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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of May 29, 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 - 1,382,917,386 $1,157,551,637 $1,157,551,637 17.14 $1,157,551,637
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/22/26 G2SF 21H022663 - 710,603,414 $607,749,255 $607,749,255 9.00 $607,749,255
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/11/26 FNCL 01F030660 - 562,203,862 $490,919,786 $490,919,786 7.28 $490,919,786
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 474,821,852 $484,797,859 $484,797,859 7.18 $484,797,859
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - 391,401,621 $385,054,652 $385,054,652 5.71 $385,054,652
Fannie Mae Pool|4.5|09/01/2053, 4.50%, 09/01/53 FN 3140W6HK1 - 326,561,984 $320,414,288 $320,414,288 4.75 $319,189,681
UMBS TBA 30yr 2% June Delivery, 2.00%, 06/11/26 FNCL 01F020661 - 360,986,255 $288,800,917 $288,800,917 4.28 $288,800,917
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26 FNCL 01F042665 - 259,450,000 $249,020,629 $249,020,629 3.70 $249,020,629
GNMA II TBA 30yr 5% June Delivery, 5.00%, 06/22/26 G2SF 21H050664 - 198,508,194 $196,013,145 $196,013,145 2.91 $196,013,145
GNMA II TBA 30yr 5.5% June Delivery, 5.50%, 06/22/26 G2SF 21H052660 - 164,697,000 $165,711,534 $165,711,534 2.46 $165,711,534
GNMA II TBA 30yr 3% June Delivery, 3.00%, 06/22/26 G2SF 21H030666 - 182,289,962 $162,026,610 $162,026,610 2.41 $162,026,610
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/11/26 FNCL 01F032666 - 155,843,000 $141,659,417 $141,659,417 2.11 $141,659,417
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 142,269,939 $138,078,196 $138,078,196 2.05 $137,544,684
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 129,543,577 $128,973,772 $128,973,772 1.92 $128,434,007
GNMA II TBA 30yr 3.5% June Delivery, 3.50%, 06/22/26 G2SF 21H032662 - 132,283,377 $119,138,907 $119,138,907 1.76 $119,138,907
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 113,522,360 $111,032,411 $111,032,411 1.64 $110,606,702
GNMA II TBA 30yr 4.5% June Delivery, 4.50%, 06/22/26 G2SF 21H042661 - 113,901,488 $109,554,666 $109,554,666 1.62 $109,554,666
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/11/26 FNCL 01F062663 - 105,146,615 $109,253,642 $109,253,642 1.62 $109,253,642
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 109,587,780 $109,105,083 $109,105,083 1.61 $108,648,468
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 107,840,168 $102,529,222 $102,529,222 1.52 $102,169,755
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 102,210,033 $97,176,362 $97,176,362 1.44 $96,835,662
GNMA II TBA 30yr 4% June Delivery, 4.00%, 06/22/26 G2SF 21H040665 - 102,070,688 $94,914,920 $94,914,920 1.40 $94,914,920
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 94,135,019 $93,367,250 $93,367,250 1.38 $92,975,021
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/11/26 FNCL 01F040669 - 99,543,866 $93,185,900 $93,185,900 1.38 $93,185,900
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 86,849,881 $86,867,154 $86,867,154 1.29 $86,505,280
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 83,818,154 $85,813,699 $85,813,699 1.27 $85,429,533
Freddie Mac Pool|4.5|09/01/2051, 4.50%, 09/01/51 FR 31427SZU5 - 85,518,720 $83,908,786 $83,908,786 1.24 $83,588,091
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 78,506,165 $80,311,342 $80,311,342 1.19 $79,951,522
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 79,584,724 $78,935,628 $78,935,628 1.17 $78,604,025
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 79,915,763 $78,162,927 $78,162,927 1.16 $77,863,243
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 72,965,473 $74,763,505 $74,763,505 1.11 $74,429,079
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 72,445,571 $74,230,790 $74,230,790 1.10 $73,898,748
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 77,996,461 $74,048,050 $74,048,050 1.10 $73,788,062
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 72,191,997 $73,824,678 $73,824,678 1.09 $73,493,798
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 66,922,329 $68,455,663 $68,455,663 1.01 $68,148,936
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 64,860,975 $66,404,077 $66,404,077 0.98 $66,106,797
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,843,836 $65,371,040 $65,371,040 0.97 $65,096,690
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 64,618,119 $64,154,123 $64,154,123 0.95 $63,884,881
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 60,250,578 $62,217,465 $62,217,465 0.92 $61,916,212
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - 59,043,999 $59,056,107 $59,056,107 0.87 $58,810,090
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 58,694,083 $58,596,947 $58,596,947 0.87 $58,352,388
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 58,249,645 $58,197,141 $58,197,141 0.86 $57,954,434
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,737,615 $56,685,691 $56,685,691 0.84 $56,449,284
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 55,198,681 $56,457,962 $56,457,962 0.84 $56,204,968
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - 54,309,240 $54,320,377 $54,320,377 0.80 $54,094,089
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 50,359,510 $50,138,000 $50,138,000 0.74 $49,928,169
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 48,548,595 $49,656,164 $49,656,164 0.73 $49,433,650
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,941,268 $48,725,997 $48,725,997 0.72 $48,522,075
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 46,414,983 $47,478,450 $47,478,450 0.70 $47,265,715
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.8621% 25-MAR-2042, 8.86%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 46,021,486 $47,463,026 $47,463,026 0.70 $47,395,051
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 46,068,180 $47,164,973 $47,164,973 0.70 $46,953,827
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 45,684,084 $45,693,170 $45,693,170 0.68 $45,502,820
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - 45,474,342 $45,483,667 $45,483,667 0.67 $45,294,191
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 44,371,742 $44,331,134 $44,331,134 0.66 $44,146,252
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 43,035,220 $43,993,120 $43,993,120 0.65 $43,795,875
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 42,063,991 $42,101,478 $42,101,478 0.62 $41,926,211
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - 41,423,491 $41,431,729 $41,431,729 0.61 $41,259,132
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 40,512,001 $41,270,349 $41,270,349 0.61 $41,084,669
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 46,664,782 $38,809,510 $38,809,510 0.57 $38,712,292
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 37,874,897 $38,042,304 $38,042,304 0.56 $38,042,304
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 38,496,959 $37,461,414 $37,461,414 0.55 $37,333,091
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 34,875,596 $36,015,113 $36,015,113 0.53 $35,840,735
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.3621% 25-FEB-2042, 7.36%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 35,277,125 $35,972,683 $35,972,683 0.53 $35,929,397
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 35,532,498 $35,909,695 $35,909,695 0.53 $35,870,935
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 37,532,038 $35,736,452 $35,736,452 0.53 $35,611,345
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 42,703,646 $35,518,476 $35,518,476 0.53 $35,429,510
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 36,465,753 $35,280,027 $35,280,027 0.52 $35,158,475
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 35,222,181 $35,229,186 $35,229,186 0.52 $35,082,427
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 34,315,865 $35,091,946 $35,091,946 0.52 $34,934,665
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,683,473 $34,513,508 $34,513,508 0.51 $34,359,126
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 35,971,989 $34,145,419 $34,145,419 0.51 $34,025,512
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 33,283,414 $34,059,377 $34,059,377 0.50 $33,906,828
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 32,703,385 $33,904,580 $33,904,580 0.50 $33,904,580
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 32,237,890 $33,300,033 $33,300,033 0.49 $33,138,844
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 31,318,019 $32,035,582 $32,035,582 0.47 $31,892,041
