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For Institutional Investors in the US

Mortgage-Backed Securities ETF Holdings

Full Portfolio Holdings

(As of August 7, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 2.5% September Delivery, 2.50%, 09/14/26 FNCL 01F022691 - 1,393,917,386 $1,145,117,072 $1,145,117,072 16.99 $1,145,117,072
GNMA II TBA 30yr 2.5% August Delivery, 2.50%, 08/20/26 G2SF 21H022689 - 710,603,414 $598,198,745 $598,198,745 8.88 $598,198,745
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - 593,303,862 $508,798,406 $508,798,406 7.55 $508,798,406
FNMA 30yr Pool#FA5633 4.500% 01-Sep-2053, 4.50%, 09/01/53 FN 3140W6HK1 - 317,433,858 $310,242,199 $310,242,199 4.61 $305,814,075
UMBS TBA 30yr 2% September Delivery, 2.00%, 09/14/26 FNCL 01F020695 - 360,986,255 $283,281,076 $283,281,076 4.21 $283,281,076
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/14/26 FNCL 01F060691 - 232,421,092 $235,563,425 $235,563,425 3.49 $235,563,425
GNMA II TBA 30yr 5% August Delivery, 5.00%, 08/20/26 G2SF 21H050680 - 198,508,194 $193,430,553 $193,430,553 2.87 $193,430,553
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/14/26 FNCL 01F062697 - 174,168,000 $179,865,035 $179,865,035 2.67 $179,865,035
GNMA II TBA 30yr 5.5% August Delivery, 5.50%, 08/20/26 G2SF 21H052686 - 164,697,000 $164,379,794 $164,379,794 2.44 $164,379,794
GNMA II TBA 30yr 3% August Delivery, 3.00%, 08/20/26 G2SF 21H030682 - 182,289,962 $159,206,220 $159,206,220 2.36 $159,206,220
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/14/26 FNCL 01F032690 - 155,843,000 $139,145,825 $139,145,825 2.06 $139,145,825
FNMA 30yr Pool#FA5419 4.500% 01-Aug-2053, 4.50%, 08/01/53 FN 3140W6AV4 - 139,544,616 $134,801,746 $134,801,746 2.00 $133,176,653
FNMA 30yr Pool#CB9787 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140QV2V5 - 127,496,957 $126,722,522 $126,722,522 1.88 $124,715,828
GNMA II TBA 30yr 3.5% August Delivery, 3.50%, 08/20/26 G2SF 21H032688 - 132,283,377 $116,726,984 $116,726,984 1.73 $116,726,984
FNMA 30yr Pool#FA2754 4.500% 01-Jan-2049, 4.50%, 01/01/49 FN 3140W3BY4 - 111,308,879 $107,757,166 $107,757,166 1.60 $106,896,054
GNMA II TBA 30yr 4.5% August Delivery, 4.50%, 08/20/26 G2SF 21H042687 - 113,901,488 $107,605,811 $107,605,811 1.60 $107,605,811
FHLMC 30yr Pool#SL3899 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RKM1 - 108,460,368 $106,924,323 $106,924,323 1.59 $106,094,489
FNMA 30yr Pool#FS1133 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XGHK8 - 104,852,216 $99,342,815 $99,342,815 1.47 $97,897,515
FNMA 30yr Pool#FM7460 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XBJE1 - 99,657,089 $94,370,088 $94,370,088 1.40 $93,046,974
GNMA II TBA 30yr 4% August Delivery, 4.00%, 08/20/26 G2SF 21H040681 - 102,070,688 $92,963,329 $92,963,329 1.38 $92,963,329
FNMA 30yr Pool#FA5549 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W6EX6 - 93,349,917 $91,895,066 $91,895,066 1.36 $91,009,429
FNMA 30yr Pool#FA4553 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5BX1 - 84,578,380 $84,475,057 $84,475,057 1.25 $83,181,383
FNMA 30yr Pool#FA3025 5.500% 01-Sep-2055, 5.50%, 09/01/55 FN 3140W3LF4 - 82,153,765 $84,008,297 $84,008,297 1.25 $82,604,405
FHLMC 30yr Pool#SL5254 4.500% 01-Sep-2051, 4.50%, 09/01/51 FR 31427SZU5 - 83,613,315 $81,490,751 $81,490,751 1.21 $80,552,619
FNMA 30yr Pool#FS9005 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140XRAF2 - 76,211,199 $78,315,243 $78,315,243 1.16 $76,590,452
FHLMC 30yr Pool#SL5145 5.000% 01-Feb-2056, 5.00%, 02/01/56 FR 31427SWF1 - 78,868,982 $77,439,229 $77,439,229 1.15 $76,891,563
FHLMC 30yr Pool#SL2464 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 31427PW26 - 77,692,516 $75,859,431 $75,859,431 1.12 $74,612,407
FHLMC 30yr Pool#RJ4363 5.500% 01-Jun-2055, 5.50%, 06/01/55 FR 3142GUZ55 - 70,785,574 $72,124,548 $72,124,548 1.07 $71,400,962
FNMA 30yr Pool#FA3036 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LS6 - 69,562,901 $72,111,003 $72,111,003 1.07 $70,167,659
FNMA 30yr Pool#CB9331 5.500% 01-Oct-2054, 5.50%, 10/01/54 FN 3140QVLM4 - 70,815,419 $72,040,507 $72,040,507 1.07 $71,167,821
FHLMC 30yr Pool#SD1046 4.000% 01-Jul-2052, 4.00%, 07/01/52 FR 3132DNET6 - 75,216,230 $70,884,679 $70,884,679 1.05 $69,905,900
FHLMC 30yr Pool#RJ6445 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 3142GXET0 - 68,480,503 $67,608,837 $67,608,837 1.00 $66,574,205
FNMA 30yr Pool#FA3037 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3LT4 - 65,597,193 $66,962,506 $66,962,506 0.99 $66,025,871
FHLMC 30yr Pool#SL3985 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNB2 - 65,114,423 $64,467,344 $64,467,344 0.96 $63,587,998
FNMA 30yr Pool#FA0574 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0T88 - 61,680,806 $63,766,956 $63,766,956 0.95 $62,175,751
FHLMC 30yr Pool#SL4515 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SAR9 - 63,727,576 $62,690,481 $62,690,481 0.93 $62,233,662
FNMA 30yr Pool#FS8993 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQ7F8 - 56,004,505 $59,206,372 $59,206,372 0.88 $57,188,999
FNMA 30yr Pool#FA4990 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5RL0 - 57,935,302 $57,510,427 $57,510,427 0.85 $56,883,113
FNMA 30yr Pool#FA4270 5.000% 01-Dec-2055, 5.00%, 12/01/55 FN 3140W4W86 - 57,092,120 $56,665,983 $56,665,983 0.84 $56,055,245
FHLMC 30yr Pool#RJ6942 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142GXWC7 - 54,631,601 $55,782,819 $55,782,819 0.83 $54,931,273
FNMA 30yr Pool#FA5046 5.000% 01-Mar-2056, 5.00%, 03/01/56 FN 3140W5TC8 - 56,070,445 $55,432,015 $55,432,015 0.82 $55,052,125
FHLMC 30yr Pool#SL1188 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427NKA6 - 53,965,701 $54,884,127 $54,884,127 0.81 $54,318,367
FNMA 30yr Pool#CB9654 5.000% 01-Dec-2054, 5.00%, 12/01/54 FN 3140QVWQ3 - 49,961,877 $49,319,139 $49,319,139 0.73 $48,872,043
FHLMC 30yr Pool#SL0239 5.000% 01-Jan-2055, 5.00%, 01/01/55 FR 31427MHR5 - 48,457,050 $47,983,469 $47,983,469 0.71 $47,400,042
FNMA 30yr Pool#FA2246 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W2P88 - 46,577,654 $47,976,586 $47,976,586 0.71 $46,882,039
FNMA 30yr Pool#CC2018 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G42 - 45,591,639 $46,438,785 $46,438,785 0.69 $45,889,581
FNMA 30yr Pool#FA3128 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3PN3 - 44,684,391 $45,244,967 $45,244,967 0.67 $44,929,499
FNMA 30yr Pool#FA4155 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4TM9 - 44,378,084 $44,478,602 $44,478,602 0.66 $43,645,083
FHLMC 30yr Pool#SD7343 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVEQ4 - 41,800,811 $42,531,896 $42,531,896 0.63 $42,045,379
FNMA 30yr Pool#FA4202 5.000% 01-Jan-2056, 5.00%, 01/01/56 FN 3140W4U47 - 42,768,466 $42,297,146 $42,297,146 0.63 $41,991,729
FNMA 30yr Pool#CC1926 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140Y8D86 - 41,381,319 $41,185,249 $41,185,249 0.61 $40,777,196
FNMA 30yr Pool#FS9779 5.500% 01-Nov-2054, 5.50%, 11/01/54 FN 3140XR2M6 - 38,988,373 $40,250,102 $40,250,102 0.60 $39,249,532
FNMA 40yr Pool#BF0646 2.500% 01-Jun-2062, 2.50%, 06/01/62 FN 3140FXWG3 - 45,637,702 $37,775,518 $37,775,518 0.56 $37,213,227
FHLMC 30yr Pool#ZT2413 4.000% 01-Feb-2041, 4.00%, 02/01/41 FR 3132AEVE3 - 37,237,245 $36,465,922 $36,465,922 0.54 $35,743,937
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 34,530,915 $34,836,126 $34,836,126 0.52 $34,741,958
FHLMC 30yr Pool#SL0860 5.500% 01-Apr-2055, 5.50%, 04/01/55 FR 31427M5W7 - 34,015,950 $34,574,438 $34,574,438 0.51 $34,185,226
FHLMC 30yr Pool#SI2101 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3133USKN0 - 36,392,546 $34,527,265 $34,527,265 0.51 $33,997,555
FNMA 40yr Pool#BF0598 2.500% 01-Mar-2062, 2.50%, 03/01/62 FN 3140FXUY6 - 41,479,664 $34,249,292 $34,249,292 0.51 $33,825,978
FHLMC 30yr Pool#SL0938 4.000% 01-Jul-2050, 4.00%, 07/01/50 FR 31427NBG3 - 35,424,585 $34,235,857 $34,235,857 0.51 $33,740,748
FHLMC 30yr Pool#SL4452 5.000% 01-Mar-2056, 5.00%, 03/01/56 FR 31427R5N6 - 34,250,425 $34,213,538 $34,213,538 0.51 $33,684,704
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 34,000,000 $34,103,008 $34,103,008 0.51 $33,984,839
FHLMC 30yr Pool#RJ2205 5.500% 01-Aug-2054, 5.50%, 08/01/54 FR 3142GSNX2 - 33,542,533 $33,985,804 $33,985,804 0.50 $33,709,453
FNMA 30yr Pool#CC2016 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140Y8G26 - 33,069,013 $33,913,187 $33,913,187 0.50 $33,356,504
FHLMC 30yr Pool#SL0046 6.000% 01-Jan-2055, 6.00%, 01/01/55 FR 31427MBQ3 - 32,040,413 $33,799,948 $33,799,948 0.50 $32,718,068
FHLMC 30yr Pool#SL1632 4.000% 01-Nov-2053, 4.00%, 11/01/53 FR 31427NY60 - 34,936,535 $32,993,110 $32,993,110 0.49 $32,464,530
FNMA 30yr Pool#FA0576 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0UA1 - 31,767,711 $32,617,959 $32,617,959 0.48 $31,980,360
FNMA 30yr Pool#FA3191 5.500% 01-Oct-2055, 5.50%, 10/01/55 FN 3140W3RM3 - 30,760,935 $31,377,016 $31,377,016 0.47 $30,961,958
FNMA 30yr Pool#FA1951 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140W2EZ0 - 29,330,256 $31,054,274 $31,054,274 0.46 $29,965,517
FNMA 30yr Pool#FA4849 5.000% 01-Feb-2056, 5.00%, 02/01/56 FN 3140W5L77 - 30,564,025 $30,420,695 $30,420,695 0.45 $30,059,194
FNMA 30yr Pool#FA3682 5.500% 01-Feb-2055, 5.50%, 02/01/55 FN 3140W4CU9 - 29,208,625 $29,812,507 $29,812,507 0.44 $29,443,004
FNMA 30yr Pool#FA1557 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W1WT6 - 27,668,475 $29,261,080 $29,261,080 0.43 $28,253,663
FNMA 30yr Pool#FA1560 5.500% 01-Apr-2055, 5.50%, 04/01/55 FN 3140W1WW9 - 28,364,760 $28,936,970 $28,936,970 0.43 $28,592,368
FHLMC 30yr Pool#SL0238 5.000% 01-May-2054, 5.00%, 05/01/54 FR 31427MHQ7 - 28,068,007 $28,124,556 $28,124,556 0.42 $27,455,751
FNMA 40yr Pool#BF0698 3.500% 01-Dec-2062, 3.50%, 12/01/62 FN 3140FXX49 - 30,778,854 $27,417,938 $27,417,938 0.41 $27,268,128
FNMA 30yr Pool#FA4117 4.500% 01-Sep-2051, 4.50%, 09/01/51 FN 3140W4SF5 - 27,644,083 $27,166,532 $27,166,532 0.40 $26,653,736
FHLMC 30yr Pool#SL1291 4.000% 01-Nov-2054, 4.00%, 11/01/54 FR 31427NNH8 - 28,742,389 $27,071,945 $27,071,945 0.40 $26,708,663
