,030 0.07 $4,500,007
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,331,042 $4,514,387 $4,514,387 0.07 $4,462,004
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,535,116 $4,510,716 $4,510,716 0.07 $4,488,040
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,256,474 $4,485,971 $4,485,971 0.07 $4,388,200
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,635,797 $4,444,161 $4,444,161 0.07 $4,413,839
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,182,363 $4,369,539 $4,369,539 0.07 $4,315,714
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,242,806 $4,242,806 0.06 $4,216,995
RAM 2026-1 LLC|5.463|06/15/2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,212,555 $4,212,555 0.06 $4,210,000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64516% 25-DEC-2041, 10.65%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,147,445 $4,147,445 0.06 $4,130,886
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,120,104 $4,120,104 0.06 $4,110,143
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,944,272 $4,112,041 $4,112,041 0.06 $4,037,761
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,104,986 $4,104,986 0.06 $4,094,771
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,940,521 $4,078,873 $4,078,873 0.06 $4,045,081
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,391,263 $4,063,780 $4,063,780 0.06 $3,481,249
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,024,647 $4,024,647 0.06 $3,999,820
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,956,890 $3,995,963 $3,995,963 0.06 $3,970,858
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 $3,989,904 $3,989,904 0.06 $3,965,806
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,209,716 $3,989,429 $3,989,429 0.06 $3,911,722
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,974,012 $3,974,012 0.06 $3,950,981
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,945,053 $3,962,150 $3,962,150 0.06 $3,939,072
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,816,623 $3,935,757 $3,935,757 0.06 $3,903,411
Connecticut Avenue Securities Trust 2023-R08 1B1 7.19516% 25-OCT-2043, 7.20%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,929,891 $3,929,891 0.06 $3,919,398
Ginnie Mae REMIC Trust 2023-116 LF 4.97294% 20-AUG-2053, 4.94%, 08/20/53 GNR 2023-116 38384EFT7 - 3,883,022 $3,927,777 $3,927,777 0.06 $3,916,587
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,689,693 $3,911,703 $3,911,703 0.06 $3,880,609
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,558,442 $3,890,559 $3,890,559 0.06 $3,665,621
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,554,428 $3,879,640 $3,879,640 0.06 $3,661,486
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,869,140 $3,869,140 0.06 $3,846,217
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,180,187 $3,862,250 $3,862,250 0.06 $3,791,300
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,663,765 $3,812,022 $3,812,022 0.06 $3,777,148
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,719,476 $3,760,879 $3,760,879 0.06 $3,736,455
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,678,892 $3,732,619 $3,732,619 0.06 $3,723,111
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,836,513 $3,715,298 $3,715,298 0.06 $3,661,797
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,669,715 $3,667,406 $3,667,406 0.05 $3,646,272
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64516% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,588,552 $3,588,552 0.05 $3,569,044
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,291,426 $3,571,782 $3,571,782 0.05 $3,443,235
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,071,178 $3,560,353 $3,560,353 0.05 $3,147,145
FHF ISSUER TRUST 2024-1 0% 26, 4.84%, 12/15/26 FHF 2025-2A 30343DAA2 - 3,501,859 $3,514,178 $3,514,178 0.05 $3,501,939
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,119,007 $3,507,967 $3,507,967 0.05 $3,221,246
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,364,671 $3,472,515 $3,472,515 0.05 $3,447,898
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,253,380 $3,470,466 $3,470,466 0.05 $3,443,304
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,333,330 $3,447,204 $3,447,204 0.05 $3,421,779
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,316,514 $3,442,693 $3,442,693 0.05 $3,416,406
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,046,381 $3,369,217 $3,369,217 0.05 $3,140,658
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,444,178 $3,325,174 $3,325,174 0.05 $3,279,273
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,209,929 $3,322,510 $3,322,510 0.05 $3,294,864
OBX 2026 HE1 FLTG 2056 A1B, 5.15%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,300,204 $3,311,898 $3,311,898 0.05 $3,304,352