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 30,279,959 $31,269,319 $31,269,319 0.46 $31,117,919
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 31,067,233 $31,073,412 $31,073,412 0.46 $30,943,965
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 30,234,507 $30,953,813 $30,953,813 0.46 $30,815,238
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,946,771 $29,647,358 $29,647,358 0.44 $29,514,686
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 29,390,019 $29,260,745 $29,260,745 0.43 $29,138,287
FNMA 30yr Pool#CC1930 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8EC6 - 29,090,614 $29,063,991 $29,063,991 0.43 $28,942,780
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 31,500,919 $28,493,942 $28,493,942 0.42 $28,402,064
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 29,517,199 $28,018,388 $28,018,388 0.41 $27,919,997
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 28,508,638 $28,006,214 $28,006,214 0.41 $27,899,306
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 26,838,840 $27,864,347 $27,864,347 0.41 $27,730,153
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 26,814,946 $27,725,376 $27,725,376 0.41 $27,591,302
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 28,272,622 $26,843,564 $26,843,564 0.40 $26,749,322
FNMA 30yr Pool#FS9788 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2W4 - 25,326,642 $25,702,751 $25,702,751 0.38 $25,586,670
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,242,625 $25,312,006 $25,312,006 0.37 $25,190,793
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 24,042,338 $24,301,875 $24,301,875 0.36 $24,272,231
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - 24,255,974 $24,274,023 $24,274,023 0.36 $24,172,956
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 23,332,401 $23,869,574 $23,869,574 0.35 $23,762,633
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.2621% 25-FEB-2045, 5.26%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 23,060,148 $23,097,710 $23,097,710 0.34 $23,077,485
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,484,667 $22,023,440 $22,023,440 0.33 $21,924,968
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $21,780,356 $21,780,356 0.32 $21,693,126
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,438,078 $21,442,342 $21,442,342 0.32 $21,353,017
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 22,174,592 $21,082,531 $21,082,531 0.31 $21,008,616
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,545,853 $20,979,587 $20,979,587 0.31 $20,905,074
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14516% 25-OCT-2041, 11.11%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,667,835 $20,667,835 0.31 $20,434,778
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 21,626,343 $20,561,282 $20,561,282 0.30 $20,489,194
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 21,548,996 $20,518,061 $20,518,061 0.30 $20,446,231
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.3621% 25-JUN-2042, 10.36%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 19,321,656 $20,493,637 $20,493,637 0.30 $20,460,268
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,377,891 $20,377,891 0.30 $20,287,680
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,853,111 $20,348,778 $20,348,778 0.30 $20,257,785
FNMA 30yr Pool#FA1128 6.500% 01-Aug-2054, 6.50%, 08/01/54 FN 3140W1HE6 - 19,420,743 $20,346,386 $20,346,386 0.30 $20,241,190
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 19,545,413 $19,875,523 $19,875,523 0.29 $19,785,940
FNMA 30yr Pool#FA1129 6.500% 01-Jun-2054, 6.50%, 06/01/54 FN 3140W1HF3 - 18,878,499 $19,809,638 $19,809,638 0.29 $19,707,380
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 19,359,978 $19,794,939 $19,794,939 0.29 $19,706,205
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 21,296,774 $19,606,809 $19,606,809 0.29 $19,544,693
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 20,029,990 $19,502,250 $19,502,250 0.29 $19,490,566
FHLMC 30yr Pool#SD6989 5.500% 01-Nov-2054, 5.50%, 11/01/54 FR 3132DUXS1 - 19,052,134 $19,335,064 $19,335,064 0.29 $19,247,742
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 20,284,914 $19,314,455 $19,314,455 0.29 $19,246,839
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 19,249,306 $18,912,032 $18,912,032 0.28 $18,900,803
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,839,381 $18,850,621 $18,850,621 0.28 $18,789,839
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 19,673,136 $18,561,330 $18,561,330 0.27 $18,495,753
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 19,124,027 $18,182,202 $18,182,202 0.27 $18,118,455
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,597,315 $18,051,476 $18,051,476 0.27 $17,989,485
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 17,528,545 $17,936,928 $17,936,928 0.27 $17,856,589
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,868,568 $17,773,936 $17,773,936 0.26 $17,699,484
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,528,882 $17,589,463 $17,589,463 0.26 $17,527,700
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,337,380 $17,337,380 0.26 $17,170,947
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 17,255,406 $17,128,531 $17,128,531 0.25 $17,056,677
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 16,032,808 $16,650,620 $16,650,620 0.25 $16,570,456
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 16,289,931 $15,944,625 $15,944,625 0.24 $15,883,538
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.38%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,819,329 $15,819,329 0.23 $15,802,899
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.89516% 25-MAY-2042, 8.86%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 15,050,000 $15,667,760 $15,667,760 0.23 $15,645,531
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.26%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,054,500 $15,659,632 $15,659,632 0.23 $15,631,374
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,604,849 $15,604,849 0.23 $15,588,100
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 17,178,433 $15,590,056 $15,590,056 0.23 $15,539,952
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 $15,358,448 $15,358,448 0.23 $15,264,118
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,391,703 $15,313,340 $15,313,340 0.23 $15,275,024
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,517,855 $15,244,375 $15,244,375 0.23 $15,186,184
JW Commercial Mortgage Trust 2026-MRCO A 5.15% 15-JUN-2039, 5.15%, 06/15/39 JW 2026-MRCO 481948AA5 - 15,000,000 $15,071,451 $15,071,451 0.22 $15,034,972
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.13432% 25-APR-2056, 5.13%, 04/25/56 GRADE 2026-HB1 795939AC1 - 14,873,475 $14,987,522 $14,987,522 0.22 $14,911,533
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 14,447,910 $14,935,860 $14,935,860 0.22 $14,863,621
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 14,405,725 $14,872,505 $14,872,505 0.22 $14,800,476
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,208,509 $14,443,384 $14,443,384 0.21 $14,392,689
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 13,812,880 $14,264,199 $14,264,199 0.21 $14,195,135
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,716,904 $14,178,998 $14,178,998 0.21 $14,129,941
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $14,090,793 $14,090,793 0.21 $14,030,689
BMP Commercial Mortgage Trust 2024-MF23 A 4.99903% 15-JUN-2041, 5.00%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,039,507 $14,039,507 0.21 $14,006,458
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 5.7121% 25-SEP-2041, 5.71%, 09/25/41 STACR 2021-HQA3 35564KJP5 - 13,964,288 $14,028,525 $14,028,525 0.21 $14,015,230
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 13,822,030 $13,964,795 $13,964,795 0.21 $13,895,924
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,612,624 $13,615,331 $13,615,331 0.20 $13,558,612
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,878,026 $13,583,846 $13,583,846 0.20 $13,531,804
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 13,106,870 $13,435,552 $13,435,552 0.20 $13,375,479
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,418,861 $13,241,667 $13,241,667 0.20 $13,233,839
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,421,731 $13,193,611 $13,193,611 0.20 $13,147,753
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,752,790 $13,067,047 $13,067,047 0.19 $13,008,597
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 13,088,604 $12,998,983 $12,998,983 0.19 $12,944,448