FHLMC 30yr Pool#SL2558 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31427PZY3 - 25,580,124 $26,939,106 $26,939,106 0.40 $26,222,725
FNMA 30yr Pool#FA3105 6.000% 01-May-2055, 6.00%, 05/01/55 FN 3140W3NX3 - 25,490,120 $26,614,001 $26,614,001 0.39 $26,043,959
FNMA 30yr Pool#FA1798 4.000% 01-Aug-2052, 4.00%, 08/01/52 FN 3140W17L1 - 27,423,086 $25,829,522 $25,829,522 0.38 $25,489,134
FHLMC 30yr Pool#SL4437 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 31427R4X5 - 24,082,321 $24,986,770 $24,986,770 0.37 $24,785,932
FNMA 30yr Pool#FA5758 5.500% 01-Feb-2056, 5.50%, 02/01/56 FN 3140W6MG4 - 24,085,531 $24,532,954 $24,532,954 0.36 $24,205,389
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.11608% 25-FEB-2042, 12.12%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 23,346,843 $24,355,236 $24,355,236 0.36 $24,245,230
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 23,187,202 $23,386,584 $23,386,584 0.35 $23,315,109
FHLMC 30yr Pool#SD3271 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3132DQT48 - 22,517,375 $22,979,223 $22,979,223 0.34 $22,629,430
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 21,732,000 $22,400,510 $22,400,510 0.33 $21,959,230
FNMA 30yr Pool#FA4386 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140W42U0 - 21,027,995 $21,739,579 $21,739,579 0.32 $21,210,806
FHLMC 30yr Pool#SD3669 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3132E0CE0 - 21,325,248 $21,594,294 $21,594,294 0.32 $21,423,831
FNMA 30yr Pool#CC1195 5.000% 01-Oct-2055, 5.00%, 10/01/55 FN 3140Y7KH0 - 21,332,495 $21,130,241 $21,130,241 0.31 $20,980,143
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 21,245,763 $20,724,232 $20,724,232 0.31 $20,628,715
FNMA 30yr Pool#FM7840 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140XBWA4 - 21,759,011 $20,586,735 $20,586,735 0.31 $20,315,767
FHLMC 30yr Pool#TB3130 5.500% 01-May-2056, 5.50%, 05/01/56 FR 3142K4PQ3 - 20,300,761 $20,569,092 $20,569,092 0.30 $20,399,525
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.11608% 25-OCT-2041, 11.12%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 19,937,000 $20,474,205 $20,474,205 0.30 $20,191,886
FHLMC 30yr Pool#TB5153 5.500% 01-Jun-2056, 5.50%, 06/01/56 FR 3142K6WP2 - 19,959,444 $20,347,937 $20,347,937 0.30 $20,056,548
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 20,600,000 $20,250,284 $20,250,284 0.30 $20,133,010
Connecticut Avenue Securities Trust 2023-R06 1B1 7.51608% 25-JUL-2043, 7.52%, 07/25/43 CAS 2023-R06 20754EAF2 - 19,155,535 $20,154,773 $20,154,773 0.30 $20,098,783
FNMA 30yr Pool#FS7225 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XPA33 - 20,954,960 $19,789,246 $19,789,246 0.29 $19,575,916
FNMA 30yr Pool#FS4781 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLJ33 - 20,588,499 $19,645,896 $19,645,896 0.29 $19,222,892
FHLMC 30yr Pool#SD5061 5.500% 01-Mar-2054, 5.50%, 03/01/54 FR 3132DSTS1 - 19,148,299 $19,611,148 $19,611,148 0.29 $19,314,768
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 19,574,000 $19,579,232 $19,579,232 0.29 $19,454,448
FNMA 30yr Pool#FA5284 5.500% 01-Apr-2056, 5.50%, 04/01/56 FN 3140W52S2 - 18,994,870 $19,477,415 $19,477,415 0.29 $19,040,419
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.86608% 25-MAR-2042, 8.87%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 18,827,747 $19,371,809 $19,371,809 0.29 $19,306,893
FNMA 30yr Pool#CB7112 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140QS3W9 - 18,984,475 $19,319,386 $19,319,386 0.29 $19,072,236
FNMA 40yr Pool#BF0226 3.500% 01-Jan-2058, 3.50%, 01/01/58 FN 3140FXHC9 - 20,684,629 $18,994,483 $18,994,483 0.28 $18,685,243
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 19,431,135 $18,934,497 $18,934,497 0.28 $18,906,160
FNMA 30yr Pool#FS6382 4.000% 01-Aug-2051, 4.00%, 08/01/51 FN 3140XNCU6 - 19,721,000 $18,670,246 $18,670,246 0.28 $18,423,162
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 18,733,568 $18,440,561 $18,440,561 0.27 $18,413,241
FNMA 40yr Pool#BF0807 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3R1 - 20,435,528 $18,363,907 $18,363,907 0.27 $18,102,325
FNMA 40yr Pool#BF0713 4.000% 01-Mar-2063, 4.00%, 03/01/63 FN 3140FXYK2 - 18,959,683 $17,888,634 $17,888,634 0.27 $17,517,151
RFT 2026-RR1 Trust|6.631|07/27/2030, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 17,845,000 $17,887,472 $17,887,472 0.27 $17,844,741
FNMA 30yr Pool#FS5028 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XLSS8 - 18,833,992 $17,754,908 $17,754,908 0.26 $17,584,760
FHLMC 30yr Pool#SL0850 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 31427M5L1 - 18,032,159 $17,519,432 $17,519,432 0.26 $17,224,324
FHLMC 30yr Pool#QJ9063 5.000% 01-Nov-2054, 5.00%, 11/01/54 FR 3133D1B81 - 17,768,635 $17,500,522 $17,500,522 0.26 $17,368,482
FNMA 30yr Pool#FA1549 5.500% 01-May-2055, 5.50%, 05/01/55 FN 3140W1WK5 - 16,771,657 $17,322,061 $17,322,061 0.26 $16,881,259
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 17,370,000 $17,312,740 $17,312,740 0.26 $17,121,342
FNMA 30yr Pool#FS2863 4.000% 01-Sep-2052, 4.00%, 09/01/52 FN 3140XJFD0 - 18,278,155 $17,218,184 $17,218,184 0.26 $16,986,275
FHLMC 30yr Pool#QY8779 6.000% 01-Jul-2055, 6.00%, 07/01/55 FR 31426TXH5 - 15,260,100 $16,465,870 $16,465,870 0.24 $15,644,880
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 16,193,451 $16,040,262 $16,040,262 0.24 $15,952,600
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.52%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 15,693,000 $15,863,760 $15,863,760 0.24 $15,756,420
Connecticut Avenue Securities Trust 2022-R02 2B2 11.26608% 25-JAN-2042, 11.27%, 01/25/42 CAS 2022-R02 20754BAJ0 - 15,154,500 $15,672,702 $15,672,702 0.23 $15,606,307
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 15,444,000 $15,575,947 $15,575,947 0.23 $15,534,074
FNMA 30yr Pool#FA1358 4.500% 01-May-2050, 4.50%, 05/01/50 FN 3140W1QL0 - 15,765,882 $15,570,648 $15,570,648 0.23 $15,160,515
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - 15,500,000 $15,398,847 $15,398,847 0.23 $15,398,847
FNMA 40yr Pool#BF0806 3.500% 01-Apr-2064, 3.50%, 04/01/64 FN 3140FX3Q3 - 16,687,215 $15,218,061 $15,218,061 0.23 $14,832,003
FNMA 40yr Pool#BF0801 2.500% 01-Apr-2064, 2.50%, 04/01/64 FN 3140FX3K6 - 18,013,405 $14,884,338 $14,884,338 0.22 $14,664,571
FHLMC 30yr Pool#SD0985 4.500% 01-Oct-2050, 4.50%, 10/01/50 FR 3132DNCW1 - 15,133,815 $14,845,586 $14,845,586 0.22 $14,591,648
FNMA 30yr Pool#FS8660 5.500% 01-Aug-2054, 5.50%, 08/01/54 FN 3140XQTS6 - 14,388,555 $14,652,399 $14,652,399 0.22 $14,460,158
GS Mortgage Securities MB FLTG 56, 5.03%, 11/25/56 GSMBS 2026-AH2 362984AA4 - 14,411,654 $14,442,746 $14,442,746 0.21 $14,414,545
FNMA 30yr Pool#DA1525 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A1VT1 - 13,819,915 $14,240,755 $14,240,755 0.21 $14,131,411
FNMA 30yr Pool#FM4738 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X8HQ3 - 15,098,477 $14,141,106 $14,141,106 0.21 $14,031,665
BMP Commercial Mortgage Trust 2024-MF23 A 5.04831% 15-JUN-2041, 5.05%, 06/15/41 BMP 2024-MF23 05593JAA8 - 14,000,000 $14,057,723 $14,057,723 0.21 $14,006,679
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.2744% 25-APR-2056, 5.27%, 04/25/56 GRADE 2026-HB1 795939AC1 - 13,995,261 $14,054,666 $14,054,666 0.21 $14,021,858
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 14,268,000 $13,977,602 $13,977,602 0.21 $13,899,467
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 14,403,102 $13,972,372 $13,972,372 0.21 $13,909,959
Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 13,800,000 $13,833,350 $13,833,350 0.21 $13,800,000
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 13,502,699 $13,575,971 $13,575,971 0.20 $13,467,153
FNMA 30yr Pool#FS9116 6.000% 01-Sep-2054, 6.00%, 09/01/54 FN 3140XRDW2 - 12,891,081 $13,543,251 $13,543,251 0.20 $13,163,727
FHLMC 30yr Pool#SD6178 4.500% 01-Jan-2051, 4.50%, 01/01/51 FR 3132DT2K5 - 13,579,326 $13,353,578 $13,353,578 0.20 $13,057,917
FHLMC 30yr Pool#SL3988 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427RNE6 - 13,230,189 $13,241,388 $13,241,388 0.20 $13,011,663
FNMA 30yr Pool#FA3563 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W35Z8 - 12,808,241 $13,152,854 $13,152,854 0.20 $12,919,592
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 13,215,672 $13,073,763 $13,073,763 0.19 $13,054,490
FHLMC 30yr Pool#QH3192 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFRM3 - 12,662,379 $13,031,926 $13,031,926 0.19 $12,932,192
FNMA 30yr Pool#CC0097 5.500% 01-Mar-2055, 5.50%, 03/01/55 FN 3140Y6DB3 - 12,420,316 $12,709,392 $12,709,392 0.19 $12,528,294
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 13,180,773 $12,673,188 $12,673,188 0.19 $12,614,644
FHLMC 30yr Pool#SL4976 5.000% 01-Apr-2056, 5.00%, 04/01/56 FR 31427SQ68 - 12,775,947 $12,609,456 $12,609,456 0.19 $12,476,451
FHLMC 30yr Pool#SL4658 5.000% 01-Jan-2056, 5.00%, 01/01/56 FR 31427SE87 - 12,748,321 $12,594,997 $12,594,997 0.19 $12,449,473
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.08888% 25-OCT-2057, 6.09%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 12,130,273 $12,524,731 $12,524,731 0.19 $12,496,008
FHLMC 30yr Pool#SD5963 6.000% 01-Jul-2054, 6.00%, 07/01/54 FR 3132DTTU4 - 11,933,701 $12,516,578 $12,516,578 0.19 $12,186,099
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 12,320,619 $12,302,797 $12,302,797 0.18 $12,232,724
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.26608% 25-FEB-2045, 5.27%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 11,998,722 $12,087,747 $12,087,747 0.18 $12,063,175
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 12,265,169 $11,889,276 $11,889,276 0.18 $11,834,134
FHLMC 30yr Pool#QG6755 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C7QG5 - 11,532,877 $11,676,735 $11,676,735 0.17 $11,590,269
FNMA 40yr Pool#BF0731 2.500% 01-Jun-2063, 2.50%, 06/01/63 FN 3140FXY55 - 14,159,740 $11,576,538 $11,576,538 0.17 $11,538,189
FNMA 30yr Pool#FS8717 6.000% 01-Jul-2054, 6.00%, 07/01/54 FN 3140XQVK0 - 10,781,565 $11,456,246 $11,456,246 0.17 $11,009,595