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,332,663 $3,297,614 $3,297,614 0.05 $3,292,430
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,144,428 $3,264,082 $3,264,082 0.05 $3,239,510
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,093,514 $3,218,504 $3,218,504 0.05 $3,191,705
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,204,003 $3,192,357 $3,192,357 0.05 $3,174,814
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,107,721 $3,186,797 $3,186,797 0.05 $3,163,849
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,153,521 $3,174,791 $3,174,791 0.05 $3,155,159
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,115,399 $3,115,399 0.05 $3,108,187
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,208,822 $3,099,634 $3,099,634 0.05 $3,055,247
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,157,906 $3,046,334 $3,046,334 0.05 $3,006,708
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 3,023,934 $3,038,886 $3,038,886 0.05 $3,016,996
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,898,576 $3,012,081 $3,012,081 0.05 $2,988,279
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,106,350 $2,999,602 $2,999,602 0.04 $2,971,727
BX Trust 2021-BXMF C 4.96027% 15-OCT-2038, 4.96%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,967,711 $2,967,711 0.04 $2,957,113
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,935,811 $2,935,811 0.04 $2,918,910
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,919,840 $2,930,557 $2,930,557 0.04 $2,924,601
GWT Commercial Mortgage Trust 2024-WLF2 A 5.34595% 15-MAY-2041, 5.35%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,916,622 $2,916,622 0.04 $2,905,425
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,999,153 $2,876,683 $2,876,683 0.04 $2,855,612
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00964% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,846,052 $2,846,052 0.04 $2,837,080
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,733,738 $2,819,789 $2,819,789 0.04 $2,799,300
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,519,434 $2,809,984 $2,809,984 0.04 $2,595,319
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,668,899 $2,799,438 $2,799,438 0.04 $2,776,988
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.84516% 25-FEB-2050, 4.85%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,812,956 $2,776,466 $2,776,466 0.04 $2,771,147
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,766,288 $2,766,288 0.04 $2,748,156
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 $2,764,631 $2,764,631 0.04 $2,755,952
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,852,221 $2,761,030 $2,761,030 0.04 $2,722,330
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.30%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,739,270 $2,739,270 0.04 $2,720,514
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,612,139 $2,691,436 $2,691,436 0.04 $2,671,538
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,571,815 $2,670,021 $2,670,021 0.04 $2,649,581
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,552,412 $2,634,210 $2,634,210 0.04 $2,615,548
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,809,836 $2,627,079 $2,627,079 0.04 $2,602,534
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,544,354 $2,622,508 $2,622,508 0.04 $2,602,212
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,612,974 $2,612,974 0.04 $2,605,113
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,584,309 $2,584,309 0.04 $2,578,270
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,678,594 $2,578,223 $2,578,223 0.04 $2,559,801
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 - 2,535,018 $2,559,101 $2,559,101 0.04 $2,551,452
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89516% 25-SEP-2041, 9.90%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,555,857 $2,555,857 0.04 $2,546,220
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,420,403 $2,525,424 $2,525,424 0.04 $2,466,576
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,512,773 $2,517,401 $2,517,401 0.04 $2,503,117
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,500,000 $2,513,504 $2,513,504 0.04 $2,498,438
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,510,866 $2,510,866 0.04 $2,496,130
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,510,669 $2,510,669 0.04 $2,496,208
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,496,704 $2,496,704 0.04 $2,483,908
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,490,869 $2,493,784 $2,493,784 0.04 $2,487,970
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,295,269 $2,420,393 $2,420,393 0.04 $2,401,133
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,264,257 $2,419,800 $2,419,800 0.04 $2,334,330
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,701,273 $2,412,115 $2,412,115 0.04 $2,395,670