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 12,576,267 $12,987,181 $12,987,181 0.19 $12,924,300
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,963,036 $12,869,954 $12,869,954 0.19 $12,815,941
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,786,374 $12,809,511 $12,809,511 0.19 $12,753,571
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01879% 25-OCT-2057, 5.95%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,391,615 $12,804,784 $12,804,784 0.19 $12,792,498
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 11,779,449 $12,164,328 $12,164,328 0.18 $12,105,430
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1121% 25-FEB-2042, 12.11%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,519,000 $12,107,854 $12,107,854 0.18 $12,084,601
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,443,663 $12,073,933 $12,073,933 0.18 $12,030,899
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 12,031,458 $11,983,004 $11,983,004 0.18 $11,956,588
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,406,102 $11,973,253 $11,973,253 0.18 $11,943,240
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,602,490 $11,869,610 $11,869,610 0.18 $11,816,432
Connecticut Avenue Securities Trust 2023-R06 1B1 7.5121% 25-JUL-2043, 7.51%, 07/25/43 CAS 2023-R06 20754EAF2 - 11,170,460 $11,697,589 $11,697,589 0.17 $11,683,603
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 11,294,996 $11,664,046 $11,664,046 0.17 $11,607,571
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 12,253,256 $11,649,804 $11,649,804 0.17 $11,608,960
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 11,251,924 $11,620,181 $11,620,181 0.17 $11,563,922
Connecticut Avenue Securities Trust 2022-R06 1B2 14.2121% 25-MAY-2042, 14.21%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,356,636 $11,356,636 0.17 $11,331,915
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 11,139,278 $11,128,804 $11,128,804 0.16 $11,082,688
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 10,801,093 $10,892,460 $10,892,460 0.16 $10,874,500
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.11%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,774,201 $10,774,201 0.16 $10,752,089
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA7 M2 10.64516% 25-SEP-2042, 10.61%, 03/25/52 STACR 2022-DNA7 35564KL72 - 10,000,000 $10,764,472 $10,764,472 0.16 $10,746,785
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 10,390,397 $10,730,458 $10,730,458 0.16 $10,678,506
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,667,353 $10,667,353 0.16 $10,649,863
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,574,356 $10,643,179 $10,643,179 0.16 $10,593,823
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,675,642 $10,561,403 $10,561,403 0.16 $10,527,349
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,517,897 $10,542,664 $10,542,664 0.16 $10,496,657
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,493,378 $10,493,378 0.16 $10,483,818
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 10,419,741 $10,436,468 $10,436,468 0.15 $10,386,896
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 10,154,833 $10,405,071 $10,405,071 0.15 $10,358,528
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 10,054,066 $10,382,570 $10,382,570 0.15 $10,332,300
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,899,914 $10,273,037 $10,273,037 0.15 $10,223,538
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - 10,060,319 $10,062,382 $10,062,382 0.15 $10,020,464
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,760,953 $10,004,653 $10,004,653 0.15 $9,959,915
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 9,960,000 $9,995,972 $9,995,972 0.15 $9,984,518
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,473,635 $9,943,149 $9,943,149 0.15 $9,891,833
FNMA 30yr Pool#BX0421 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N4PF8 - 9,596,226 $9,817,385 $9,817,385 0.15 $9,773,403
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.36%, 09/25/42 STACR 2022-DNA6 35564KH77 - 9,166,000 $9,721,669 $9,721,669 0.14 $9,707,367
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 10,090,129 $9,593,208 $9,593,208 0.14 $9,559,574
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 9,207,457 $9,508,036 $9,508,036 0.14 $9,461,998
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 9,108,478 $9,403,614 $9,403,614 0.14 $9,358,072
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,361,074 $9,361,074 0.14 $9,238,234
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,358,188 $9,358,188 0.14 $9,305,227
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.6121% 25-MAR-2042, 14.61%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,677,740 $9,344,879 $9,344,879 0.14 $9,323,746
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - 9,412,434 $9,344,279 $9,344,279 0.14 $9,304,449
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,342,319 $9,342,319 0.14 $9,333,381
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.21%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,323,495 $9,323,495 0.14 $9,277,704
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,815,129 $9,079,934 $9,079,934 0.13 $9,051,307
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 8,860,466 $8,878,132 $8,878,132 0.13 $8,859,056
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 8,282,381 $8,692,856 $8,692,856 0.13 $8,647,993
Freddie Mac Multiclass Certificates, Series 5164 FA 3.89516% 25-NOV-2051, 3.86%, 11/25/51 FHR 5164 3137H3PY2 - 9,341,431 $8,498,321 $8,498,321 0.13 $8,492,308
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.61%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,116,382 $8,390,440 $8,390,440 0.12 $8,316,550
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 8,375,081 $8,250,555 $8,250,555 0.12 $8,244,274
FHLMC 30yr Pool#QZ7683 5.500% 01-Nov-2055, 5.50%, 11/01/55 FR 31427HRD6 - 8,086,861 $8,209,808 $8,209,808 0.12 $8,172,743
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 8,067,084 $8,083,463 $8,083,463 0.12 $8,045,762
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,848,495 $8,035,218 $8,035,218 0.12 $7,999,246
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,719,367 $7,980,073 $7,980,073 0.12 $7,941,477
Fannie Mae Pool|5.5|05/01/2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,849,035 $7,936,061 $7,936,061 0.12 $7,900,086
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 8,035,839 $7,710,903 $7,710,903 0.11 $7,690,813
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,447,689 $7,691,440 $7,691,440 0.11 $7,654,201
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 7,408,994 $7,688,236 $7,688,236 0.11 $7,651,191
Fannie Mae REMIC Trust 2022-65 FB 4.44516% 25-SEP-2052, 4.41%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,688,771 $7,628,880 $7,628,880 0.11 $7,623,226
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,585,000 $7,602,690 $7,602,690 0.11 $7,596,227
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 7,539,151 $7,566,223 $7,566,223 0.11 $7,548,665
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 7,526,478 $7,562,660 $7,562,660 0.11 $7,541,720
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,399,952 $7,399,952 0.11 $7,367,198
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 7,312,875 $7,359,463 $7,359,463 0.11 $7,324,830
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - 7,350,214 $7,351,721 $7,351,721 0.11 $7,321,095
Reneu Redi Q-1 Trust 2026-RTL1|5.892|06/25/2041, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,342,598 $7,342,598 0.11 $7,338,995
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 7,331,000 $7,332,328 $7,332,328 0.11 $7,298,159
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 7,216,101 $7,178,384 $7,178,384 0.11 $7,149,279
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 7,074,582 $7,163,031 $7,163,031 0.11 $7,149,731
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 7,122,570 $7,067,896 $7,067,896 0.10 $7,038,242
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 7,006,000 $7,045,566 $7,045,566 0.10 $7,039,016
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,975,596 $6,990,945 $6,990,945 0.10 $6,959,102
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 $6,927,127 $6,927,127 0.10 $6,896,373
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,805,030 $6,924,808 $6,924,808 0.10 $6,893,619
FHLMC 30yr Pool#QX0520 5.500% 01-Dec-2054, 5.50%, 12/01/54 FR 31425USJ5 - 6,792,101 $6,892,966 $6,892,966 0.10 $6,861,836