Foundation Finance Trust 2025-2 B 4.94% 15-APR-2052, 4.94%, 04/15/52 FFIN 2025-2A 35042NAB1 - 11,371,117 $11,324,415 $11,324,415 0.17 $11,285,406
FNMA 30yr Pool#FS7541 4.000% 01-Jun-2052, 4.00%, 06/01/52 FN 3140XPLX5 - 11,933,221 $11,315,713 $11,315,713 0.17 $11,141,707
Connecticut Avenue Securities Trust 2022-R06 1B2 14.21608% 25-MAY-2042, 14.22%, 05/25/42 CAS 2022-R06 20754NAR6 - 10,436,475 $11,249,853 $11,249,853 0.17 $11,192,155
FHLMC 30yr Pool#SD6558 6.000% 01-Sep-2054, 6.00%, 09/01/54 FR 3132DUJB4 - 10,528,974 $11,123,473 $11,123,473 0.16 $10,751,662
FNMA 30yr Pool#DE6043 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWD5 - 10,329,779 $11,033,094 $11,033,094 0.16 $10,548,254
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 10,732,700 $10,697,564 $10,697,564 0.16 $10,639,801
Connecticut Avenue Securities Trust 2022-R04 1B2 13.11608% 25-MAR-2042, 13.12%, 03/25/42 CAS 2022-R04 20753YAL6 - 10,118,401 $10,675,566 $10,675,566 0.16 $10,623,955
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 10,600,000 $10,632,529 $10,632,529 0.16 $10,600,729
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 10,475,000 $10,501,528 $10,501,528 0.16 $10,477,627
FNMA 40yr Pool#BF0783 3.500% 01-Dec-2063, 3.50%, 12/01/63 FN 3140FX2R2 - 11,482,564 $10,228,370 $10,228,370 0.15 $10,171,555
FHLMC 30yr Pool#QH3306 6.000% 01-Oct-2053, 6.00%, 10/01/53 FR 3133CFU72 - 9,839,078 $10,179,019 $10,179,019 0.15 $10,095,465
FNMA 30yr Pool#CC1844 5.500% 01-Jan-2056, 5.50%, 01/01/56 FN 3140Y8BN5 - 9,817,401 $10,120,843 $10,120,843 0.15 $9,902,750
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 10,022,372 $10,077,318 $10,077,318 0.15 $10,016,505
FNMA 30yr Pool#DE1157 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BDJB7 - 9,338,463 $10,009,357 $10,009,357 0.15 $9,535,972
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 10,025,494 $10,008,038 $10,008,038 0.15 $9,951,029
FNMA 30yr Pool#FA0470 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140W0QY4 - 9,455,477 $9,923,342 $9,923,342 0.15 $9,655,460
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 9,907,234 $9,900,179 $9,900,179 0.15 $9,838,905
FNMA 30yr Pool#FS6236 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140XM4W3 - 9,319,365 $9,882,765 $9,882,765 0.15 $9,697,317
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 9,778,437 $9,864,233 $9,864,233 0.15 $9,834,670
FHLMC 30yr Pool#TC0791 6.000% 01-Aug-2056, 6.00%, 08/01/56 FR 3133W42Y7 - 9,598,007 $9,806,164 $9,806,164 0.15 $9,791,767
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - 9,213,000 $9,580,844 $9,580,844 0.14 $9,316,738
FNMA 30yr Pool#FA4709 5.500% 01-Jul-2055, 5.50%, 07/01/55 FN 3140W5GT5 - 9,358,023 $9,548,271 $9,548,271 0.14 $9,439,378
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 9,483,000 $9,414,425 $9,414,425 0.14 $9,356,967
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 9,325,000 $9,349,761 $9,349,761 0.14 $9,327,416
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 9,418,000 $9,348,663 $9,348,663 0.14 $9,279,814
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.61608% 25-MAR-2042, 14.62%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 8,744,740 $9,343,517 $9,343,517 0.14 $9,293,811
CONNECTICUT AVENUE SECUR 5.95001% 45, 5.22%, 07/25/45 CAS 2025-R05 20753CAC4 - 9,254,000 $9,301,690 $9,301,690 0.14 $9,282,919
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.48056% 25-FEB-2040, 10.48%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 8,982,000 $9,275,811 $9,275,811 0.14 $9,239,202
FHLMC 30yr Pool#SD5224 6.000% 01-Mar-2054, 6.00%, 03/01/54 FR 3132DSYV8 - 8,754,816 $9,250,308 $9,250,308 0.14 $8,939,980
FNMA 30yr Pool#FS6662 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XNML5 - 9,748,307 $9,222,432 $9,222,432 0.14 $9,101,715
FHLMC 30yr Pool#QH4373 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG2E6 - 8,792,936 $9,049,200 $9,049,200 0.13 $8,980,298
New Residential Mortgag MB 4.00%65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAP1 - 9,673,000 $9,043,632 $9,043,632 0.13 $9,001,716
FNMA 30yr Pool#FS2144 3.500% 01-Jun-2052, 3.50%, 06/01/52 FN 3140XHL21 - 9,459,197 $8,691,572 $8,691,572 0.13 $8,584,770
Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.62%, 12/25/41 CAS 2022-R01 20754LAJ8 - 8,210,585 $8,380,164 $8,380,164 0.12 $8,349,459
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.36608% 25-JUN-2042, 10.37%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 7,918,000 $8,350,088 $8,350,088 0.12 $8,318,169
Freddie Mac Multiclass Certificates, Series 5164 FA 3.8621% 25-NOV-2051, 3.87%, 11/25/51 FHR 5164 3137H3PY2 - 9,226,862 $8,332,034 $8,332,034 0.12 $8,317,171
Connecticut Avenue Securities, Series 2021-R01 1B2 9.61608% 25-OCT-2041, 9.62%, 10/25/41 CAS 2021-R01 20754RAJ5 - 8,220,000 $8,330,506 $8,330,506 0.12 $8,299,767
FNMA 30yr Pool#FS7117 6.500% 01-Feb-2054, 6.50%, 02/01/54 FN 3140XN4B7 - 7,800,782 $8,275,100 $8,275,100 0.12 $8,117,147
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.86608% 25-SEP-2041, 9.87%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 8,130,878 $8,211,198 $8,211,198 0.12 $8,180,001
Ally Bank Auto Credit-Linked Notes, Series 2025-A C 4.844% 15-JUN-2033, 4.84%, 06/15/33 ABCLN 2025-A 02007G5F6 - 8,147,748 $8,175,356 $8,175,356 0.12 $8,147,948
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.36608% 25-FEB-2042, 7.37%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 7,989,120 $8,127,676 $8,127,676 0.12 $8,104,791
FNMA 30yr Pool#DA0026 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A0A41 - 7,687,685 $7,922,042 $7,922,042 0.12 $7,860,963
FNMA 30yr Pool#DH1175 5.500% 01-May-2056, 5.50%, 05/01/56 FN 3140UGJV5 - 7,819,991 $7,870,769 $7,870,769 0.12 $7,815,124
Brean Asset Backed Securities Trust 2024-RM8 A1 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAA3 - 7,996,549 $7,862,026 $7,862,026 0.12 $7,847,033
Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.12%, 01/25/45 CAS 2025-R01 20755JAC7 - 7,839,000 $7,858,651 $7,858,651 0.12 $7,843,055
FHLMC 30yr Pool#SD7417 5.500% 01-Jan-2055, 5.50%, 01/01/55 FR 3132DVG25 - 7,583,917 $7,824,431 $7,824,431 0.12 $7,644,772
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 7,670,295 $7,665,649 $7,665,649 0.11 $7,619,049
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 7,870,583 $7,535,965 $7,535,965 0.11 $7,510,385
FHLMC 30yr Pool#QY9874 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6L3 - 7,184,816 $7,497,554 $7,497,554 0.11 $7,336,775
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 7,388,000 $7,390,829 $7,390,829 0.11 $7,348,250
Fannie Mae REMIC Trust 2022-65 FB 4.41608% 25-SEP-2052, 4.42%, 09/25/52 FNR 2022-65 3136BPCQ2 - 7,447,885 $7,386,362 $7,386,362 0.11 $7,372,658
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 7,356,000 $7,357,814 $7,357,814 0.11 $7,311,626
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 7,339,000 $7,346,474 $7,346,474 0.11 $7,328,457
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.41608% 25-NOV-2041, 11.42%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,910,000 $7,070,477 $7,070,477 0.10 $7,039,799
Alterna Funding III A 6.26% 15-MAY-2039, 6.26%, 05/16/39 TAX 2024-1A 02157JAA3 - 6,957,177 $6,994,903 $6,994,903 0.10 $6,964,658
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 $6,921,014 $6,921,014 0.10 $6,881,035
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 6,856,341 $6,894,302 $6,894,302 0.10 $6,852,090
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 6,870,000 $6,889,218 $6,889,218 0.10 $6,871,780
COOPR Residential Mortgage Trust 2026-CES1 A1B 4.996% 25-FEB-2061, 5.00%, 01/01/61 COOPR 2026-CES1 21689GAB4 - 6,914,216 $6,845,460 $6,845,460 0.10 $6,808,038
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 6,859,398 $6,807,899 $6,807,899 0.10 $6,771,933
FHLMC 30yr Pool#QH1500 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CDUZ5 - 5,939,159 $6,663,174 $6,663,174 0.10 $6,093,922
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 6,580,756 $6,595,782 $6,595,782 0.10 $6,554,618
Connecticut Avenue Securities Trust 2023-R03 2B1 9.96608% 25-APR-2043, 9.97%, 04/25/43 CAS 2023-R03 20753ACF9 - 6,026,000 $6,545,205 $6,545,205 0.10 $6,521,850
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 6,510,132 $6,532,074 $6,532,074 0.10 $6,493,440
Mello Mortgage Capital Acceptance 2024-SD1 A1 4.0% 25-APR-2054, 4.00%, 04/25/54 MELLO 58550DAA1 - 6,626,487 $6,529,663 $6,529,663 0.10 $6,518,619
RCKT Mortgage Trust 2026-CES1 A1B 4.928% 25-JAN-2056, 4.93%, 01/25/56 RCKT 2026-CES1 74939BAB2 - 6,607,795 $6,529,141 $6,529,141 0.10 $6,493,865
FHLMC 30yr Pool#SD3469 5.500% 01-Aug-2053, 5.50%, 08/01/53 FR 3132DQ2A3 - 6,376,238 $6,510,688 $6,510,688 0.10 $6,405,714
FHLMC 30yr Pool#QG3912 5.500% 01-Jun-2053, 5.50%, 06/01/53 FR 3133C4KZ6 - 6,441,094 $6,498,222 $6,498,222 0.10 $6,450,723
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 6,516,000 $6,450,621 $6,450,621 0.10 $6,412,544
Connecticut Avenue Securities Trust 2022-R05 2B2 10.61608% 25-APR-2042, 10.62%, 04/25/42 CAS 2022-R05 20754DAJ6 - 6,153,812 $6,418,159 $6,418,159 0.10 $6,392,753
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,336,778 $6,403,289 $6,403,289 0.09 $6,381,628
FNMA 30yr Pool#FA0339 5.500% 01-Jan-2055, 5.50%, 01/01/55 FN 3140W0LV5 - 6,252,227 $6,394,901 $6,394,901 0.09 $6,302,396
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 6,357,803 $6,377,577 $6,377,577 0.09 $6,354,441
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 6,398,000 $6,337,937 $6,337,937 0.09 $6,220,196
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 6,357,250 $6,283,435 $6,283,435 0.09 $6,247,313
ACHM Trust 2024-HE1 A 6.55% 25-MAY-2039, 6.55%, 05/25/39 ACHM 2024-HE1 00449TAA3 - 6,059,568 $6,189,974 $6,189,974 0.09 $6,173,436
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,068,842 $6,048,160 $6,048,160 0.09 $6,010,665
FNMA 30yr Pool#DF2677 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BS6P7 - 5,835,800 $6,002,375 $6,002,375 0.09 $5,958,346