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,407,620 $2,404,064 $2,404,064 0.04 $2,387,245
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,393,417 $2,393,417 0.04 $2,379,533
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,302,419 $2,376,250 $2,376,250 0.04 $2,359,371
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,108,477 $2,366,155 $2,366,155 0.04 $2,366,155
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,230,704 $2,356,792 $2,356,792 0.04 $2,281,429
Connecticut Avenue Securities Trust 2022-R08 1M2 7.24516% 25-JUL-2042, 7.25%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,351,442 $2,351,442 0.04 $2,345,018
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,200,991 $2,335,457 $2,335,457 0.03 $2,314,877
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.94516% 25-DEC-2031, 4.95%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,306,744 $2,327,229 $2,327,229 0.03 $2,311,551
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,299,860 $2,299,860 0.03 $2,298,268
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,285,052 $2,278,729 $2,278,729 0.03 $2,265,953
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,072,243 $2,276,228 $2,276,228 0.03 $2,136,373
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,147,998 $2,231,343 $2,231,343 0.03 $2,214,472
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,172,830 $2,137,129 $2,137,129 0.03 $2,133,507
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,048,832 $2,101,374 $2,101,374 0.03 $2,085,836
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 2,067,450 $2,099,639 $2,099,639 0.03 $2,090,647
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,896,674 $2,001,960 $2,001,960 0.03 $1,985,733
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,060,621 $1,989,931 $1,989,931 0.03 $1,961,200
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,042,929 $1,972,124 $1,972,124 0.03 $1,945,115
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,843,083 $1,943,419 $1,943,419 0.03 $1,928,091
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,860,085 $1,918,270 $1,918,270 0.03 $1,904,695
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26879% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,839,628 $1,905,453 $1,905,453 0.03 $1,900,969
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,762,675 $1,831,358 $1,831,358 0.03 $1,817,224
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,902,405 $1,830,077 $1,830,077 0.03 $1,815,769
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,757,080 $1,824,897 $1,824,897 0.03 $1,810,003
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.20%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,834,516 $1,797,262 $1,797,262 0.03 $1,793,556
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,739,015 $1,761,179 $1,761,179 0.03 $1,754,118
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,684,307 $1,748,720 $1,748,720 0.03 $1,735,037
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,676,279 $1,746,878 $1,746,878 0.03 $1,729,727
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,770,090 $1,708,688 $1,708,688 0.03 $1,689,480
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,653,604 $1,706,091 $1,706,091 0.03 $1,698,292
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,703,096 $1,703,096 0.03 $1,693,180
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 1,665,633 $1,674,006 $1,674,006 0.03 $1,665,983
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,734,630 $1,662,729 $1,662,729 0.02 $1,651,610
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,717,910 $1,661,403 $1,661,403 0.02 $1,639,675
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.99516% 25-FEB-2050, 5.00%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,652,611 $1,620,216 $1,620,216 0.02 $1,617,006
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,711,050 $1,604,839 $1,604,839 0.02 $1,589,929
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,457,766 $1,602,102 $1,602,102 0.02 $1,501,673
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,566,496 $1,579,490 $1,579,490 0.02 $1,573,052
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,118,352 $1,572,494 $1,572,494 0.02 $1,167,749
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,591,030 $1,535,936 $1,535,936 0.02 $1,514,852
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,611,657 $1,521,863 $1,521,863 0.02 $1,497,698
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,416,932 $1,475,105 $1,475,105 0.02 $1,460,782
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,409,919 $1,464,230 $1,464,230 0.02 $1,453,552
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,390,249 $1,453,562 $1,453,562 0.02 $1,441,116