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,887,910 $6,887,910 0.10 $6,880,934
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,740,560 $6,779,448 $6,779,448 0.10 $6,747,014
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,671,358 $6,601,348 $6,601,348 0.10 $6,572,189
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,693,814 $6,600,412 $6,600,412 0.10 $6,595,949
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,438,079 $6,542,571 $6,542,571 0.10 $6,535,543
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,511,945 $6,511,945 0.10 $6,482,656
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,334,868 $6,488,188 $6,488,188 0.10 $6,459,153
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,471,997 $6,471,997 0.10 $6,430,899
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 6,219,926 $6,426,430 $6,426,430 0.10 $6,395,330
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,369,789 $6,400,303 $6,400,303 0.09 $6,370,030
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 6,077,055 $6,275,441 $6,275,441 0.09 $6,245,056
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 6,230,520 $6,252,877 $6,252,877 0.09 $6,237,622
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 6,195,858 $6,236,619 $6,236,619 0.09 $6,196,542
Connecticut Avenue Securities Trust 2023-R03 2B1 9.9621% 25-APR-2043, 9.96%, 04/25/43 CAS 2023-R03 20753ACF9 - 5,626,000 $6,170,338 $6,170,338 0.09 $6,160,997
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,252,513 $6,155,827 $6,155,827 0.09 $6,134,986
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,868,880 $6,090,075 $6,090,075 0.09 $6,060,730
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,869,686 $6,060,896 $6,060,896 0.09 $6,031,547
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 6,043,607 $6,056,373 $6,056,373 0.09 $6,003,672
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,366,465 $6,052,927 $6,052,927 0.09 $6,031,706
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,843,268 $6,034,190 $6,034,190 0.09 $6,004,973
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,999,237 $5,985,647 $5,985,647 0.09 $5,959,407
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,963,007 $5,931,992 $5,931,992 0.09 $5,927,023
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,737,113 $5,924,566 $5,924,566 0.09 $5,895,880
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 - 5,888,293 $5,887,414 $5,887,414 0.09 $5,881,860
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,636,952 $5,854,167 $5,854,167 0.09 $5,825,983
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,653,858 $5,837,056 $5,837,056 0.09 $5,808,787
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,880,212 $5,819,868 $5,819,868 0.09 $5,794,661
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,584,036 $5,766,487 $5,766,487 0.09 $5,738,567
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,755,748 $5,756,271 $5,756,271 0.09 $5,743,503
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,749,781 $5,749,781 0.09 $5,740,597
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,546,623 $5,726,347 $5,726,347 0.08 $5,698,614
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,678,363 $5,678,363 0.08 $5,672,132
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,787,640 $5,655,037 $5,655,037 0.08 $5,633,334
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 5,470,283 $5,649,316 $5,649,316 0.08 $5,621,965
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,813,645 $5,628,886 $5,628,886 0.08 $5,613,140
FHLMC 30yr Pool#QZ9111 5.500% 01-Nov-2055, 5.50%, 11/01/55 FR 31427KDR3 - 5,542,487 $5,626,751 $5,626,751 0.08 $5,601,348
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,574,306 $5,574,306 0.08 $5,569,153
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 5,521,914 $5,535,306 $5,535,306 0.08 $5,510,421
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 5,438,915 $5,484,747 $5,484,747 0.08 $5,456,079
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,423,374 $5,423,374 0.08 $5,397,890
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,550,997 $5,415,272 $5,415,272 0.08 $5,395,612
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,665,983 $5,400,780 $5,400,780 0.08 $5,381,894
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 5,170,379 $5,353,960 $5,353,960 0.08 $5,328,108
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 5,180,895 $5,350,457 $5,350,457 0.08 $5,324,553
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,361,135 $5,326,894 $5,326,894 0.08 $5,302,617
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,563,980 $5,315,988 $5,315,988 0.08 $5,297,441
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 5,293,684 $5,310,717 $5,310,717 0.08 $5,304,429
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49516% 25-NOV-2043, 5.46%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,250,264 $5,250,264 0.08 $5,245,508
FHLMC 30yr Pool#SD3018 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQK70 - 5,069,150 $5,168,789 $5,168,789 0.08 $5,145,556
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,911,191 $5,070,456 $5,070,456 0.08 $5,045,900
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 $5,064,369 $5,064,369 0.07 $5,050,195
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $4,995,310 $4,995,310 0.07 $4,934,141
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,798,045 $4,954,815 $4,954,815 0.07 $4,930,825
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,942,365 $4,942,365 0.07 $4,920,148
Arixa Mortgage Trust 2026-RTL1|6.051|05/25/2031, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,921,464 $4,921,464 0.07 $4,918,983
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,906,590 $4,915,227 $4,915,227 0.07 $4,891,802
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,769,392 $4,876,546 $4,876,546 0.07 $4,854,687
Freddie Mac Pool|6|05/01/2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,719,241 $4,876,015 $4,876,015 0.07 $4,852,418
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,853,889 $4,853,889 0.07 $4,847,873
FNMA 30yr Pool#DC7015 5.500% 01-Dec-2054, 5.50%, 12/01/54 FN 3140AUYM9 - 4,779,859 $4,850,841 $4,850,841 0.07 $4,828,934
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 $4,823,478 $4,823,478 0.07 $4,793,450
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,562,794 $4,809,942 $4,809,942 0.07 $4,785,227
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 5,026,551 $4,806,383 $4,806,383 0.07 $4,789,628
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,786,834 $4,801,419 $4,801,419 0.07 $4,794,169
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,687,098 $4,795,008 $4,795,008 0.07 $4,773,525
Connecticut Avenue Securities Trust 2024-R01 1B1 6.3121% 25-JAN-2044, 6.31%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,757,788 $4,757,788 0.07 $4,730,277
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,694,370 $4,694,370 0.07 $4,690,284
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,595,797 $4,599,243 $4,599,243 0.07 $4,595,787
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 4,397,000 $4,592,651 $4,592,651 0.07 $4,557,190
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 4,368,311 $4,573,699 $4,573,699 0.07 $4,550,038
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,557,920 $4,525,233 $4,525,233 0.07 $4,506,241
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,425,704 $4,525,136 $4,525,136 0.07 $4,504,852
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,509,488 $4,509,488 0.07 $4,499,628
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,352,663 $4,496,071 $4,496,071 0.07 $4,474,308
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,331,042 $4,471,378 $4,471,378 0.07 $4,449,723
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,635,797 $4,407,611 $4,407,611 0.07 $4,392,158
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 4,256,474 $4,396,712 $4,396,712 0.07 $4,375,430
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,210,109 $4,349,674 $4,349,674 0.06 $4,328,623
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,383,689 $4,337,279 $4,337,279 0.06 $4,320,840
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,182,363 $4,323,614 $4,323,614 0.06 $4,302,702
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,269,842 $4,269,842 0.06 $4,248,373
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,210,000 $4,221,806 $4,221,806 0.06 $4,206,473
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,220,944 $4,220,944 0.06 $4,201,586
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,014,854 $4,147,946 $4,147,946 0.06 $4,127,872