FHLMC 30yr Pool#QX9929 6.000% 01-Apr-2055, 6.00%, 04/01/55 FR 31426HA78 - 5,625,094 $6,001,821 $6,001,821 0.09 $5,741,186
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 6,101,594 $5,989,672 $5,989,672 0.09 $5,963,231
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 5,895,085 $5,909,398 $5,909,398 0.09 $5,886,845
FNMA 30yr Pool#DA1468 6.000% 01-Sep-2053, 6.00%, 09/01/53 FN 3140A1T23 - 5,696,551 $5,891,571 $5,891,571 0.09 $5,844,992
FNMA 30yr Pool#FS4356 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140XKZW3 - 5,720,912 $5,889,819 $5,889,819 0.09 $5,841,909
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 5,930,938 $5,889,297 $5,889,297 0.09 $5,829,545
FNMA 30yr Pool#FM4129 4.000% 01-Sep-2050, 4.00%, 09/01/50 FN 3140X7ST7 - 6,194,177 $5,874,028 $5,874,028 0.09 $5,783,325
FHLMC 30yr Pool#QH7040 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CKZD3 - 5,632,973 $5,797,951 $5,797,951 0.09 $5,753,002
FNMA 30yr Pool#DE6050 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BJWL7 - 5,495,513 $5,791,715 $5,791,715 0.09 $5,634,082
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 5,721,000 $5,737,716 $5,737,716 0.09 $5,699,941
Connecticut Avenue Securities, Series 2021-R02 2B2 9.81608% 25-NOV-2041, 9.82%, 11/25/41 CAS 2021-R02 20754KAJ0 - 5,616,000 $5,714,630 $5,714,630 0.08 $5,693,192
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 5,700,000 $5,693,880 $5,693,880 0.08 $5,658,867
FNMA 30yr Pool#DB4017 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPB1 - 5,342,325 $5,682,849 $5,682,849 0.08 $5,455,315
FNMA 30yr Pool#FS7397 6.000% 01-Mar-2054, 6.00%, 03/01/54 FN 3140XPGF0 - 5,452,964 $5,682,267 $5,682,267 0.08 $5,568,294
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 5,597,000 $5,663,524 $5,663,524 0.08 $5,647,946
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 5,648,923 $5,637,840 $5,637,840 0.08 $5,605,720
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 5,659,614 $5,614,907 $5,614,907 0.08 $5,603,116
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 5,750,000 $5,587,990 $5,587,990 0.08 $5,575,108
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 5,603,353 $5,541,805 $5,541,805 0.08 $5,510,579
FNMA 30yr Pool#CA5386 4.500% 01-Mar-2050, 4.50%, 03/01/50 FN 3140QC6Y7 - 5,692,892 $5,526,741 $5,526,741 0.08 $5,457,283
FHLMC 30yr Pool#SD5223 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3132DSYU0 - 5,117,931 $5,516,474 $5,516,474 0.08 $5,226,175
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 5,685,081 $5,508,715 $5,508,715 0.08 $5,488,699
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 5,961,000 $5,495,679 $5,495,679 0.08 $5,412,805
Woodward Capital Manage MB FLTG 56, 5.66%, 05/25/56 RCKT 2026-CES5 74940FAD6 - 5,400,000 $5,401,894 $5,401,894 0.08 $5,368,766
FNMA 30yr Pool#DE7796 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUW0 - 4,748,198 $5,385,960 $5,385,960 0.08 $4,848,622
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 5,332,818 $5,369,042 $5,369,042 0.08 $5,356,467
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 5,400,000 $5,346,648 $5,346,648 0.08 $5,313,596
Ally Bank Auto Credit-Linked Notes, Series 2025-A D 4.991% 15-JUN-2033, 4.99%, 06/15/33 ABCLN 2025-A 02007G5G4 - 5,292,767 $5,303,433 $5,303,433 0.08 $5,285,088
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 5,250,000 $5,286,680 $5,286,680 0.08 $5,251,673
FNMA 30yr Pool#FS1578 4.000% 01-Oct-2050, 4.00%, 10/01/50 FN 3140XGXG9 - 5,547,943 $5,271,672 $5,271,672 0.08 $5,179,956
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.46608% 25-NOV-2043, 5.47%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 5,223,932 $5,259,523 $5,259,523 0.08 $5,248,419
FHLMC 30yr Pool#QH4638 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CHEK7 - 5,106,044 $5,259,421 $5,259,421 0.08 $5,214,845
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 5,474,809 $5,259,315 $5,259,315 0.08 $5,234,108
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.86608% 25-MAY-2042, 8.87%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 5,050,000 $5,227,877 $5,227,877 0.08 $5,210,465
FHLMC 30yr Pool#SD3813 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3132E0GW6 - 4,542,246 $5,155,609 $5,155,609 0.08 $4,648,730
FNMA 30yr Pool#FS0088 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XFC25 - 5,397,586 $5,124,339 $5,124,339 0.08 $5,049,918
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 5,164,289 $5,119,071 $5,119,071 0.08 $5,088,670
FHLMC 30yr Pool#TA2575 5.500% 01-Jan-2056, 5.50%, 01/01/56 FR 3142JQ2H1 - 5,012,080 $5,080,372 $5,080,372 0.08 $5,039,572
FNMA 30yr Pool#DB4019 6.000% 01-May-2054, 6.00%, 05/01/54 FN 3140ADPD7 - 4,888,376 $5,030,288 $5,030,288 0.07 $4,988,282
EFMT 2026-CES2 MB FLTG 61, 5.81%, 06/25/61 EFMT 2026-CES2 26846UAD8 - 5,000,000 $5,015,265 $5,015,265 0.07 $4,983,816
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 5,040,000 $5,011,211 $5,011,211 0.07 $4,940,866
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 4,923,668 $4,963,246 $4,963,246 0.07 $4,929,509
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 5,000,000 $4,947,735 $4,947,735 0.07 $4,918,853
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.73056% 25-OCT-2048, 14.73%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 4,082,000 $4,922,301 $4,922,301 0.07 $4,898,917
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 4,900,000 $4,921,418 $4,921,418 0.07 $4,911,637
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 4,900,000 $4,918,765 $4,918,765 0.07 $4,908,578
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 4,919,000 $4,914,450 $4,914,450 0.07 $4,902,048
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 4,847,877 $4,859,592 $4,859,592 0.07 $4,829,504
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 4,840,000 $4,858,921 $4,858,921 0.07 $4,843,883
FHLMC 30yr Pool#TB3678 6.000% 01-May-2056, 6.00%, 05/01/56 FR 3142K5CQ4 - 4,698,028 $4,838,574 $4,838,574 0.07 $4,799,782
RCKT Mortgage Trust 2026-CES3 A2 5.363% 25-MAR-2056, 5.36%, 03/25/56 RCKT 2026-CES3 74940LAD3 - 4,861,258 $4,822,834 $4,822,834 0.07 $4,794,590
FHLMC 30yr Pool#QF9863 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BX5Y3 - 4,747,795 $4,805,903 $4,805,903 0.07 $4,769,743
OBX 2026-HE2 Trust MB FLTG 56, 5.22%, 06/25/56 OBX 2026-HE2 67124WAD1 - 4,746,000 $4,777,743 $4,777,743 0.07 $4,768,116
FNMA 30yr Pool#DD5556 6.000% 01-Mar-2055, 6.00%, 03/01/55 FN DD5556 MTGE 3140B6E68 - 4,465,433 $4,758,243 $4,758,243 0.07 $4,559,876
Connecticut Avenue Securities Trust 2024-R01 1B1 6.31608% 25-JAN-2044, 6.32%, 01/25/44 CAS 2024-R01 20753UAF7 - 4,595,000 $4,740,768 $4,740,768 0.07 $4,729,481
FNMA 30yr Pool#BX5986 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NAUL5 - 4,667,760 $4,725,285 $4,725,285 0.07 $4,690,988
FHLMC 30yr Pool#QJ9072 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3133D1CH0 - 4,389,377 $4,694,075 $4,694,075 0.07 $4,482,212
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 4,682,000 $4,692,379 $4,692,379 0.07 $4,682,162
FNMA 30yr Pool#CA0706 4.000% 01-Nov-2047, 4.00%, 11/01/47 FN 3140Q7YC5 - 4,931,941 $4,676,170 $4,676,170 0.07 $4,614,271
Connecticut Avenue Securities Trust 2023-R05 1B1 8.36608% 25-JUN-2043, 8.37%, 06/25/43 CAS 2023-R05 207942AC7 - 4,312,000 $4,578,216 $4,578,216 0.07 $4,564,187
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.48056% 25-SEP-2048, 11.48%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 4,000,000 $4,528,644 $4,528,644 0.07 $4,510,785
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 4,500,000 $4,509,504 $4,509,504 0.07 $4,494,098
FNMA 30yr Pool#BX9326 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NELG8 - 4,409,386 $4,461,540 $4,461,540 0.07 $4,429,770
FNMA 30yr Pool#DC5656 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140ATJA5 - 4,535,696 $4,458,604 $4,458,604 0.07 $4,425,894
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 4,417,579 $4,431,947 $4,431,947 0.07 $4,419,782
EFMT 2026-CES2 MB FLTG 61, 5.91%, 06/25/61 EFMT 2026-CES2 26846UAE6 - 4,329,000 $4,350,365 $4,350,365 0.06 $4,322,668
FHLMC 30yr Pool#TB4408 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53S0 - 4,180,206 $4,311,540 $4,311,540 0.06 $4,268,618
FHLMC 30yr Pool#QZ1060 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426XFA1 - 4,096,405 $4,299,635 $4,299,635 0.06 $4,185,128
FNMA 30yr Pool#DA5019 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5SH2 - 4,061,597 $4,280,658 $4,280,658 0.06 $4,246,884
FHLMC 30yr Pool#QH4473 6.000% 01-Nov-2053, 6.00%, 11/01/53 FR 3133CG6J1 - 4,140,372 $4,267,480 $4,267,480 0.06 $4,228,596
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 4,250,000 $4,244,566 $4,244,566 0.06 $4,216,656
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.52%, 12/25/55 BVINV 2025-4 67647DAU3 - 4,218,444 $4,224,086 $4,224,086 0.06 $4,216,148
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAA0 - 4,284,257 $4,223,197 $4,223,197 0.06 $4,202,311
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 4,250,000 $4,212,719 $4,212,719 0.06 $4,187,552
FHLMC 30yr Pool#RA1100 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3133KGGH5 - 4,369,310 $4,204,571 $4,204,571 0.06 $4,079,500
FHLMC 30yr Pool#QH2259 6.000% 01-Sep-2053, 6.00%, 09/01/53 FR 3133CEQL9 - 4,058,655 $4,195,824 $4,195,824 0.06 $4,150,136
FNMA 30yr Pool#BY0337 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLT5 - 3,953,885 $4,144,831 $4,144,831 0.06 $4,108,846
FNMA 30yr Pool#DH1921 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHD31 - 4,001,349 $4,116,583 $4,116,583 0.06 $4,085,977
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.61608% 25-DEC-2041, 10.62%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 4,000,000 $4,101,168 $4,101,168 0.06 $4,084,654
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 4,100,000 $4,091,569 $4,091,569 0.06 $4,081,992
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 4,169,000 $4,079,527 $4,079,527 0.06 $4,070,189
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 4,052,359 $4,075,293 $4,075,293 0.06 $4,041,217