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,486,335 $1,430,571 $1,430,571 0.02 $1,420,418
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,372,777 $1,420,123 $1,420,123 0.02 $1,409,203
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,391,202 $1,407,732 $1,407,732 0.02 $1,402,065
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,448,341 $1,399,302 $1,399,302 0.02 $1,382,383
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,348,510 $1,383,949 $1,383,949 0.02 $1,372,865
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,292,516 $1,355,485 $1,355,485 0.02 $1,344,862
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,382,859 $1,325,720 $1,325,720 0.02 $1,316,675
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,227,389 $1,288,701 $1,288,701 0.02 $1,278,383
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,247,404 $1,283,590 $1,283,590 0.02 $1,273,606
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,268,790 $1,271,581 $1,271,581 0.02 $1,263,848
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,169,692 $1,208,932 $1,208,932 0.02 $1,200,242
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,170,677 $1,201,735 $1,201,735 0.02 $1,192,899
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,181,400 $1,200,175 $1,200,175 0.02 $1,194,787
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,348,198 $1,173,524 $1,173,524 0.02 $1,165,320
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,206,741 $1,166,492 $1,166,492 0.02 $1,153,183
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 541,579 $1,162,077 $1,162,077 0.02 $565,355
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,161,036 $1,161,036 0.02 $1,153,760
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,114,018 $1,149,322 $1,149,322 0.02 $1,139,468
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,058,476 $1,145,502 $1,145,502 0.02 $1,065,669
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,131,214 $1,141,245 $1,141,245 0.02 $1,138,057
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,183,484 $1,139,993 $1,139,993 0.02 $1,126,819
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,175,763 $1,134,293 $1,134,293 0.02 $1,122,219
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.14516% 25-DEC-2031, 5.15%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,122,615 $1,133,728 $1,133,728 0.02 $1,125,791
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 894,980 $1,122,833 $1,122,833 0.02 $917,118
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,197,473 $1,095,548 $1,095,548 0.02 $1,085,924
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,120,321 $1,078,776 $1,078,776 0.02 $1,066,681
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,077,665 $1,040,658 $1,040,658 0.02 $1,032,650
Connecticut Avenue Securities Trust 2022-R04 1M2 6.74516% 25-MAR-2042, 6.75%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,019,029 $1,019,029 0.02 $1,016,406
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 963,717 $1,010,627 $1,010,627 0.02 $1,002,747
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 955,227 $987,188 $987,188 0.01 $968,145
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 996,071 $928,509 $928,509 0.01 $922,584
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 971,259 $924,149 $924,149 0.01 $899,602
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 948,824 $922,335 $922,335 0.01 $905,614
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 883,576 $913,031 $913,031 0.01 $905,432
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/26 USAUT 2021-1A 90355EAC5 - 1,167,857 $909,641 $909,641 0.01 $907,785
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 884,967 $907,421 $907,421 0.01 $900,950
FREMF 2019-KF70 Mortgage Trust C 9.76669% 25-SEP-2029, 9.77%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $887,543 $887,543 0.01 $883,678
BX Commercial Mortgage Trust 2021-21M A 4.499% 15-OCT-2036, 4.50%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $865,606 $865,606 0.01 $862,803
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 860,800 $860,513 $860,513 0.01 $848,851
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 845,085 $855,188 $855,188 0.01 $851,044
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 884,335 $850,103 $850,103 0.01 $844,062
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55964% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $800,383 $800,383 0.01 $797,957
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 699,124 $793,405 $793,405 0.01 $720,181
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 786,686 $792,013 $792,013 0.01 $786,268
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 811,536 $780,186 $780,186 0.01 $774,579
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 838,368 $778,555 $778,555 0.01 $766,513