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6121% 25-DEC-2041, 10.61%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,136,299 $4,136,299 0.06 $4,129,224
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,098,973 $4,098,973 0.06 $4,095,237
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,096,903 $4,096,903 0.06 $4,093,073
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,944,272 $4,043,183 $4,043,183 0.06 $4,025,105
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,940,521 $4,036,898 $4,036,898 0.06 $4,018,837
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $4,024,099 $4,024,099 0.06 $4,005,479
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 $3,965,583 $3,965,583 0.06 $3,947,510
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,831,717 $3,957,961 $3,957,961 0.06 $3,938,802
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,953,204 $3,953,204 0.06 $3,935,931
Connecticut Avenue Securities Trust 2023-R08 1B1 7.1621% 25-OCT-2043, 7.16%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,926,916 $3,926,916 0.06 $3,922,440
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,209,716 $3,905,285 $3,905,285 0.06 $3,893,007
FNMA 30yr Pool#BW6314 5.500% 01-Aug-2052, 5.50%, 08/01/52 FN 3140MYAQ5 - 3,816,623 $3,904,583 $3,904,583 0.06 $3,887,090
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 3,689,693 $3,889,549 $3,889,549 0.06 $3,869,563
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,830,177 $3,864,198 $3,864,198 0.06 $3,845,973
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,849,176 $3,849,176 0.06 $3,831,983
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,822,351 $3,830,135 $3,830,135 0.06 $3,813,364
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 18,180,187 $3,806,980 $3,806,980 0.06 $3,753,954
Ginnie Mae REMIC Trust 2023-116 LF 4.94014% 20-AUG-2053, 4.93%, 08/20/53 GNR 2023-116 38384EFT7 - 3,758,400 $3,800,115 $3,800,115 0.06 $3,794,459
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,801,950 $3,784,656 $3,784,656 0.06 $3,768,235
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,663,765 $3,784,475 $3,784,475 0.06 $3,766,156
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 3,613,926 $3,677,031 $3,677,031 0.05 $3,654,035
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,558,442 $3,674,904 $3,674,904 0.05 $3,657,112
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,554,428 $3,670,759 $3,670,759 0.05 $3,652,986
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,836,513 $3,652,969 $3,652,969 0.05 $3,640,181
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,600,366 $3,636,992 $3,636,992 0.05 $3,619,260
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,622,459 $3,622,459 0.05 $3,573,691
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,391,263 $3,474,206 $3,474,206 0.05 $3,458,663
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,291,426 $3,454,077 $3,454,077 0.05 $3,436,249
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 3,253,380 $3,446,796 $3,446,796 0.05 $3,429,173
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,364,671 $3,442,134 $3,442,134 0.05 $3,426,713
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 3,327,431 $3,437,060 $3,437,060 0.05 $3,420,423
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,316,514 $3,424,877 $3,424,877 0.05 $3,408,295
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,333,330 $3,414,856 $3,414,856 0.05 $3,399,578
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,209,929 $3,305,121 $3,305,121 0.05 $3,289,071
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,444,178 $3,274,558 $3,274,558 0.05 $3,263,077
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,144,428 $3,246,315 $3,246,315 0.05 $3,230,593
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,273,621 $3,239,120 $3,239,120 0.05 $3,237,211
OBX 2026 HE1 FLTG 2056 A1B, 5.11%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,222,129 $3,228,164 $3,228,164 0.05 $3,224,961
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,119,007 $3,226,929 $3,226,929 0.05 $3,211,334
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 3,093,514 $3,199,023 $3,199,023 0.05 $3,183,556
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,107,721 $3,162,421 $3,162,421 0.05 $3,148,178
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 3,046,381 $3,146,750 $3,146,750 0.05 $3,131,519
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,071,178 $3,141,884 $3,141,884 0.05 $3,127,808
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 3,141,244 $3,121,945 $3,121,945 0.05 $3,109,045
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,110,055 $3,110,055 0.05 $3,107,351
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,992,757 $3,091,360 $3,091,360 0.05 $3,076,396
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 3,045,348 $3,059,470 $3,059,470 0.05 $3,045,251
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,208,822 $3,047,390 $3,047,390 0.05 $3,036,694
Fannie Mae Pool|6|06/01/2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,938,330 $3,035,942 $3,035,942 0.04 $3,021,250
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,157,906 $3,002,466 $3,002,466 0.04 $2,991,939
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,898,576 $2,994,076 $2,994,076 0.04 $2,979,583
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,106,350 $2,969,919 $2,969,919 0.04 $2,959,565
BX Trust 2021-BXMF C 4.93327% 15-OCT-2038, 4.93%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,958,012 $2,964,590 $2,964,590 0.04 $2,957,700
Freddie Mac Pool|6|06/01/2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,853,845 $2,948,650 $2,948,650 0.04 $2,934,381
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,915,081 $2,915,081 0.04 $2,902,405
GWT Commercial Mortgage Trust 2024-WLF2 A 5.31833% 15-MAY-2041, 5.32%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,914,518 $2,914,518 0.04 $2,907,235
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,848,985 $2,859,312 $2,859,312 0.04 $2,843,844
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,999,153 $2,848,268 $2,848,268 0.04 $2,838,271
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.97658% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,839,685 $2,839,685 0.04 $2,835,854
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,733,738 $2,795,157 $2,795,157 0.04 $2,782,627
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,668,899 $2,786,338 $2,786,338 0.04 $2,771,882
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,766,078 $2,766,078 0.04 $2,752,677
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 $2,759,562 $2,759,562 0.04 $2,756,308
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.84516% 25-FEB-2050, 4.81%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,791,333 $2,759,055 $2,759,055 0.04 $2,756,801
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.26%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,724,021 $2,724,021 0.04 $2,721,251
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,852,221 $2,715,767 $2,715,767 0.04 $2,706,259
FHLMC 30yr Pool#QE8542 5.500% 01-Aug-2052, 5.50%, 08/01/52 FR 3133BJP30 - 2,612,139 $2,672,340 $2,672,340 0.04 $2,660,367
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,586,942 $2,672,174 $2,672,174 0.04 $2,659,239
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,571,815 $2,655,216 $2,655,216 0.04 $2,642,357
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,552,412 $2,611,175 $2,611,175 0.04 $2,599,477
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 2,528,314 $2,603,369 $2,603,369 0.04 $2,600,013
FHLMC 30yr Pool#QE6404 5.500% 01-Jul-2052, 5.50%, 07/01/52 FR 3133BGDH8 - 2,544,354 $2,602,993 $2,602,993 0.04 $2,591,331
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,519,434 $2,601,892 $2,601,892 0.04 $2,589,294
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,809,836 $2,597,973 $2,597,973 0.04 $2,589,778
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,509,966 $2,592,662 $2,592,662 0.04 $2,580,113
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,556,019 $2,556,019 0.04 $2,553,754
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,678,594 $2,553,682 $2,553,682 0.04 $2,544,753
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.8621% 25-SEP-2041, 9.86%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 2,504,211 $2,544,615 $2,544,615 0.04 $2,540,499
BX Trust 2021-BXMF G 7.091513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,488,884 $2,492,878 $2,492,878 0.04 $2,484,544