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 4,041,581 $4,039,728 $4,039,728 0.06 $4,024,396
FNMA 30yr Pool#DE9377 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BNM39 - 3,835,873 $4,023,470 $4,023,470 0.06 $3,918,954
REDAPTIVE INC AB 5.48%34, 5.48%, 07/25/34 RDAP 2026-EQ1A 75720LAA2 - 4,000,000 $4,015,069 $4,015,069 0.06 $4,012,633
OBX 2022-NQM7 Trust MB FLTG 66, 5.59%, 04/25/56 OBX 2026-CES1 67124LAD5 - 4,000,000 $3,977,904 $3,977,904 0.06 $3,953,698
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 $3,967,305 $3,967,305 0.06 $3,943,810
FNMA 30yr Pool#FA3788 5.500% 01-Nov-2055, 5.50%, 11/01/55 FN 3140W4F69 - 3,884,099 $3,950,128 $3,950,128 0.06 $3,917,866
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 4,000,000 $3,947,538 $3,947,538 0.06 $3,925,082
Connecticut Avenue Securities Trust 2023-R08 1B1 7.16608% 25-OCT-2043, 7.17%, 10/25/43 CAS 2023-R08 20755CAF5 - 3,750,000 $3,938,198 $3,938,198 0.06 $3,927,748
FNMA 30yr Pool#FS3246 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140XJTC7 - 3,868,224 $3,930,237 $3,930,237 0.06 $3,891,412
FHLMC 30yr Pool#QZ7654 6.000% 01-Nov-2055, 6.00%, 11/01/55 FR 31427HQG0 - 3,762,641 $3,921,398 $3,921,398 0.06 $3,844,135
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 3,881,000 $3,840,455 $3,840,455 0.06 $3,818,104
FNMA 30yr Pool#CB2907 3.500% 01-Feb-2052, 3.50%, 02/01/52 FN 3140QNGR7 - 4,095,809 $3,783,636 $3,783,636 0.06 $3,728,377
GS Mortgage Securities MB FLTG 56, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 3,735,000 $3,746,196 $3,746,196 0.06 $3,738,234
Fannie Mae REMIC Trust 2020-98 AI 3.5% 25-JAN-2061, 3.50%, 01/25/61 FNR 2020-98 3136BDLE6 - 17,684,786 $3,723,738 $3,723,738 0.06 $3,656,186
OBX 2026-HE2 Trust MB FLTG 56, 5.42%, 06/25/56 OBX 2026-HE2 67124WAE9 - 3,678,000 $3,692,516 $3,692,516 0.05 $3,684,769
Connecticut Avenue Securities Trust 2023-R01 1B1 8.71608% 25-DEC-2042, 8.72%, 12/25/42 CAS 2023-R01 207932AF1 - 3,500,000 $3,690,877 $3,690,877 0.05 $3,679,013
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 3,676,720 $3,690,485 $3,690,485 0.05 $3,667,741
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 3,662,353 $3,617,906 $3,617,906 0.05 $3,597,342
FHLMC 30yr Pool#QH5204 6.500% 01-Nov-2053, 6.50%, 11/01/53 FR 3133CHX91 - 2,830,431 $3,614,731 $3,614,731 0.05 $2,959,553
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.71608% 25-JAN-2042, 10.72%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,500,000 $3,605,869 $3,605,869 0.05 $3,591,283
FIGRE TRUST 2025-FL1 5.265% 55, 5.26%, 07/25/55 FIGRE 2025-FL1 31684QAA8 - 3,590,101 $3,591,681 $3,591,681 0.05 $3,571,204
FHLMC 30yr Pool#QX6719 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426CPD0 - 3,446,387 $3,586,317 $3,586,317 0.05 $3,519,278
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.36608% 25-FEB-2042, 8.37%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 3,500,000 $3,578,444 $3,578,444 0.05 $3,567,057
FNMA 30yr Pool#DE7795 6.000% 01-Aug-2055, 6.00%, 08/01/55 FN 3140BLUV2 - 3,415,896 $3,574,027 $3,574,027 0.05 $3,489,881
Ginnie Mae REMIC Trust 2023-116 LF 4.92139% 20-AUG-2053, 4.92%, 08/20/53 GNR 2023-116 38384EFT7 - 3,526,355 $3,561,556 $3,561,556 0.05 $3,551,915
FNMA 30yr Pool#FS2135 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140XHLR6 - 3,731,957 $3,537,305 $3,537,305 0.05 $3,486,357
Connecticut Avenue Securities Trust 2022-R07 1B2 15.61608% 25-JUN-2042, 15.62%, 06/25/42 CAS 2022-R07 20754MAL1 - 3,206,201 $3,513,566 $3,513,566 0.05 $3,494,095
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 3,456,116 $3,468,153 $3,468,153 0.05 $3,446,026
FNMA 30yr Pool#DD3307 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD3307 MTGE 3140B3U91 - 3,349,710 $3,447,289 $3,447,289 0.05 $3,420,556
FNMA 30yr Pool#DA5072 6.500% 01-Nov-2053, 6.50%, 11/01/53 FN 3140A5T65 - 3,273,391 $3,434,990 $3,434,990 0.05 $3,407,127
FHLMC 30yr Pool#QI8221 6.000% 01-Jun-2054, 6.00%, 06/01/54 FR 3133WFD20 - 3,303,902 $3,399,644 $3,399,644 0.05 $3,373,779
FHLMC 30yr Pool#QH0826 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CC4K9 - 3,349,991 $3,391,360 $3,391,360 0.05 $3,366,661
FHLMC 30yr Pool#QF7280 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVCR4 - 3,330,243 $3,387,870 $3,387,870 0.05 $3,350,206
FHLMC 30yr Pool#QF7810 5.500% 01-Jan-2053, 5.50%, 01/01/53 FR 3133BVVB8 - 3,317,952 $3,362,920 $3,362,920 0.05 $3,337,841
GS Mortgage Securities MB FLTG 56, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 3,324,000 $3,334,160 $3,334,160 0.05 $3,327,268
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M2 7.46608% 25-JUN-2043, 7.47%, 06/25/43 STACR 2023-HQA2 35564K2K4 - 3,130,000 $3,287,141 $3,287,141 0.05 $3,278,053
FNMA 30yr Pool#BY0335 6.000% 01-May-2053, 6.00%, 05/01/53 FN 3140NGLR9 - 3,190,320 $3,284,121 $3,284,121 0.05 $3,255,519
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 3,253,874 $3,228,737 $3,228,737 0.05 $3,223,991
FHLMC 30yr Pool#QH7549 6.000% 01-Dec-2053, 6.00%, 12/01/53 FR 3133CLL61 - 3,133,009 $3,223,805 $3,223,805 0.05 $3,199,768
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M2 9.11608% 25-MAR-2043, 9.12%, 03/25/43 STACR 2023-DNA1 35564KP94 - 3,000,000 $3,219,725 $3,219,725 0.05 $3,209,088
FNMA 30yr Pool#DF1002 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDG1 - 3,108,280 $3,200,668 $3,200,668 0.05 $3,176,981
FNMA 30yr Pool#FM7031 4.000% 01-Jan-2051, 4.00%, 01/01/51 FN 3140XAY55 - 3,353,160 $3,173,130 $3,173,130 0.05 $3,130,750
FHLMC 30yr Pool#TA0253 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JNH74 - 2,994,674 $3,122,050 $3,122,050 0.05 $3,059,535
FHLMC 30yr Pool#QH6041 5.500% 01-Dec-2053, 5.50%, 12/01/53 FR 3133CJWA5 - 3,092,794 $3,122,036 $3,122,036 0.05 $3,097,418
EFMT 2025-RTL1 0% 40, 5.22%, 11/25/40 EFMT 2025-RTL1 26846FAA7 - 3,108,000 $3,102,313 $3,102,313 0.05 $3,095,552
FHLMC 30yr Pool#QH1144 5.500% 01-Sep-2053, 5.50%, 09/01/53 FR 3133CDHV9 - 3,054,789 $3,093,776 $3,093,776 0.05 $3,069,991
OBX 2026 HE1 FLTG 2056 A1B, 5.12%, 02/25/56 OBX 2026-HE1 67124BAB1 - 3,071,469 $3,082,177 $3,082,177 0.05 $3,075,193
FNMA 30yr Pool#BX6124 6.500% 01-Jan-2053, 6.50%, 01/01/53 FN 3140NAYW7 - 2,907,466 $3,080,506 $3,080,506 0.05 $3,056,655
FHLMC 30yr Pool#QZ3837 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BHP3 - 2,823,388 $3,038,633 $3,038,633 0.05 $2,884,540
FHLMC 30yr Pool#TA1465 6.000% 01-Dec-2055, 6.00%, 12/01/55 FR 3142JPTX9 - 2,892,930 $2,980,865 $2,980,865 0.04 $2,955,588
FHLMC 30yr Pool#QX5273 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426A2F4 - 2,890,060 $2,978,529 $2,978,529 0.04 $2,954,646
FNMA 30yr Pool#MA4026 4.000% 01-May-2050, 4.00%, 05/01/50 FN 31418DPL0 - 3,144,568 $2,950,449 $2,950,449 0.04 $2,922,382
FNMA 30yr Pool#DH1918 6.000% 01-Jun-2056, 6.00%, 06/01/56 FN 3140UHDY3 - 2,794,974 $2,940,898 $2,940,898 0.04 $2,855,510
FHLMC 30yr Pool#TB4407 6.000% 01-Jun-2056, 6.00%, 06/01/56 FR 3142K53R2 - 2,841,714 $2,925,893 $2,925,893 0.04 $2,903,262
GWT Commercial Mortgage Trust 2024-WLF2 A 5.36761% 15-MAY-2041, 5.37%, 05/15/41 GWT 2024-WLF2 362414AA2 - 2,900,000 $2,915,808 $2,915,808 0.04 $2,904,566
COOPR Residential Mortgage Trust 2026-CES1 A2 5.158% 25-FEB-2061, 5.16%, 02/25/61 COOPR 2026-CES1 21689GAD0 - 2,949,000 $2,908,520 $2,908,520 0.04 $2,892,041
BX Trust 2021-BXMF C 4.98227% 15-OCT-2038, 4.98%, 10/15/26 BX 2021-BXMF 05609RAJ3 - 2,891,000 $2,900,533 $2,900,533 0.04 $2,890,131
FNMA 30yr Pool#FM1540 4.000% 01-Sep-2049, 4.00%, 09/01/49 FN 3140X4WA0 - 3,006,679 $2,900,378 $2,900,378 0.04 $2,807,250
FHLMC 30yr Pool#SD1111 4.000% 01-Jun-2050, 4.00%, 06/01/50 FR 3132DNGU1 - 3,010,169 $2,881,834 $2,881,834 0.04 $2,818,235
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.98056% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 2,560,595 $2,861,559 $2,861,559 0.04 $2,852,616
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,750,000 $2,763,107 $2,763,107 0.04 $2,754,971
FNMA 30yr Pool#MA4056 4.000% 01-Jun-2050, 4.00%, 06/01/50 FN 31418DQJ4 - 2,946,014 $2,762,729 $2,762,729 0.04 $2,737,858
FNMA 30yr Pool#BX8700 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NDU21 - 2,722,021 $2,754,767 $2,754,767 0.04 $2,734,605
RCKT MORTGAGE TRUST 2025-CE 5.16% 34, 5.16%, 07/25/34 RCKTL 2025-1A 74939RAC5 - 2,750,000 $2,747,029 $2,747,029 0.04 $2,741,904
FHLMC 30yr Pool#QZ4951 6.000% 01-Oct-2055, 6.00%, 10/01/55 FR 31427CQD8 - 2,660,236 $2,739,203 $2,739,203 0.04 $2,717,853
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.27%, 02/25/56 OBX 2026-HE1 67124BAD7 - 2,707,000 $2,732,636 $2,732,636 0.04 $2,726,300
Chase Mortgage Reference Notes, Series 2021-CL1 M1 4.81608% 25-FEB-2050, 4.82%, 02/25/50 CHASE 2021-CL1 46591HBX7 - 2,732,884 $2,699,596 $2,699,596 0.04 $2,694,465
Fannie Mae Pool|4|03/01/2050, 4.00%, 03/01/50 FN 3140X8S24 - 2,794,534 $2,645,948 $2,645,948 0.04 $2,610,626
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 2,601,347 $2,613,855 $2,613,855 0.04 $2,595,495
FHLMC 30yr Pool#SD6905 6.000% 01-Nov-2054, 6.00%, 11/01/54 FR 3132DUU62 - 2,466,204 $2,585,086 $2,585,086 0.04 $2,516,606
FHLMC 30yr Pool#QF9276 5.500% 01-Mar-2053, 5.50%, 03/01/53 FR 3133BXJV4 - 2,543,063 $2,574,035 $2,574,035 0.04 $2,555,718
FNMA 30yr Pool#DF5622 6.000% 01-Nov-2055, 6.00%, 11/01/55 FN 3140BWG85 - 2,368,107 $2,572,257 $2,572,257 0.04 $2,419,397
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 2,600,000 $2,543,614 $2,543,614 0.04 $2,537,953
FHLMC 30yr Pool#Q57869 4.000% 01-Aug-2048, 4.00%, 08/01/48 FG 3132Y1W79 - 2,561,068 $2,484,471 $2,484,471 0.04 $2,395,709
FNMA 30yr Pool#BV5393 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MJ7F6 - 2,705,643 $2,470,949 $2,470,949 0.04 $2,454,029
FHLMC 30yr Pool#QG2539 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZC5 - 2,365,496 $2,469,456 $2,469,456 0.04 $2,450,393
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,500,000 $2,465,925 $2,465,925 0.04 $2,451,825
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 2,450,000 $2,460,667 $2,460,667 0.04 $2,455,818
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,500,000 $2,457,898 $2,457,898 0.04 $2,443,530