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 737,480 $761,086 $761,086 0.01 $755,722
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 692,121 $710,996 $710,996 0.01 $705,811
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 734,220 $685,451 $685,451 0.01 $673,347
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 665,516 $671,870 $671,870 0.01 $668,327
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 685,358 $665,216 $665,216 0.01 $654,325
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 650,165 $656,440 $656,440 0.01 $650,452
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 $630,795 $630,795 0.01 $628,867
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 599,665 $615,023 $615,023 0.01 $613,088
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29516% 25-JAN-2034, 5.30%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 610,034 $612,715 $612,715 0.01 $611,459
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 641,042 $597,559 $597,559 0.01 $593,748
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,000 $569,267 $569,267 0.01 $565,515
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 571,126 $565,258 $565,258 0.01 $546,235
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 575,019 $559,622 $559,622 0.01 $554,093
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 545,373 $548,866 $548,866 0.01 $546,550
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 597,805 $533,724 $533,724 0.01 $532,063
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 528,423 $532,511 $532,511 0.01 $531,003
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 522,604 $526,185 $526,185 0.01 $523,747
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 479,472 $464,625 $464,625 0.01 $460,777
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 492,941 $459,747 $459,747 0.01 $456,573
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 462,170 $446,005 $446,005 0.01 $437,331
Flagship Credit Auto Trust 2023-1 B 5.05% 15-FEB-2028, 5.05%, 01/18/28 FCAT 2023-1 337955AG3 - 440,722 $442,350 $442,350 0.01 $440,743
FNMA 30yr Pool#FS8881 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140XQ2P1 - - $417,870 $417,870 0.01 $0
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 429,095 $411,922 $411,922 0.01 $408,550
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 402,429 $393,685 $393,685 0.01 $391,068
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 420,298 $392,071 $392,071 0.01 $389,496
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 390,498 $372,053 $372,053 0.01 $354,122
FNMA 30yr Pool#FA0603 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W0U52 - - $370,555 $370,555 0.01 $0
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,390 $361,812 $361,812 0.01 $358,883
FHLMC 30yr Pool#SD1143 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DNHU0 - - $360,044 $360,044 0.01 $0
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 383,598 $355,358 $355,358 0.01 $353,079
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 347,862 $334,835 $334,835 0.01 $332,279
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39516% 25-JUN-2043, 8.40%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $332,246 $332,246 0.00 $331,228
FNMA 30yr Pool#FS8335 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQHM2 - - $322,646 $322,646 0.00 $0
Connecticut Avenue Securities Trust 2022-R01 1B1 6.79516% 25-DEC-2041, 6.80%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $314,292 $314,292 0.00 $313,472
FNMA 30yr Pool#FS9239 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XRHR9 - - $306,357 $306,357 0.00 $0
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 315,365 $304,673 $304,673 0.00 $298,627
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,159 $302,474 $302,474 0.00 $300,432
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $296,508 $296,508 0.00 $296,043
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 311,492 $286,566 $286,566 0.00 $283,904
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 297,651 $285,534 $285,534 0.00 $283,372
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 285,966 $276,687 $276,687 0.00 $272,274
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 284,948 $275,830 $275,830 0.00 $273,640
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 296,446 $271,474 $271,474 0.00 $266,734
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 278,453 $269,601 $269,601 0.00 $265,772
FNMA 30yr Pool#FS8681 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XQUF2 - - $265,940 $265,940 0.00 $0
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 257,531 $251,223 $251,223 0.00 $245,803
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 266,205 $247,588 $247,588 0.00 $245,725