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,488,812 $2,488,812 0.04 $2,477,966
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,480,949 $2,480,949 0.04 $2,469,897
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,468,872 $2,473,697 $2,473,697 0.04 $2,471,553
FHLMC 30yr Pool#SD2897 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3132DQGE0 - 2,420,403 $2,467,978 $2,467,978 0.04 $2,456,885
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,405,414 $2,460,724 $2,460,724 0.04 $2,449,700
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,464,233 $2,454,941 $2,454,941 0.04 $2,444,435
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,420,594 $2,430,050 $2,430,050 0.04 $2,419,109
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,421,881 $2,418,808 $2,418,808 0.04 $2,416,688
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,295,269 $2,408,694 $2,408,694 0.04 $2,396,261
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,351,195 $2,405,259 $2,405,259 0.04 $2,394,482
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,701,273 $2,390,870 $2,390,870 0.04 $2,384,117
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,389,714 $2,389,714 0.04 $2,379,301
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,407,620 $2,388,007 $2,388,007 0.04 $2,377,975
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,302,419 $2,355,427 $2,355,427 0.03 $2,344,874
Connecticut Avenue Securities Trust 2022-R08 1M2 7.2121% 25-JUL-2042, 7.21%, 07/25/42 CAS 2022-R08 20755DAB2 - 2,280,000 $2,344,913 $2,344,913 0.03 $2,342,173
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,264,257 $2,338,858 $2,338,858 0.03 $2,327,537
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,070,432 $2,334,107 $2,334,107 0.03 $2,334,107
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 2,200,991 $2,320,210 $2,320,210 0.03 $2,308,288
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 2,300,000 $2,302,689 $2,302,689 0.03 $2,293,136
FHLMC 30yr Pool#QF0488 5.500% 01-Sep-2052, 5.50%, 09/01/52 FR 3133BMRH0 - 2,230,704 $2,282,114 $2,282,114 0.03 $2,271,890
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 2,261,339 $2,247,180 $2,247,180 0.03 $2,237,698
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 - 2,220,394 $2,236,844 $2,236,844 0.03 $2,234,332
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 2,147,998 $2,218,768 $2,218,768 0.03 $2,208,028
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.9121% 25-DEC-2031, 4.91%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 2,154,027 $2,169,081 $2,169,081 0.03 $2,158,446
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 2,072,243 $2,140,517 $2,140,517 0.03 $2,130,156
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,048,832 $2,084,895 $2,084,895 0.03 $2,075,504
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,127,899 $2,082,491 $2,082,491 0.03 $2,081,161
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,966,624 $1,998,504 $1,998,504 0.03 $1,993,241
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,896,674 $1,990,223 $1,990,223 0.03 $1,979,949
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,060,621 $1,960,204 $1,960,204 0.03 $1,953,335
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 2,042,929 $1,942,318 $1,942,318 0.03 $1,935,508
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,843,083 $1,934,162 $1,934,162 0.03 $1,924,179
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,860,085 $1,901,876 $1,901,876 0.03 $1,893,351
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26879% 25-OCT-2057, 6.20%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,817,596 $1,883,404 $1,883,404 0.03 $1,881,526
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,762,675 $1,820,749 $1,820,749 0.03 $1,811,936
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,757,080 $1,814,587 $1,814,587 0.03 $1,805,801
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,902,405 $1,811,418 $1,811,418 0.03 $1,805,077
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.16%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,820,415 $1,785,793 $1,785,793 0.03 $1,784,227
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,684,307 $1,739,339 $1,739,339 0.03 $1,730,918
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,676,279 $1,732,893 $1,732,893 0.03 $1,724,511
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,696,598 $1,696,598 0.03 $1,689,161
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,770,090 $1,685,407 $1,685,407 0.02 $1,679,506
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,646,937 $1,665,820 $1,665,820 0.02 $1,661,705
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,616,429 $1,664,294 $1,664,294 0.02 $1,659,603
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,734,630 $1,646,950 $1,646,950 0.02 $1,641,167
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,717,910 $1,635,722 $1,635,722 0.02 $1,629,996
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.99516% 25-FEB-2050, 4.96%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,639,908 $1,609,983 $1,609,983 0.02 $1,608,627
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,711,050 $1,587,313 $1,587,313 0.02 $1,582,323
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,591,030 $1,512,674 $1,512,674 0.02 $1,507,371
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,457,766 $1,505,476 $1,505,476 0.02 $1,498,187
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,611,657 $1,495,232 $1,495,232 0.02 $1,490,532
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,465,543 $1,476,092 $1,476,092 0.02 $1,472,386
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,416,932 $1,463,616 $1,463,616 0.02 $1,456,531
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,409,919 $1,456,372 $1,456,372 0.02 $1,449,322
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,390,249 $1,442,691 $1,442,691 0.02 $1,435,740
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,486,335 $1,417,034 $1,417,034 0.02 $1,412,079
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,372,777 $1,406,352 $1,406,352 0.02 $1,400,060
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,448,341 $1,379,050 $1,379,050 0.02 $1,374,222
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,348,510 $1,372,246 $1,372,246 0.02 $1,366,065
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,292,516 $1,349,390 $1,349,390 0.02 $1,342,389
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,310,694 $1,325,287 $1,325,287 0.02 $1,322,002
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,382,859 $1,312,960 $1,312,960 0.02 $1,308,350
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,227,389 $1,281,034 $1,281,034 0.02 $1,274,386
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,247,404 $1,272,346 $1,272,346 0.02 $1,266,629
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,240,376 $1,241,145 $1,241,145 0.02 $1,235,476
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,169,692 $1,198,300 $1,198,300 0.02 $1,192,939
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,170,677 $1,193,597 $1,193,597 0.02 $1,188,231
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 1,118,352 $1,169,895 $1,169,895 0.02 $1,163,837
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,348,198 $1,166,152 $1,166,152 0.02 $1,162,781
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,206,741 $1,153,906 $1,153,906 0.02 $1,149,884
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,152,262 $1,152,262 0.02 $1,146,805
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,123,785 $1,139,793 $1,139,793 0.02 $1,136,639
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,114,018 $1,137,931 $1,137,931 0.02 $1,132,825
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,183,484 $1,125,199 $1,125,199 0.02 $1,121,254
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,175,763 $1,119,513 $1,119,513 0.02 $1,115,594
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,197,473 $1,084,899 $1,084,899 0.02 $1,081,906
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,058,476 $1,066,101 $1,066,101 0.02 $1,061,690
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,120,321 $1,065,147 $1,065,147 0.02 $1,061,412
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 1,052,212 $1,059,169 $1,059,169 0.02 $1,058,057
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.1121% 25-DEC-2031, 5.11%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 1,048,293 $1,056,597 $1,056,597 0.02 $1,051,212
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,077,665 $1,030,793 $1,030,793 0.02 $1,027,201