BX Trust 2021-BXMF G 7.140513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 2,432,500 $2,442,972 $2,442,972 0.04 $2,430,428
FHLMC 30yr Pool#QI7710 5.500% 01-Jun-2054, 5.50%, 06/01/54 FR 3133WER77 - 2,396,640 $2,426,132 $2,426,132 0.04 $2,408,566
FNMA 30yr Pool#BY8533 6.500% 01-Aug-2053, 6.50%, 08/01/53 FN 3140NRPT7 - 2,286,964 $2,399,337 $2,399,337 0.04 $2,380,400
FHLMC 30yr Pool#QZ4131 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSV8 - 2,233,927 $2,389,078 $2,389,078 0.04 $2,281,174
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 2,425,000 $2,383,513 $2,383,513 0.04 $2,369,789
FNMA 30yr Pool#DC1102 5.500% 01-Sep-2054, 5.50%, 09/01/54 FN 3140ANGL7 - 2,341,803 $2,370,932 $2,370,932 0.04 $2,353,456
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 2,380,125 $2,362,474 $2,362,474 0.04 $2,348,937
FNMA 30yr Pool#DC1302 5.000% 01-Aug-2054, 5.00%, 08/01/54 FN 3140ANNU9 - 2,397,184 $2,353,573 $2,353,573 0.03 $2,337,082
FHLMC 30yr Pool#SD3523 3.000% 01-Jun-2052, 3.00%, 06/01/52 FR 3132DQ4G8 - 2,666,678 $2,332,401 $2,332,401 0.03 $2,317,794
FNMA 30yr Pool#DD8279 6.000% 01-Apr-2055, 6.00%, 04/01/55 FN 3140B9FV6 - 2,255,349 $2,323,430 $2,323,430 0.03 $2,304,198
FNMA 30yr Pool#DE2839 6.000% 01-Jun-2055, 6.00%, 06/01/55 FN 3140BFEM3 - 2,255,064 $2,321,386 $2,321,386 0.03 $2,303,907
OBX 2022-NQM7 Trust MB FLTG 66, 5.42%, 04/25/56 OBX 2026-CES1 67124LAB9 - 2,321,107 $2,318,970 $2,318,970 0.03 $2,305,331
FNMA 30yr Pool#BY5913 5.500% 01-Sep-2053, 5.50%, 09/01/53 FN 3140NNSB2 - 2,286,703 $2,318,377 $2,318,377 0.03 $2,298,082
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 2,327,173 $2,311,122 $2,311,122 0.03 $2,298,224
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 2,318,440 $2,309,839 $2,309,839 0.03 $2,304,766
Ginnie Mae REMIC Trust 2017-163 LO 0.0% 16-MAY-2041, 0.00%, 05/16/41 GNR 2017-163 38380KNA9 - 3,012,368 $2,267,701 $2,267,701 0.03 $2,267,701
Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.22%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,242,211 $2,248,521 $2,248,521 0.03 $2,243,973
FHLMC 30yr Pool#QG2543 5.500% 01-May-2053, 5.50%, 05/01/53 FR 3133C2ZG6 - 2,040,117 $2,058,120 $2,058,120 0.03 $2,043,166
FHLMC 30yr Pool#QY9883 6.000% 01-Aug-2055, 6.00%, 08/01/55 FR 31426U6V1 - 1,947,831 $2,040,902 $2,040,902 0.03 $1,990,019
FNMA 30yr Pool#DF0313 6.000% 01-Sep-2055, 6.00%, 09/01/55 FN 3140BQK34 - 1,894,906 $2,029,638 $2,029,638 0.03 $1,935,948
PRPM 2024-RCF2 A1 3.75% 25-MAR-2054, 3.75%, 03/25/54 PRPM 2024-RCF2 693987AA7 - 2,056,937 $2,014,228 $2,014,228 0.03 $2,011,014
FNMA 30yr Pool#BY0338 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLU2 - 1,889,036 $1,981,636 $1,981,636 0.03 $1,965,759
FNMA 30yr Pool#DA3549 6.500% 01-Oct-2053, 6.50%, 10/01/53 FN 3140A35K5 - 1,810,487 $1,908,337 $1,908,337 0.03 $1,893,080
FNMA 30yr Pool#FS1640 4.000% 01-Apr-2052, 4.00%, 04/01/52 FN 3140XGZE2 - 2,019,375 $1,892,276 $1,892,276 0.03 $1,879,607
FNMA 30yr Pool#FS3001 4.000% 01-Oct-2051, 4.00%, 10/01/51 FN 3140XJKP7 - 1,991,450 $1,885,040 $1,885,040 0.03 $1,859,360
Bayview Opportunity Master Fund VII Trust 2024-CAR1 B 4.91608% 25-DEC-2031, 4.92%, 12/26/31 BVCLN 2024-CAR1 07336QAB8 - 1,874,993 $1,881,890 $1,881,890 0.03 $1,878,305
FNMA 30yr Pool#BX8072 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NC6J3 - 1,853,423 $1,875,277 $1,875,277 0.03 $1,861,991
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.33888% 25-OCT-2057, 6.34%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 1,779,262 $1,842,218 $1,842,218 0.03 $1,837,832
FNMA 30yr Pool#DF0998 6.000% 01-Oct-2055, 6.00%, 10/01/55 FN 3140BRDC0 - 1,755,361 $1,807,339 $1,807,339 0.03 $1,793,380
Ally Bank Auto Credit-Linked Notes, Series 2024-A C 6.022% 15-MAY-2032, 6.02%, 05/17/32 ABCLN 2024-A 02007GZ63 - 1,777,198 $1,801,718 $1,801,718 0.03 $1,794,285
FHLMC 30yr Pool#SI2017 4.000% 01-Dec-2048, 4.00%, 12/01/48 FR 3133USG21 - 1,877,754 $1,768,755 $1,768,755 0.03 $1,754,180
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.16608% 25-FEB-2050, 5.17%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 1,782,296 $1,747,772 $1,747,772 0.03 $1,744,191
FNMA 30yr Pool#DA3538 6.000% 01-Oct-2053, 6.00%, 10/01/53 FN 3140A34Y6 - 1,658,040 $1,712,316 $1,712,316 0.03 $1,695,412
FHLMC 30yr Pool#QX7432 6.000% 01-Feb-2055, 6.00%, 02/01/55 FR 31426DHJ4 - 1,642,816 $1,691,900 $1,691,900 0.03 $1,677,561
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 1,723,000 $1,690,245 $1,690,245 0.03 $1,680,250
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 1,700,000 $1,677,272 $1,677,272 0.02 $1,667,603
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 1,659,425 $1,670,286 $1,670,286 0.02 $1,665,591
FHLMC 30yr Pool#SD1551 4.000% 01-Mar-2050, 4.00%, 03/01/50 FR 3132DNWL3 - 1,737,511 $1,640,343 $1,640,343 0.02 $1,623,166
Foundation Finance Trust 2023-2 A 6.53% 15-JUN-2049, 6.53%, 06/15/49 FFIN 2023-2A 35042RAA4 - 1,547,663 $1,593,575 $1,593,575 0.02 $1,586,556
FNMA 30yr Pool#MA3521 4.000% 01-Nov-2048, 4.00%, 11/01/48 FN 31418C4F8 - 1,669,122 $1,581,795 $1,581,795 0.02 $1,559,277
Chase Mortgage Reference Notes, Series 2021-CL1 M2 4.96608% 25-FEB-2050, 4.97%, 02/25/50 CHASE 2021-CL1 46591HBY5 - 1,605,569 $1,575,586 $1,575,586 0.02 $1,572,485
FHLMC 30yr Pool#SD0943 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3132DNBL6 - 1,658,474 $1,531,370 $1,531,370 0.02 $1,509,693
FHLMC 30yr Pool#QI4878 6.000% 01-Apr-2054, 6.00%, 04/01/54 FR 3133WBM37 - 1,480,157 $1,525,868 $1,525,868 0.02 $1,513,235
Fannie Mae Pool|4|08/01/2050, 4.00%, 08/01/50 FN 3140X8UA3 - 1,601,865 $1,500,369 $1,500,369 0.02 $1,488,682
Santander Bank Auto Credit-Linked Notes, Series 2024-A B 5.622% 15-JUN-2032, 5.62%, 06/15/32 SBCLN 2024-A 80290CCJ1 - 1,479,621 $1,495,487 $1,495,487 0.02 $1,489,711
FNMA 30yr Pool#DD4221 6.000% 01-Feb-2055, 6.00%, 02/01/55 FN DD4221 MTGE 3140B4VP2 - 1,451,921 $1,494,222 $1,494,222 0.02 $1,482,629
FHLMC 30yr Pool#SD4456 4.000% 01-Aug-2050, 4.00%, 08/01/50 FR 3132E05R9 - 1,543,526 $1,462,071 $1,462,071 0.02 $1,441,146
FHLMC 30yr Pool#QZ4132 6.000% 01-Sep-2055, 6.00%, 09/01/55 FR 31427BSW6 - 1,404,314 $1,445,358 $1,445,358 0.02 $1,434,730
FNMA 30yr Pool#CB2681 3.500% 01-Jan-2052, 3.50%, 01/01/52 FN 3140QM6T6 - 1,565,346 $1,442,073 $1,442,073 0.02 $1,425,042
FHLMC 30yr Pool#QY7439 6.000% 01-Jun-2055, 6.00%, 06/01/55 FR 31426SHR3 - 1,395,151 $1,440,721 $1,440,721 0.02 $1,425,368
FNMA 30yr Pool#DA0036 6.500% 01-Sep-2053, 6.50%, 09/01/53 FN 3140A0BE8 - 1,335,205 $1,401,658 $1,401,658 0.02 $1,389,756
FHLMC 30yr Pool#Q58477 4.000% 01-Sep-2048, 4.00%, 09/01/48 FG 3132Y2M37 - 1,382,457 $1,368,166 $1,368,166 0.02 $1,293,197
FNMA 30yr Pool#BY1896 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NJDA9 - 1,341,528 $1,353,840 $1,353,840 0.02 $1,343,534
FHLMC 30yr Pool#QG4340 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4ZD9 - 1,288,625 $1,345,259 $1,345,259 0.02 $1,334,873
FNMA 30yr Pool#MA3415 4.000% 01-Jul-2048, 4.00%, 07/01/48 FN 31418CYM0 - 1,409,527 $1,337,389 $1,337,389 0.02 $1,316,766
FNMA 30yr Pool#DC9709 6.000% 01-Jan-2055, 6.00%, 01/01/55 FN 3140AXYF8 - 1,259,068 $1,316,418 $1,316,418 0.02 $1,289,883
FHF Trust 2024-1 (First Help Financial) A2 5.69% 15-FEB-2030, 5.69%, 02/15/30 FHF 2024-1A 31568AAB2 - 1,278,409 $1,287,568 $1,287,568 0.02 $1,282,516
FNMA 30yr Pool#CA5573 4.000% 01-Apr-2050, 4.00%, 04/01/50 FN 3140QDFP4 - 1,374,182 $1,285,877 $1,285,877 0.02 $1,277,086
FNMA 30yr Pool#BY0327 6.500% 01-May-2053, 6.50%, 05/01/53 FN 3140NGLH1 - 1,223,001 $1,279,032 $1,279,032 0.02 $1,268,940
FNMA 30yr Pool#BX7860 5.500% 01-Mar-2053, 5.50%, 03/01/53 FN 3140NCWW5 - 1,237,755 $1,252,718 $1,252,718 0.02 $1,243,166
Connecticut Avenue Securities Trust 2023-R02 1B2 11.51608% 25-JAN-2043, 11.52%, 01/25/43 CAS 2023-R02 20755AAE2 - 1,090,000 $1,192,612 $1,192,612 0.02 $1,187,730
FNMA 30yr Pool#DB3056 5.500% 01-May-2054, 5.50%, 05/01/54 FN 3140ACME0 - 1,165,512 $1,184,642 $1,184,642 0.02 $1,175,900
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 1,184,704 $1,180,684 $1,180,684 0.02 $1,173,645
FHLMC 30yr Pool#QF2561 5.500% 01-Nov-2052, 5.50%, 11/01/52 FR 3133BPZ27 - 1,165,040 $1,180,531 $1,180,531 0.02 $1,172,024
Santander Bank Auto Credit-Linked Notes, Series 2023-B B 5.64% 15-DEC-2033, 5.64%, 12/15/33 SBCLN 2023-B 80290CCB8 - 1,163,048 $1,175,215 $1,175,215 0.02 $1,170,660
FNMA 30yr Pool#BT8051 5.500% 01-Jan-2053, 5.50%, 01/01/53 FN 3140LW5M5 - 1,144,975 $1,160,382 $1,160,382 0.02 $1,151,838
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 1,166,000 $1,152,826 $1,152,826 0.02 $1,145,733
FNMA 40yr Pool#BF0167 3.000% 01-Feb-2057, 3.00%, 02/01/57 FN 3140FXFH0 - 1,329,156 $1,140,489 $1,140,489 0.02 $1,129,839
FNMA 30yr Pool#BX0804 5.500% 01-Nov-2052, 5.50%, 11/01/52 FN 3140N43N5 - 1,105,849 $1,118,723 $1,118,723 0.02 $1,110,350
FNMA 30yr Pool#MA3149 4.000% 01-Oct-2047, 4.00%, 10/01/47 FN 31418CQB3 - 1,169,016 $1,109,540 $1,109,540 0.02 $1,093,719
FHLMC 30yr Pool#SD8003 4.000% 01-Jul-2049, 4.00%, 07/01/49 FR 3132DV3L7 - 1,140,882 $1,084,237 $1,084,237 0.02 $1,065,209
FNMA 30yr Pool#FM9138 4.000% 01-Mar-2050, 4.00%, 03/01/50 FN 3140XDEL6 - 1,127,830 $1,067,406 $1,067,406 0.02 $1,053,608
FNMA 30yr Pool#AS6811 3.000% 01-Mar-2046, 3.00%, 03/01/46 FN 3138WGR97 - 1,182,348 $1,060,743 $1,060,743 0.02 $1,052,013
FNMA 30yr Pool#BJ9181 5.000% 01-May-2048, 5.00%, 05/01/48 FN 3140HBFX1 - 1,028,698 $1,050,160 $1,050,160 0.02 $1,019,473
RCKT Mortgage Trust 2025-CES10 A1B 4.995% 25-OCT-2055, 5.00%, 11/25/55 RCKT 2025-CES10 74939LAB0 - 1,047,290 $1,038,074 $1,038,074 0.02 $1,032,407
Ally Bank Auto Credit-Linked Notes, Series 2024-A D 6.315% 15-MAY-2032, 6.31%, 05/17/32 ABCLN 2024-A 02007GZ71 - 1,015,542 $1,029,672 $1,029,672 0.02 $1,025,218
FHLMC 30yr Pool#ZT2087 4.000% 01-Jun-2049, 4.00%, 06/01/49 FR 3132AEJ80 - 1,081,013 $1,029,294 $1,029,294 0.02 $1,009,311
FNMA 30yr Pool#AS7492 4.000% 01-Jul-2046, 4.00%, 07/01/46 FN 3138WHKE1 - 1,067,311 $1,011,323 $1,011,323 0.01 $1,003,227
FHLMC 30yr Pool#QG3885 6.500% 01-Jun-2053, 6.50%, 06/01/53 FR 3133C4J62 - 960,940 $1,003,131 $1,003,131 0.01 $995,427