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 244,480 $242,912 $242,912 0.00 $240,644
Fannie Mae REMIC Trust 2012-126 SY 0.22362% 25-NOV-2042, 0.24%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $241,216 $241,216 0.00 $241,165
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,631 $222,653 $222,653 0.00 $221,184
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 222,109 $215,005 $215,005 0.00 $211,474
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 207,114 $214,456 $214,456 0.00 $205,577
FNMA 30yr Pool#MA3444 4.500% 01-Aug-2048, 4.50%, 08/01/48 FN 31418CZJ6 - - $213,207 $213,207 0.00 $0
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 210,891 $208,050 $208,050 0.00 $202,727
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 224,138 $207,539 $207,539 0.00 $205,555
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 201,676 $199,647 $199,647 0.00 $193,995
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 206,187 $199,462 $199,462 0.00 $196,851
FNMA 30yr Pool#FA1182 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140W1J46 - - $192,401 $192,401 0.00 $0
FNMA 30yr Pool#FS8709 4.500% 01-Jan-2051, 4.50%, 01/01/51 FN 3140XQVB0 - - $181,370 $181,370 0.00 $0
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 184,359 $172,809 $172,809 0.00 $169,074
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,152 $169,484 $169,484 0.00 $168,253
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 128,060 $168,757 $168,757 0.00 $133,381
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,208 $156,710 $156,710 0.00 $155,670
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 153,816 $148,763 $148,763 0.00 $146,811
FHLMC 30yr Pool#SD5994 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DTUT5 - - $148,196 $148,196 0.00 $0
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 155,733 $144,594 $144,594 0.00 $143,216
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 149,473 $144,040 $144,040 0.00 $142,666
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 105,520 $132,957 $132,957 0.00 $102,531
FNMA 30yr Pool#FS5362 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XL5Y0 - - $132,068 $132,068 0.00 $0
FNMA 30yr Pool#FS7613 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140XPN70 - - $129,950 $129,950 0.00 $0
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 136,514 $129,509 $129,509 0.00 $125,541
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,418 $126,749 $126,749 0.00 $125,862
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 127,892 $125,102 $125,102 0.00 $124,270
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,773 $122,959 $122,959 0.00 $122,008
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 123,504 $122,945 $122,945 0.00 $115,176
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 124,637 $115,604 $115,604 0.00 $113,955
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,119 $108,896 $108,896 0.00 $108,127
FNMA 30yr Pool#BN3960 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140JLMJ0 - - $106,304 $106,304 0.00 $0
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,194 $104,877 $104,877 0.00 $104,168
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 107,803 $102,111 $102,111 0.00 $100,577
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,090 $100,920 $100,920 0.00 $100,086
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 99,454 $95,052 $95,052 0.00 $92,788
FNMA 30yr Pool#FS5818 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XMPC4 - - $84,603 $84,603 0.00 $0
Fannie Mae REMIC Trust 2013-130 FN 4.10964% 25-OCT-2042, 4.11%, 10/25/42 FNR 2013-130 3136AHG53 - 84,222 $83,506 $83,506 0.00 $83,352
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,423 $77,536 $77,536 0.00 $76,943
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - $77,026 $77,026 0.00 $0
FHLMC 30yr Pool#SD1416 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3132DNSD6 - - $75,567 $75,567 0.00 $0
FNMA 30yr Pool#FM5350 4.500% 01-Sep-2050, 4.50%, 09/01/50 FN 3140X85L7 - - $72,937 $72,937 0.00 $0
FNMA 30yr Pool#FM7479 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 3140XBJZ4 - - $72,456 $72,456 0.00 $0
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,308 $68,296 $68,296 0.00 $67,727
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,588 $66,058 $66,058 0.00 $65,599
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 68,892 $64,123 $64,123 0.00 $63,817
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,255 $63,507 $63,507 0.00 $63,059
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,315 $58,664 $58,664 0.00 $58,157
FHLMC 30yr Pool#RA7104 4.500% 01-Feb-2051, 4.50%, 02/01/51 FR 3133KN3M3 - - $54,757 $54,757 0.00 $0
Fannie Mae REMIC Trust 2010-109 BS 13.54815% 25-OCT-2040, 13.60%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $52,054 $52,054 0.00 $51,433