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,000,000 $1,016,520 $1,016,520 0.02 $1,015,401
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 963,717 $1,006,123 $1,006,123 0.01 $1,000,903
FNMA 30yr Pool#CB8995 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140QU7H3 - 955,227 $969,144 $969,144 0.01 $964,766
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 996,071 $920,967 $920,967 0.01 $918,062
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 894,980 $915,585 $915,585 0.01 $911,483
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 883,576 $903,919 $903,919 0.01 $899,869
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 948,824 $903,431 $903,431 0.01 $900,268
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 884,967 $900,544 $900,544 0.01 $896,488
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 971,259 $898,026 $898,026 0.01 $895,193
FREMF 2019-KF70 Mortgage Trust C 9.76365% 25-SEP-2029, 9.76%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $886,790 $886,790 0.01 $885,099
BX Commercial Mortgage Trust 2021-21M A 4.472% 15-OCT-2036, 4.47%, 10/15/36 BX 2021-21M 05609CAA5 - 862,801 $864,622 $864,622 0.01 $862,801
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 860,800 $847,285 $847,285 0.01 $844,057
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 884,335 $842,039 $842,039 0.01 $839,092
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.52658% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $799,573 $799,573 0.01 $798,538
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 786,686 $785,966 $785,966 0.01 $782,688
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 811,536 $772,711 $772,711 0.01 $770,006
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 838,368 $768,214 $768,214 0.01 $766,118
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 737,480 $754,459 $754,459 0.01 $751,079
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 744,915 $752,733 $752,733 0.01 $750,485
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 699,124 $721,947 $721,947 0.01 $718,451
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 692,121 $705,269 $705,269 0.01 $702,097
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 734,220 $671,021 $671,021 0.01 $669,185
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 685,358 $652,530 $652,530 0.01 $650,245
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 650,165 $648,771 $648,771 0.01 $646,062
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $628,971 $628,971 0.01 $628,248
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 585,280 $597,507 $597,507 0.01 $596,799
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 641,042 $592,707 $592,707 0.01 $590,838
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 541,579 $567,007 $567,007 0.01 $564,074
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 582,000 $565,116 $565,116 0.01 $562,933
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 556,857 $561,012 $561,012 0.01 $559,188
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.2621% 25-JAN-2034, 5.26%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 553,677 $555,690 $555,690 0.01 $555,204
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 575,019 $552,325 $552,325 0.01 $550,408
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 571,126 $545,670 $545,670 0.01 $543,766
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 595,305 $529,323 $529,323 0.01 $528,083
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 498,512 $501,283 $501,283 0.01 $500,750
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 479,472 $461,540 $461,540 0.01 $459,942
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 492,941 $455,773 $455,773 0.01 $454,336
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 462,170 $437,809 $437,809 0.01 $436,846
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 429,095 $407,963 $407,963 0.01 $406,532
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 402,429 $390,791 $390,791 0.01 $389,282
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 388,697 $390,688 $390,688 0.01 $389,572
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 420,298 $388,816 $388,816 0.01 $387,590
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 348,390 $359,763 $359,763 0.01 $358,021
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 390,498 $354,563 $354,563 0.01 $353,587
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 383,598 $352,288 $352,288 0.01 $351,169
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 332,852 $334,103 $334,103 0.00 $333,233
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 347,862 $331,580 $331,580 0.00 $330,421
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.36%, 06/25/43 CAS 2023-R05 207942AC7 - 312,000 $331,545 $331,545 0.00 $331,110
Connecticut Avenue Securities Trust 2022-R01 1B1 6.7621% 25-DEC-2041, 6.76%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $314,991 $314,991 0.00 $313,003
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 309,159 $300,219 $300,219 0.00 $299,060
FHLMC 30yr Pool#SD1966 4.000% 01-Nov-2052, 4.00%, 11/01/52 FR 3132DPFF0 - 315,365 $297,679 $297,679 0.00 $296,628
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $296,797 $296,797 0.00 $296,554
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 311,492 $283,232 $283,232 0.00 $282,453
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 297,651 $283,210 $283,210 0.00 $282,217
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 284,948 $273,440 $273,440 0.00 $272,490
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 285,966 $271,883 $271,883 0.00 $270,930
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 296,446 $266,850 $266,850 0.00 $266,109
FNMA 30yr Pool#FS2238 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHPY7 - 278,453 $265,131 $265,131 0.00 $264,203
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 266,205 $245,296 $245,296 0.00 $244,520
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 257,531 $245,210 $245,210 0.00 $244,352
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 244,480 $240,460 $240,460 0.00 $239,544
Fannie Mae REMIC Trust 2012-126 SY 0.24036% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $238,102 $238,102 0.00 $238,080
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 227,631 $221,028 $221,028 0.00 $220,174
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 222,109 $211,170 $211,170 0.00 $210,430
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 207,114 $206,083 $206,083 0.00 $205,566
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 224,138 $204,845 $204,845 0.00 $204,284
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 210,891 $202,496 $202,496 0.00 $201,793
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 206,187 $196,310 $196,310 0.00 $195,623
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 201,676 $194,228 $194,228 0.00 $193,808
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 184,359 $168,490 $168,490 0.00 $168,029
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 187,152 $168,302 $168,302 0.00 $167,834
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 160,208 $155,560 $155,560 0.00 $154,959
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 153,816 $146,457 $146,457 0.00 $145,944
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 155,733 $142,738 $142,738 0.00 $142,349
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 149,473 $142,322 $142,322 0.00 $141,824
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 128,060 $133,749 $133,749 0.00 $133,055
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 135,418 $125,545 $125,545 0.00 $125,093
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 136,514 $125,127 $125,127 0.00 $124,786
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 127,892 $124,181 $124,181 0.00 $123,701
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 124,773 $121,921 $121,921 0.00 $121,453
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 123,504 $115,012 $115,012 0.00 $114,600
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 124,637 $113,705 $113,705 0.00 $113,393
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 110,119 $108,016 $108,016 0.00 $107,603
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 107,194 $104,095 $104,095 0.00 $103,693
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 105,520 $102,459 $102,459 0.00 $102,063
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 107,803 $100,409 $100,409 0.00 $100,095