ACHV ABS Trust 2024-1PL B 6.34% 25-APR-2031, 6.34%, 04/25/31 ACHV 2024-1PL 00092BAB0 - 915,384 $920,714 $920,714 0.01 $918,296
Bayview Opportunity Master Fund VII Trust 2024-CAR1 C 5.11608% 25-DEC-2031, 5.12%, 12/26/31 BVCLN 2024-CAR1 07336QAC6 - 912,497 $916,500 $916,500 0.01 $914,685
FHLMC 30yr Pool#QG6538 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7HP5 - 891,918 $902,702 $902,702 0.01 $896,357
FREMF 2019-KF70 Mortgage Trust C 9.74627% 25-SEP-2029, 9.75%, 09/25/29 FREMF 2019-KF70 30298UAJ0 - 890,414 $889,204 $889,204 0.01 $885,829
FHLMC 30yr Pool#QH3309 5.500% 01-Oct-2053, 5.50%, 10/01/53 FR 3133CFVA4 - 880,851 $888,802 $888,802 0.01 $882,168
FNMA 30yr Pool#BV8484 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MNNA0 - 971,051 $886,457 $886,457 0.01 $880,747
FNMA 30yr Pool#FM1598 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140X4X43 - 934,620 $881,739 $881,739 0.01 $873,113
FNMA 30yr Pool#BV4203 3.500% 01-Apr-2052, 3.50%, 04/01/52 FN 3140MHU56 - 963,368 $880,096 $880,096 0.01 $873,778
FNMA 30yr Pool#BY0361 6.500% 01-Jun-2053, 6.50%, 06/01/53 FN 3140NGMK3 - 814,948 $852,338 $852,338 0.01 $845,729
FHLMC 30yr Pool#QG6948 5.500% 01-Jul-2053, 5.50%, 07/01/53 FR 3133C7WH6 - 835,140 $845,268 $845,268 0.01 $839,296
GNMA II 30yr Pool#MA5021 4.500% 20-Feb-2048, 4.50%, 02/20/48 G2 36179TSJ5 - 835,557 $817,175 $817,175 0.01 $806,097
FHLMC 30yr Pool#ZM8197 4.000% 01-Sep-2048, 4.00%, 09/01/48 FR 3131Y3DA1 - 822,530 $813,004 $813,004 0.01 $768,399
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.53056% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 728,791 $804,771 $804,771 0.01 $802,354
FNMA 30yr Pool#CC0990 5.000% 01-Sep-2055, 5.00%, 09/01/55 FN 3140Y7C48 - 772,562 $769,052 $769,052 0.01 $758,532
FNMA 30yr Pool#BN4541 4.000% 01-Feb-2049, 4.00%, 02/01/49 FN 3140JMBK7 - 798,167 $758,476 $758,476 0.01 $745,640
RCKT Mortgage Trust 2025-CES10 M1 5.662% 25-OCT-2055, 5.66%, 11/25/55 RCKT 2025-CES10 74939LAE4 - 763,000 $754,923 $754,923 0.01 $750,243
FNMA 30yr Pool#AB9341 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31417GLX2 - 814,904 $746,794 $746,794 0.01 $735,278
FNMA 30yr Pool#BY0782 5.500% 01-Apr-2053, 5.50%, 04/01/53 FN 3140NG2Q2 - 734,893 $743,800 $743,800 0.01 $738,551
FHLMC 30yr Pool#QG7338 6.000% 01-Jul-2053, 6.00%, 07/01/53 FR 3133C8EK7 - 695,891 $716,390 $716,390 0.01 $710,609
U.S. Auto Funding 2021-1 C 2.2% 15-MAY-2026, 2.20%, 05/15/27 USAUT 2021-1A 90355EAC5 - 919,777 $695,593 $695,593 0.01 $694,187
FNMA 30yr Pool#BY0866 5.500% 01-May-2053, 5.50%, 05/01/53 FN 3140NG6C9 - 687,038 $694,697 $694,697 0.01 $688,863
FHLMC 30yr Pool#ZT1926 3.000% 01-Nov-2043, 3.00%, 11/01/43 FR 3132AED78 - 722,652 $657,047 $657,047 0.01 $650,842
GNMA II 30yr Pool#MA5264 4.000% 20-Jun-2048, 4.00%, 06/20/48 G2 36179TZ57 - 666,938 $629,179 $629,179 0.01 $620,282
Compass Datacenters Issuer II, Series 2024-1 B_2401 7.0% 25-FEB-2049, 7.00%, 02/25/49 CMPDC 2024-1A 20469AAC3 - 620,000 $627,015 $627,015 0.01 $625,207
FNMA 30yr Pool#CB6864 5.000% 01-Aug-2053, 5.00%, 08/01/53 FN 3140QSTW1 - 624,905 $626,775 $626,775 0.01 $612,495
FHLMC 30yr Pool#QE1073 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133BAFN6 - 636,618 $581,189 $581,189 0.01 $577,415
FHF Issuer Trust 2023-2 (First Help Financial) A2 6.79% 15-OCT-2029, 6.79%, 10/15/29 FHF 2023-2A 30333LAB4 - 564,871 $570,627 $570,627 0.01 $567,964
FHLMC 30yr Pool#QG2540 6.500% 01-May-2053, 6.50%, 05/01/53 FR 3133C2ZD3 - 539,588 $564,837 $564,837 0.01 $560,300
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 550,870 $560,923 $560,923 0.01 $559,257
FNMA 30yr Pool#BW0343 4.500% 01-May-2052, 4.50%, 05/01/52 FN 3140MRLZ8 - 579,461 $556,914 $556,914 0.01 $553,235
FNMA 30yr Pool#AL6842 4.000% 01-May-2045, 4.00%, 05/01/45 FN 3138EPS88 - 563,398 $543,184 $543,184 0.01 $533,529
FNMA 30yr Pool#BK9507 4.000% 01-Oct-2048, 4.00%, 10/01/48 FN 3140HPR58 - 553,429 $534,975 $534,975 0.01 $517,782
Sequoia Mortgage Trust 2013-5 A1 2.5% 25-MAY-2043, 2.50%, 05/25/43 SEMT 2013-5 81745AAA5 - 590,284 $520,779 $520,779 0.01 $519,180
FNMA 30yr Pool#AZ0869 4.000% 01-Jul-2045, 4.00%, 07/01/45 FN 3138YR6F0 - 462,341 $452,270 $452,270 0.01 $436,656
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 446,708 $449,122 $449,122 0.01 $447,927
FHLMC 30yr Pool#QD9191 3.500% 01-Apr-2052, 3.50%, 04/01/52 FR 3133B7F86 - 488,996 $446,613 $446,613 0.01 $443,521
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.26608% 25-JAN-2034, 5.27%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 430,190 $432,015 $432,015 0.01 $431,134
FHLMC 15yr Pool#SB0116 2.500% 01-Nov-2034, 2.50%, 11/01/34 FR 3132CWDV3 - 439,192 $426,065 $426,065 0.01 $412,895
FHLMC 30yr Pool#SD1414 4.000% 01-Oct-2050, 4.00%, 10/01/50 FR 3132DNSB0 - 423,973 $399,168 $399,168 0.01 $395,852
FNMA 30yr Pool#BV6879 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MLUD0 - 400,603 $385,072 $385,072 0.01 $382,510
BX Commercial Mortgage Trust 2021-21M A 4.521% 15-OCT-2036, 4.52%, 10/15/36 BX 2021-21M 05609CAA5 - 382,219 $383,468 $383,468 0.01 $382,220
FNMA 30yr Pool#CB4329 3.500% 01-Jul-2052, 3.50%, 07/01/52 FN 3140QPY35 - 389,730 $363,062 $363,062 0.01 $353,703
FHLMC 30yr Pool#QA8274 3.500% 01-Mar-2050, 3.50%, 03/01/50 FR 3133A3FP8 - 381,241 $345,307 $345,307 0.01 $343,073
FHLMC 30yr Pool#QG3397 6.000% 01-May-2053, 6.00%, 05/01/53 FR 3133C3X27 - 328,808 $344,189 $344,189 0.01 $335,762
FNMA 30yr Pool#CA4646 3.000% 01-Feb-2048, 3.00%, 02/01/48 FN 3140QCEU6 - 376,529 $338,833 $338,833 0.01 $336,174
Blue Bridge Funding 2023-1 A 7.37% 15-NOV-2030, 7.37%, 11/15/30 BBEF 2023-1A 09531MAA8 - 321,413 $323,685 $323,685 0.00 $322,040
FNMA 30yr Pool#FM3447 4.000% 01-Nov-2049, 4.00%, 11/01/49 FN 3140X6ZM6 - 339,361 $319,782 $319,782 0.00 $316,852
Connecticut Avenue Securities Trust 2022-R01 1B1 6.76608% 25-DEC-2041, 6.77%, 12/25/41 CAS 2022-R01 20754LAF6 - 310,000 $312,903 $312,903 0.00 $312,087
Hotwire Funding, Series 2021-1 B_2021_1 2.658% 20-NOV-2051, 2.66%, 11/20/51 HWIRE 2021-1 44148JAB5 - 300,000 $298,429 $298,429 0.00 $297,986
FNMA 30yr Pool#BV7632 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MMPS1 - 307,698 $295,792 $295,792 0.00 $293,801
FNMA 30yr Pool#AR9225 3.000% 01-Mar-2043, 3.00%, 03/01/43 FN 3138W7HB3 - 307,063 $277,665 $277,665 0.00 $275,165
FHLMC 30yr Pool#ZN6461 4.000% 01-May-2049, 4.00%, 05/01/49 FR 3131YDFA7 - 282,203 $265,189 $265,189 0.00 $263,129
FNMA 30yr Pool#FS2548 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZN0 - 277,313 $262,046 $262,046 0.00 $258,919
FNMA 30yr Pool#AS8649 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3138WJTF5 - 286,957 $259,065 $259,065 0.00 $254,089
FHLMC 30yr Pool#ZT0391 4.000% 01-Nov-2047, 4.00%, 11/01/47 FR 3132ACNG1 - 272,293 $258,171 $258,171 0.00 $255,923
FNMA 30yr Pool#FA0573 5.000% 01-Jan-2055, 5.00%, 01/01/55 FN 3140W0T70 - - $243,234 $243,234 0.00 $0
FHLMC 30yr Pool#ZN4240 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131YAV98 - 241,971 $235,736 $235,736 0.00 $233,824
FNMA 30yr Pool#BN3899 4.000% 01-Dec-2048, 4.00%, 12/01/48 FN 3140JLKM5 - 244,908 $232,645 $232,645 0.00 $228,791
Fannie Mae REMIC Trust 2012-126 SY 0.27342% 25-NOV-2042, 0.27%, 11/25/42 FNR 2012-126 3136A9ZR2 - 473,554 $231,810 $231,810 0.00 $231,757
FNMA 30yr Pool#FA4000 5.000% 01-Jun-2055, 5.00%, 06/01/55 FN 3140W4NS2 - - $221,695 $221,695 0.00 $0
FNMA 30yr Pool#BW0081 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCT2 - 226,634 $217,816 $217,816 0.00 $216,376
FHLMC 30yr Pool#QA1615 3.500% 01-Aug-2049, 3.50%, 08/01/49 FR 31334XYL7 - 230,031 $209,494 $209,494 0.00 $208,088
FNMA 30yr Pool#MA3687 4.000% 01-Jun-2049, 4.00%, 06/01/49 FN 31418DCZ3 - 216,117 $204,708 $204,708 0.00 $201,782
FNMA 30yr Pool#MA1327 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31418APM4 - 220,659 $200,614 $200,614 0.00 $198,732
FNMA 30yr Pool#BE3616 4.000% 01-May-2047, 4.00%, 05/01/47 FN 3140FPAS8 - 206,763 $198,489 $198,489 0.00 $195,031
Fannie Mae REMIC Trust 2017-9 VL 3.0% 25-JUL-2028, 3.00%, 07/25/28 FNR 2017-9 3136AVYH6 - 182,486 $190,227 $190,227 0.00 $181,384
GNMA II 30yr Pool#MA5192 4.000% 20-May-2048, 4.00%, 05/20/48 G2 36179TXV2 - 200,487 $189,520 $189,520 0.00 $186,650
FNMA 30yr Pool#FA3572 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W36J3 - - $186,052 $186,052 0.00 $0
FHLMC 15yr Pool#SB0040 2.500% 01-Dec-2033, 2.50%, 12/01/33 FR 3132CWBH6 - 187,072 $184,536 $184,536 0.00 $179,127
FNMA 30yr Pool#FA3435 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W3Y94 - - $168,137 $168,137 0.00 $0
FNMA 30yr Pool#BO2983 3.000% 01-Sep-2049, 3.00%, 09/01/49 FN 3140JXJ58 - 185,185 $165,128 $165,128 0.00 $163,861
FNMA 30yr Pool#AB6280 3.000% 01-Sep-2042, 3.00%, 09/01/42 FN 31417C6S9 - 169,567 $159,639 $159,639 0.00 $152,717
FNMA 30yr Pool#BV7132 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4S6 - 159,487 $153,288 $153,288 0.00 $152,268
FHLMC 30yr Pool#ZT1320 4.000% 01-Nov-2048, 4.00%, 11/01/48 FR 3132ADPD4 - 148,713 $141,258 $141,258 0.00 $138,927
FNMA 30yr Pool#AB7563 3.000% 01-Jan-2043, 3.00%, 01/01/43 FN 31417EMM0 - 153,213 $140,044 $140,044 0.00 $138,697
FNMA 30yr Pool#FS2546 4.000% 01-Mar-2051, 4.00%, 03/01/51 FN 3140XHZL4 - 147,117 $138,832 $138,832 0.00 $137,435
Arivo Acceptance Auto Loan Receivables Trust 2024-1 A 6.46% 15-APR-2028, 6.46%, 04/17/28 ARIVO 2024-1A 039943AA3 - 131,815 $132,442 $132,442 0.00 $131,851
GNMA II 30yr Pool#MA5753 4.000% 20-Feb-2049, 4.00%, 02/20/49 G2 36179UMA7 - 134,560 $122,947 $122,947 0.00 $122,076
FNMA 30yr Pool#MA1229 3.000% 01-Oct-2042, 3.00%, 10/01/42 FN 31418ALK2 - 134,332 $122,784 $122,784 0.00 $121,604
FHLMC 30yr Pool#QH7013 6.500% 01-Dec-2053, 6.50%, 12/01/53 FR 3133CKYJ1 - 108,054 $121,064 $121,064 0.00 $111,872
GNMA II 30yr Pool#BF6874 4.500% 20-Jul-2048, 4.50%, 07/20/48 G2 3617GDT77 - 123,789 $119,426 $119,426 0.00 $118,492
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.61608% 25-JUN-2043, 5.62%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 115,417 $116,136 $116,136 0.00 $115,884