Fannie Mae REMIC Trust 2006-20 GF 4.12638% 25-APR-2036, 4.11%, 04/25/36 FNR 2006-20 31395BU43 - 50,387 $50,247 $50,247 0.00 $50,155
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 48,220 $47,914 $47,914 0.00 $46,785
FHLMC 30yr Pool#SD2606 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 3132DP3P1 - - $46,121 $46,121 0.00 $0
FNMA 30yr Pool#FS2713 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140XJAP8 - - $42,382 $42,382 0.00 $0
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 41,888 $42,346 $42,346 0.00 $40,929
FNMA 30yr Pool#MA3496 4.500% 01-Oct-2048, 4.50%, 10/01/48 FN 31418C3E2 - - $41,463 $41,463 0.00 $0
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,257 $40,198 $40,198 0.00 $39,588
Freddie Mac Multiclass Certificates, Series 3380 FM 4.37671% 15-OCT-2037, 4.34%, 10/15/37 FHR 3380 31397KTJ0 - 39,645 $39,726 $39,726 0.00 $39,602
Freddie Mac Multiclass Certificates, Series 3721 FB 4.28671% 15-SEP-2040, 4.25%, 09/15/40 FHR 3721 3137GAD20 - 39,015 $39,145 $39,145 0.00 $39,025
Ginnie Mae REMIC Trust 2008-013 FB 4.28952% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - 37,274 $37,183 $37,183 0.00 $37,090
FHLMC 30yr Pool#SD2715 4.500% 01-Sep-2050, 4.50%, 09/01/50 FR 3132DQAQ9 - - $36,252 $36,252 0.00 $0
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,012 $33,224 $33,224 0.00 $32,665
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,057 $30,324 $30,324 0.00 $29,863
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 28,694 $28,378 $28,378 0.00 $27,811
Ginnie Mae REMIC Trust 2007-040 FG 4.10952% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - 28,445 $28,229 $28,229 0.00 $28,161
FHLMC 30yr Pool#RA1188 4.500% 01-Aug-2049, 4.50%, 08/01/49 FR 3133KGJ90 - - $26,313 $26,313 0.00 $0
FNMA 30yr Pool#FA4472 4.500% 01-Feb-2051, 4.50%, 02/01/51 FN 3140W46J1 - - $24,149 $24,149 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.18952% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - 23,894 $23,928 $23,928 0.00 $23,870
Fannie Mae REMIC Trust 2013-2 QF 4.27638% 25-FEB-2043, 4.26%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,526 $22,529 $22,529 0.00 $22,486
Ginnie Mae REMIC Trust 2007-059 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - 22,435 $22,386 $22,386 0.00 $22,330
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,350 $22,278 $22,278 0.00 $22,111
Ginnie Mae REMIC Trust 2010-133 FD 4.20888% 16-OCT-2040, 4.21%, 10/16/40 GNR 2010-133 38377MHV1 - 19,216 $19,253 $19,253 0.00 $19,196
Ginnie Mae REMIC Trust 2008-016 FC 4.28952% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - 18,122 $18,082 $18,082 0.00 $18,037
Ginnie Mae REMIC Trust 2007-037 FW 4.09952% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - 17,871 $17,709 $17,709 0.00 $17,667
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 17,179 $17,029 $17,029 0.00 $16,990
Ginnie Mae REMIC Trust 2004-059 FP 4.07888% 16-AUG-2034, 4.08%, 08/16/34 GNR 2004-59 38374HYS3 - 16,810 $16,820 $16,820 0.00 $16,773
FHLMC 30yr Pool#RA1088 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF52 - - $15,147 $15,147 0.00 $0
Freddie Mac Multiclass Certificates, Series 2426 FL 4.43671% 15-MAR-2032, 4.40%, 03/15/32 FHR 2426 31339W7G5 - 14,926 $15,027 $15,027 0.00 $14,979
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,234 $14,843 $14,843 0.00 $14,680
Fannie Mae REMIC Trust 2002-53 FK 4.17638% 25-APR-2032, 4.16%, 04/25/32 FNR 2002-53 31392EHN3 - 14,644 $14,652 $14,652 0.00 $14,625
FNMA 30yr Pool#CA7849 4.500% 01-Oct-2050, 4.50%, 10/01/50 FN 3140QFWK1 - - $14,522 $14,522 0.00 $0
Ginnie Mae REMIC Trust 2005-048 AF 3.98952% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - 14,474 $14,397 $14,397 0.00 $14,364
Fannie Mae REMIC Trust 2005-83 KT 4.07638% 25-OCT-2035, 4.06%, 10/25/35 FNR 2005-83 31394FUL7 - 12,776 $12,712 $12,712 0.00 $12,689
Fannie Mae REMIC Trust 2007-89 GF 4.29638% 25-SEP-2037, 4.28%, 09/25/37 FNR 2007-89 31396XPM0 - 12,175 $12,222 $12,222 0.00 $12,199
FHLMC 30yr Pool#SD8047 4.500% 01-Feb-2050, 4.50%, 02/01/50 FR 3132DV5G6 - - $11,857 $11,857 0.00 $0
Freddie Mac Multiclass Certificates, Series 2551 FD 4.18671% 15-JAN-2033, 4.15%, 01/15/33 FHR 2551 31393JAZ1 - 10,773 $10,791 $10,791 0.00 $10,759
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,627 $10,592 $10,592 0.00 $10,507
Ginnie Mae REMIC Trust 2012-075 FP 4.08952% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - 10,111 $10,140 $10,140 0.00 $10,116
Ginnie Mae REMIC Trust 2007-061 FA 4.28952% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - 9,100 $9,080 $9,080 0.00 $9,057
GNMA II 30yr Pool#BK6072 5.000% 20-Jan-2049, 5.00%, 01/20/49 G2 3617J6W91 - - $8,916 $8,916 0.00 $0
FNMA 30yr Pool#CA1931 4.500% 01-Jun-2048, 4.50%, 06/01/48 FN 3140Q9ED1 - - $8,789 $8,789 0.00 $0