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 104,090 $100,202 $100,202 0.00 $99,855
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 99,454 $92,633 $92,633 0.00 $92,343
Fannie Mae REMIC Trust 2013-130 FN 4.10964% 25-OCT-2042, 4.08%, 10/25/42 FNR 2013-130 3136AHG53 - 82,845 $81,943 $81,943 0.00 $81,887
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 76,423 $76,972 $76,972 0.00 $76,653
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 74,308 $67,567 $67,567 0.00 $67,381
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 74,588 $65,425 $65,425 0.00 $65,239
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 70,255 $63,072 $63,072 0.00 $62,897
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 66,298 $61,296 $61,296 0.00 $61,075
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 64,315 $58,102 $58,102 0.00 $57,941
Fannie Mae REMIC Trust 2010-109 BS 13.59985% 25-OCT-2040, 13.60%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $49,699 $49,699 0.00 $49,232
Fannie Mae REMIC Trust 2006-20 GF 4.10964% 25-APR-2036, 4.08%, 04/25/36 FNR 2006-20 31395BU43 - 49,250 $49,034 $49,034 0.00 $49,001
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - $48,960 $48,960 0.00 $0
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 48,220 $46,730 $46,730 0.00 $46,610
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 41,888 $40,999 $40,999 0.00 $40,894
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 41,257 $39,618 $39,618 0.00 $39,515
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34428% 15-OCT-2037, 4.35%, 10/15/37 FHR 3380 31397KTJ0 - 39,290 $39,307 $39,307 0.00 $39,231
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25428% 15-SEP-2040, 4.26%, 09/15/40 FHR 3721 3137GAD20 - 38,550 $38,693 $38,693 0.00 $38,620
Ginnie Mae REMIC Trust 2008-013 FB 4.27549% 20-FEB-2038, 4.22%, 02/20/38 GNR 2008-13 38375PNL1 - 36,799 $36,640 $36,640 0.00 $36,592
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 35,012 $32,592 $32,592 0.00 $32,490
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 31,057 $29,889 $29,889 0.00 $29,812
Ginnie Mae REMIC Trust 2007-040 FG 4.09549% 20-JUL-2037, 4.04%, 07/20/37 GNR 2007-40 38375KZS4 - 28,070 $27,789 $27,789 0.00 $27,754
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 28,694 $27,773 $27,773 0.00 $27,701
Ginnie Mae REMIC Trust 2004-069 CF 4.17549% 20-JUL-2034, 4.12%, 07/20/34 GNR 2004-69 38374JAT3 - 23,515 $23,556 $23,556 0.00 $23,526
Fannie Mae REMIC Trust 2013-2 QF 4.25964% 25-FEB-2043, 4.23%, 02/25/43 FNR 2013-2 3136AB4P5 - 22,252 $22,225 $22,225 0.00 $22,209
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,350 $22,025 $22,025 0.00 $21,941
Ginnie Mae REMIC Trust 2007-059 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37 GNR 2007-59 38375LPU8 - 21,967 $21,869 $21,869 0.00 $21,840
Ginnie Mae REMIC Trust 2010-133 FD 4.16954% 16-OCT-2040, 4.17%, 10/16/40 GNR 2010-133 38377MHV1 - 18,516 $18,531 $18,531 0.00 $18,498
Ginnie Mae REMIC Trust 2008-016 FC 4.27549% 20-FEB-2038, 4.22%, 02/20/38 GNR 2008-16 383742FU2 - 17,877 $17,803 $17,803 0.00 $17,780
Ginnie Mae REMIC Trust 2007-037 FW 4.08549% 20-JUN-2037, 4.03%, 06/20/37 GNR 2007-37 38375KNR9 - 17,654 $17,459 $17,459 0.00 $17,438
Ginnie Mae REMIC Trust 2005-065 FA 3.92549% 20-AUG-2035, 3.87%, 08/20/35 GNR 2005-65 38374LL25 - 16,956 $16,780 $16,780 0.00 $16,760
Ginnie Mae REMIC Trust 2004-059 FP 4.03954% 16-AUG-2034, 4.04%, 08/16/34 GNR 2004-59 38374HYS3 - 16,532 $16,507 $16,507 0.00 $16,479
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40428% 15-MAR-2032, 4.41%, 03/15/32 FHR 2426 31339W7G5 - 14,649 $14,720 $14,720 0.00 $14,691
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 16,234 $14,666 $14,666 0.00 $14,625
Fannie Mae REMIC Trust 2002-53 FK 4.15964% 25-APR-2032, 4.13%, 04/25/32 FNR 2002-53 31392EHN3 - 14,302 $14,293 $14,293 0.00 $14,283
Ginnie Mae REMIC Trust 2005-048 AF 3.97549% 20-JUN-2035, 3.92%, 06/20/35 GNR 2005-48 38374LHM6 - 14,273 $14,207 $14,207 0.00 $14,190
Fannie Mae REMIC Trust 2005-83 KT 4.05964% 25-OCT-2035, 4.03%, 10/25/35 FNR 2005-83 31394FUL7 - 12,540 $12,462 $12,462 0.00 $12,454
Fannie Mae REMIC Trust 2007-89 GF 4.27964% 25-SEP-2037, 4.25%, 09/25/37 FNR 2007-89 31396XPM0 - 11,907 $11,949 $11,949 0.00 $11,940
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15428% 15-JAN-2033, 4.16%, 01/15/33 FHR 2551 31393JAZ1 - 10,579 $10,577 $10,577 0.00 $10,557
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 11,627 $10,498 $10,498 0.00 $10,469
Ginnie Mae REMIC Trust 2012-075 FP 4.07549% 20-JUL-2041, 4.02%, 07/20/41 GNR 2012-75 38378EZ55 - 9,849 $9,865 $9,865 0.00 $9,853
Ginnie Mae REMIC Trust 2007-061 FA 4.27549% 20-OCT-2037, 4.22%, 10/20/37 GNR 2007-61 38375LLN8 - 8,989 $8,949 $8,949 0.00 $8,938
Fannie Mae REMIC Trust 2010-123 FL 4.18964% 25-NOV-2040, 4.16%, 11/25/40 FNR 2010-123 31398N2W3 - 8,151 $8,137 $8,137 0.00 $8,132
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.10428% 15-FEB-2032, 4.11%, 02/15/32 FHR 2410 31339NJN7 - 8,028 $8,030 $8,030 0.00 $8,016
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 8,052 $7,762 $7,762 0.00 $7,745
Fannie Mae REMIC Trust 2012-100 FG 4.15964% 25-SEP-2042, 4.13%, 09/25/42 FNR 2012-100 3136A8QW3 - 7,108 $7,076 $7,076 0.00 $7,071
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00428% 15-SEP-2035, 4.01%, 09/15/35 FHR 3028 31396AFB5 - 7,013 $7,010 $7,010 0.00 $6,998
Fannie Mae REMIC Trust 2003-87 FG 4.25964% 25-SEP-2033, 4.23%, 09/25/33 FNR 2003-87 31393E4W6 - 6,821 $6,834 $6,834 0.00 $6,830
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 7,080 $6,828 $6,828 0.00 $6,813
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 7,080 $6,824 $6,824 0.00 $6,810
Ginnie Mae REMIC Trust 2007-018 FD 4.07549% 20-APR-2037, 4.02%, 04/20/37 GNR 2007-18 38375JC86 - 6,631 $6,554 $6,554 0.00 $6,546
Ginnie Mae REMIC Trust 2010-006 FG 4.33954% 16-JAN-2040, 4.34%, 01/16/40 GNR 2010-6 38376TSC7 - 6,249 $6,247 $6,247 0.00 $6,237
Fannie Mae REMIC Trust 2002-16 VF 4.30964% 25-APR-2032, 4.28%, 04/25/32 FNR 2002-16 31392CWW0 - 5,935 $5,952 $5,952 0.00 $5,947
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 6,146 $5,915 $5,915 0.00 $5,903
Fannie Mae REMIC Trust 2010-95 FB 4.15964% 25-SEP-2040, 4.13%, 09/25/40 FNR 2010-95 31398NEX8 - 5,088 $5,094 $5,094 0.00 $5,090
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05428% 15-AUG-2040, 4.06%, 08/15/40 FHR 3738 3137GAYQ4 - 3,810 $3,817 $3,817 0.00 $3,810
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,028 $934 $934 0.00 $932
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25428% 15-JUL-2032, 4.26%, 07/15/32 FHR 2469 31392RC58 - 790.00 $791 $791 0.00 $790
Ginnie Mae REMIC Trust 1999-27 FE 4.13954% 16-AUG-2029, 4.14%, 08/16/29 GNR 1999-27 3837H2WA3 - 570.00 $572 $572 0.00 $570
Ginnie Mae REMIC Trust 2010-125 VF 4.12549% 20-JUN-2040, 4.07%, 06/20/40 GNR 2010-125 38377JYJ6 - 307.00 $307 $307 0.00 $306
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-234,577,532 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,910 $601,096,875 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -1,544 $-169,574,625 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-34,893,906 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -1,861 $-208,577,391 $0 0.00 $0
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/13/26 FNCL 01F040677 - -199,087,732 $-186,192,421 $-186,192,421 -2.76 $-186,192,421
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - -211,213,755 $-212,147,320 $-212,147,320 -3.14 $-212,147,320
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - -232,800,760 $-237,691,904 $-237,691,904 -3.52 $-237,691,904
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/13/26 FNCL 01F042673 - -250,000,000 $-239,726,500 $-239,726,500 -3.55 $-239,726,500
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - -257,213,621 $-252,723,957 $-252,723,957 -3.74 $-252,723,957
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/11/26 FNCL 01F040669 - -449,590,027 $-420,874,262 $-420,874,262 -6.23 $-420,874,262
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/11/26 FNCL 01F042665 - -609,602,333 $-585,097,538 $-585,097,538 -8.66 $-585,097,538
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - -625,421,561 $-615,279,725 $-615,279,725 -9.11 $-615,279,725
SEGREGATED CASH SEGCASH $0.00 18,774,200 $18,774,200 $18,774,200 0.28 $18,774,200
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,202,071,652 $-2,202,071,652 $-2,202,071,652 -32.59 $-2,202,071,652
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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