FNMA 20yr Pool#AB9283 3.000% 01-Apr-2038, 3.00%, 04/01/38 FN 31417GJ56 - 120,912 $113,883 $113,883 0.00 $112,244
GNMA II 30yr Pool#MA5866 4.000% 20-Apr-2049, 4.00%, 04/20/49 G2 36179UQT2 - 122,600 $112,709 $112,709 0.00 $111,875
GNMA II 30yr Pool#BK5879 4.500% 20-Nov-2048, 4.50%, 11/20/48 G2 3617J6Q80 - 109,458 $105,664 $105,664 0.00 $104,909
FHLMC 30yr Pool#QE0318 4.500% 01-Mar-2052, 4.50%, 03/01/52 FR 3133B9K78 - 106,674 $102,551 $102,551 0.00 $101,856
FNMA 30yr Pool#FA3714 5.000% 01-Nov-2055, 5.00%, 11/01/55 FN 3140W4DU8 - - $97,596 $97,596 0.00 $0
FNMA 30yr Pool#BM3282 3.500% 01-Dec-2047, 3.50%, 12/01/47 FN 3140J7UG8 - 104,961 $97,556 $97,556 0.00 $96,007
FHLMC 30yr Pool#ZT1633 4.000% 01-Mar-2047, 4.00%, 03/01/47 FR 3132ADY69 - 100,689 $96,956 $96,956 0.00 $95,095
FNMA 30yr Pool#CA0108 3.500% 01-Aug-2047, 3.50%, 08/01/47 FN 3140Q7DN4 - 97,014 $89,712 $89,712 0.00 $88,738
FNMA 30yr Pool#BV7131 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140ML4R8 - 87,876 $84,462 $84,462 0.00 $83,899
Fannie Mae REMIC Trust 2013-130 FN 4.08056% 25-OCT-2042, 4.08%, 10/25/42 FNR 2013-130 3136AHG53 - 79,487 $79,025 $79,025 0.00 $78,890
FHLMC 30yr Pool#ZM7926 5.000% 01-Sep-2048, 5.00%, 09/01/48 FR 3131Y2YX0 - 75,915 $75,816 $75,816 0.00 $75,234
FNMA 30yr Pool#BW0072 4.500% 01-Apr-2052, 4.50%, 04/01/52 FN 3140MRCJ4 - 74,507 $71,611 $71,611 0.00 $71,134
FNMA 30yr Pool#MA1447 3.000% 01-May-2043, 3.00%, 05/01/43 FN 31418ATD0 - 70,081 $65,041 $65,041 0.00 $62,801
FHLMC 30yr Pool#QA2159 3.000% 01-Aug-2049, 3.00%, 08/01/49 FR 31334YMG9 - 73,877 $64,164 $64,164 0.00 $63,710
FNMA 30yr Pool#AS8547 3.000% 01-Nov-2046, 3.00%, 11/01/46 FN 3138WJP93 - 69,618 $61,800 $61,800 0.00 $61,364
Sequoia Mortgage Trust 2019-CH3 A19 4.0% 25-OCT-2049, 4.00%, 09/25/49 SEMT 2019-CH3 81748GBN0 - 63,976 $58,469 $58,469 0.00 $58,192
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - $57,270 $57,270 0.00 $0
FNMA 30yr Pool#BD2453 3.000% 01-Jan-2047, 3.00%, 01/01/47 FN 3140F9WP6 - 62,649 $56,536 $56,536 0.00 $55,554
Fannie Mae REMIC Trust 2006-20 GF 4.09224% 25-APR-2036, 4.08%, 04/25/36 FNR 2006-20 31395BU43 - 47,826 $47,548 $47,548 0.00 $47,467
Fannie Mae REMIC Trust 2010-109 BS 13.78751% 25-OCT-2040, 13.79%, 10/25/40 FNR 2010-109 31398NTM6 - 41,248 $46,502 $46,502 0.00 $45,886
FHLMC 15yr Pool#ZK8962 3.000% 01-Sep-2032, 3.00%, 09/01/32 FR 3131XC5X1 - 45,401 $44,653 $44,653 0.00 $43,699
FNMA 30yr Pool#FS9909 5.000% 01-Nov-2054, 5.00%, 11/01/54 FN 3140XSAK9 - - $41,195 $41,195 0.00 $0
New Residential Mortgage Loan Trust 2026-NQM1 A2 5.078% 25-NOV-2065, 5.08%, 11/25/65 NRZT 2026-NQM1 64832LAF0 - - $38,857 $38,857 0.00 $0
Freddie Mac Multiclass Certificates, Series 3380 FM 4.34733% 15-OCT-2037, 4.33%, 10/15/37 FHR 3380 31397KTJ0 - 38,629 $38,663 $38,663 0.00 $38,547
FHLMC 15yr Pool#ZS7403 3.000% 01-May-2031, 3.00%, 05/01/31 FR 3132A8GL7 - 38,226 $38,610 $38,610 0.00 $37,196
FNMA 15yr Pool#BO5957 3.000% 01-Dec-2034, 3.00%, 12/01/34 FN 3140K1TP1 - 39,833 $38,378 $38,378 0.00 $37,777
Freddie Mac Multiclass Certificates, Series 3721 FB 4.25733% 15-SEP-2040, 4.24%, 09/15/40 FHR 3721 3137GAD20 - 37,165 $37,197 $37,197 0.00 $37,088
Ginnie Mae REMIC Trust 2008-013 FB 4.28409% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-13 38375PNL1 - 36,100 $36,051 $36,051 0.00 $35,965
FNMA 30yr Pool#BC0870 3.500% 01-Jan-2046, 3.50%, 01/01/46 FN 3140EU6G9 - 34,332 $31,670 $31,670 0.00 $31,422
FNMA 30yr Pool#FA1613 5.000% 01-Apr-2055, 5.00%, 04/01/55 FN 3140W1YK3 - - $29,578 $29,578 0.00 $0
Ginnie Mae REMIC Trust 2007-040 FG 4.10409% 20-JUL-2037, 4.10%, 07/20/37 GNR 2007-40 38375KZS4 - 27,245 $27,003 $27,003 0.00 $26,941
FHLMC 15yr Pool#ZK9163 3.000% 01-Jan-2033, 3.00%, 01/01/33 FR 3131XDFC4 - 26,615 $26,794 $26,794 0.00 $25,592
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - $23,661 $23,661 0.00 $0
Ginnie Mae REMIC Trust 2004-069 CF 4.18409% 20-JUL-2034, 4.18%, 07/20/34 GNR 2004-69 38374JAT3 - 22,666 $22,650 $22,650 0.00 $22,598
Fannie Mae REMIC Trust 2013-2 QF 4.22658% 25-FEB-2043, 4.23%, 02/25/43 FNR 2013-2 3136AB4P5 - 21,694 $21,627 $21,627 0.00 $21,589
FHLMC 30yr Pool#ZN2165 4.500% 01-Dec-2048, 4.50%, 12/01/48 FR 3131Y8MN2 - 22,174 $21,613 $21,613 0.00 $21,447
Ginnie Mae REMIC Trust 2007-059 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-59 38375LPU8 - 21,517 $21,447 $21,447 0.00 $21,396
FNMA 15yr Pool#BO7717 3.000% 01-Nov-2034, 3.00%, 11/01/34 FN 3140K3SF0 - 22,008 $21,337 $21,337 0.00 $20,970
Ginnie Mae REMIC Trust 2010-133 FD 4.24964% 16-OCT-2040, 4.25%, 10/16/40 GNR 2010-133 38377MHV1 - 17,521 $17,551 $17,551 0.00 $17,501
Ginnie Mae REMIC Trust 2008-016 FC 4.28409% 20-FEB-2038, 4.28%, 02/20/38 GNR 2008-16 383742FU2 - 17,416 $17,398 $17,398 0.00 $17,356
Ginnie Mae REMIC Trust 2007-037 FW 4.09409% 20-JUN-2037, 4.09%, 06/20/37 GNR 2007-37 38375KNR9 - 17,045 $16,911 $16,911 0.00 $16,872
Ginnie Mae REMIC Trust 2005-065 FA 3.93409% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 16,644 $16,453 $16,453 0.00 $16,417
Ginnie Mae REMIC Trust 2004-059 FP 4.11964% 16-AUG-2034, 4.12%, 08/16/34 GNR 2004-59 38374HYS3 - 15,901 $15,878 $15,878 0.00 $15,834
Freddie Mac Multiclass Certificates, Series 2426 FL 4.40733% 15-MAR-2032, 4.39%, 03/15/32 FHR 2426 31339W7G5 - 14,061 $14,149 $14,149 0.00 $14,106
FHLMC 30yr Pool#ZT0252 3.000% 01-Dec-2047, 3.00%, 12/01/47 FR 3132ACH52 - 15,648 $13,999 $13,999 0.00 $13,876
Ginnie Mae REMIC Trust 2005-048 AF 3.98409% 20-JUN-2035, 3.98%, 06/20/35 GNR 2005-48 38374LHM6 - 13,730 $13,625 $13,625 0.00 $13,594
Fannie Mae REMIC Trust 2002-53 FK 4.12658% 25-APR-2032, 4.13%, 04/25/32 FNR 2002-53 31392EHN3 - 13,520 $13,516 $13,516 0.00 $13,493
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - $13,325 $13,325 0.00 $0
Fannie Mae REMIC Trust 2005-83 KT 4.02658% 25-OCT-2035, 4.03%, 10/25/35 FNR 2005-83 31394FUL7 - 11,921 $11,860 $11,860 0.00 $11,839
Fannie Mae REMIC Trust 2007-89 GF 4.24658% 25-SEP-2037, 4.25%, 09/25/37 FNR 2007-89 31396XPM0 - 11,421 $11,439 $11,439 0.00 $11,419
Freddie Mac Multiclass Certificates, Series 2551 FD 4.15733% 15-JAN-2033, 4.14%, 01/15/33 FHR 2551 31393JAZ1 - 10,194 $10,206 $10,206 0.00 $10,176
FHLMC 30yr Pool#ZM2269 3.000% 01-Dec-2046, 3.00%, 12/01/46 FR 3131XVQW8 - 10,664 $9,847 $9,847 0.00 $9,445
Ginnie Mae REMIC Trust 2012-075 FP 4.08409% 20-JUL-2041, 4.08%, 07/20/41 GNR 2012-75 38378EZ55 - 9,525 $9,562 $9,562 0.00 $9,540
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - $9,292 $9,292 0.00 $0
Ginnie Mae REMIC Trust 2007-061 FA 4.28409% 20-OCT-2037, 4.28%, 10/20/37 GNR 2007-61 38375LLN8 - 8,763 $8,735 $8,735 0.00 $8,714
Fannie Mae REMIC Trust 2010-123 FL 4.15658% 25-NOV-2040, 4.16%, 11/25/40 FNR 2010-123 31398N2W3 - 7,746 $7,737 $7,737 0.00 $7,724
Freddie Mac Multiclass Certificates, Series 2410, excluding Group 6 FX 4.05749% 15-FEB-2032, 4.09%, 02/15/32 FHR 2410 31339NJN7 - 7,595 $7,606 $7,606 0.00 $7,584
FNMA 15yr Pool#AS8207 2.500% 01-Oct-2031, 2.50%, 10/01/31 FN 3138WJDM7 - 7,367 $7,361 $7,361 0.00 $7,062
Fannie Mae REMIC Trust 2012-100 FG 4.12658% 25-SEP-2042, 4.13%, 09/25/42 FNR 2012-100 3136A8QW3 - 6,869 $6,842 $6,842 0.00 $6,830
Freddie Mac Multiclass Certificates, Series 3028 FM 4.00733% 15-SEP-2035, 3.99%, 09/15/35 FHR 3028 31396AFB5 - 6,617 $6,608 $6,608 0.00 $6,590
FNMA 15yr Pool#AS7643 2.500% 01-Aug-2031, 2.50%, 08/01/31 FN 3138WHP55 - 6,636 $6,517 $6,517 0.00 $6,365
FNMA 15yr Pool#BM1036 2.500% 01-Feb-2032, 2.50%, 02/01/32 FN 3140J5EJ4 - 6,557 $6,477 $6,477 0.00 $6,284
Fannie Mae REMIC Trust 2003-87 FG 4.22658% 25-SEP-2033, 4.23%, 09/25/33 FNR 2003-87 31393E4W6 - 6,466 $6,477 $6,477 0.00 $6,466
Ginnie Mae REMIC Trust 2007-018 FD 4.08409% 20-APR-2037, 4.08%, 04/20/37 GNR 2007-18 38375JC86 - 6,429 $6,376 $6,376 0.00 $6,361
Ginnie Mae REMIC Trust 2010-006 FG 4.41964% 16-JAN-2040, 4.42%, 01/16/40 GNR 2010-6 38376TSC7 - 6,044 $6,061 $6,061 0.00 $6,043
FHLMC 15yr Pool#ZK8405 2.500% 01-Dec-2031, 2.50%, 01/22/31 FR 3131XCKS5 - 5,691 $5,632 $5,632 0.00 $5,447
Fannie Mae REMIC Trust 2002-16 VF 4.27658% 25-APR-2032, 4.28%, 04/25/32 FNR 2002-16 31392CWW0 - 5,573 $5,594 $5,594 0.00 $5,584
Fannie Mae REMIC Trust 2010-95 FB 4.12658% 25-SEP-2040, 4.13%, 09/25/40 FNR 2010-95 31398NEX8 - 4,817 $4,814 $4,814 0.00 $4,806
Freddie Mac Multiclass Certificates, Series 3738 FD 4.05733% 15-AUG-2040, 4.04%, 08/15/40 FHR 3738 3137GAYQ4 - 2,582 $2,589 $2,589 0.00 $2,582
FHLMC 30yr Pool#ZN0650 3.000% 01-Mar-2043, 3.00%, 03/01/43 FR 3131Y6WK1 - 1,016 $918 $918 0.00 $911
Freddie Mac Multiclass Certificates, Series 2469 FE 4.25733% 15-JUL-2032, 4.24%, 07/15/32 FHR 2469 31392RC58 - 614.00 $615 $615 0.00 $613
Ginnie Mae REMIC Trust 1999-27 FE 4.21964% 16-AUG-2029, 4.22%, 08/16/29 GNR 1999-27 3837H2WA3 - 296.00 $297 $297 0.00 $296
Ginnie Mae REMIC Trust 2010-125 VF 4.13409% 20-JUN-2040, 4.13%, 06/20/40 GNR 2010-125 38377JYJ6 - 291.00 $292 $292 0.00 $291
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -2,188 $-232,799,782 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -305.00 $-33,807,344 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -3,027 $-334,341,609 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -2,569 $-279,097,766 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,879 $592,939,050 $-0 0.00 $-0
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 FNCL 01F050692 - -279,013,463 $-270,702,489 $-270,702,489 -4.01 $-270,702,489
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - -278,059,547 $-276,244,930 $-276,244,930 -4.10 $-276,244,930
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - -548,543,829 $-503,808,434 $-503,808,434 -7.47 $-503,808,434
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/14/26 FNCL 01F042699 - -581,152,333 $-549,097,714 $-549,097,714 -8.14 $-549,097,714
SEGREGATED CASH SEGCASH $0.00 41,905,755 $41,905,755 $41,905,755 0.62 $41,905,755
ALMSUM ALMSUM $0.00 - $0 $0 0.00 $0
US DOLLARS USD MD_142224 - -2,156,478,779 $-2,156,478,779 $-2,156,478,779 -31.97 $-2,156,478,779
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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