Fannie Mae REMIC Trust 2010-123 FL 4.20638% 25-NOV-2040, 4.19%, 11/25/40 FNR 2010-123 31398N2W3 - 8,346 $8,339 $8,339 0.00 $8,323
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.13671% 15-FEB-2032, 4.10%, 02/15/32 FHR 2410 31339NJN7 - 8,238 $8,251 $8,251 0.00 $8,226
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,052 $7,949 $7,949 0.00 $7,752
FNMA 30yr Pool#FM7725 4.500% 01-Dec-2050, 4.50%, 12/01/50 FN 3140XBSP6 - - $7,405 $7,405 0.00 $0
Freddie Mac Multiclass Certificates, Series 3028 FM 4.03671% 15-SEP-2035, 4.00%, 09/15/35 FHR 3028 31396AFB5 - 7,217 $7,220 $7,220 0.00 $7,199
Fannie Mae REMIC Trust 2012-100 FG 4.17638% 25-SEP-2042, 4.16%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,217 $7,191 $7,191 0.00 $7,178
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,080 $7,059 $7,059 0.00 $6,819
Fannie Mae REMIC Trust 2003-87 FG 4.27638% 25-SEP-2033, 4.26%, 09/25/33 FNR 2003-87 31393E4W6 - 6,999 $7,021 $7,021 0.00 $7,008
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,080 $7,019 $7,019 0.00 $6,816
Ginnie Mae REMIC Trust 2007-018 FD 4.08952% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - 6,680 $6,616 $6,616 0.00 $6,600
Ginnie Mae REMIC Trust 2010-006 FG 4.37888% 16-JAN-2040, 4.38%, 01/16/40 GNR 2010-6 38376TSC7 - 6,359 $6,369 $6,369 0.00 $6,350
Fannie Mae REMIC Trust 2002-16 VF 4.32638% 25-APR-2032, 4.31%, 04/25/32 FNR 2002-16 31392CWW0 - 6,105 $6,129 $6,129 0.00 $6,118
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,146 $6,065 $6,065 0.00 $5,908
FHLMC 30yr Pool#RA1087 4.500% 01-Jul-2049, 4.50%, 07/01/49 FR 3133KGF45 - - $5,960 $5,960 0.00 $0
Fannie Mae REMIC Trust 2010-95 FB 4.17638% 25-SEP-2040, 4.16%, 09/25/40 FNR 2010-95 31398NEX8 - 5,229 $5,227 $5,227 0.00 $5,217
FNMA 30yr Pool#CA6382 4.500% 01-Jul-2050, 4.50%, 07/01/50 FN 3140QECU4 - - $5,224 $5,224 0.00 $0
FHLMC 30yr Pool#RA1999 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3133KHGG5 - - $4,571 $4,571 0.00 $0
Freddie Mac Multiclass Certificates, Series 3738 FD 4.08671% 15-AUG-2040, 4.05%, 08/15/40 FHR 3738 3137GAYQ4 - 4,409 $4,422 $4,422 0.00 $4,409
FHLMC 30yr Pool#SD8040 4.500% 01-Jan-2050, 4.50%, 01/01/50 FR 3132DV4Z5 - - $3,527 $3,527 0.00 $0
FNMA 30yr Pool#CA4185 4.500% 01-Sep-2049, 4.50%, 09/01/49 FN 3140QBUK2 - - $2,251 $2,251 0.00 $0
FNMA 30yr Pool#MA3908 4.500% 01-Jan-2050, 4.50%, 01/01/50 FN 31418DKW1 - - $2,134 $2,134 0.00 $0
FHLMC 30yr Pool#QA5150 4.500% 01-Dec-2049, 4.50%, 12/01/49 FR 31346YWK5 - - $1,536 $1,536 0.00 $0
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,028 $1,515 $1,515 0.00 $937
FNMA 30yr Pool#BO9819 4.500% 01-Dec-2049, 4.50%, 12/01/49 FN 3140K54D6 - - $1,274 $1,274 0.00 $0
FHLMC 30yr Pool#ZA7158 4.500% 01-Jun-2049, 4.50%, 06/01/49 FR 31329Q5T4 - - $1,136 $1,136 0.00 $0
Freddie Mac Multiclass Certificates, Series 2469 FE 4.28671% 15-JUL-2032, 4.25%, 07/15/32 FHR 2469 31392RC58 - 951.00 $953 $953 0.00 $950
FNMA 30yr Pool#CA4035 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140QBPV4 - - $894 $894 0.00 $0
Ginnie Mae REMIC Trust 1999-27 FE 4.17888% 16-AUG-2029, 4.18%, 08/16/29 GNR 1999-27 3837H2WA3 - 737.00 $739 $739 0.00 $736
FNMA 30yr Pool#CA3683 4.500% 01-Jun-2049, 4.50%, 06/01/49 FN 3140QBCV8 - - $642 $642 0.00 $0
FHLMC 30yr Pool#ZM7577 4.500% 01-Aug-2048, 4.50%, 08/01/48 FR 3131Y2M21 - - $528 $528 0.00 $0
Ginnie Mae REMIC Trust 2010-125 VF 4.13952% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - 316.00 $316 $316 0.00 $315
FNMA 30yr Pool#BO1857 4.500% 01-Aug-2049, 4.50%, 08/01/49 FN 3140JWB33 - - $240 $240 0.00 $0
FNMA 30yr Pool#MA3694 4.500% 01-Jul-2049, 4.50%, 07/01/49 FN 31418DC83 - - $70 $70 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 62.00 $6,687,766 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 3,274 $678,024,938 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -306.00 $-35,429,062 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -1,888 $-213,521,000 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -2,593 $-287,174,750 $0 0.00 $0
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - -250,000,000 $-241,018,750 $-241,018,750 -3.61 $-241,018,750
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/11/26 FNCL 01F040669 - -549,133,893 $-516,937,624 $-516,937,624 -7.74 $-516,937,624
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26 FNCL 01F042665 - -609,602,333 $-588,261,375 $-588,261,375 -8.80 $-588,261,375
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - -625,421,561 $-617,354,874 $-617,354,874 -9.24 $-617,354,874
SEGREGATED CASH SEGCASH $0.00 28,137,000 $28,137,000 $28,137,000 0.42 $28,137,000
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,378,841,918 $-2,378,841,918 $-2,378,841,918 -35.60 $-2,378,841,918
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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